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Kinross Gold Corporation KGC

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Market datapartial · fetched 2026-11-10T22:29:25.726Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:28:31.332382264Z

FundamentalsAlpha Vantage · unavailable

Share price$21.50
1D-2.3%
AH$21.39$21.60$21.81$22.02$22.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKGC
Sold putSold callAH

Kinross Gold Corporation options

Live interpolated KGC call and put midpoint premiums by absolute delta.Kinross Gold Corporation$0.09$0.53$0.97$1.41$1.85$20.07$20.94$21.80$22.67$23.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KGC spot · $21.50KGC PRICE$0.21$0.25$0.34$0.43$0.51$0.60$0.69$0.77$1.60$1.72$0.14$0.20$0.27$0.32$0.33$0.34$0.37$0.49$0.62$0.74$0.85$0.95$1.06
PutsExpensive1.19×
Calls——
Skew——
Implied moveBullish±$0.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.6157.6%4.8%
25Δ22.5573.2%5.8%20.7561.7%4.4%
30Δ20.8965.8%4.1%
35Δ21.9253.6%3.1%21.0367.4%3.6%
40Δ21.7958.3%2.9%21.2059.3%2.9%
45Δ21.6763.0%2.8%21.3751.1%2.2%
50Δ21.5467.7%2.6%21.5345.8%1.6%
55Δ21.3868.3%2.2%21.6850.0%1.4%
60Δ21.2267.3%1.9%21.8354.2%1.3%
65Δ21.0566.3%1.5%21.9858.4%1.2%
70Δ20.41124.7%2.4%22.1457.4%1.0%
75Δ20.15116.3%1.7%22.2955.8%0.7%
80Δ22.4554.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.61
IV
57.6%
B/E move
4.8%

25Δ

Calls
Pseudo strike
22.55
IV
73.2%
B/E move
5.8%
Puts
Pseudo strike
20.75
IV
61.7%
B/E move
4.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.89
IV
65.8%
B/E move
4.1%

35Δ

Calls
Pseudo strike
21.92
IV
53.6%
B/E move
3.1%
Puts
Pseudo strike
21.03
IV
67.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
21.79
IV
58.3%
B/E move
2.9%
Puts
Pseudo strike
21.20
IV
59.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
21.67
IV
63.0%
B/E move
2.8%
Puts
Pseudo strike
21.37
IV
51.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
21.54
IV
67.7%
B/E move
2.6%
Puts
Pseudo strike
21.53
IV
45.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
21.38
IV
68.3%
B/E move
2.2%
Puts
Pseudo strike
21.68
IV
50.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
21.22
IV
67.3%
B/E move
1.9%
Puts
Pseudo strike
21.83
IV
54.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
21.05
IV
66.3%
B/E move
1.5%
Puts
Pseudo strike
21.98
IV
58.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
20.41
IV
124.7%
B/E move
2.4%
Puts
Pseudo strike
22.14
IV
57.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
20.15
IV
116.3%
B/E move
1.7%
Puts
Pseudo strike
22.29
IV
55.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.45
IV
54.2%
B/E move
0.5%

Options history

IV · four-Friday blend50.43%
Daily close
KGC38.1%53.6%69.1%2026-08-12: 53.39%2026-08-13: 49.92%2026-08-14: 45.17%2026-08-17: 47.50%2026-08-18: 47.03%2026-08-19: 52.99%2026-08-20: 57.15%2026-08-21: 49.64%2026-08-24: 55.73%2026-08-25: 54.90%2026-08-26: 53.33%2026-08-27: 49.66%2026-08-28: 49.42%2026-08-31: 47.52%2026-09-01: 50.77%2026-09-02: 52.08%2026-09-03: 52.62%2026-09-04: 45.14%2026-09-08: 50.66%2026-09-09: 54.32%2026-09-10: 54.67%2026-09-11: 49.64%2026-09-14: 52.82%2026-09-15: 51.12%2026-09-16: 55.22%2026-09-17: 57.11%2026-09-18: 42.11%2026-09-21: 47.75%2026-09-22: 47.74%2026-09-23: 46.62%2026-09-24: 63.89%2026-09-25: 44.33%2026-09-28: 50.86%2026-09-29: 45.55%2026-09-30: 47.63%2026-10-01: 46.19%2026-10-02: 44.99%2026-10-05: 46.62%2026-10-06: 43.97%2026-10-07: 46.14%2026-10-08: 52.20%2026-10-09: 40.27%2026-10-12: 46.03%2026-10-13: 46.06%2026-10-14: 47.75%2026-10-15: 67.01%2026-10-16: 47.42%2026-10-19: 49.80%2026-10-20: 52.71%2026-10-21: 51.68%2026-10-22: 48.95%2026-10-23: 48.66%2026-10-26: 51.20%2026-10-27: 58.11%2026-10-28: 65.26%2026-10-29: 65.36%2026-10-30: 50.43%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
53.39%
49.92%
45.17%
47.50%
47.03%
52.99%
57.15%
49.64%
55.73%
54.90%
53.33%
49.66%
49.42%
47.52%
50.77%
52.08%
52.62%
45.14%
50.66%
54.32%
54.67%
49.64%
52.82%
51.12%
55.22%
57.11%
42.11%
47.75%
47.74%
46.62%
63.89%
44.33%
50.86%
45.55%
47.63%
46.19%
44.99%
46.62%
43.97%
46.14%
52.20%
40.27%
46.03%
46.06%
47.75%
67.01%
47.42%
49.80%
52.71%
51.68%
48.95%
48.66%
51.20%
58.11%
65.26%
65.36%
50.43%