IntraAlpha
Create free account Start free

Kulicke and Soffa Industries, Inc. Common Stock KLIC

i

Market datapartial · fetched 2026-10-23T02:00:25.238Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:54.227739337Z

FundamentalsAlpha Vantage · unavailable

Share price$73.41
1D-5.8%
AH$72$74$75$77$785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKLIC
Sold putSold callAH

Kulicke and Soffa Industries, Inc. Common Stock options

Live interpolated KLIC call and put midpoint premiums by absolute delta.Kulicke and Soffa Industries, Inc. Common Stock$1.05$5.20$9.35$13.50$17.65$54.18$67.31$80.44$93.56$106.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KLIC spot · $73.41KLIC PRICE$1.50$1.90$2.33$2.77$3.52$4.28$5.04$6.00$6.97$7.87$8.59$9.31$10.03$1.73$2.34$3.16$3.98$4.83$5.68$6.54$7.51$8.49$9.63$11.59$13.66$16.45
PutsFair1.01×
CallsFair1.01×
SkewBearish+2.45 pp
Implied moveBearish±$11.58
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.0771.1%23.4%63.2370.3%16.2%
25Δ85.2767.4%18.7%66.0966.2%13.2%
30Δ82.6164.8%15.7%67.8269.0%11.9%
35Δ80.0462.4%12.8%69.5471.9%10.7%
40Δ78.3664.4%11.5%71.3671.8%9.4%
45Δ76.6966.5%10.3%73.2270.7%8.0%
50Δ75.0268.5%9.1%75.0769.6%6.6%
55Δ73.2169.4%7.9%76.8167.9%5.6%
60Δ71.3970.3%6.7%78.5566.2%4.6%
65Δ69.6470.0%5.6%80.4165.0%3.6%
70Δ68.1066.0%4.5%82.8766.5%2.9%
75Δ66.5762.0%3.4%85.4268.1%2.2%
80Δ65.0458.0%2.3%88.6669.5%1.6%

20Δ

Calls
Pseudo strike
89.07
IV
71.1%
B/E move
23.4%
Puts
Pseudo strike
63.23
IV
70.3%
B/E move
16.2%

25Δ

Calls
Pseudo strike
85.27
IV
67.4%
B/E move
18.7%
Puts
Pseudo strike
66.09
IV
66.2%
B/E move
13.2%

30Δ

Calls
Pseudo strike
82.61
IV
64.8%
B/E move
15.7%
Puts
Pseudo strike
67.82
IV
69.0%
B/E move
11.9%

35Δ

Calls
Pseudo strike
80.04
IV
62.4%
B/E move
12.8%
Puts
Pseudo strike
69.54
IV
71.9%
B/E move
10.7%

40Δ

Calls
Pseudo strike
78.36
IV
64.4%
B/E move
11.5%
Puts
Pseudo strike
71.36
IV
71.8%
B/E move
9.4%

45Δ

Calls
Pseudo strike
76.69
IV
66.5%
B/E move
10.3%
Puts
Pseudo strike
73.22
IV
70.7%
B/E move
8.0%

50Δ

Calls
Pseudo strike
75.02
IV
68.5%
B/E move
9.1%
Puts
Pseudo strike
75.07
IV
69.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
73.21
IV
69.4%
B/E move
7.9%
Puts
Pseudo strike
76.81
IV
67.9%
B/E move
5.6%

60Δ

Calls
Pseudo strike
71.39
IV
70.3%
B/E move
6.7%
Puts
Pseudo strike
78.55
IV
66.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
69.64
IV
70.0%
B/E move
5.6%
Puts
Pseudo strike
80.41
IV
65.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
68.10
IV
66.0%
B/E move
4.5%
Puts
Pseudo strike
82.87
IV
66.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
66.57
IV
62.0%
B/E move
3.4%
Puts
Pseudo strike
85.42
IV
68.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
65.04
IV
58.0%
B/E move
2.3%
Puts
Pseudo strike
88.66
IV
69.5%
B/E move
1.6%

Options history

No recorded observations