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Joint Stock Company Kaspi.kz American Depository Shares KSPI

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T03:08:21.000Z

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 · 2026-11-12T00:18:29.416569771Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:03:48.098750+00:00

Share price$89.76
1D+0.6%
AH$88.01$88.66$89.31$89.96$90.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKSPI
Sold putSold callAH

Joint Stock Company Kaspi.kz American Depository Shares options

Live interpolated KSPI call and put midpoint premiums by absolute delta.Joint Stock Company Kaspi.kz American Depository Shares$0.43$1.82$3.21$4.60$5.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ 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 PRICEKSPI PRICE$0.58$0.74$0.91$1.07$1.24$1.40$0.69$0.99$1.29$1.59$1.89$2.19$2.51$3.02$3.53$4.05$4.56$5.07$5.58
PutsCheap0.62×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.7437.7%6.2%85.3539.7%5.7%
25Δ93.9336.2%5.5%86.1440.2%5.1%
30Δ93.1334.7%4.8%86.9240.7%4.6%
35Δ92.3233.2%4.1%87.7041.2%4.1%
40Δ91.5231.7%3.3%88.4841.7%3.5%
45Δ90.7130.2%2.6%89.2742.2%3.0%
50Δ90.0542.6%2.5%
55Δ90.8542.0%2.2%
60Δ91.6441.4%1.8%
65Δ92.4440.8%1.5%
70Δ93.2340.2%1.2%
75Δ94.0339.6%0.9%
80Δ94.8239.0%0.6%

20Δ

Calls
Pseudo strike
94.74
IV
37.7%
B/E move
6.2%
Puts
Pseudo strike
85.35
IV
39.7%
B/E move
5.7%

25Δ

Calls
Pseudo strike
93.93
IV
36.2%
B/E move
5.5%
Puts
Pseudo strike
86.14
IV
40.2%
B/E move
5.1%

30Δ

Calls
Pseudo strike
93.13
IV
34.7%
B/E move
4.8%
Puts
Pseudo strike
86.92
IV
40.7%
B/E move
4.6%

35Δ

Calls
Pseudo strike
92.32
IV
33.2%
B/E move
4.1%
Puts
Pseudo strike
87.70
IV
41.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
91.52
IV
31.7%
B/E move
3.3%
Puts
Pseudo strike
88.48
IV
41.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
90.71
IV
30.2%
B/E move
2.6%
Puts
Pseudo strike
89.27
IV
42.2%
B/E move
3.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.05
IV
42.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.85
IV
42.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.64
IV
41.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.44
IV
40.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.23
IV
40.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.03
IV
39.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.82
IV
39.0%
B/E move
0.6%

Options history

IV · four-Friday blend38.54%
Daily EOD
KSPI34.9%36.9%38.8%2026-10-19: 37.85%2026-10-20: 36.99%2026-10-21: 35.19%2026-10-22: 36.29%2026-10-23: 36.89%2026-10-26: 36.43%2026-10-27: 36.38%2026-10-28: 35.48%2026-10-29: 35.26%2026-10-30: 38.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.85%
36.99%
35.19%
36.29%
36.89%
36.43%
36.38%
35.48%
35.26%
38.54%