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Kimball Electronics, Inc. Common Stock KE

i

Market dataready · fetched 2026-11-03T15:59:15.751Z

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 · 2026-11-03T15:57:09.623785471Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T15:59:15.068313+00:00

Share price$26.84
1D+0.5%
$26.67$26.78$26.90$27.01$27.125:30 AM6:30 AM9:00 AM1:00 PMKE
Sold putSold call

Kimball Electronics, Inc. Common Stock options

Live interpolated KE call and put midpoint premiums by absolute delta.Kimball Electronics, Inc. Common Stock$0.63$2.17$3.71$5.25$6.79$19.61$22.36$25.12$27.88$30.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KE spot · $26.84KE PRICE$0.80$1.05$1.30$1.55$1.80$2.05$2.30$2.55$2.80$3.40$4.01$2.21$1.11$1.22$1.50$1.89$2.29$2.69$3.08$3.48$3.88$4.50$5.42$6.34
PutsExpensive2.36×
Calls——
Skew——
Implied moveBearish±$4.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.76250.5%34.6%
25Δ23.33114.8%17.2%
30Δ29.5671.2%13.1%24.4999.8%13.3%
35Δ28.9971.8%11.9%25.4093.0%11.0%
40Δ28.4272.4%10.7%26.1092.6%9.8%
45Δ27.8573.0%9.5%26.8092.3%8.7%
50Δ27.2873.6%8.3%27.5091.9%7.6%
55Δ26.7174.2%7.1%28.2091.5%6.4%
60Δ26.1474.8%6.0%28.9091.2%5.3%
65Δ25.5775.4%4.8%29.6190.8%4.1%
70Δ25.0176.0%3.6%30.4890.2%3.2%
75Δ24.2378.2%2.9%31.5789.3%2.6%
80Δ23.4580.4%2.3%32.6788.4%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.76
IV
250.5%
B/E move
34.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.33
IV
114.8%
B/E move
17.2%

30Δ

Calls
Pseudo strike
29.56
IV
71.2%
B/E move
13.1%
Puts
Pseudo strike
24.49
IV
99.8%
B/E move
13.3%

35Δ

Calls
Pseudo strike
28.99
IV
71.8%
B/E move
11.9%
Puts
Pseudo strike
25.40
IV
93.0%
B/E move
11.0%

40Δ

Calls
Pseudo strike
28.42
IV
72.4%
B/E move
10.7%
Puts
Pseudo strike
26.10
IV
92.6%
B/E move
9.8%

45Δ

Calls
Pseudo strike
27.85
IV
73.0%
B/E move
9.5%
Puts
Pseudo strike
26.80
IV
92.3%
B/E move
8.7%

50Δ

Calls
Pseudo strike
27.28
IV
73.6%
B/E move
8.3%
Puts
Pseudo strike
27.50
IV
91.9%
B/E move
7.6%

55Δ

Calls
Pseudo strike
26.71
IV
74.2%
B/E move
7.1%
Puts
Pseudo strike
28.20
IV
91.5%
B/E move
6.4%

60Δ

Calls
Pseudo strike
26.14
IV
74.8%
B/E move
6.0%
Puts
Pseudo strike
28.90
IV
91.2%
B/E move
5.3%

65Δ

Calls
Pseudo strike
25.57
IV
75.4%
B/E move
4.8%
Puts
Pseudo strike
29.61
IV
90.8%
B/E move
4.1%

70Δ

Calls
Pseudo strike
25.01
IV
76.0%
B/E move
3.6%
Puts
Pseudo strike
30.48
IV
90.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
24.23
IV
78.2%
B/E move
2.9%
Puts
Pseudo strike
31.57
IV
89.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
23.45
IV
80.4%
B/E move
2.3%
Puts
Pseudo strike
32.67
IV
88.4%
B/E move
1.9%

Options history

IV · four-Friday blend78.02%
Daily EOD
KE55.6%67.7%79.7%2026-10-19: 57.30%2026-10-20: 67.23%2026-10-21: 65.14%2026-10-26: 70.31%2026-10-27: 63.52%2026-10-28: 76.44%2026-10-29: 78.02%Oct 19Oct 26Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
57.30%
67.23%
65.14%
70.31%
63.52%
76.44%
78.02%