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Kohl's Corporation KSS

CONSUMER CYCLICAL · DEPARTMENT STORES
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Market dataready · fetched 2026-10-15T20:02:14.557Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:38.610546743Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:53:15.994797+00:00

Share price$22.35
1D+5.4%
AH$20.88$21.33$21.78$22.22$22.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKSS
Sold putSold callAH

Kohl's Corporation options

Live interpolated KSS call and put midpoint premiums by absolute delta.Kohl's Corporation$0.00$1.62$3.24$4.86$6.48$19.69$20.73$21.77$22.81$23.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $22.35OPTION PRICELive KSS spot · $22.35KSS PRICE$0.28$0.13$0.17$0.21$0.25$0.29$0.34$0.38$0.43$0.48$0.55$0.69$0.82$1.04$0.72$0.39$0.21$0.27$0.33$0.39$0.45$0.55$0.66$0.76$2.47$6.01
PutsExpensive2.87×
CallsCheap0.91×
SkewBearish+107.71 pp
Implied moveBearish±$0.73
TiltBearish48.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.51251.9%15.4%17.62678.3%25.8%
25Δ22.9673.3%3.3%19.29448.1%16.9%
30Δ22.8473.6%2.9%20.95217.9%8.0%
35Δ22.7274.0%2.6%22.0473.5%2.3%
40Δ22.6074.3%2.2%22.1575.2%2.1%
45Δ22.4874.1%1.9%22.2776.9%1.9%
50Δ22.3872.2%1.6%22.3878.6%1.6%
55Δ22.2870.3%1.4%22.4980.3%1.4%
60Δ22.1768.4%1.1%22.6382.3%1.2%
65Δ22.0766.5%0.9%22.7884.2%1.0%
70Δ21.9566.2%0.7%22.9286.2%0.8%
75Δ21.7970.0%0.6%24.61172.6%0.9%
80Δ21.6373.8%0.4%28.05354.9%1.4%

20Δ

Calls
Pseudo strike
25.51
IV
251.9%
B/E move
15.4%
Puts
Pseudo strike
17.62
IV
678.3%
B/E move
25.8%

25Δ

Calls
Pseudo strike
22.96
IV
73.3%
B/E move
3.3%
Puts
Pseudo strike
19.29
IV
448.1%
B/E move
16.9%

30Δ

Calls
Pseudo strike
22.84
IV
73.6%
B/E move
2.9%
Puts
Pseudo strike
20.95
IV
217.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
22.72
IV
74.0%
B/E move
2.6%
Puts
Pseudo strike
22.04
IV
73.5%
B/E move
2.3%

40Δ

Calls
Pseudo strike
22.60
IV
74.3%
B/E move
2.2%
Puts
Pseudo strike
22.15
IV
75.2%
B/E move
2.1%

45Δ

Calls
Pseudo strike
22.48
IV
74.1%
B/E move
1.9%
Puts
Pseudo strike
22.27
IV
76.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
22.38
IV
72.2%
B/E move
1.6%
Puts
Pseudo strike
22.38
IV
78.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
22.28
IV
70.3%
B/E move
1.4%
Puts
Pseudo strike
22.49
IV
80.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
22.17
IV
68.4%
B/E move
1.1%
Puts
Pseudo strike
22.63
IV
82.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
22.07
IV
66.5%
B/E move
0.9%
Puts
Pseudo strike
22.78
IV
84.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
21.95
IV
66.2%
B/E move
0.7%
Puts
Pseudo strike
22.92
IV
86.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
21.79
IV
70.0%
B/E move
0.6%
Puts
Pseudo strike
24.61
IV
172.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
21.63
IV
73.8%
B/E move
0.4%
Puts
Pseudo strike
28.05
IV
354.9%
B/E move
1.4%