IntraAlpha
Create free account Start free

Kayne Anderson Energy Infrastructure Fund, Inc. KYN

i

Market dataready · fetched 2026-11-12T03:11:14.034Z

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 · 2026-11-12T00:00:00.002641037Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:11:13.642939+00:00

Share price$13.87
1D+0.8%
AH$13.68$13.73$13.78$13.83$13.885:30 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.$0.33$1.18$2.03$2.88$3.74$10.25$11.54$12.82$14.10$15.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KYN spot · $13.87KYN PRICE$0.42$0.52$0.62$0.73$0.83$0.93$1.04$1.14$1.24$1.34$1.45$1.55$0.52$0.67$0.83$0.96$1.09$1.22$1.36$1.49$1.62$1.91$2.44$2.97$3.49
PutsExpensive2.91×
Calls——
Skew——
Implied moveBearish±$2.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.40167.8%21.6%
25Δ16.94138.2%25.2%11.95170.9%18.7%
30Δ16.55133.1%23.1%12.50174.0%15.8%
35Δ16.16128.1%21.0%12.88165.5%14.0%
40Δ15.76123.0%18.9%13.26157.0%12.3%
45Δ15.37117.9%16.8%13.64148.6%10.5%
50Δ14.97112.8%14.7%14.02140.1%8.7%
55Δ14.58107.8%12.5%14.40131.6%6.9%
60Δ14.18102.7%10.4%14.78123.2%5.2%
65Δ13.7997.6%8.3%15.25120.2%3.9%
70Δ13.3992.5%6.2%15.86125.2%3.2%
75Δ13.0087.5%4.1%16.47130.3%2.6%
80Δ12.6082.4%2.0%17.08135.3%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.40
IV
167.8%
B/E move
21.6%

25Δ

Calls
Pseudo strike
16.94
IV
138.2%
B/E move
25.2%
Puts
Pseudo strike
11.95
IV
170.9%
B/E move
18.7%

30Δ

Calls
Pseudo strike
16.55
IV
133.1%
B/E move
23.1%
Puts
Pseudo strike
12.50
IV
174.0%
B/E move
15.8%

35Δ

Calls
Pseudo strike
16.16
IV
128.1%
B/E move
21.0%
Puts
Pseudo strike
12.88
IV
165.5%
B/E move
14.0%

40Δ

Calls
Pseudo strike
15.76
IV
123.0%
B/E move
18.9%
Puts
Pseudo strike
13.26
IV
157.0%
B/E move
12.3%

45Δ

Calls
Pseudo strike
15.37
IV
117.9%
B/E move
16.8%
Puts
Pseudo strike
13.64
IV
148.6%
B/E move
10.5%

50Δ

Calls
Pseudo strike
14.97
IV
112.8%
B/E move
14.7%
Puts
Pseudo strike
14.02
IV
140.1%
B/E move
8.7%

55Δ

Calls
Pseudo strike
14.58
IV
107.8%
B/E move
12.5%
Puts
Pseudo strike
14.40
IV
131.6%
B/E move
6.9%

60Δ

Calls
Pseudo strike
14.18
IV
102.7%
B/E move
10.4%
Puts
Pseudo strike
14.78
IV
123.2%
B/E move
5.2%

65Δ

Calls
Pseudo strike
13.79
IV
97.6%
B/E move
8.3%
Puts
Pseudo strike
15.25
IV
120.2%
B/E move
3.9%

70Δ

Calls
Pseudo strike
13.39
IV
92.5%
B/E move
6.2%
Puts
Pseudo strike
15.86
IV
125.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
13.00
IV
87.5%
B/E move
4.1%
Puts
Pseudo strike
16.47
IV
130.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
12.60
IV
82.4%
B/E move
2.0%
Puts
Pseudo strike
17.08
IV
135.3%
B/E move
2.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations