Kodiak Sciences Inc KOD
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-23T15:46:50.887Z
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 · 2026-10-23T15:44:31.614123325Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T15:46:49.119066+00:00
Share price$86.22
1D+2.1%
Sold putSold call
Kodiak Sciences Inc options
PutsCheap0.66×
CallsCheap0.27×
SkewBearish+6.29 pp
Implied moveBearish±$14.61
TiltBearish21.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 105.62 | 76.0% | 24.6% | 73.44 | 79.9% | 17.6% |
| 25Δ | 101.93 | 75.6% | 21.1% | 76.44 | 77.9% | 15.0% |
| 30Δ | 98.63 | 75.0% | 18.0% | 79.05 | 77.0% | 12.9% |
| 35Δ | 95.65 | 74.2% | 15.3% | 81.48 | 76.4% | 11.2% |
| 40Δ | 93.09 | 74.0% | 13.2% | 83.80 | 76.1% | 9.7% |
| 45Δ | 90.64 | 73.9% | 11.3% | 86.10 | 75.7% | 8.3% |
| 50Δ | 88.33 | 74.5% | 9.8% | 88.38 | 75.2% | 7.1% |
| 55Δ | 86.08 | 75.3% | 8.4% | 90.81 | 75.6% | 6.0% |
| 60Δ | 83.93 | 74.0% | 7.0% | 93.64 | 78.3% | 5.2% |
| 65Δ | 81.85 | 70.7% | 5.6% | 96.88 | 81.4% | 4.4% |
| 70Δ | 79.73 | 67.8% | 4.2% | 100.60 | 84.8% | 3.6% |
| 75Δ | 77.28 | 69.1% | 3.4% | 104.97 | 87.9% | 2.9% |
| 80Δ | 74.81 | 70.1% | 2.7% | 108.80 | 86.0% | 2.0% |
20Δ
- Pseudo strike
- 105.62
- IV
- 76.0%
- B/E move
- 24.6%
- Pseudo strike
- 73.44
- IV
- 79.9%
- B/E move
- 17.6%
25Δ
- Pseudo strike
- 101.93
- IV
- 75.6%
- B/E move
- 21.1%
- Pseudo strike
- 76.44
- IV
- 77.9%
- B/E move
- 15.0%
30Δ
- Pseudo strike
- 98.63
- IV
- 75.0%
- B/E move
- 18.0%
- Pseudo strike
- 79.05
- IV
- 77.0%
- B/E move
- 12.9%
35Δ
- Pseudo strike
- 95.65
- IV
- 74.2%
- B/E move
- 15.3%
- Pseudo strike
- 81.48
- IV
- 76.4%
- B/E move
- 11.2%
40Δ
- Pseudo strike
- 93.09
- IV
- 74.0%
- B/E move
- 13.2%
- Pseudo strike
- 83.80
- IV
- 76.1%
- B/E move
- 9.7%
45Δ
- Pseudo strike
- 90.64
- IV
- 73.9%
- B/E move
- 11.3%
- Pseudo strike
- 86.10
- IV
- 75.7%
- B/E move
- 8.3%
50Δ
- Pseudo strike
- 88.33
- IV
- 74.5%
- B/E move
- 9.8%
- Pseudo strike
- 88.38
- IV
- 75.2%
- B/E move
- 7.1%
55Δ
- Pseudo strike
- 86.08
- IV
- 75.3%
- B/E move
- 8.4%
- Pseudo strike
- 90.81
- IV
- 75.6%
- B/E move
- 6.0%
60Δ
- Pseudo strike
- 83.93
- IV
- 74.0%
- B/E move
- 7.0%
- Pseudo strike
- 93.64
- IV
- 78.3%
- B/E move
- 5.2%
65Δ
- Pseudo strike
- 81.85
- IV
- 70.7%
- B/E move
- 5.6%
- Pseudo strike
- 96.88
- IV
- 81.4%
- B/E move
- 4.4%
70Δ
- Pseudo strike
- 79.73
- IV
- 67.8%
- B/E move
- 4.2%
- Pseudo strike
- 100.60
- IV
- 84.8%
- B/E move
- 3.6%
75Δ
- Pseudo strike
- 77.28
- IV
- 69.1%
- B/E move
- 3.4%
- Pseudo strike
- 104.97
- IV
- 87.9%
- B/E move
- 2.9%
80Δ
- Pseudo strike
- 74.81
- IV
- 70.1%
- B/E move
- 2.7%
- Pseudo strike
- 108.80
- IV
- 86.0%
- B/E move
- 2.0%
Options history
No recorded observations