IntraAlpha
Create free account Start free

Kingsway Corporation KWY

i

Market datapartial · fetched 2026-10-22T12:20:53.201Z

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 · 2026-10-21T23:00:00.002275491Z

FundamentalsAlpha Vantage · unavailable

Share price$9.62
1D-0.8%
AH$9.56$9.62$9.68$9.74$9.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKWY
Sold putSold callAH

Kingsway Corporation options

Live interpolated KWY call and put midpoint premiums by absolute delta.Kingsway Corporation$0.07$2.05$4.03$6.01$7.99$7.05$8.28$9.50$10.73$11.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KWY spot · $9.62KWY PRICE$0.38$0.37$0.33$0.28$0.32$0.52$0.72$0.92$1.12$1.32$1.52$1.72$1.92$0.38$0.41$0.43$0.45$0.47$0.50$0.52$0.54$0.56$1.50$3.47$5.44$7.41
PutsExpensive1.52×
CallsExpensive1.33×
SkewBearish+8.46 pp
Implied moveBullish±$1.24
TiltBearish31.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.03148.2%60.1%7.61115.4%24.9%
25Δ12.44106.7%33.2%7.89105.9%22.2%
30Δ11.5380.4%23.2%8.1796.3%19.5%
35Δ10.6154.1%13.2%8.4586.8%16.8%
40Δ9.9237.8%6.4%8.7377.3%14.2%
45Δ9.6742.3%5.9%9.0167.7%11.5%
50Δ9.4246.7%5.4%9.2958.2%8.8%
55Δ9.1851.1%4.9%9.5748.7%6.1%
60Δ8.9355.5%4.4%9.8539.1%3.5%
65Δ8.6860.0%3.9%10.9444.0%1.9%
70Δ8.4364.4%3.5%12.9465.3%1.6%
75Δ8.1868.8%3.0%14.9486.7%1.3%
80Δ7.9473.3%2.5%16.94108.0%1.0%

20Δ

Calls
Pseudo strike
15.03
IV
148.2%
B/E move
60.1%
Puts
Pseudo strike
7.61
IV
115.4%
B/E move
24.9%

25Δ

Calls
Pseudo strike
12.44
IV
106.7%
B/E move
33.2%
Puts
Pseudo strike
7.89
IV
105.9%
B/E move
22.2%

30Δ

Calls
Pseudo strike
11.53
IV
80.4%
B/E move
23.2%
Puts
Pseudo strike
8.17
IV
96.3%
B/E move
19.5%

35Δ

Calls
Pseudo strike
10.61
IV
54.1%
B/E move
13.2%
Puts
Pseudo strike
8.45
IV
86.8%
B/E move
16.8%

40Δ

Calls
Pseudo strike
9.92
IV
37.8%
B/E move
6.4%
Puts
Pseudo strike
8.73
IV
77.3%
B/E move
14.2%

45Δ

Calls
Pseudo strike
9.67
IV
42.3%
B/E move
5.9%
Puts
Pseudo strike
9.01
IV
67.7%
B/E move
11.5%

50Δ

Calls
Pseudo strike
9.42
IV
46.7%
B/E move
5.4%
Puts
Pseudo strike
9.29
IV
58.2%
B/E move
8.8%

55Δ

Calls
Pseudo strike
9.18
IV
51.1%
B/E move
4.9%
Puts
Pseudo strike
9.57
IV
48.7%
B/E move
6.1%

60Δ

Calls
Pseudo strike
8.93
IV
55.5%
B/E move
4.4%
Puts
Pseudo strike
9.85
IV
39.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
8.68
IV
60.0%
B/E move
3.9%
Puts
Pseudo strike
10.94
IV
44.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
8.43
IV
64.4%
B/E move
3.5%
Puts
Pseudo strike
12.94
IV
65.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
8.18
IV
68.8%
B/E move
3.0%
Puts
Pseudo strike
14.94
IV
86.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
7.94
IV
73.3%
B/E move
2.5%
Puts
Pseudo strike
16.94
IV
108.0%
B/E move
1.0%

Options history

No recorded observations