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Kimco Realty Corp. KIM

i

Market dataready · fetched 2026-11-12T01:43:20.571Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T00:00:00.002012662Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T01:43:19.996558+00:00

Share price$25.62
1D+0.1%
AH$25.39$25.47$25.54$25.62$25.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKIM
Sold putSold callAH

Kimco Realty Corp. options

Live interpolated KIM call and put midpoint premiums by absolute delta.Kimco Realty Corp.$0.16$0.61$1.05$1.50$1.94$23.12$24.24$25.36$26.47$27.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KIM spot · $25.62KIM PRICE$0.21$0.27$0.33$0.39$0.46$0.52$0.58$0.64$0.70$0.76$0.83$1.17$1.70$0.39$0.42$0.45$0.47$0.62$0.77$0.92$1.07$1.22$1.37$1.52$1.67$1.82
PutsExpensive2.09×
CallsExpensive1.41×
SkewBearish+13.31 pp
Implied moveBearish±$1.50
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.4649.0%8.0%22.9088.4%12.1%
25Δ27.2247.0%7.3%23.5975.2%9.5%
30Δ26.9945.1%6.6%24.2862.0%7.0%
35Δ26.7543.2%6.0%24.9748.8%4.4%
40Δ26.5141.3%5.3%25.2447.5%3.9%
45Δ26.2839.3%4.6%25.4946.8%3.5%
50Δ26.0437.4%3.9%25.7446.1%3.1%
55Δ25.8135.5%3.2%25.9945.4%2.7%
60Δ25.5733.5%2.5%26.2444.7%2.3%
65Δ25.3331.6%1.9%26.4944.0%2.0%
70Δ25.1029.7%1.2%26.7343.2%1.6%
75Δ24.6632.4%0.8%26.9842.5%1.2%
80Δ24.1038.3%0.7%27.2341.8%0.8%

20Δ

Calls
Pseudo strike
27.46
IV
49.0%
B/E move
8.0%
Puts
Pseudo strike
22.90
IV
88.4%
B/E move
12.1%

25Δ

Calls
Pseudo strike
27.22
IV
47.0%
B/E move
7.3%
Puts
Pseudo strike
23.59
IV
75.2%
B/E move
9.5%

30Δ

Calls
Pseudo strike
26.99
IV
45.1%
B/E move
6.6%
Puts
Pseudo strike
24.28
IV
62.0%
B/E move
7.0%

35Δ

Calls
Pseudo strike
26.75
IV
43.2%
B/E move
6.0%
Puts
Pseudo strike
24.97
IV
48.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
26.51
IV
41.3%
B/E move
5.3%
Puts
Pseudo strike
25.24
IV
47.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
26.28
IV
39.3%
B/E move
4.6%
Puts
Pseudo strike
25.49
IV
46.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
26.04
IV
37.4%
B/E move
3.9%
Puts
Pseudo strike
25.74
IV
46.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
25.81
IV
35.5%
B/E move
3.2%
Puts
Pseudo strike
25.99
IV
45.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
25.57
IV
33.5%
B/E move
2.5%
Puts
Pseudo strike
26.24
IV
44.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
25.33
IV
31.6%
B/E move
1.9%
Puts
Pseudo strike
26.49
IV
44.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
25.10
IV
29.7%
B/E move
1.2%
Puts
Pseudo strike
26.73
IV
43.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
24.66
IV
32.4%
B/E move
0.8%
Puts
Pseudo strike
26.98
IV
42.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
24.10
IV
38.3%
B/E move
0.7%
Puts
Pseudo strike
27.23
IV
41.8%
B/E move
0.8%

Options history

IV · four-Friday blend25.68%
Daily EOD
KIM22.3%28.2%34.0%2026-10-19: 23.12%2026-10-20: 33.21%2026-10-21: 25.68%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
23.12%
33.21%
25.68%