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Kinder Morgan, Inc. KMI

i

Market dataready · fetched 2026-11-09T20:54:28.720Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-09T20:54:25.359073125Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-09T20:54:28.134805+00:00

Share price$30.59
1D+1.6%
$29.89$30.10$30.31$30.52$30.735:30 AM6:30 AM9:00 AM1:00 PMKMI
Sold putSold call

Kinder Morgan, Inc. options

Live interpolated KMI call and put midpoint premiums by absolute delta.Kinder Morgan, Inc.$0.07$0.32$0.57$0.82$1.07$29.05$29.86$30.66$31.47$32.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KMI spot · $30.59KMI PRICE$0.10$0.14$0.17$0.22$0.28$0.34$0.40$0.46$0.54$0.63$0.71$0.83$1.00$0.11$0.14$0.18$0.23$0.27$0.31$0.41$0.50$0.60$0.69$0.76$0.83$0.90
PutsCheap0.79×
CallsCheap0.70×
SkewNeutral-0.15 pp
Implied moveBalanced±$0.81
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.3927.8%3.0%29.7830.6%3.0%
25Δ31.2528.0%2.6%30.0028.9%2.4%
30Δ31.1128.2%2.3%30.1328.7%2.1%
35Δ30.9728.5%2.0%30.2528.5%1.8%
40Δ30.8529.3%1.8%30.3828.3%1.6%
45Δ30.7330.0%1.6%30.5028.2%1.3%
50Δ30.6130.8%1.4%30.6429.8%1.2%
55Δ30.4931.5%1.2%30.7731.4%1.0%
60Δ30.3631.5%1.0%30.9133.0%0.9%
65Δ30.2231.5%0.9%31.0433.5%0.8%
70Δ30.0931.5%0.7%31.1631.8%0.6%
75Δ29.9331.8%0.6%31.2730.1%0.5%
80Δ29.7232.8%0.5%31.3928.3%0.3%

20Δ

Calls
Pseudo strike
31.39
IV
27.8%
B/E move
3.0%
Puts
Pseudo strike
29.78
IV
30.6%
B/E move
3.0%

25Δ

Calls
Pseudo strike
31.25
IV
28.0%
B/E move
2.6%
Puts
Pseudo strike
30.00
IV
28.9%
B/E move
2.4%

30Δ

Calls
Pseudo strike
31.11
IV
28.2%
B/E move
2.3%
Puts
Pseudo strike
30.13
IV
28.7%
B/E move
2.1%

35Δ

Calls
Pseudo strike
30.97
IV
28.5%
B/E move
2.0%
Puts
Pseudo strike
30.25
IV
28.5%
B/E move
1.8%

40Δ

Calls
Pseudo strike
30.85
IV
29.3%
B/E move
1.8%
Puts
Pseudo strike
30.38
IV
28.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
30.73
IV
30.0%
B/E move
1.6%
Puts
Pseudo strike
30.50
IV
28.2%
B/E move
1.3%

50Δ

Calls
Pseudo strike
30.61
IV
30.8%
B/E move
1.4%
Puts
Pseudo strike
30.64
IV
29.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
30.49
IV
31.5%
B/E move
1.2%
Puts
Pseudo strike
30.77
IV
31.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
30.36
IV
31.5%
B/E move
1.0%
Puts
Pseudo strike
30.91
IV
33.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
30.22
IV
31.5%
B/E move
0.9%
Puts
Pseudo strike
31.04
IV
33.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
30.09
IV
31.5%
B/E move
0.7%
Puts
Pseudo strike
31.16
IV
31.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
29.93
IV
31.8%
B/E move
0.6%
Puts
Pseudo strike
31.27
IV
30.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
29.72
IV
32.8%
B/E move
0.5%
Puts
Pseudo strike
31.39
IV
28.3%
B/E move
0.3%

Options history

IV · four-Friday blend28.30%
Daily close
KMI18.8%29.0%39.2%2026-08-11: 21.13%2026-08-12: 21.04%2026-08-13: 21.59%2026-08-14: 20.20%2026-08-17: 22.06%2026-08-18: 21.93%2026-08-19: 22.42%2026-08-21: 21.95%2026-08-24: 23.39%2026-08-25: 22.94%2026-08-26: 24.38%2026-08-27: 24.87%2026-08-28: 22.48%2026-08-31: 24.07%2026-09-01: 24.37%2026-09-02: 24.82%2026-09-03: 25.23%2026-09-04: 22.18%2026-09-08: 25.79%2026-09-09: 25.80%2026-09-10: 25.81%2026-09-11: 23.96%2026-09-14: 26.36%2026-09-15: 25.98%2026-09-16: 26.60%2026-09-17: 25.40%2026-09-18: 23.40%2026-09-21: 24.90%2026-09-22: 26.24%2026-09-23: 25.56%2026-09-24: 25.93%2026-09-25: 23.62%2026-09-28: 26.01%2026-09-29: 25.39%2026-09-30: 25.62%2026-10-01: 25.44%2026-10-02: 23.61%2026-10-05: 24.57%2026-10-06: 25.03%2026-10-07: 26.30%2026-10-09: 25.22%2026-10-12: 25.45%2026-10-13: 24.76%2026-10-14: 28.94%2026-10-15: 29.11%2026-10-16: 27.71%2026-10-19: 29.98%2026-10-20: 32.09%2026-10-21: 37.78%2026-10-22: 31.34%2026-10-23: 26.81%2026-10-26: 27.74%2026-10-27: 26.92%2026-10-28: 28.75%2026-10-29: 27.04%2026-10-30: 28.30%Aug 11Sep 21Oct 30
56 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
21.13%
21.04%
21.59%
20.20%
22.06%
21.93%
22.42%
21.95%
23.39%
22.94%
24.38%
24.87%
22.48%
24.07%
24.37%
24.82%
25.23%
22.18%
25.79%
25.80%
25.81%
23.96%
26.36%
25.98%
26.60%
25.40%
23.40%
24.90%
26.24%
25.56%
25.93%
23.62%
26.01%
25.39%
25.62%
25.44%
23.61%
24.57%
25.03%
26.30%
25.22%
25.45%
24.76%
28.94%
29.11%
27.71%
29.98%
32.09%
37.78%
31.34%
26.81%
27.74%
26.92%
28.75%
27.04%
28.30%