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Klaviyo, Inc. KVYO

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-13T04:11:45.008Z

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 · 2026-11-13T00:17:46.148318911Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T04:11:44.394498+00:00

Share price$20.78
1D+2.4%
AH$20.70$21.02$21.34$21.66$21.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKVYO
Sold putSold callAH

Klaviyo, Inc. options

Live interpolated KVYO call and put midpoint premiums by absolute delta.Klaviyo, Inc.$0.05$1.12$2.19$3.26$4.33$17.66$19.35$21.03$22.72$24.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KVYO spot · $20.78KVYO PRICE$0.43$0.56$0.68$0.80$0.95$1.23$1.50$1.79$2.09$4.02$0.17$0.21$0.26$0.31$0.36$0.41$0.46$0.51
Puts——
Calls——
Skew——
Implied moveBullish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6146.5%6.4%
25Δ19.9144.7%5.2%
30Δ22.1271.7%8.5%20.1242.9%4.4%
35Δ21.8374.1%7.7%20.2841.2%3.9%
40Δ21.5376.5%6.9%20.4539.5%3.3%
45Δ21.2478.9%6.1%20.6137.8%2.8%
50Δ20.9482.3%5.3%20.7836.0%2.2%
55Δ20.5890.1%4.9%20.9434.3%1.7%
60Δ20.2298.0%4.5%
65Δ19.83103.5%4.0%
70Δ19.38105.3%3.3%
75Δ
80Δ17.42166.4%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.61
IV
46.5%
B/E move
6.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.91
IV
44.7%
B/E move
5.2%

30Δ

Calls
Pseudo strike
22.12
IV
71.7%
B/E move
8.5%
Puts
Pseudo strike
20.12
IV
42.9%
B/E move
4.4%

35Δ

Calls
Pseudo strike
21.83
IV
74.1%
B/E move
7.7%
Puts
Pseudo strike
20.28
IV
41.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
21.53
IV
76.5%
B/E move
6.9%
Puts
Pseudo strike
20.45
IV
39.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
21.24
IV
78.9%
B/E move
6.1%
Puts
Pseudo strike
20.61
IV
37.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
20.94
IV
82.3%
B/E move
5.3%
Puts
Pseudo strike
20.78
IV
36.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
20.58
IV
90.1%
B/E move
4.9%
Puts
Pseudo strike
20.94
IV
34.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
20.22
IV
98.0%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.83
IV
103.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.38
IV
105.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.42
IV
166.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend78.07%
Daily EOD
KVYO73.7%77.2%80.7%2026-10-19: 78.61%2026-10-20: 76.78%2026-10-21: 77.09%2026-10-22: 74.18%2026-10-23: 74.71%2026-10-26: 76.28%2026-10-27: 76.42%2026-10-28: 80.20%2026-10-29: 76.64%2026-10-30: 78.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.61%
76.78%
77.09%
74.18%
74.71%
76.28%
76.42%
80.20%
76.64%
78.07%