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Kayne Anderson Energy Infrastructure Fund, Inc. KYN

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Market datapartial · fetched 2026-10-22T21:53:07.544Z

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 · 2026-10-22T20:10:00.001591372Z

FundamentalsAlpha Vantage · unavailable

Share price$14.13
1D-0.1%
AH$13.73$13.85$13.96$14.07$14.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKYN
Sold putSold callAH

Kayne Anderson Energy Infrastructure Fund, Inc. options

Live interpolated KYN call and put midpoint premiums by absolute delta.Kayne Anderson Energy Infrastructure Fund, Inc.$0.32$1.81$3.30$4.79$6.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKYN PRICE$0.48$0.82$0.82$0.82$0.82$0.87$0.99$1.11$1.24$1.36$1.48$1.93$2.91$3.89$4.87$5.85
PutsExpensive3.38×
CallsExpensive5.36×
SkewBullish-39.96 pp
Implied move——
TiltBearish85.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.17106.1%39.1%10.13180.5%34.1%
25Δ22.35174.6%64.0%11.61131.6%23.7%
30Δ18.88134.0%39.5%12.6799.8%16.5%
35Δ13.0893.9%14.5%
40Δ13.5088.1%12.4%
45Δ13.9182.3%10.3%
50Δ14.3376.4%8.2%
55Δ14.7570.6%6.1%
60Δ15.4171.0%4.6%
65Δ16.4780.9%4.1%
70Δ17.5290.9%3.6%
75Δ18.57100.9%3.0%
80Δ19.63110.9%2.5%

20Δ

Calls
Pseudo strike
19.17
IV
106.1%
B/E move
39.1%
Puts
Pseudo strike
10.13
IV
180.5%
B/E move
34.1%

25Δ

Calls
Pseudo strike
22.35
IV
174.6%
B/E move
64.0%
Puts
Pseudo strike
11.61
IV
131.6%
B/E move
23.7%

30Δ

Calls
Pseudo strike
18.88
IV
134.0%
B/E move
39.5%
Puts
Pseudo strike
12.67
IV
99.8%
B/E move
16.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.08
IV
93.9%
B/E move
14.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.50
IV
88.1%
B/E move
12.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.91
IV
82.3%
B/E move
10.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.33
IV
76.4%
B/E move
8.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.75
IV
70.6%
B/E move
6.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.41
IV
71.0%
B/E move
4.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.47
IV
80.9%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.52
IV
90.9%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.57
IV
100.9%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.63
IV
110.9%
B/E move
2.5%

Options history

No recorded observations