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Koppers Holdings, Inc. KOP

i

Market dataready · fetched 2026-11-12T02:45:11.585Z

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 · 2026-11-12T00:00:00.003293769Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:45:11.205506+00:00

Share price$31.26
1D+4.2%
AH$29.48$30.03$30.58$31.13$31.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKOP
Sold putSold callAH

Koppers Holdings, Inc. options

Live interpolated KOP call and put midpoint premiums by absolute delta.Koppers Holdings, Inc.$0.46$2.41$4.37$6.32$8.28$19.04$25.77$32.50$39.23$45.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KOP spot · $31.26KOP PRICE$1.57$1.95$2.33$2.45$2.45$2.45$2.45$0.67$0.74$0.82$0.98$1.42$1.85$2.29$2.73$3.16$3.60$4.03$4.85$7.71
PutsCheap0.48×
Calls——
Skew——
Implied moveBullish±$4.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.53127.4%17.3%
25Δ27.79108.5%13.5%
30Δ37.34174.2%24.5%29.0589.7%9.7%
35Δ36.33184.5%22.5%30.1576.3%6.7%
40Δ35.33194.7%20.5%30.7779.1%6.1%
45Δ34.26182.3%17.4%31.3981.9%5.5%
50Δ33.16158.9%13.9%32.0184.6%4.9%
55Δ32.06135.4%10.4%32.6387.4%4.4%
60Δ30.97112.0%6.9%33.2490.2%3.8%
65Δ33.8693.0%3.2%
70Δ34.4895.8%2.6%
75Δ35.46102.9%2.1%
80Δ38.38132.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.53
IV
127.4%
B/E move
17.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.79
IV
108.5%
B/E move
13.5%

30Δ

Calls
Pseudo strike
37.34
IV
174.2%
B/E move
24.5%
Puts
Pseudo strike
29.05
IV
89.7%
B/E move
9.7%

35Δ

Calls
Pseudo strike
36.33
IV
184.5%
B/E move
22.5%
Puts
Pseudo strike
30.15
IV
76.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
35.33
IV
194.7%
B/E move
20.5%
Puts
Pseudo strike
30.77
IV
79.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
34.26
IV
182.3%
B/E move
17.4%
Puts
Pseudo strike
31.39
IV
81.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
33.16
IV
158.9%
B/E move
13.9%
Puts
Pseudo strike
32.01
IV
84.6%
B/E move
4.9%

55Δ

Calls
Pseudo strike
32.06
IV
135.4%
B/E move
10.4%
Puts
Pseudo strike
32.63
IV
87.4%
B/E move
4.4%

60Δ

Calls
Pseudo strike
30.97
IV
112.0%
B/E move
6.9%
Puts
Pseudo strike
33.24
IV
90.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.86
IV
93.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.48
IV
95.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.46
IV
102.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.38
IV
132.8%
B/E move
1.9%

Options history

IV · four-Friday blend51.76%
Daily close
KOP38.9%56.9%74.9%2026-08-13: 54.26%2026-08-14: 50.89%2026-08-20: 72.42%2026-08-21: 44.46%2026-08-24: 43.88%2026-08-25: 42.93%2026-08-26: 41.34%2026-08-27: 43.43%2026-08-28: 47.49%2026-09-01: 43.43%2026-09-02: 43.55%2026-09-11: 60.40%2026-09-18: 49.09%2026-09-21: 52.03%2026-09-22: 47.34%2026-09-23: 52.93%2026-09-24: 47.79%2026-09-28: 43.15%2026-09-29: 49.29%2026-10-01: 43.79%2026-10-02: 49.89%2026-10-07: 55.40%2026-10-08: 50.51%2026-10-09: 56.97%2026-10-16: 42.37%2026-10-19: 46.97%2026-10-21: 46.66%2026-10-22: 47.20%2026-10-23: 44.09%2026-10-26: 46.38%2026-10-27: 46.55%2026-10-28: 49.18%2026-10-29: 51.30%2026-10-30: 51.76%Aug 13Sep 24Oct 30
34 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
54.26%
50.89%
72.42%
44.46%
43.88%
42.93%
41.34%
43.43%
47.49%
43.43%
43.55%
60.40%
49.09%
52.03%
47.34%
52.93%
47.79%
43.15%
49.29%
43.79%
49.89%
55.40%
50.51%
56.97%
42.37%
46.97%
46.66%
47.20%
44.09%
46.38%
46.55%
49.18%
51.30%
51.76%