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Kosmos Energy Ltd. KOS

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-11T13:45:15.178Z

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 · 2026-11-11T13:29:23.284652543Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:45:14.678938+00:00

Share price$2.12
1D
Price history unavailable.

Kosmos Energy Ltd. options

Live interpolated KOS call and put midpoint premiums by absolute delta.Kosmos Energy Ltd.$0.03$0.12$0.22$0.31$0.40$1.56$1.86$2.16$2.46$2.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KOS spot · $2.12KOS PRICE$0.04$0.05$0.06$0.07$0.08$0.09$0.10$0.11$0.12$0.13$0.14$0.15$0.05$0.05$0.06$0.09$0.12$0.15$0.18$0.21$0.25$0.28$0.31$0.34$0.37
PutsCheap0.69×
Calls——
Skew——
Implied moveBearish±$0.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.86143.9%36.8%1.74149.6%20.4%
25Δ2.78136.1%33.7%1.88108.6%13.5%
30Δ2.71128.4%30.5%2.0176.6%8.0%
35Δ2.63120.6%27.4%2.0578.3%7.3%
40Δ2.56112.8%24.3%2.1080.0%6.7%
45Δ2.48105.0%21.1%2.1481.8%6.0%
50Δ2.4097.3%18.0%2.1983.5%5.4%
55Δ2.3389.5%14.9%2.2385.2%4.8%
60Δ2.2581.7%11.8%2.2886.9%4.1%
65Δ2.1874.0%8.6%2.3288.6%3.5%
70Δ2.1066.2%5.5%2.3790.3%2.9%
75Δ2.0358.4%2.4%2.4192.0%2.2%
80Δ2.4693.7%1.6%

20Δ

Calls
Pseudo strike
2.86
IV
143.9%
B/E move
36.8%
Puts
Pseudo strike
1.74
IV
149.6%
B/E move
20.4%

25Δ

Calls
Pseudo strike
2.78
IV
136.1%
B/E move
33.7%
Puts
Pseudo strike
1.88
IV
108.6%
B/E move
13.5%

30Δ

Calls
Pseudo strike
2.71
IV
128.4%
B/E move
30.5%
Puts
Pseudo strike
2.01
IV
76.6%
B/E move
8.0%

35Δ

Calls
Pseudo strike
2.63
IV
120.6%
B/E move
27.4%
Puts
Pseudo strike
2.05
IV
78.3%
B/E move
7.3%

40Δ

Calls
Pseudo strike
2.56
IV
112.8%
B/E move
24.3%
Puts
Pseudo strike
2.10
IV
80.0%
B/E move
6.7%

45Δ

Calls
Pseudo strike
2.48
IV
105.0%
B/E move
21.1%
Puts
Pseudo strike
2.14
IV
81.8%
B/E move
6.0%

50Δ

Calls
Pseudo strike
2.40
IV
97.3%
B/E move
18.0%
Puts
Pseudo strike
2.19
IV
83.5%
B/E move
5.4%

55Δ

Calls
Pseudo strike
2.33
IV
89.5%
B/E move
14.9%
Puts
Pseudo strike
2.23
IV
85.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
2.25
IV
81.7%
B/E move
11.8%
Puts
Pseudo strike
2.28
IV
86.9%
B/E move
4.1%

65Δ

Calls
Pseudo strike
2.18
IV
74.0%
B/E move
8.6%
Puts
Pseudo strike
2.32
IV
88.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
2.10
IV
66.2%
B/E move
5.5%
Puts
Pseudo strike
2.37
IV
90.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
2.03
IV
58.4%
B/E move
2.4%
Puts
Pseudo strike
2.41
IV
92.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.46
IV
93.7%
B/E move
1.6%

Options history

IV · four-Friday blend74.69%
Daily EOD
KOS70.6%75.0%79.3%2026-10-19: 73.62%2026-10-20: 72.84%2026-10-21: 71.23%2026-10-22: 75.29%2026-10-23: 78.67%2026-10-26: 75.90%2026-10-27: 76.98%2026-10-28: 72.57%2026-10-29: 72.63%2026-10-30: 74.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.62%
72.84%
71.23%
75.29%
78.67%
75.90%
76.98%
72.57%
72.63%
74.69%