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Kingstone Companies, Inc. Common Stock KINS

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-11T14:02:46.600Z

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 · 2026-11-11T13:56:31.222087368Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:02:45.606234+00:00

Share price$22.72
1D+0.0%
$22.71$22.71$22.72$22.73$22.735:30 AM6:30 AM9:00 AM1:00 PMKINS
Sold putSold call

Kingstone Companies, Inc. Common Stock options

Live interpolated KINS call and put midpoint premiums by absolute delta.Kingstone Companies, Inc. Common Stock$0.29$1.99$3.69$5.39$7.09$17.41$19.74$22.08$24.42$26.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KINS spot · $22.72KINS PRICE$0.48$0.57$0.66$0.75$0.84$0.92$1.18$1.50$1.82$2.15$2.47$0.47$0.75$1.03$1.31$1.59$1.86$2.09$2.32$2.55$2.78$3.35$4.97$6.60
PutsExpensive2.33×
Calls——
Skew——
Implied moveBearish±$2.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.96108.2%14.2%
25Δ20.52112.7%13.0%
30Δ24.5473.9%10.1%21.05118.3%11.9%
35Δ24.1670.9%8.8%21.58124.0%10.8%
40Δ23.7767.9%7.5%22.10129.6%9.7%
45Δ23.3865.0%6.2%22.63132.3%8.6%
50Δ23.0062.0%4.9%23.13126.7%7.4%
55Δ22.6159.1%3.6%23.62121.0%6.2%
60Δ22.2160.3%2.9%24.12115.3%5.0%
65Δ21.8063.3%2.6%24.62109.6%3.8%
70Δ21.3966.3%2.2%25.42109.8%2.9%
75Δ20.9969.3%1.8%27.13128.0%2.5%
80Δ20.5872.2%1.4%28.84146.2%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.96
IV
108.2%
B/E move
14.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.52
IV
112.7%
B/E move
13.0%

30Δ

Calls
Pseudo strike
24.54
IV
73.9%
B/E move
10.1%
Puts
Pseudo strike
21.05
IV
118.3%
B/E move
11.9%

35Δ

Calls
Pseudo strike
24.16
IV
70.9%
B/E move
8.8%
Puts
Pseudo strike
21.58
IV
124.0%
B/E move
10.8%

40Δ

Calls
Pseudo strike
23.77
IV
67.9%
B/E move
7.5%
Puts
Pseudo strike
22.10
IV
129.6%
B/E move
9.7%

45Δ

Calls
Pseudo strike
23.38
IV
65.0%
B/E move
6.2%
Puts
Pseudo strike
22.63
IV
132.3%
B/E move
8.6%

50Δ

Calls
Pseudo strike
23.00
IV
62.0%
B/E move
4.9%
Puts
Pseudo strike
23.13
IV
126.7%
B/E move
7.4%

55Δ

Calls
Pseudo strike
22.61
IV
59.1%
B/E move
3.6%
Puts
Pseudo strike
23.62
IV
121.0%
B/E move
6.2%

60Δ

Calls
Pseudo strike
22.21
IV
60.3%
B/E move
2.9%
Puts
Pseudo strike
24.12
IV
115.3%
B/E move
5.0%

65Δ

Calls
Pseudo strike
21.80
IV
63.3%
B/E move
2.6%
Puts
Pseudo strike
24.62
IV
109.6%
B/E move
3.8%

70Δ

Calls
Pseudo strike
21.39
IV
66.3%
B/E move
2.2%
Puts
Pseudo strike
25.42
IV
109.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
20.99
IV
69.3%
B/E move
1.8%
Puts
Pseudo strike
27.13
IV
128.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
20.58
IV
72.2%
B/E move
1.4%
Puts
Pseudo strike
28.84
IV
146.2%
B/E move
2.1%

Options history

IV · four-Friday blend57.61%
Daily close
KINS36.8%65.1%93.4%2026-08-14: 51.62%2026-08-17: 54.30%2026-08-21: 44.68%2026-08-24: 46.78%2026-08-25: 45.73%2026-08-26: 44.23%2026-08-27: 42.47%2026-08-28: 40.70%2026-08-31: 45.76%2026-09-01: 46.69%2026-09-02: 42.12%2026-09-03: 47.68%2026-09-04: 48.54%2026-09-08: 49.95%2026-09-09: 52.66%2026-09-14: 55.09%2026-09-17: 89.46%2026-09-22: 47.70%2026-09-28: 47.50%2026-09-29: 46.95%2026-09-30: 40.77%2026-10-01: 49.86%2026-10-16: 54.25%2026-10-19: 53.08%2026-10-20: 54.99%2026-10-21: 52.93%2026-10-22: 51.95%2026-10-23: 50.12%2026-10-26: 51.94%2026-10-27: 52.86%2026-10-28: 54.53%2026-10-29: 51.09%2026-10-30: 57.61%Aug 14Sep 17Oct 30
33 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
51.62%
54.30%
44.68%
46.78%
45.73%
44.23%
42.47%
40.70%
45.76%
46.69%
42.12%
47.68%
48.54%
49.95%
52.66%
55.09%
89.46%
47.70%
47.50%
46.95%
40.77%
49.86%
54.25%
53.08%
54.99%
52.93%
51.95%
50.12%
51.94%
52.86%
54.53%
51.09%
57.61%