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Klaviyo, Inc. KVYO

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Market datapartial · fetched 2026-10-22T16:41:59.853Z

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 · 2026-10-22T16:41:54.380590048Z

FundamentalsAlpha Vantage · unavailable

Share price$20.72
1D+2.8%
$20.12$20.33$20.55$20.76$20.975:30 AM6:30 AM9:00 AM1:00 PMKVYO
Sold putSold call

Klaviyo, Inc. options

Live interpolated KVYO call and put midpoint premiums by absolute delta.Klaviyo, Inc.$0.23$2.75$5.27$7.79$10.32$13.42$17.04$20.66$24.28$27.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KVYO spot · $20.72KVYO PRICE$0.50$0.66$0.86$1.06$1.27$1.53$1.81$2.10$2.39$2.82$3.28$3.74$4.35$0.67$0.91$1.16$1.42$1.70$2.06$2.42$2.78$3.21$3.76$4.31$4.96$9.59
PutsExpensive1.06×
CallsCheap0.89×
SkewBearish+0.90 pp
Implied moveBearish±$4.24
TiltBearish19.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.3185.1%29.4%17.3389.3%19.6%
25Δ25.1384.5%24.5%18.0688.9%17.2%
30Δ24.3285.0%21.5%18.7688.3%15.1%
35Δ23.5685.7%18.8%19.4587.8%13.0%
40Δ22.8086.3%16.2%20.1387.2%11.0%
45Δ22.1087.0%14.0%20.7886.6%9.7%
50Δ21.4487.7%12.3%21.4286.1%8.3%
55Δ20.7988.4%10.5%22.0785.5%6.9%
60Δ20.1389.1%8.7%22.7584.9%5.7%
65Δ19.4290.3%7.3%23.5084.2%4.7%
70Δ18.7091.6%6.1%24.2583.6%3.7%
75Δ17.9892.9%4.8%25.1184.3%2.8%
80Δ17.1395.1%3.7%29.72123.9%2.8%

20Δ

Calls
Pseudo strike
26.31
IV
85.1%
B/E move
29.4%
Puts
Pseudo strike
17.33
IV
89.3%
B/E move
19.6%

25Δ

Calls
Pseudo strike
25.13
IV
84.5%
B/E move
24.5%
Puts
Pseudo strike
18.06
IV
88.9%
B/E move
17.2%

30Δ

Calls
Pseudo strike
24.32
IV
85.0%
B/E move
21.5%
Puts
Pseudo strike
18.76
IV
88.3%
B/E move
15.1%

35Δ

Calls
Pseudo strike
23.56
IV
85.7%
B/E move
18.8%
Puts
Pseudo strike
19.45
IV
87.8%
B/E move
13.0%

40Δ

Calls
Pseudo strike
22.80
IV
86.3%
B/E move
16.2%
Puts
Pseudo strike
20.13
IV
87.2%
B/E move
11.0%

45Δ

Calls
Pseudo strike
22.10
IV
87.0%
B/E move
14.0%
Puts
Pseudo strike
20.78
IV
86.6%
B/E move
9.7%

50Δ

Calls
Pseudo strike
21.44
IV
87.7%
B/E move
12.3%
Puts
Pseudo strike
21.42
IV
86.1%
B/E move
8.3%

55Δ

Calls
Pseudo strike
20.79
IV
88.4%
B/E move
10.5%
Puts
Pseudo strike
22.07
IV
85.5%
B/E move
6.9%

60Δ

Calls
Pseudo strike
20.13
IV
89.1%
B/E move
8.7%
Puts
Pseudo strike
22.75
IV
84.9%
B/E move
5.7%

65Δ

Calls
Pseudo strike
19.42
IV
90.3%
B/E move
7.3%
Puts
Pseudo strike
23.50
IV
84.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
18.70
IV
91.6%
B/E move
6.1%
Puts
Pseudo strike
24.25
IV
83.6%
B/E move
3.7%

75Δ

Calls
Pseudo strike
17.98
IV
92.9%
B/E move
4.8%
Puts
Pseudo strike
25.11
IV
84.3%
B/E move
2.8%

80Δ

Calls
Pseudo strike
17.13
IV
95.1%
B/E move
3.7%
Puts
Pseudo strike
29.72
IV
123.9%
B/E move
2.8%

Options history

No recorded observations