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Kamada Ltd. Ordinary Shares KMDA

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T03:01:48.368Z

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 · 2026-11-11T22:35:02.577666151Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:01:48.001965+00:00

Share price$8.20
1D+0.4%
AH$8.04$8.07$8.10$8.13$8.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKMDA
Sold putSold callAH

Kamada Ltd. Ordinary Shares options

Live interpolated KMDA call and put midpoint premiums by absolute delta.Kamada Ltd. Ordinary Shares$0.00$2.25$4.51$6.76$9.02$6.57$7.26$7.95$8.64$9.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KMDA spot · $8.20KMDA PRICE$0.22$0.26$0.30$0.34$0.38$0.42$0.46$0.50$0.54$0.58$0.62$0.73$1.09$1.44$1.80$2.15$2.51$3.19$3.91$4.64$8.37
Puts——
Calls——
Skew——
Implied moveBearish±$2.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ9.5198.2%18.7%
35Δ9.3593.6%17.2%7.86167.0%13.1%
40Δ9.1989.0%15.8%8.28186.6%12.3%
45Δ9.0384.5%14.3%8.70206.2%11.5%
50Δ8.8779.9%12.8%9.11225.8%10.8%
55Δ8.7175.3%11.4%9.53245.5%10.0%
60Δ8.5570.8%9.9%9.95265.1%9.2%
65Δ8.3966.2%8.4%10.73275.5%8.0%
70Δ8.2361.6%7.0%11.57284.6%6.7%
75Δ8.0757.0%5.5%12.40293.6%5.3%
80Δ7.9152.5%4.1%16.16380.5%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.51
IV
98.2%
B/E move
18.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.35
IV
93.6%
B/E move
17.2%
Puts
Pseudo strike
7.86
IV
167.0%
B/E move
13.1%

40Δ

Calls
Pseudo strike
9.19
IV
89.0%
B/E move
15.8%
Puts
Pseudo strike
8.28
IV
186.6%
B/E move
12.3%

45Δ

Calls
Pseudo strike
9.03
IV
84.5%
B/E move
14.3%
Puts
Pseudo strike
8.70
IV
206.2%
B/E move
11.5%

50Δ

Calls
Pseudo strike
8.87
IV
79.9%
B/E move
12.8%
Puts
Pseudo strike
9.11
IV
225.8%
B/E move
10.8%

55Δ

Calls
Pseudo strike
8.71
IV
75.3%
B/E move
11.4%
Puts
Pseudo strike
9.53
IV
245.5%
B/E move
10.0%

60Δ

Calls
Pseudo strike
8.55
IV
70.8%
B/E move
9.9%
Puts
Pseudo strike
9.95
IV
265.1%
B/E move
9.2%

65Δ

Calls
Pseudo strike
8.39
IV
66.2%
B/E move
8.4%
Puts
Pseudo strike
10.73
IV
275.5%
B/E move
8.0%

70Δ

Calls
Pseudo strike
8.23
IV
61.6%
B/E move
7.0%
Puts
Pseudo strike
11.57
IV
284.6%
B/E move
6.7%

75Δ

Calls
Pseudo strike
8.07
IV
57.0%
B/E move
5.5%
Puts
Pseudo strike
12.40
IV
293.6%
B/E move
5.3%

80Δ

Calls
Pseudo strike
7.91
IV
52.5%
B/E move
4.1%
Puts
Pseudo strike
16.16
IV
380.5%
B/E move
5.0%

Options history

IV · four-Friday blend178.60%
Daily close
KMDA169.3%188.9%208.5%2026-08-21: 172.05%2026-08-25: 180.38%2026-09-29: 185.75%2026-10-01: 181.98%2026-10-05: 205.84%2026-10-22: 178.60%Aug 21Sep 29Oct 22
6 observations2026-08-21 — 2026-10-22
Table
DateIV (%)
172.05%
180.38%
185.75%
181.98%
205.84%
178.60%