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Kurv Memory Select ETF KMEM

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Market dataready · fetched 2026-11-12T03:07:31.400Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T01:00:04.384708633Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:07:30.693650+00:00

Share price$14.72
1D+2.2%
AH$14.11$14.37$14.63$14.88$15.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKMEM
Sold putSold callAH

Kurv Memory Select ETF options

Live interpolated KMEM call and put midpoint premiums by absolute delta.Kurv Memory Select ETF$0.20$1.44$2.69$3.93$5.17$10.19$13.00$15.81$18.62$21.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KMEM spot · $14.72KMEM PRICE$0.33$0.42$0.53$0.66$0.80$1.00$1.21$1.43$1.66$2.11$3.01$3.91$4.81$0.47$0.61$0.77$0.93$1.09$1.26$1.44$1.67$1.89$2.19$2.52
Puts——
CallsExpensive1.13×
Skew——
Implied moveBearish±$2.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.3570.9%26.9%12.3279.4%19.5%
25Δ17.5067.3%21.8%12.9176.2%16.4%
30Δ16.8866.1%18.3%13.4074.7%14.2%
35Δ16.4166.4%16.0%13.8773.4%12.1%
40Δ15.9567.0%13.8%14.3071.2%10.3%
45Δ15.5670.2%12.6%14.7168.8%8.6%
50Δ15.1873.5%11.3%15.1166.7%7.1%
55Δ14.7575.5%9.9%15.5165.6%6.0%
60Δ14.3176.6%8.5%15.9064.5%4.8%
65Δ13.6780.6%7.2%16.3464.0%3.9%
70Δ12.6290.6%6.2%16.7963.7%3.1%
75Δ11.57100.6%5.2%
80Δ10.53110.7%4.2%

20Δ

Calls
Pseudo strike
18.35
IV
70.9%
B/E move
26.9%
Puts
Pseudo strike
12.32
IV
79.4%
B/E move
19.5%

25Δ

Calls
Pseudo strike
17.50
IV
67.3%
B/E move
21.8%
Puts
Pseudo strike
12.91
IV
76.2%
B/E move
16.4%

30Δ

Calls
Pseudo strike
16.88
IV
66.1%
B/E move
18.3%
Puts
Pseudo strike
13.40
IV
74.7%
B/E move
14.2%

35Δ

Calls
Pseudo strike
16.41
IV
66.4%
B/E move
16.0%
Puts
Pseudo strike
13.87
IV
73.4%
B/E move
12.1%

40Δ

Calls
Pseudo strike
15.95
IV
67.0%
B/E move
13.8%
Puts
Pseudo strike
14.30
IV
71.2%
B/E move
10.3%

45Δ

Calls
Pseudo strike
15.56
IV
70.2%
B/E move
12.6%
Puts
Pseudo strike
14.71
IV
68.8%
B/E move
8.6%

50Δ

Calls
Pseudo strike
15.18
IV
73.5%
B/E move
11.3%
Puts
Pseudo strike
15.11
IV
66.7%
B/E move
7.1%

55Δ

Calls
Pseudo strike
14.75
IV
75.5%
B/E move
9.9%
Puts
Pseudo strike
15.51
IV
65.6%
B/E move
6.0%

60Δ

Calls
Pseudo strike
14.31
IV
76.6%
B/E move
8.5%
Puts
Pseudo strike
15.90
IV
64.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
13.67
IV
80.6%
B/E move
7.2%
Puts
Pseudo strike
16.34
IV
64.0%
B/E move
3.9%

70Δ

Calls
Pseudo strike
12.62
IV
90.6%
B/E move
6.2%
Puts
Pseudo strike
16.79
IV
63.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
11.57
IV
100.6%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.53
IV
110.7%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.61%
Daily EOD
KMEM57.3%61.2%65.2%2026-10-19: 58.39%2026-10-20: 58.37%2026-10-21: 57.80%2026-10-22: 62.18%2026-10-23: 61.55%2026-10-26: 60.98%2026-10-27: 59.69%2026-10-28: 60.09%2026-10-29: 60.11%2026-10-30: 64.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.39%
58.37%
57.80%
62.18%
61.55%
60.98%
59.69%
60.09%
60.11%
64.61%