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Kodiak Sciences Inc Common Stock KOD

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T02:09:33.475Z

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 · 2026-11-13T00:53:39.27070869Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:09:32.895244+00:00

Share price$108.87
1D+0.0%
AH$106$107$108$110$1115:30 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$0.91$4.86$8.82$12.77$16.72$86.09$96.19$106.29$116.39$126.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOD spot · $108.87KOD PRICE$1.34$1.83$2.36$2.90$3.46$4.01$4.62$5.43$6.24$7.06$8.19$9.33$10.49$1.58$2.09$2.65$3.21$3.95$4.70$5.46$6.85$8.38$9.91$11.44$12.98$15.58
PutsExpensive1.31×
CallsCheap0.90×
SkewBearish+5.66 pp
Implied moveBearish±$10.08
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.0278.0%12.4%98.9582.2%10.6%
25Δ118.7778.7%10.8%101.1480.7%9.0%
30Δ116.8880.1%9.5%103.0079.9%7.8%
35Δ114.9981.6%8.3%104.8679.0%6.6%
40Δ113.2079.8%7.2%106.4978.8%5.8%
45Δ111.4178.1%6.0%108.0978.6%5.0%
50Δ109.6776.6%5.0%109.7078.5%4.3%
55Δ108.1176.5%4.3%111.6482.0%3.7%
60Δ106.5576.4%3.6%113.6586.4%3.3%
65Δ104.9976.3%2.9%115.7089.2%2.8%
70Δ103.2975.7%2.4%117.8488.5%2.3%
75Δ101.6075.2%1.9%119.9787.8%1.7%
80Δ99.8974.5%1.4%123.0489.3%1.3%

20Δ

Calls
Pseudo strike
121.02
IV
78.0%
B/E move
12.4%
Puts
Pseudo strike
98.95
IV
82.2%
B/E move
10.6%

25Δ

Calls
Pseudo strike
118.77
IV
78.7%
B/E move
10.8%
Puts
Pseudo strike
101.14
IV
80.7%
B/E move
9.0%

30Δ

Calls
Pseudo strike
116.88
IV
80.1%
B/E move
9.5%
Puts
Pseudo strike
103.00
IV
79.9%
B/E move
7.8%

35Δ

Calls
Pseudo strike
114.99
IV
81.6%
B/E move
8.3%
Puts
Pseudo strike
104.86
IV
79.0%
B/E move
6.6%

40Δ

Calls
Pseudo strike
113.20
IV
79.8%
B/E move
7.2%
Puts
Pseudo strike
106.49
IV
78.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
111.41
IV
78.1%
B/E move
6.0%
Puts
Pseudo strike
108.09
IV
78.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
109.67
IV
76.6%
B/E move
5.0%
Puts
Pseudo strike
109.70
IV
78.5%
B/E move
4.3%

55Δ

Calls
Pseudo strike
108.11
IV
76.5%
B/E move
4.3%
Puts
Pseudo strike
111.64
IV
82.0%
B/E move
3.7%

60Δ

Calls
Pseudo strike
106.55
IV
76.4%
B/E move
3.6%
Puts
Pseudo strike
113.65
IV
86.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
104.99
IV
76.3%
B/E move
2.9%
Puts
Pseudo strike
115.70
IV
89.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
103.29
IV
75.7%
B/E move
2.4%
Puts
Pseudo strike
117.84
IV
88.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
101.60
IV
75.2%
B/E move
1.9%
Puts
Pseudo strike
119.97
IV
87.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
99.89
IV
74.5%
B/E move
1.4%
Puts
Pseudo strike
123.04
IV
89.3%
B/E move
1.3%

Options history

IV · four-Friday blend82.41%
Daily close
KOD65.5%131.2%196.9%2026-08-14: 112.37%2026-08-17: 119.12%2026-08-18: 119.02%2026-08-19: 125.10%2026-08-20: 127.93%2026-08-21: 129.15%2026-08-24: 132.03%2026-08-25: 132.20%2026-08-26: 128.28%2026-08-27: 126.35%2026-08-28: 131.22%2026-08-31: 135.08%2026-09-01: 133.01%2026-09-02: 133.05%2026-09-03: 138.61%2026-09-04: 139.84%2026-09-08: 145.38%2026-09-09: 149.66%2026-09-10: 155.64%2026-09-11: 150.25%2026-09-14: 154.08%2026-09-15: 158.25%2026-09-16: 172.11%2026-09-23: 182.56%2026-09-24: 176.88%2026-09-25: 187.86%2026-09-28: 118.11%2026-09-29: 93.35%2026-09-30: 86.23%2026-10-01: 82.40%2026-10-02: 81.99%2026-10-05: 80.76%2026-10-06: 80.54%2026-10-07: 74.59%2026-10-08: 76.51%2026-10-09: 75.94%2026-10-12: 79.92%2026-10-13: 77.32%2026-10-14: 88.07%2026-10-16: 81.28%2026-10-19: 80.66%2026-10-20: 78.90%2026-10-21: 79.84%2026-10-22: 80.01%2026-10-23: 78.72%2026-10-26: 79.19%2026-10-27: 81.02%2026-10-28: 82.69%2026-10-29: 82.02%2026-10-30: 82.41%Aug 14Sep 24Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
112.37%
119.12%
119.02%
125.10%
127.93%
129.15%
132.03%
132.20%
128.28%
126.35%
131.22%
135.08%
133.01%
133.05%
138.61%
139.84%
145.38%
149.66%
155.64%
150.25%
154.08%
158.25%
172.11%
182.56%
176.88%
187.86%
118.11%
93.35%
86.23%
82.40%
81.99%
80.76%
80.54%
74.59%
76.51%
75.94%
79.92%
77.32%
88.07%
81.28%
80.66%
78.90%
79.84%
80.01%
78.72%
79.19%
81.02%
82.69%
82.02%
82.41%