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Kinsale Capital Group, Inc. KNSL

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Market datapartial · fetched 2026-10-22T06:28:41.240Z

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 · 2026-10-21T23:00:00.003006387Z

FundamentalsAlpha Vantage · unavailable

Share price$376.70
1D+1.0%
AH$370$372$375$377$3795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKNSL
Sold putSold callAH

Kinsale Capital Group, Inc. options

Live interpolated KNSL call and put midpoint premiums by absolute delta.Kinsale Capital Group, Inc.$3.54$15.15$26.75$38.35$49.95$306.41$339.31$372.22$405.12$438.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KNSL spot · $376.70KNSL PRICE$4.80$6.50$8.20$10.01$12.24$14.77$17.54$20.94$24.38$27.58$32.68$39.34$46.61$6.30$8.20$10.46$12.67$14.53$17.16$20.03$23.44$27.04$30.86$34.75$38.72$43.29
PutsExpensive1.57×
CallsExpensive1.33×
SkewBullish-1.10 pp
Implied moveBearish±$37.57
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ421.0242.5%13.0%339.1349.7%11.6%
25Δ413.5543.3%11.5%347.8448.2%9.8%
30Δ405.9043.1%9.9%355.1847.9%8.5%
35Δ398.6342.5%8.5%362.0847.0%7.2%
40Δ392.6043.1%7.5%368.8544.6%5.9%
45Δ386.6943.8%6.6%374.8743.9%5.0%
50Δ380.8644.6%5.8%380.7543.6%4.2%
55Δ374.8045.7%5.1%386.6943.5%3.6%
60Δ368.7146.4%4.3%392.6843.2%2.9%
65Δ362.6045.6%3.6%398.7542.7%2.3%
70Δ355.3347.1%3.0%404.7041.6%1.8%
75Δ346.9449.9%2.5%410.6540.3%1.3%
80Δ337.7251.6%2.0%416.8638.7%0.8%

20Δ

Calls
Pseudo strike
421.02
IV
42.5%
B/E move
13.0%
Puts
Pseudo strike
339.13
IV
49.7%
B/E move
11.6%

25Δ

Calls
Pseudo strike
413.55
IV
43.3%
B/E move
11.5%
Puts
Pseudo strike
347.84
IV
48.2%
B/E move
9.8%

30Δ

Calls
Pseudo strike
405.90
IV
43.1%
B/E move
9.9%
Puts
Pseudo strike
355.18
IV
47.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
398.63
IV
42.5%
B/E move
8.5%
Puts
Pseudo strike
362.08
IV
47.0%
B/E move
7.2%

40Δ

Calls
Pseudo strike
392.60
IV
43.1%
B/E move
7.5%
Puts
Pseudo strike
368.85
IV
44.6%
B/E move
5.9%

45Δ

Calls
Pseudo strike
386.69
IV
43.8%
B/E move
6.6%
Puts
Pseudo strike
374.87
IV
43.9%
B/E move
5.0%

50Δ

Calls
Pseudo strike
380.86
IV
44.6%
B/E move
5.8%
Puts
Pseudo strike
380.75
IV
43.6%
B/E move
4.2%

55Δ

Calls
Pseudo strike
374.80
IV
45.7%
B/E move
5.1%
Puts
Pseudo strike
386.69
IV
43.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
368.71
IV
46.4%
B/E move
4.3%
Puts
Pseudo strike
392.68
IV
43.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
362.60
IV
45.6%
B/E move
3.6%
Puts
Pseudo strike
398.75
IV
42.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
355.33
IV
47.1%
B/E move
3.0%
Puts
Pseudo strike
404.70
IV
41.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
346.94
IV
49.9%
B/E move
2.5%
Puts
Pseudo strike
410.65
IV
40.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
337.72
IV
51.6%
B/E move
2.0%
Puts
Pseudo strike
416.86
IV
38.7%
B/E move
0.8%

Options history

No recorded observations