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Kemper Corporation KMPR

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Market datapartial · fetched 2026-10-22T23:45:05.676Z

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 · 2026-10-22T23:00:00.001294991Z

FundamentalsAlpha Vantage · unavailable

Share price$29.91
1D+2.7%
AH$29.03$29.34$29.65$29.96$30.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKMPR
Sold putSold callAH

Kemper Corporation options

Live interpolated KMPR call and put midpoint premiums by absolute delta.Kemper Corporation$0.82$2.71$4.60$6.49$8.38$19.78$24.43$29.08$33.73$38.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KMPR spot · $29.91KMPR PRICE$1.02$1.41$1.80$2.19$2.58$2.29$1.92$1.90$2.36$2.83$3.30$3.76$4.23$2.50$2.50$2.50$2.50$2.50$2.50$2.97$3.51$4.06$4.60$5.14$5.69$7.83
PutsExpensive3.45×
CallsExpensive2.20×
SkewBearish+19.70 pp
Implied moveBearish±$4.88
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.4592.6%32.0%21.88199.4%35.2%
25Δ37.61101.6%30.5%24.52157.6%26.4%
30Δ36.78110.7%29.0%26.02134.8%21.4%
35Δ35.94119.8%27.5%27.29115.7%17.1%
40Δ35.11128.9%26.0%28.5696.6%12.9%
45Δ33.21101.6%18.7%29.8277.6%8.7%
50Δ31.1769.2%10.6%30.7274.1%7.2%
55Δ29.7250.7%5.7%31.5673.1%6.2%
60Δ29.0550.9%5.0%32.3972.2%5.3%
65Δ28.3851.2%4.4%33.2371.2%4.3%
70Δ27.7251.5%3.7%34.0770.3%3.3%
75Δ27.0551.7%3.0%34.9169.3%2.3%
80Δ26.3952.0%2.4%37.2176.7%1.8%

20Δ

Calls
Pseudo strike
38.45
IV
92.6%
B/E move
32.0%
Puts
Pseudo strike
21.88
IV
199.4%
B/E move
35.2%

25Δ

Calls
Pseudo strike
37.61
IV
101.6%
B/E move
30.5%
Puts
Pseudo strike
24.52
IV
157.6%
B/E move
26.4%

30Δ

Calls
Pseudo strike
36.78
IV
110.7%
B/E move
29.0%
Puts
Pseudo strike
26.02
IV
134.8%
B/E move
21.4%

35Δ

Calls
Pseudo strike
35.94
IV
119.8%
B/E move
27.5%
Puts
Pseudo strike
27.29
IV
115.7%
B/E move
17.1%

40Δ

Calls
Pseudo strike
35.11
IV
128.9%
B/E move
26.0%
Puts
Pseudo strike
28.56
IV
96.6%
B/E move
12.9%

45Δ

Calls
Pseudo strike
33.21
IV
101.6%
B/E move
18.7%
Puts
Pseudo strike
29.82
IV
77.6%
B/E move
8.7%

50Δ

Calls
Pseudo strike
31.17
IV
69.2%
B/E move
10.6%
Puts
Pseudo strike
30.72
IV
74.1%
B/E move
7.2%

55Δ

Calls
Pseudo strike
29.72
IV
50.7%
B/E move
5.7%
Puts
Pseudo strike
31.56
IV
73.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
29.05
IV
50.9%
B/E move
5.0%
Puts
Pseudo strike
32.39
IV
72.2%
B/E move
5.3%

65Δ

Calls
Pseudo strike
28.38
IV
51.2%
B/E move
4.4%
Puts
Pseudo strike
33.23
IV
71.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
27.72
IV
51.5%
B/E move
3.7%
Puts
Pseudo strike
34.07
IV
70.3%
B/E move
3.3%

75Δ

Calls
Pseudo strike
27.05
IV
51.7%
B/E move
3.0%
Puts
Pseudo strike
34.91
IV
69.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
26.39
IV
52.0%
B/E move
2.4%
Puts
Pseudo strike
37.21
IV
76.7%
B/E move
1.8%

Options history

No recorded observations