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KB Home KBH

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-04T03:10:12.345Z

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 · 2026-11-04T00:00:00.003015653Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-04T03:10:11.941782+00:00

Share price$48.93
1D-0.6%
AH$48.81$49.06$49.30$49.55$49.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKBH
Sold putSold callAH

KB Home options

Live interpolated KBH call and put midpoint premiums by absolute delta.KB Home$0.23$3.25$6.27$9.29$12.31$41.07$44.59$48.11$51.63$55.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KBH spot · $48.93KBH PRICE$0.56$0.75$0.94$1.12$1.31$1.56$1.99$2.41$2.84$3.27$3.70$4.13$4.56$0.64$0.91$1.18$1.45$1.73$2.00$2.27$2.55$4.20$6.01$7.82$9.63$11.44
PutsExpensive1.71×
CallsFair1.00×
SkewBearish+8.09 pp
Implied moveBearish±$4.26
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.8645.2%11.2%44.8951.3%9.6%
25Δ53.0545.1%10.0%45.6650.8%8.5%
30Δ52.2445.0%8.7%46.3750.3%7.6%
35Δ51.4244.9%7.4%47.0849.9%6.7%
40Δ50.6144.8%6.1%47.7949.5%5.8%
45Δ49.8344.8%5.0%48.5149.1%5.0%
50Δ49.1545.4%4.5%49.2248.6%4.1%
55Δ48.4746.0%4.0%49.9348.2%3.2%
60Δ47.7946.6%3.5%51.7952.3%2.7%
65Δ47.1147.2%3.0%53.7856.9%2.4%
70Δ46.4347.8%2.5%55.7761.6%2.0%
75Δ45.7548.4%1.9%57.7766.2%1.6%
80Δ45.0749.0%1.4%59.7670.8%1.2%

20Δ

Calls
Pseudo strike
53.86
IV
45.2%
B/E move
11.2%
Puts
Pseudo strike
44.89
IV
51.3%
B/E move
9.6%

25Δ

Calls
Pseudo strike
53.05
IV
45.1%
B/E move
10.0%
Puts
Pseudo strike
45.66
IV
50.8%
B/E move
8.5%

30Δ

Calls
Pseudo strike
52.24
IV
45.0%
B/E move
8.7%
Puts
Pseudo strike
46.37
IV
50.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
51.42
IV
44.9%
B/E move
7.4%
Puts
Pseudo strike
47.08
IV
49.9%
B/E move
6.7%

40Δ

Calls
Pseudo strike
50.61
IV
44.8%
B/E move
6.1%
Puts
Pseudo strike
47.79
IV
49.5%
B/E move
5.8%

45Δ

Calls
Pseudo strike
49.83
IV
44.8%
B/E move
5.0%
Puts
Pseudo strike
48.51
IV
49.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
49.15
IV
45.4%
B/E move
4.5%
Puts
Pseudo strike
49.22
IV
48.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
48.47
IV
46.0%
B/E move
4.0%
Puts
Pseudo strike
49.93
IV
48.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
47.79
IV
46.6%
B/E move
3.5%
Puts
Pseudo strike
51.79
IV
52.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
47.11
IV
47.2%
B/E move
3.0%
Puts
Pseudo strike
53.78
IV
56.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
46.43
IV
47.8%
B/E move
2.5%
Puts
Pseudo strike
55.77
IV
61.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
45.75
IV
48.4%
B/E move
1.9%
Puts
Pseudo strike
57.77
IV
66.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
45.07
IV
49.0%
B/E move
1.4%
Puts
Pseudo strike
59.76
IV
70.8%
B/E move
1.2%

Options history

IV · four-Friday blend42.60%
Daily EOD
KBH39.1%42.0%45.0%2026-10-19: 39.49%2026-10-20: 40.21%2026-10-21: 42.75%2026-10-22: 43.12%2026-10-23: 40.58%2026-10-26: 42.44%2026-10-27: 42.07%2026-10-28: 44.59%2026-10-29: 42.81%2026-10-30: 42.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.49%
40.21%
42.75%
43.12%
40.58%
42.44%
42.07%
44.59%
42.81%
42.60%