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Kingsway Corporation KWY

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T15:59:33.439Z

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 · 2026-11-11T15:54:48.227560077Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:54:39.051195+00:00

Share price$8.44
1D-0.9%
$8.41$8.53$8.65$8.78$8.905:30 AM6:30 AM9:00 AM1:00 PMKWY
Sold putSold call

Kingsway Corporation options

Live interpolated KWY call and put midpoint premiums by absolute delta.Kingsway Corporation$0.21$0.56$0.90$1.24$1.58$6.17$7.32$8.47$9.62$10.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KWY spot · $8.44KWY PRICE$0.25$0.32$0.39$0.46$0.52$0.59$0.66$0.73$0.80$0.87$0.93$1.00$0.38$0.38$0.44$0.55$0.65$0.75$0.86$0.96$1.07$1.17$1.27$1.38$1.48
PutsExpensive1.24×
Calls——
Skew——
Implied moveBearish±$1.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.37249.1%29.0%
25Δ9.5080.6%15.5%7.20176.7%19.1%
30Δ9.3380.9%14.3%7.63147.2%14.8%
35Δ9.1681.1%13.1%7.84142.2%13.6%
40Δ8.9981.3%11.9%8.05137.2%12.3%
45Δ8.8281.6%10.7%8.26132.2%11.1%
50Δ8.6481.8%9.4%8.47127.2%9.9%
55Δ8.4782.1%8.2%8.67122.2%8.6%
60Δ8.3082.3%7.0%8.88117.2%7.4%
65Δ8.1382.5%5.8%9.09112.2%6.2%
70Δ7.9682.8%4.6%9.30107.2%4.9%
75Δ7.7983.0%3.4%9.51102.2%3.7%
80Δ7.6283.3%2.2%9.7297.2%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.37
IV
249.1%
B/E move
29.0%

25Δ

Calls
Pseudo strike
9.50
IV
80.6%
B/E move
15.5%
Puts
Pseudo strike
7.20
IV
176.7%
B/E move
19.1%

30Δ

Calls
Pseudo strike
9.33
IV
80.9%
B/E move
14.3%
Puts
Pseudo strike
7.63
IV
147.2%
B/E move
14.8%

35Δ

Calls
Pseudo strike
9.16
IV
81.1%
B/E move
13.1%
Puts
Pseudo strike
7.84
IV
142.2%
B/E move
13.6%

40Δ

Calls
Pseudo strike
8.99
IV
81.3%
B/E move
11.9%
Puts
Pseudo strike
8.05
IV
137.2%
B/E move
12.3%

45Δ

Calls
Pseudo strike
8.82
IV
81.6%
B/E move
10.7%
Puts
Pseudo strike
8.26
IV
132.2%
B/E move
11.1%

50Δ

Calls
Pseudo strike
8.64
IV
81.8%
B/E move
9.4%
Puts
Pseudo strike
8.47
IV
127.2%
B/E move
9.9%

55Δ

Calls
Pseudo strike
8.47
IV
82.1%
B/E move
8.2%
Puts
Pseudo strike
8.67
IV
122.2%
B/E move
8.6%

60Δ

Calls
Pseudo strike
8.30
IV
82.3%
B/E move
7.0%
Puts
Pseudo strike
8.88
IV
117.2%
B/E move
7.4%

65Δ

Calls
Pseudo strike
8.13
IV
82.5%
B/E move
5.8%
Puts
Pseudo strike
9.09
IV
112.2%
B/E move
6.2%

70Δ

Calls
Pseudo strike
7.96
IV
82.8%
B/E move
4.6%
Puts
Pseudo strike
9.30
IV
107.2%
B/E move
4.9%

75Δ

Calls
Pseudo strike
7.79
IV
83.0%
B/E move
3.4%
Puts
Pseudo strike
9.51
IV
102.2%
B/E move
3.7%

80Δ

Calls
Pseudo strike
7.62
IV
83.3%
B/E move
2.2%
Puts
Pseudo strike
9.72
IV
97.2%
B/E move
2.5%

Options history

IV · four-Friday blend54.72%
Daily EOD
KWY41.9%48.8%55.7%2026-10-20: 49.31%2026-10-21: 45.66%2026-10-22: 43.46%2026-10-26: 42.85%2026-10-27: 43.68%2026-10-28: 54.72%Oct 20Oct 22Oct 28
6 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
49.31%
45.66%
43.46%
42.85%
43.68%
54.72%