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Kinsale Capital Group, Inc. KNSL

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-11T16:01:12.823Z

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: 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 · 2026-11-11T16:01:10.373082751Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:52:54.587161+00:00

Share price$385.71
1D-2.0%
$385$387$389$391$3945:30 AM6:30 AM9:00 AM1:00 PMKNSL
Sold putSold call

Kinsale Capital Group, Inc. options

Live interpolated KNSL call and put midpoint premiums by absolute delta.Kinsale Capital Group, Inc.$1.93$8.85$15.77$22.70$29.62$353.51$369.97$386.42$402.88$419.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KNSL spot · $385.71KNSL PRICE$2.83$3.60$4.44$5.79$7.14$8.49$10.36$12.28$14.19$17.09$20.02$23.56$27.62$2.68$3.51$4.47$5.43$6.39$7.35$8.31$9.28$10.69$12.47$14.26$16.04$19.03
PutsCheap0.80×
CallsExpensive1.26×
SkewBullish-10.76 pp
Implied moveBullish±$18.68
TiltBullish13.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ411.4342.8%7.4%367.2838.4%5.5%
25Δ405.3441.0%6.0%371.5737.3%4.6%
30Δ399.6239.5%4.8%374.8336.9%4.0%
35Δ396.4940.6%4.3%378.0836.5%3.4%
40Δ393.3741.8%3.8%381.0635.8%2.9%
45Δ390.2442.9%3.4%383.6634.4%2.4%
50Δ386.8843.8%3.0%386.2633.1%2.0%
55Δ383.4944.7%2.6%388.8531.8%1.6%
60Δ380.1045.6%2.2%391.4731.1%1.3%
65Δ376.0047.0%1.9%394.1131.0%1.1%
70Δ371.8848.4%1.6%396.7530.8%0.8%
75Δ367.1849.6%1.3%399.3930.7%0.6%
80Δ362.0150.6%1.0%403.0530.7%0.4%

20Δ

Calls
Pseudo strike
411.43
IV
42.8%
B/E move
7.4%
Puts
Pseudo strike
367.28
IV
38.4%
B/E move
5.5%

25Δ

Calls
Pseudo strike
405.34
IV
41.0%
B/E move
6.0%
Puts
Pseudo strike
371.57
IV
37.3%
B/E move
4.6%

30Δ

Calls
Pseudo strike
399.62
IV
39.5%
B/E move
4.8%
Puts
Pseudo strike
374.83
IV
36.9%
B/E move
4.0%

35Δ

Calls
Pseudo strike
396.49
IV
40.6%
B/E move
4.3%
Puts
Pseudo strike
378.08
IV
36.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
393.37
IV
41.8%
B/E move
3.8%
Puts
Pseudo strike
381.06
IV
35.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
390.24
IV
42.9%
B/E move
3.4%
Puts
Pseudo strike
383.66
IV
34.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
386.88
IV
43.8%
B/E move
3.0%
Puts
Pseudo strike
386.26
IV
33.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
383.49
IV
44.7%
B/E move
2.6%
Puts
Pseudo strike
388.85
IV
31.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
380.10
IV
45.6%
B/E move
2.2%
Puts
Pseudo strike
391.47
IV
31.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
376.00
IV
47.0%
B/E move
1.9%
Puts
Pseudo strike
394.11
IV
31.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
371.88
IV
48.4%
B/E move
1.6%
Puts
Pseudo strike
396.75
IV
30.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
367.18
IV
49.6%
B/E move
1.3%
Puts
Pseudo strike
399.39
IV
30.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
362.01
IV
50.6%
B/E move
1.0%
Puts
Pseudo strike
403.05
IV
30.7%
B/E move
0.4%

Options history

IV · four-Friday blend31.81%
Daily close
KNSL30.5%36.1%41.7%2026-08-13: 34.07%2026-08-14: 33.30%2026-08-17: 36.01%2026-08-18: 35.61%2026-08-19: 36.72%2026-08-21: 33.18%2026-08-24: 33.05%2026-08-25: 33.35%2026-08-26: 33.19%2026-08-27: 33.61%2026-08-28: 32.23%2026-08-31: 33.74%2026-09-01: 33.32%2026-09-02: 32.64%2026-09-03: 31.86%2026-09-04: 33.26%2026-09-08: 34.27%2026-09-09: 34.04%2026-09-10: 33.92%2026-09-11: 32.14%2026-09-14: 35.59%2026-09-15: 36.49%2026-09-16: 38.55%2026-09-17: 40.13%2026-09-18: 34.79%2026-09-21: 35.33%2026-09-22: 35.41%2026-09-23: 36.10%2026-09-24: 35.85%2026-09-25: 35.36%2026-09-28: 35.70%2026-09-29: 35.45%2026-09-30: 35.17%2026-10-01: 35.49%2026-10-02: 35.51%2026-10-05: 35.87%2026-10-06: 35.15%2026-10-07: 36.25%2026-10-08: 35.62%2026-10-09: 36.85%2026-10-12: 38.29%2026-10-13: 37.91%2026-10-15: 40.92%2026-10-16: 37.59%2026-10-19: 38.14%2026-10-20: 37.95%2026-10-21: 38.18%2026-10-22: 37.99%2026-10-23: 33.31%2026-10-26: 32.25%2026-10-27: 31.93%2026-10-28: 32.06%2026-10-29: 31.24%2026-10-30: 31.81%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.07%
33.30%
36.01%
35.61%
36.72%
33.18%
33.05%
33.35%
33.19%
33.61%
32.23%
33.74%
33.32%
32.64%
31.86%
33.26%
34.27%
34.04%
33.92%
32.14%
35.59%
36.49%
38.55%
40.13%
34.79%
35.33%
35.41%
36.10%
35.85%
35.36%
35.70%
35.45%
35.17%
35.49%
35.51%
35.87%
35.15%
36.25%
35.62%
36.85%
38.29%
37.91%
40.92%
37.59%
38.14%
37.95%
38.18%
37.99%
33.31%
32.25%
31.93%
32.06%
31.24%
31.81%