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Kohl's Corporation KSS

CONSUMER CYCLICAL · DEPARTMENT STORES
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Market dataready · fetched 2026-10-15T23:38:43.423Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:11:36.876763716Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T23:38:41.157745+00:00

Share price$22.33
1D+5.6%
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$0.23$1.77$3.32$4.87$6.42$15.04$18.24$21.43$24.62$27.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KSS spot · $22.33KSS PRICE$0.39$0.52$0.66$0.82$0.99$1.17$1.39$1.64$1.91$2.21$2.55$2.92$3.49$0.55$0.68$0.84$1.03$1.24$1.52$1.86$2.19$2.51$3.98$4.86$5.97
PutsExpensive1.18×
CallsCheap0.92×
SkewBearish+7.79 pp
Implied moveBearish±$3.25
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.2654.1%19.4%19.3063.9%16.1%
25Δ25.5053.6%16.5%20.1258.8%12.9%
30Δ24.8253.2%14.1%20.7256.8%10.9%
35Δ24.2954.1%12.5%21.2755.8%9.3%
40Δ23.7754.5%10.9%21.7755.7%8.1%
45Δ23.2454.1%9.3%22.2956.6%7.0%
50Δ22.7454.6%8.1%22.8158.5%6.2%
55Δ22.2655.7%7.0%23.3458.8%5.3%
60Δ21.7656.6%6.0%23.8858.2%4.3%
65Δ21.2557.2%5.1%25.3076.0%4.5%
70Δ20.7257.5%4.2%26.3679.2%3.7%
75Δ20.1657.7%3.3%27.6482.7%2.9%
80Δ19.4360.4%2.7%

20Δ

Calls
Pseudo strike
26.26
IV
54.1%
B/E move
19.4%
Puts
Pseudo strike
19.30
IV
63.9%
B/E move
16.1%

25Δ

Calls
Pseudo strike
25.50
IV
53.6%
B/E move
16.5%
Puts
Pseudo strike
20.12
IV
58.8%
B/E move
12.9%

30Δ

Calls
Pseudo strike
24.82
IV
53.2%
B/E move
14.1%
Puts
Pseudo strike
20.72
IV
56.8%
B/E move
10.9%

35Δ

Calls
Pseudo strike
24.29
IV
54.1%
B/E move
12.5%
Puts
Pseudo strike
21.27
IV
55.8%
B/E move
9.3%

40Δ

Calls
Pseudo strike
23.77
IV
54.5%
B/E move
10.9%
Puts
Pseudo strike
21.77
IV
55.7%
B/E move
8.1%

45Δ

Calls
Pseudo strike
23.24
IV
54.1%
B/E move
9.3%
Puts
Pseudo strike
22.29
IV
56.6%
B/E move
7.0%

50Δ

Calls
Pseudo strike
22.74
IV
54.6%
B/E move
8.1%
Puts
Pseudo strike
22.81
IV
58.5%
B/E move
6.2%

55Δ

Calls
Pseudo strike
22.26
IV
55.7%
B/E move
7.0%
Puts
Pseudo strike
23.34
IV
58.8%
B/E move
5.3%

60Δ

Calls
Pseudo strike
21.76
IV
56.6%
B/E move
6.0%
Puts
Pseudo strike
23.88
IV
58.2%
B/E move
4.3%

65Δ

Calls
Pseudo strike
21.25
IV
57.2%
B/E move
5.1%
Puts
Pseudo strike
25.30
IV
76.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
20.72
IV
57.5%
B/E move
4.2%
Puts
Pseudo strike
26.36
IV
79.2%
B/E move
3.7%

75Δ

Calls
Pseudo strike
20.16
IV
57.7%
B/E move
3.3%
Puts
Pseudo strike
27.64
IV
82.7%
B/E move
2.9%

80Δ

Calls
Pseudo strike
19.43
IV
60.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move