Knife River Corporation KNF
BASIC MATERIALS · BUILDING MATERIALSi
Market dataready · fetched 2026-10-22T10:48:58.271Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T23:00:00.001961323Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:45:55.314977+00:00
Share price$52.44
1D+1.8%
Sold putSold callAH
Knife River Corporation options
PutsExpensive1.10×
CallsCheap0.95×
SkewBullish-2.29 pp
Implied moveBearish±$6.82
TiltBearish9.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.12 | 71.0% | 24.3% | 46.65 | 52.6% | 12.9% |
| 25Δ | 61.84 | 65.5% | 20.3% | 47.90 | 51.7% | 11.1% |
| 30Δ | 59.55 | 59.9% | 16.4% | 49.15 | 50.9% | 9.3% |
| 35Δ | 57.26 | 54.3% | 12.4% | 50.33 | 50.8% | 7.8% |
| 40Δ | 54.99 | 48.8% | 8.5% | 51.37 | 52.6% | 7.0% |
| 45Δ | 54.03 | 49.8% | 7.6% | 52.41 | 54.3% | 6.3% |
| 50Δ | 53.07 | 50.7% | 6.8% | 53.45 | 56.0% | 5.5% |
| 55Δ | 52.11 | 51.6% | 5.9% | 54.49 | 57.7% | 4.7% |
| 60Δ | 51.15 | 52.5% | 5.1% | 55.53 | 57.5% | 4.0% |
| 65Δ | 50.18 | 53.4% | 4.2% | 56.57 | 55.3% | 3.3% |
| 70Δ | 48.97 | 54.2% | 3.5% | 57.61 | 53.2% | 2.6% |
| 75Δ | 47.69 | 55.0% | 2.9% | 58.64 | 51.1% | 1.9% |
| 80Δ | 46.41 | 55.8% | 2.2% | 59.68 | 49.0% | 1.2% |
20Δ
- Pseudo strike
- 64.12
- IV
- 71.0%
- B/E move
- 24.3%
- Pseudo strike
- 46.65
- IV
- 52.6%
- B/E move
- 12.9%
25Δ
- Pseudo strike
- 61.84
- IV
- 65.5%
- B/E move
- 20.3%
- Pseudo strike
- 47.90
- IV
- 51.7%
- B/E move
- 11.1%
30Δ
- Pseudo strike
- 59.55
- IV
- 59.9%
- B/E move
- 16.4%
- Pseudo strike
- 49.15
- IV
- 50.9%
- B/E move
- 9.3%
35Δ
- Pseudo strike
- 57.26
- IV
- 54.3%
- B/E move
- 12.4%
- Pseudo strike
- 50.33
- IV
- 50.8%
- B/E move
- 7.8%
40Δ
- Pseudo strike
- 54.99
- IV
- 48.8%
- B/E move
- 8.5%
- Pseudo strike
- 51.37
- IV
- 52.6%
- B/E move
- 7.0%
45Δ
- Pseudo strike
- 54.03
- IV
- 49.8%
- B/E move
- 7.6%
- Pseudo strike
- 52.41
- IV
- 54.3%
- B/E move
- 6.3%
50Δ
- Pseudo strike
- 53.07
- IV
- 50.7%
- B/E move
- 6.8%
- Pseudo strike
- 53.45
- IV
- 56.0%
- B/E move
- 5.5%
55Δ
- Pseudo strike
- 52.11
- IV
- 51.6%
- B/E move
- 5.9%
- Pseudo strike
- 54.49
- IV
- 57.7%
- B/E move
- 4.7%
60Δ
- Pseudo strike
- 51.15
- IV
- 52.5%
- B/E move
- 5.1%
- Pseudo strike
- 55.53
- IV
- 57.5%
- B/E move
- 4.0%
65Δ
- Pseudo strike
- 50.18
- IV
- 53.4%
- B/E move
- 4.2%
- Pseudo strike
- 56.57
- IV
- 55.3%
- B/E move
- 3.3%
70Δ
- Pseudo strike
- 48.97
- IV
- 54.2%
- B/E move
- 3.5%
- Pseudo strike
- 57.61
- IV
- 53.2%
- B/E move
- 2.6%
75Δ
- Pseudo strike
- 47.69
- IV
- 55.0%
- B/E move
- 2.9%
- Pseudo strike
- 58.64
- IV
- 51.1%
- B/E move
- 1.9%
80Δ
- Pseudo strike
- 46.41
- IV
- 55.8%
- B/E move
- 2.2%
- Pseudo strike
- 59.68
- IV
- 49.0%
- B/E move
- 1.2%
Options history
No recorded observations