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Kosmos Energy Ltd KOS

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T08:59:58.211Z

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 · 2026-10-22T08:35:05.007454273Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T08:59:55.166465+00:00

Share price$2.77
1D
Price history unavailable.

Kosmos Energy Ltd options

Live interpolated KOS call and put midpoint premiums by absolute delta.Kosmos Energy Ltd$0.05$0.60$1.16$1.72$2.28$1.77$2.21$2.66$3.10$3.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOS spot · $2.77KOS PRICE$0.11$0.11$0.11$0.12$0.14$0.16$0.18$0.21$0.23$0.25$0.28$0.30$0.13$0.13$0.14$0.19$0.23$0.28$0.33$0.37$0.47$0.63$0.79$1.27$2.12
PutsExpensive1.39×
CallsExpensive1.06×
SkewBearish+28.60 pp
Implied moveBearish±$0.51
TiltBearish52.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.58160.9%69.6%2.04151.4%30.9%
25Δ3.75113.0%39.2%2.32108.3%20.7%
30Δ3.4695.3%29.0%2.5381.2%13.8%
35Δ3.1777.6%18.7%2.6181.9%12.4%
40Δ2.9766.5%12.3%2.7082.7%11.0%
45Δ2.9164.3%11.0%2.7883.4%9.7%
50Δ2.8562.2%9.7%2.8784.2%8.3%
55Δ2.7960.0%8.4%2.9584.9%6.9%
60Δ2.7457.9%7.1%3.0889.4%5.9%
65Δ2.6855.7%5.8%3.2698.8%5.2%
70Δ2.6253.6%4.5%3.44108.2%4.6%
75Δ2.5651.4%3.2%3.92137.8%4.3%
80Δ4.78174.2%3.8%

20Δ

Calls
Pseudo strike
4.58
IV
160.9%
B/E move
69.6%
Puts
Pseudo strike
2.04
IV
151.4%
B/E move
30.9%

25Δ

Calls
Pseudo strike
3.75
IV
113.0%
B/E move
39.2%
Puts
Pseudo strike
2.32
IV
108.3%
B/E move
20.7%

30Δ

Calls
Pseudo strike
3.46
IV
95.3%
B/E move
29.0%
Puts
Pseudo strike
2.53
IV
81.2%
B/E move
13.8%

35Δ

Calls
Pseudo strike
3.17
IV
77.6%
B/E move
18.7%
Puts
Pseudo strike
2.61
IV
81.9%
B/E move
12.4%

40Δ

Calls
Pseudo strike
2.97
IV
66.5%
B/E move
12.3%
Puts
Pseudo strike
2.70
IV
82.7%
B/E move
11.0%

45Δ

Calls
Pseudo strike
2.91
IV
64.3%
B/E move
11.0%
Puts
Pseudo strike
2.78
IV
83.4%
B/E move
9.7%

50Δ

Calls
Pseudo strike
2.85
IV
62.2%
B/E move
9.7%
Puts
Pseudo strike
2.87
IV
84.2%
B/E move
8.3%

55Δ

Calls
Pseudo strike
2.79
IV
60.0%
B/E move
8.4%
Puts
Pseudo strike
2.95
IV
84.9%
B/E move
6.9%

60Δ

Calls
Pseudo strike
2.74
IV
57.9%
B/E move
7.1%
Puts
Pseudo strike
3.08
IV
89.4%
B/E move
5.9%

65Δ

Calls
Pseudo strike
2.68
IV
55.7%
B/E move
5.8%
Puts
Pseudo strike
3.26
IV
98.8%
B/E move
5.2%

70Δ

Calls
Pseudo strike
2.62
IV
53.6%
B/E move
4.5%
Puts
Pseudo strike
3.44
IV
108.2%
B/E move
4.6%

75Δ

Calls
Pseudo strike
2.56
IV
51.4%
B/E move
3.2%
Puts
Pseudo strike
3.92
IV
137.8%
B/E move
4.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.78
IV
174.2%
B/E move
3.8%

Options history

No recorded observations