IntraAlpha
Create free account Start free

Kaltura, Inc. Common Stock KLTR

i

Market datapartial · fetched 2026-10-22T13:28:59.263Z

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 · 2026-10-21T20:00:00.386957359Z

FundamentalsAlpha Vantage · unavailable

Share price$1.39
1D+0.0%
AH$1.38$1.39$1.40$1.41$1.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKLTR
Sold putSold callAH

Kaltura, Inc. Common Stock options

Live interpolated KLTR call and put midpoint premiums by absolute delta.Kaltura, Inc. Common Stock$0.37$0.43$0.49$0.55$0.62$-0.01$0.72$1.45$2.17$2.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KLTR spot · $1.39KLTR PRICE$0.38$0.38$0.39$0.39$0.40$0.41$0.41$0.38$0.40$0.42$0.43$0.45$0.47$0.49$0.51$0.52$0.54$0.56$0.58$0.60
PutsExpensive4.29×
CallsExpensive4.75×
SkewBullish-29.05 pp
Implied moveBearish±$0.86
TiltBearish39.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.02431.3%54.0%
25Δ1.09406.7%50.1%
30Δ1.16382.1%46.2%
35Δ1.24357.5%42.3%
40Δ1.31332.9%38.4%
45Δ1.38308.3%34.4%
50Δ3.09443.3%149.0%1.45283.7%30.5%
55Δ2.75397.5%124.9%1.53259.2%26.6%
60Δ2.48354.9%106.3%1.60234.6%22.7%
65Δ2.21312.3%87.7%1.67210.0%18.8%
70Δ1.95269.8%69.1%1.74185.4%14.9%
75Δ1.68227.2%50.5%1.82160.8%10.9%
80Δ1.42184.6%31.9%1.89136.2%7.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.02
IV
431.3%
B/E move
54.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.09
IV
406.7%
B/E move
50.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.16
IV
382.1%
B/E move
46.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.24
IV
357.5%
B/E move
42.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.31
IV
332.9%
B/E move
38.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
308.3%
B/E move
34.4%

50Δ

Calls
Pseudo strike
3.09
IV
443.3%
B/E move
149.0%
Puts
Pseudo strike
1.45
IV
283.7%
B/E move
30.5%

55Δ

Calls
Pseudo strike
2.75
IV
397.5%
B/E move
124.9%
Puts
Pseudo strike
1.53
IV
259.2%
B/E move
26.6%

60Δ

Calls
Pseudo strike
2.48
IV
354.9%
B/E move
106.3%
Puts
Pseudo strike
1.60
IV
234.6%
B/E move
22.7%

65Δ

Calls
Pseudo strike
2.21
IV
312.3%
B/E move
87.7%
Puts
Pseudo strike
1.67
IV
210.0%
B/E move
18.8%

70Δ

Calls
Pseudo strike
1.95
IV
269.8%
B/E move
69.1%
Puts
Pseudo strike
1.74
IV
185.4%
B/E move
14.9%

75Δ

Calls
Pseudo strike
1.68
IV
227.2%
B/E move
50.5%
Puts
Pseudo strike
1.82
IV
160.8%
B/E move
10.9%

80Δ

Calls
Pseudo strike
1.42
IV
184.6%
B/E move
31.9%
Puts
Pseudo strike
1.89
IV
136.2%
B/E move
7.0%

Options history

No recorded observations