IntraAlpha
Create free account Start free

Kaltura, Inc. Common Stock KLTR

i

Market dataready · fetched 2026-11-11T15:45:12.782Z

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 · 2026-11-11T15:42:06.863888565Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:45:12.029443+00:00

Share price$1.43
1D-2.4%
$1.41$1.42$1.44$1.45$1.475:30 AM6:30 AM9:00 AM1:00 PMKLTR
Sold putSold call

Kaltura, Inc. Common Stock options

Live interpolated KLTR call and put midpoint premiums by absolute delta.Kaltura, Inc. Common Stock$0.28$0.48$0.67$0.87$1.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKLTR PRICE$0.30$0.30$0.30$0.34$0.38$0.42$0.45$0.49$0.53$0.57$0.60$0.64$0.69$0.85$1.01
PutsExpensive3.03×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.01660.2%50.3%
25Δ1.11622.6%46.0%
30Δ1.21585.0%41.6%
35Δ1.31547.4%37.2%
40Δ4.30786.4%222.7%1.41509.8%32.8%
45Δ2.84654.7%120.6%1.51472.1%28.4%
50Δ1.61434.5%24.0%
55Δ1.71396.9%19.7%
60Δ1.81359.3%15.3%
65Δ1.91321.7%10.9%
70Δ2.02287.0%6.9%
75Δ2.20273.7%5.6%
80Δ2.37260.4%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.01
IV
660.2%
B/E move
50.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.11
IV
622.6%
B/E move
46.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.21
IV
585.0%
B/E move
41.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.31
IV
547.4%
B/E move
37.2%

40Δ

Calls
Pseudo strike
4.30
IV
786.4%
B/E move
222.7%
Puts
Pseudo strike
1.41
IV
509.8%
B/E move
32.8%

45Δ

Calls
Pseudo strike
2.84
IV
654.7%
B/E move
120.6%
Puts
Pseudo strike
1.51
IV
472.1%
B/E move
28.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.61
IV
434.5%
B/E move
24.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.71
IV
396.9%
B/E move
19.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.81
IV
359.3%
B/E move
15.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.91
IV
321.7%
B/E move
10.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.02
IV
287.0%
B/E move
6.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.20
IV
273.7%
B/E move
5.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.37
IV
260.4%
B/E move
4.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations