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Kadant Inc. KAI

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Market datapartial · fetched 2026-11-03T20:50:26.306Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T20:49:27.139512729Z

FundamentalsAlpha Vantage · unavailable

Share price$283.13
1D
Price history unavailable.

Kadant Inc. options

Live interpolated KAI call and put midpoint premiums by absolute delta.Kadant Inc.$0.00$0.27$0.54$0.81$1.08$-0.28$0.11$0.50$0.89$1.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEKAI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.58%
Daily close
KAI32.9%38.4%43.9%2026-08-05: 38.39%2026-08-06: 37.69%2026-08-07: 37.37%2026-08-10: 38.01%2026-08-11: 35.93%2026-08-12: 36.17%2026-08-13: 35.27%2026-08-14: 33.76%2026-08-17: 34.61%2026-08-18: 36.76%2026-08-19: 37.25%2026-08-21: 34.94%2026-08-24: 35.46%2026-08-25: 35.42%2026-08-26: 35.24%2026-08-27: 35.34%2026-08-28: 35.11%2026-08-31: 35.72%2026-09-01: 35.91%2026-09-02: 34.73%2026-09-03: 34.40%2026-09-04: 33.64%2026-09-08: 35.36%2026-09-09: 36.96%2026-09-10: 36.62%2026-09-11: 37.20%2026-09-14: 38.56%2026-09-15: 39.38%2026-09-16: 39.07%2026-09-17: 43.10%2026-09-18: 36.55%2026-09-21: 37.14%2026-09-22: 36.05%2026-09-23: 36.07%2026-09-24: 36.55%2026-09-25: 35.74%2026-09-28: 37.28%2026-09-29: 36.80%2026-09-30: 36.48%2026-10-01: 36.97%2026-10-02: 35.20%2026-10-05: 36.06%2026-10-06: 36.36%2026-10-07: 35.78%2026-10-08: 36.67%2026-10-09: 36.20%2026-10-12: 38.61%2026-10-13: 38.68%2026-10-16: 36.75%2026-10-19: 36.84%2026-10-20: 36.98%2026-10-21: 36.79%2026-10-22: 37.55%2026-10-23: 38.11%2026-10-26: 38.47%2026-10-27: 38.26%2026-10-28: 37.63%2026-10-29: 37.94%2026-10-30: 39.58%Aug 5Sep 17Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
38.39%
37.69%
37.37%
38.01%
35.93%
36.17%
35.27%
33.76%
34.61%
36.76%
37.25%
34.94%
35.46%
35.42%
35.24%
35.34%
35.11%
35.72%
35.91%
34.73%
34.40%
33.64%
35.36%
36.96%
36.62%
37.20%
38.56%
39.38%
39.07%
43.10%
36.55%
37.14%
36.05%
36.07%
36.55%
35.74%
37.28%
36.80%
36.48%
36.97%
35.20%
36.06%
36.36%
35.78%
36.67%
36.20%
38.61%
38.68%
36.75%
36.84%
36.98%
36.79%
37.55%
38.11%
38.47%
38.26%
37.63%
37.94%
39.58%