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Kemper Corporation KMPR

i

Market dataready · fetched 2026-11-12T01:54:48.068Z

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 · 2026-11-12T00:00:00.000358698Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:54:47.157847+00:00

Share price$34.76
1D+2.7%
AH$33.43$33.79$34.15$34.51$34.875:30 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$1.89$3.82$5.75$7.68$9.60$-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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKMPR PRICE$2.82$3.67$4.53$5.38$6.24$7.10$2.10$2.21$2.29$2.35$2.41$2.48$2.87$3.49$4.11$4.73$5.35$6.07$9.05
PutsExpensive1.94×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.32140.2%30.3%
25Δ29.08113.6%22.7%
30Δ30.8296.7%17.9%
35Δ32.0584.7%14.6%
40Δ33.2872.7%11.2%
45Δ34.5160.6%7.8%
50Δ35.5455.9%6.0%
55Δ34.5757.8%7.6%36.4456.1%5.2%
60Δ33.4258.1%6.7%37.3456.2%4.4%
65Δ32.2858.4%5.9%38.2456.3%3.6%
70Δ31.1358.7%5.0%39.1456.4%2.8%
75Δ29.9859.0%4.2%40.1257.0%2.0%
80Δ28.8359.2%3.4%43.2368.3%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.32
IV
140.2%
B/E move
30.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.08
IV
113.6%
B/E move
22.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.82
IV
96.7%
B/E move
17.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.05
IV
84.7%
B/E move
14.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.28
IV
72.7%
B/E move
11.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.51
IV
60.6%
B/E move
7.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.54
IV
55.9%
B/E move
6.0%

55Δ

Calls
Pseudo strike
34.57
IV
57.8%
B/E move
7.6%
Puts
Pseudo strike
36.44
IV
56.1%
B/E move
5.2%

60Δ

Calls
Pseudo strike
33.42
IV
58.1%
B/E move
6.7%
Puts
Pseudo strike
37.34
IV
56.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
32.28
IV
58.4%
B/E move
5.9%
Puts
Pseudo strike
38.24
IV
56.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
31.13
IV
58.7%
B/E move
5.0%
Puts
Pseudo strike
39.14
IV
56.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
29.98
IV
59.0%
B/E move
4.2%
Puts
Pseudo strike
40.12
IV
57.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
28.83
IV
59.2%
B/E move
3.4%
Puts
Pseudo strike
43.23
IV
68.3%
B/E move
1.7%

Options history

IV · four-Friday blend54.52%
Daily EOD
KMPR49.6%54.4%59.2%2026-10-19: 50.24%2026-10-20: 53.86%2026-10-21: 54.88%2026-10-22: 57.98%2026-10-23: 55.83%2026-10-26: 57.07%2026-10-27: 56.96%2026-10-28: 58.57%2026-10-29: 54.52%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
50.24%
53.86%
54.88%
57.98%
55.83%
57.07%
56.96%
58.57%
54.52%