IntraAlpha
Create free account Start free

Kodiak Sciences Inc Common Stock KOD

i

Market datapartial · fetched 2026-10-22T22:10:02.551Z

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 · 2026-10-22T20:01:44.820868037Z

FundamentalsAlpha Vantage · unavailable

Share price$86.00
1D-1.8%
AH$85$86$87$89$905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKOD
Sold putSold callAH

Kodiak Sciences Inc Common Stock options

Live interpolated KOD call and put midpoint premiums by absolute delta.Kodiak Sciences Inc Common Stock$1.21$7.13$13.05$18.96$24.88$15.57$52.84$90.11$127.38$164.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOD spot · $86.00KOD PRICE$1.85$2.44$3.09$3.78$4.61$5.48$6.40$7.34$8.68$10.28$11.80$13.24$15.46$2.60$3.46$4.21$5.09$6.09$7.40$9.16$10.83$12.38$14.36$16.76$19.43$23.18
PutsCheap0.67×
CallsCheap0.29×
SkewBearish+4.61 pp
Implied moveBearish±$15.56
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.5875.4%24.9%72.6283.9%18.6%
25Δ101.7274.4%21.1%75.5384.5%16.2%
30Δ98.4574.0%18.1%78.4780.6%13.6%
35Δ95.5373.6%15.5%81.1678.0%11.5%
40Δ93.0274.2%13.5%83.5677.0%9.9%
45Δ90.6175.0%11.7%86.0477.6%8.6%
50Δ88.2574.6%10.1%88.6280.6%7.6%
55Δ85.9173.9%8.4%91.1981.6%6.6%
60Δ83.5275.6%7.2%93.7480.2%5.4%
65Δ81.0978.8%6.2%96.6079.9%4.4%
70Δ78.6579.4%5.2%99.7580.6%3.5%
75Δ76.2077.8%4.0%103.1380.0%2.7%
80Δ73.1679.2%3.0%107.5381.3%1.9%

20Δ

Calls
Pseudo strike
105.58
IV
75.4%
B/E move
24.9%
Puts
Pseudo strike
72.62
IV
83.9%
B/E move
18.6%

25Δ

Calls
Pseudo strike
101.72
IV
74.4%
B/E move
21.1%
Puts
Pseudo strike
75.53
IV
84.5%
B/E move
16.2%

30Δ

Calls
Pseudo strike
98.45
IV
74.0%
B/E move
18.1%
Puts
Pseudo strike
78.47
IV
80.6%
B/E move
13.6%

35Δ

Calls
Pseudo strike
95.53
IV
73.6%
B/E move
15.5%
Puts
Pseudo strike
81.16
IV
78.0%
B/E move
11.5%

40Δ

Calls
Pseudo strike
93.02
IV
74.2%
B/E move
13.5%
Puts
Pseudo strike
83.56
IV
77.0%
B/E move
9.9%

45Δ

Calls
Pseudo strike
90.61
IV
75.0%
B/E move
11.7%
Puts
Pseudo strike
86.04
IV
77.6%
B/E move
8.6%

50Δ

Calls
Pseudo strike
88.25
IV
74.6%
B/E move
10.1%
Puts
Pseudo strike
88.62
IV
80.6%
B/E move
7.6%

55Δ

Calls
Pseudo strike
85.91
IV
73.9%
B/E move
8.4%
Puts
Pseudo strike
91.19
IV
81.6%
B/E move
6.6%

60Δ

Calls
Pseudo strike
83.52
IV
75.6%
B/E move
7.2%
Puts
Pseudo strike
93.74
IV
80.2%
B/E move
5.4%

65Δ

Calls
Pseudo strike
81.09
IV
78.8%
B/E move
6.2%
Puts
Pseudo strike
96.60
IV
79.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
78.65
IV
79.4%
B/E move
5.2%
Puts
Pseudo strike
99.75
IV
80.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
76.20
IV
77.8%
B/E move
4.0%
Puts
Pseudo strike
103.13
IV
80.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
73.16
IV
79.2%
B/E move
3.0%
Puts
Pseudo strike
107.53
IV
81.3%
B/E move
1.9%

Options history

No recorded observations