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KVH Industries, Inc. Common Stock KVHI

i

Market dataready · fetched 2026-11-13T04:11:44.415Z

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 · 2026-11-12T21:00:00.450812244Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T04:11:44.030660+00:00

Share price$7.37
1D+3.1%
AH$7.10$7.17$7.25$7.32$7.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKVHI
Sold putSold callAH

KVH Industries, Inc. Common Stock options

Live interpolated KVHI call and put midpoint premiums by absolute delta.KVH Industries, Inc. Common Stock$0.40$0.86$1.32$1.78$2.24$4.97$5.98$6.98$7.99$8.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 PRICELive KVHI spot · $7.37KVHI PRICE$0.63$0.63$0.66$0.70$0.73$0.45$0.48$0.51$0.54$0.57$0.60$0.64$0.89$1.13$1.38$1.62$1.87$2.11
PutsExpensive1.62×
Calls——
Skew——
Implied moveBullish±$1.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.30336.4%34.1%
25Δ5.67301.7%29.5%
30Δ12.09407.9%72.5%6.04267.1%24.9%
35Δ9.89318.6%42.7%6.41232.4%20.3%
40Δ9.23282.7%34.2%6.78197.8%15.7%
45Δ8.56246.7%25.7%7.15163.1%11.1%
50Δ7.90210.7%17.1%7.52130.7%6.7%
55Δ7.82132.0%5.9%
60Δ8.12133.4%5.2%
65Δ8.41134.7%4.5%
70Δ8.71136.1%3.8%
75Δ9.01137.4%3.0%
80Δ9.31138.8%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.30
IV
336.4%
B/E move
34.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.67
IV
301.7%
B/E move
29.5%

30Δ

Calls
Pseudo strike
12.09
IV
407.9%
B/E move
72.5%
Puts
Pseudo strike
6.04
IV
267.1%
B/E move
24.9%

35Δ

Calls
Pseudo strike
9.89
IV
318.6%
B/E move
42.7%
Puts
Pseudo strike
6.41
IV
232.4%
B/E move
20.3%

40Δ

Calls
Pseudo strike
9.23
IV
282.7%
B/E move
34.2%
Puts
Pseudo strike
6.78
IV
197.8%
B/E move
15.7%

45Δ

Calls
Pseudo strike
8.56
IV
246.7%
B/E move
25.7%
Puts
Pseudo strike
7.15
IV
163.1%
B/E move
11.1%

50Δ

Calls
Pseudo strike
7.90
IV
210.7%
B/E move
17.1%
Puts
Pseudo strike
7.52
IV
130.7%
B/E move
6.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.82
IV
132.0%
B/E move
5.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.12
IV
133.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.41
IV
134.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.71
IV
136.1%
B/E move
3.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.01
IV
137.4%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.31
IV
138.8%
B/E move
2.3%

Options history

IV · four-Friday blend80.06%
Daily EOD
KVHI79.3%84.6%89.8%2026-10-23: 89.08%2026-10-27: 80.16%2026-10-28: 87.83%2026-10-29: 80.06%Oct 23Oct 27Oct 29
4 observations2026-10-23 — 2026-10-29
Table
DateIV (%)
89.08%
80.16%
87.83%
80.06%