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Kinross Gold Corporation KGC

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-21T17:52:24.259Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:52:23.124058283Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:56.456751+00:00

Share price$23.78
1D-0.3%
$23.65$23.73$23.81$23.88$23.965:30 AM6:30 AM9:00 AM1:00 PMKGC
Sold putSold call

Kinross Gold Corporation options

Live interpolated KGC call and put midpoint premiums by absolute delta.Kinross Gold Corporation$0.00$2.04$4.09$6.13$8.17$21.24$22.54$23.84$25.14$26.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KGC spot · $23.77KGC PRICE$0.88$0.52$0.43$0.33$0.23$0.28$0.34$0.39$0.45$0.55$0.83$1.11$1.38$0.35$0.31$0.26$0.21$0.25$0.31$0.37$0.43$0.62$1.41$2.19$2.83$7.58
PutsExpensive2.76×
CallsExpensive2.41×
SkewBullish-6.98 pp
Implied moveBearish±$0.71
TiltBearish37.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.38524.2%56.7%21.53167.1%10.9%
25Δ27.80240.1%19.1%22.15129.4%8.1%
30Δ26.55176.1%13.4%22.7791.6%5.3%
35Δ25.29112.2%7.8%23.3853.9%2.5%
40Δ24.0348.2%2.1%23.5947.3%1.8%
45Δ23.9046.7%1.7%23.7048.1%1.6%
50Δ23.7946.9%1.5%23.8048.9%1.4%
55Δ23.6947.1%1.3%23.9149.6%1.2%
60Δ23.5847.3%1.1%24.1358.6%1.1%
65Δ23.4350.1%0.9%24.84103.2%1.4%
70Δ23.1461.8%0.8%25.55147.7%1.8%
75Δ22.8673.5%0.8%26.18175.1%1.8%
80Δ22.5785.2%0.7%30.74348.5%2.6%

20Δ

Calls
Pseudo strike
36.38
IV
524.2%
B/E move
56.7%
Puts
Pseudo strike
21.53
IV
167.1%
B/E move
10.9%

25Δ

Calls
Pseudo strike
27.80
IV
240.1%
B/E move
19.1%
Puts
Pseudo strike
22.15
IV
129.4%
B/E move
8.1%

30Δ

Calls
Pseudo strike
26.55
IV
176.1%
B/E move
13.4%
Puts
Pseudo strike
22.77
IV
91.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
25.29
IV
112.2%
B/E move
7.8%
Puts
Pseudo strike
23.38
IV
53.9%
B/E move
2.5%

40Δ

Calls
Pseudo strike
24.03
IV
48.2%
B/E move
2.1%
Puts
Pseudo strike
23.59
IV
47.3%
B/E move
1.8%

45Δ

Calls
Pseudo strike
23.90
IV
46.7%
B/E move
1.7%
Puts
Pseudo strike
23.70
IV
48.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
23.79
IV
46.9%
B/E move
1.5%
Puts
Pseudo strike
23.80
IV
48.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
23.69
IV
47.1%
B/E move
1.3%
Puts
Pseudo strike
23.91
IV
49.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
23.58
IV
47.3%
B/E move
1.1%
Puts
Pseudo strike
24.13
IV
58.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
23.43
IV
50.1%
B/E move
0.9%
Puts
Pseudo strike
24.84
IV
103.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
23.14
IV
61.8%
B/E move
0.8%
Puts
Pseudo strike
25.55
IV
147.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
22.86
IV
73.5%
B/E move
0.8%
Puts
Pseudo strike
26.18
IV
175.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
22.57
IV
85.2%
B/E move
0.7%
Puts
Pseudo strike
30.74
IV
348.5%
B/E move
2.6%

Options history

KGC49.5851.1552.732026-10-19: 49.79%2026-10-20: 52.51%Oct 19Oct 20
Table
DateIV
49.79%
52.51%