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Kodiak Sciences Inc KOD

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T04:26:33.077Z

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 · 2026-10-23T20:00:05.49165082Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:26:33.290300+00:00

Share price$87.63
1D+3.8%
AH$84$85$86$87$885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKOD
Sold putSold callAH

Kodiak Sciences Inc options

Live interpolated KOD call and put midpoint premiums by absolute delta.Kodiak Sciences Inc$1.31$7.37$13.43$19.49$25.55$18.49$54.16$89.83$125.50$161.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOD spot · $87.63KOD PRICE$1.96$2.58$3.20$4.01$4.85$5.63$6.44$7.52$8.61$9.73$10.86$12.62$14.71$2.53$3.27$4.08$5.35$6.57$6.95$7.32$8.71$10.61$13.04$15.90$19.88$23.80
PutsCheap0.71×
CallsCheap0.31×
SkewBearish+0.85 pp
Implied moveBearish±$13.76
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.6481.5%26.2%74.3784.1%18.0%
25Δ104.3980.4%22.1%77.3981.9%15.4%
30Δ100.6178.5%18.5%80.3479.4%13.0%
35Δ97.7979.2%16.2%82.7382.1%11.7%
40Δ95.1580.5%14.1%85.1184.3%10.4%
45Δ92.4778.5%12.0%87.2076.5%8.4%
50Δ89.8276.6%9.8%89.2968.7%6.5%
55Δ87.5076.7%8.4%91.6568.1%5.3%
60Δ85.1976.8%7.0%94.1671.3%4.7%
65Δ82.9775.1%5.8%97.1874.8%4.0%
70Δ80.7673.3%4.6%100.6278.5%3.3%
75Δ78.1774.1%3.6%105.1583.6%2.7%
80Δ75.3876.1%2.8%109.7185.1%2.0%

20Δ

Calls
Pseudo strike
108.64
IV
81.5%
B/E move
26.2%
Puts
Pseudo strike
74.37
IV
84.1%
B/E move
18.0%

25Δ

Calls
Pseudo strike
104.39
IV
80.4%
B/E move
22.1%
Puts
Pseudo strike
77.39
IV
81.9%
B/E move
15.4%

30Δ

Calls
Pseudo strike
100.61
IV
78.5%
B/E move
18.5%
Puts
Pseudo strike
80.34
IV
79.4%
B/E move
13.0%

35Δ

Calls
Pseudo strike
97.79
IV
79.2%
B/E move
16.2%
Puts
Pseudo strike
82.73
IV
82.1%
B/E move
11.7%

40Δ

Calls
Pseudo strike
95.15
IV
80.5%
B/E move
14.1%
Puts
Pseudo strike
85.11
IV
84.3%
B/E move
10.4%

45Δ

Calls
Pseudo strike
92.47
IV
78.5%
B/E move
12.0%
Puts
Pseudo strike
87.20
IV
76.5%
B/E move
8.4%

50Δ

Calls
Pseudo strike
89.82
IV
76.6%
B/E move
9.8%
Puts
Pseudo strike
89.29
IV
68.7%
B/E move
6.5%

55Δ

Calls
Pseudo strike
87.50
IV
76.7%
B/E move
8.4%
Puts
Pseudo strike
91.65
IV
68.1%
B/E move
5.3%

60Δ

Calls
Pseudo strike
85.19
IV
76.8%
B/E move
7.0%
Puts
Pseudo strike
94.16
IV
71.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
82.97
IV
75.1%
B/E move
5.8%
Puts
Pseudo strike
97.18
IV
74.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
80.76
IV
73.3%
B/E move
4.6%
Puts
Pseudo strike
100.62
IV
78.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
78.17
IV
74.1%
B/E move
3.6%
Puts
Pseudo strike
105.15
IV
83.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
75.38
IV
76.1%
B/E move
2.8%
Puts
Pseudo strike
109.71
IV
85.1%
B/E move
2.0%

Options history

No recorded observations