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Klaviyo, Inc. KVYO

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Market datapartial · fetched 2026-10-22T23:10:51.994Z

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 · 2026-10-22T23:00:00.002401551Z

FundamentalsAlpha Vantage · unavailable

Share price$20.59
1D+2.0%
AH$20.12$20.33$20.55$20.76$20.975:30 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.$0.28$2.45$4.63$6.81$8.98$13.45$17.00$20.55$24.09$27.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KVYO spot · $20.59KVYO PRICE$0.51$0.67$0.85$1.04$1.23$1.49$1.76$2.03$2.30$2.72$3.13$3.55$4.09$0.66$0.90$1.16$1.42$1.68$2.04$2.41$2.78$3.18$3.85$4.52$5.64$8.36
PutsExpensive1.07×
CallsCheap0.88×
SkewBearish+3.30 pp
Implied moveBearish±$4.17
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.3587.7%30.5%17.1989.3%19.7%
25Δ25.0886.3%25.0%17.9688.8%17.1%
30Δ24.2385.7%21.8%18.6488.3%15.1%
35Δ23.4185.1%18.7%19.3287.8%13.0%
40Δ22.5984.6%15.7%20.0087.3%11.0%
45Δ21.9384.9%13.7%20.6586.7%9.6%
50Δ21.2885.3%11.9%21.2986.1%8.3%
55Δ20.6485.7%10.1%21.9485.5%7.0%
60Δ20.0086.1%8.3%22.6185.2%5.7%
65Δ19.3386.6%7.1%23.4786.3%4.7%
70Δ18.6687.1%5.8%24.3287.5%3.8%
75Δ17.9887.6%4.6%25.6093.3%3.0%
80Δ17.2188.8%3.4%28.41112.2%2.6%

20Δ

Calls
Pseudo strike
26.35
IV
87.7%
B/E move
30.5%
Puts
Pseudo strike
17.19
IV
89.3%
B/E move
19.7%

25Δ

Calls
Pseudo strike
25.08
IV
86.3%
B/E move
25.0%
Puts
Pseudo strike
17.96
IV
88.8%
B/E move
17.1%

30Δ

Calls
Pseudo strike
24.23
IV
85.7%
B/E move
21.8%
Puts
Pseudo strike
18.64
IV
88.3%
B/E move
15.1%

35Δ

Calls
Pseudo strike
23.41
IV
85.1%
B/E move
18.7%
Puts
Pseudo strike
19.32
IV
87.8%
B/E move
13.0%

40Δ

Calls
Pseudo strike
22.59
IV
84.6%
B/E move
15.7%
Puts
Pseudo strike
20.00
IV
87.3%
B/E move
11.0%

45Δ

Calls
Pseudo strike
21.93
IV
84.9%
B/E move
13.7%
Puts
Pseudo strike
20.65
IV
86.7%
B/E move
9.6%

50Δ

Calls
Pseudo strike
21.28
IV
85.3%
B/E move
11.9%
Puts
Pseudo strike
21.29
IV
86.1%
B/E move
8.3%

55Δ

Calls
Pseudo strike
20.64
IV
85.7%
B/E move
10.1%
Puts
Pseudo strike
21.94
IV
85.5%
B/E move
7.0%

60Δ

Calls
Pseudo strike
20.00
IV
86.1%
B/E move
8.3%
Puts
Pseudo strike
22.61
IV
85.2%
B/E move
5.7%

65Δ

Calls
Pseudo strike
19.33
IV
86.6%
B/E move
7.1%
Puts
Pseudo strike
23.47
IV
86.3%
B/E move
4.7%

70Δ

Calls
Pseudo strike
18.66
IV
87.1%
B/E move
5.8%
Puts
Pseudo strike
24.32
IV
87.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
17.98
IV
87.6%
B/E move
4.6%
Puts
Pseudo strike
25.60
IV
93.3%
B/E move
3.0%

80Δ

Calls
Pseudo strike
17.21
IV
88.8%
B/E move
3.4%
Puts
Pseudo strike
28.41
IV
112.2%
B/E move
2.6%

Options history

No recorded observations