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Kohl's Corporation KSS

CONSUMER CYCLICAL · DEPARTMENT STORES
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Market dataready · fetched 2026-10-15T20:32:41.490Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002316303Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:32:41.097829+00:00

Share price$22.41
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$0.08$0.46$0.83$1.21$1.59$20.08$21.03$21.98$22.93$23.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $22.41OPTION PRICELive KSS spot · $22.41KSS PRICE$0.30$0.12$0.16$0.19$0.23$0.27$0.31$0.35$0.39$0.43$0.47$0.52$0.63$1.03$0.67$0.31$0.23$0.30$0.36$0.42$0.51$0.62$0.74$0.90$1.19$1.48
PutsExpensive5.22×
CallsCheap0.84×
SkewBearish+89.97 pp
Implied moveBearish±$0.73
TiltBearish33.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.77269.4%16.3%17.68680.5%25.7%
25Δ22.9969.3%3.1%19.54421.0%15.8%
30Δ22.8769.1%2.8%21.40161.5%5.9%
35Δ22.7669.0%2.4%22.0879.1%2.5%
40Δ22.6468.8%2.1%22.2081.5%2.3%
45Δ22.5368.7%1.7%22.3283.8%2.0%
50Δ22.4466.8%1.5%22.4486.2%1.8%
55Δ22.3564.3%1.3%22.5889.0%1.5%
60Δ22.2661.8%1.1%22.7492.2%1.3%
65Δ22.1759.3%0.9%22.8995.5%1.1%
70Δ22.0856.7%0.6%23.10100.7%1.0%
75Δ21.9954.3%0.4%23.42110.2%0.8%
80Δ21.8653.9%0.3%23.74119.8%0.7%

20Δ

Calls
Pseudo strike
25.77
IV
269.4%
B/E move
16.3%
Puts
Pseudo strike
17.68
IV
680.5%
B/E move
25.7%

25Δ

Calls
Pseudo strike
22.99
IV
69.3%
B/E move
3.1%
Puts
Pseudo strike
19.54
IV
421.0%
B/E move
15.8%

30Δ

Calls
Pseudo strike
22.87
IV
69.1%
B/E move
2.8%
Puts
Pseudo strike
21.40
IV
161.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
22.76
IV
69.0%
B/E move
2.4%
Puts
Pseudo strike
22.08
IV
79.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
22.64
IV
68.8%
B/E move
2.1%
Puts
Pseudo strike
22.20
IV
81.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
22.53
IV
68.7%
B/E move
1.7%
Puts
Pseudo strike
22.32
IV
83.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
22.44
IV
66.8%
B/E move
1.5%
Puts
Pseudo strike
22.44
IV
86.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
22.35
IV
64.3%
B/E move
1.3%
Puts
Pseudo strike
22.58
IV
89.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
22.26
IV
61.8%
B/E move
1.1%
Puts
Pseudo strike
22.74
IV
92.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
22.17
IV
59.3%
B/E move
0.9%
Puts
Pseudo strike
22.89
IV
95.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
22.08
IV
56.7%
B/E move
0.6%
Puts
Pseudo strike
23.10
IV
100.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
21.99
IV
54.3%
B/E move
0.4%
Puts
Pseudo strike
23.42
IV
110.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
21.86
IV
53.9%
B/E move
0.3%
Puts
Pseudo strike
23.74
IV
119.8%
B/E move
0.7%