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Joint Stock Company Kaspi.kz KSPI

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-23T03:00:10.168Z

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 · 2026-10-22T20:00:09.374886425Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:09.668631+00:00

Share price$90.53
1D-2.9%
AH$90.23$91.03$91.83$92.62$93.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKSPI
Sold putSold callAH

Joint Stock Company Kaspi.kz options

Live interpolated KSPI call and put midpoint premiums by absolute delta.Joint Stock Company Kaspi.kz$0.63$4.55$8.47$12.40$16.32$77.77$84.23$90.68$97.14$103.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KSPI spot · $90.53KSPI PRICE$1.05$1.41$1.78$2.16$2.74$3.36$3.98$4.60$5.57$6.57$7.56$9.04$10.83$1.14$1.45$1.85$2.25$2.65$3.14$4.24$5.34$6.44$7.92$9.68$11.83$15.19
PutsExpensive1.21×
CallsExpensive1.35×
SkewBullish-1.22 pp
Implied moveBearish±$8.23
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.3539.2%12.0%82.7238.3%9.9%
25Δ98.4338.2%10.3%85.2235.9%7.5%
30Δ96.8138.1%8.9%86.4635.3%6.5%
35Δ95.1937.9%7.5%87.6934.6%5.6%
40Δ93.8938.7%6.7%88.9334.0%4.7%
45Δ92.6239.7%6.0%90.1933.8%3.9%
50Δ91.3640.7%5.3%91.5936.6%3.5%
55Δ90.1041.7%4.6%93.0039.4%3.2%
60Δ88.6142.8%4.0%94.4142.2%2.8%
65Δ87.1043.9%3.5%96.2444.6%2.4%
70Δ85.5945.0%2.9%98.3946.9%2.0%
75Δ83.6546.7%2.4%100.9149.7%1.6%
80Δ81.4448.9%1.9%104.6054.4%1.2%

20Δ

Calls
Pseudo strike
100.35
IV
39.2%
B/E move
12.0%
Puts
Pseudo strike
82.72
IV
38.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
98.43
IV
38.2%
B/E move
10.3%
Puts
Pseudo strike
85.22
IV
35.9%
B/E move
7.5%

30Δ

Calls
Pseudo strike
96.81
IV
38.1%
B/E move
8.9%
Puts
Pseudo strike
86.46
IV
35.3%
B/E move
6.5%

35Δ

Calls
Pseudo strike
95.19
IV
37.9%
B/E move
7.5%
Puts
Pseudo strike
87.69
IV
34.6%
B/E move
5.6%

40Δ

Calls
Pseudo strike
93.89
IV
38.7%
B/E move
6.7%
Puts
Pseudo strike
88.93
IV
34.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
92.62
IV
39.7%
B/E move
6.0%
Puts
Pseudo strike
90.19
IV
33.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
91.36
IV
40.7%
B/E move
5.3%
Puts
Pseudo strike
91.59
IV
36.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
90.10
IV
41.7%
B/E move
4.6%
Puts
Pseudo strike
93.00
IV
39.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
88.61
IV
42.8%
B/E move
4.0%
Puts
Pseudo strike
94.41
IV
42.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
87.10
IV
43.9%
B/E move
3.5%
Puts
Pseudo strike
96.24
IV
44.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
85.59
IV
45.0%
B/E move
2.9%
Puts
Pseudo strike
98.39
IV
46.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
83.65
IV
46.7%
B/E move
2.4%
Puts
Pseudo strike
100.91
IV
49.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
81.44
IV
48.9%
B/E move
1.9%
Puts
Pseudo strike
104.60
IV
54.4%
B/E move
1.2%

Options history

No recorded observations