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Koppers Holdings Inc KOP

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-23T00:01:14.964Z

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 · 2026-10-22T23:00:00.004046751Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:53:25.592090+00:00

Share price$40.75
1D-1.7%
AH$40.42$40.71$41.00$41.29$41.595:30 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$1.27$3.36$5.44$7.53$9.61$30.06$35.58$41.09$46.60$52.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOP spot · $40.75KOP PRICE$1.50$2.42$2.04$1.63$1.95$2.27$2.59$2.90$3.36$4.13$4.89$5.65$6.42$2.45$2.45$2.44$2.42$2.41$2.67$3.08$3.49$3.90$4.30$4.71$6.03$9.01
PutsExpensive1.71×
CallsExpensive2.12×
SkewBullish-5.94 pp
Implied moveBearish±$5.67
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.66122.0%45.2%31.00156.0%29.9%
25Δ64.77177.1%64.9%34.35121.3%21.7%
30Δ53.15118.1%35.4%36.29101.1%16.9%
35Δ44.7566.1%13.8%37.8884.4%13.0%
40Δ43.7464.6%12.1%39.4867.6%9.0%
45Δ42.7263.0%10.4%40.5360.8%7.1%
50Δ41.7161.5%8.7%41.3258.8%6.2%
55Δ40.7059.9%7.0%42.1156.8%5.2%
60Δ39.6759.4%5.6%42.9154.8%4.3%
65Δ38.6061.3%4.9%43.7052.8%3.3%
70Δ37.5363.2%4.1%44.4950.7%2.4%
75Δ36.4665.1%3.4%46.1150.9%1.6%
80Δ35.3967.0%2.6%49.2755.0%1.2%

20Δ

Calls
Pseudo strike
57.66
IV
122.0%
B/E move
45.2%
Puts
Pseudo strike
31.00
IV
156.0%
B/E move
29.9%

25Δ

Calls
Pseudo strike
64.77
IV
177.1%
B/E move
64.9%
Puts
Pseudo strike
34.35
IV
121.3%
B/E move
21.7%

30Δ

Calls
Pseudo strike
53.15
IV
118.1%
B/E move
35.4%
Puts
Pseudo strike
36.29
IV
101.1%
B/E move
16.9%

35Δ

Calls
Pseudo strike
44.75
IV
66.1%
B/E move
13.8%
Puts
Pseudo strike
37.88
IV
84.4%
B/E move
13.0%

40Δ

Calls
Pseudo strike
43.74
IV
64.6%
B/E move
12.1%
Puts
Pseudo strike
39.48
IV
67.6%
B/E move
9.0%

45Δ

Calls
Pseudo strike
42.72
IV
63.0%
B/E move
10.4%
Puts
Pseudo strike
40.53
IV
60.8%
B/E move
7.1%

50Δ

Calls
Pseudo strike
41.71
IV
61.5%
B/E move
8.7%
Puts
Pseudo strike
41.32
IV
58.8%
B/E move
6.2%

55Δ

Calls
Pseudo strike
40.70
IV
59.9%
B/E move
7.0%
Puts
Pseudo strike
42.11
IV
56.8%
B/E move
5.2%

60Δ

Calls
Pseudo strike
39.67
IV
59.4%
B/E move
5.6%
Puts
Pseudo strike
42.91
IV
54.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
38.60
IV
61.3%
B/E move
4.9%
Puts
Pseudo strike
43.70
IV
52.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
37.53
IV
63.2%
B/E move
4.1%
Puts
Pseudo strike
44.49
IV
50.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
36.46
IV
65.1%
B/E move
3.4%
Puts
Pseudo strike
46.11
IV
50.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
35.39
IV
67.0%
B/E move
2.6%
Puts
Pseudo strike
49.27
IV
55.0%
B/E move
1.2%

Options history

No recorded observations