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Korea Electric Power Corp KEP

i

Market datapartial · fetched 2026-11-03T22:22:44.825Z

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 · 2026-11-03T21:13:05.524006877Z

FundamentalsAlpha Vantage · unavailable

Share price$10.62
1D-1.0%
AH$10.56$10.60$10.65$10.70$10.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKEP
Sold putSold callAH

Korea Electric Power Corp options

Live interpolated KEP call and put midpoint premiums by absolute delta.Korea Electric Power Corp$0.24$0.88$1.52$2.16$2.80$9.21$10.34$11.48$12.61$13.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KEP spot · $10.62KEP PRICE$0.57$0.31$0.43$0.55$0.67$0.79$0.91$1.03$1.15$1.27$1.72$2.17$2.62$0.49$0.66$0.82$0.99$1.15$1.32$1.49$1.65$1.82$1.98
Puts——
CallsExpensive2.59×
Skew——
Implied moveBearish±$1.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.28295.3%115.2%
25Δ12.2584.2%18.2%
30Δ11.9786.7%16.7%
35Δ11.6989.2%15.2%10.1475.9%9.1%
40Δ11.4191.7%13.7%10.3976.0%8.3%
45Δ11.1394.1%12.2%10.6576.1%7.5%
50Δ10.8596.6%10.7%10.9076.2%6.6%
55Δ10.5799.1%9.2%11.1676.3%5.8%
60Δ10.29101.6%7.7%11.4176.4%4.9%
65Δ10.01104.1%6.2%11.6776.5%4.1%
70Δ9.47115.5%5.4%11.9276.6%3.3%
75Δ8.94127.2%4.6%12.1876.7%2.4%
80Δ8.40138.8%3.8%12.4376.9%1.6%

20Δ

Calls
Pseudo strike
22.28
IV
295.3%
B/E move
115.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.25
IV
84.2%
B/E move
18.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.97
IV
86.7%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.69
IV
89.2%
B/E move
15.2%
Puts
Pseudo strike
10.14
IV
75.9%
B/E move
9.1%

40Δ

Calls
Pseudo strike
11.41
IV
91.7%
B/E move
13.7%
Puts
Pseudo strike
10.39
IV
76.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
11.13
IV
94.1%
B/E move
12.2%
Puts
Pseudo strike
10.65
IV
76.1%
B/E move
7.5%

50Δ

Calls
Pseudo strike
10.85
IV
96.6%
B/E move
10.7%
Puts
Pseudo strike
10.90
IV
76.2%
B/E move
6.6%

55Δ

Calls
Pseudo strike
10.57
IV
99.1%
B/E move
9.2%
Puts
Pseudo strike
11.16
IV
76.3%
B/E move
5.8%

60Δ

Calls
Pseudo strike
10.29
IV
101.6%
B/E move
7.7%
Puts
Pseudo strike
11.41
IV
76.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
10.01
IV
104.1%
B/E move
6.2%
Puts
Pseudo strike
11.67
IV
76.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
9.47
IV
115.5%
B/E move
5.4%
Puts
Pseudo strike
11.92
IV
76.6%
B/E move
3.3%

75Δ

Calls
Pseudo strike
8.94
IV
127.2%
B/E move
4.6%
Puts
Pseudo strike
12.18
IV
76.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
8.40
IV
138.8%
B/E move
3.8%
Puts
Pseudo strike
12.43
IV
76.9%
B/E move
1.6%

Options history

IV · four-Friday blend64.42%
Daily close
KEP54.3%61.7%69.1%2026-08-05: 65.02%2026-08-06: 57.82%2026-08-11: 65.72%2026-08-26: 62.77%2026-09-09: 68.08%2026-10-16: 55.37%2026-10-21: 62.09%2026-10-27: 64.24%2026-10-28: 65.53%2026-10-29: 64.42%Aug 5Sep 9Oct 29
10 observations2026-08-05 — 2026-10-29
Table
DateIV (%)
65.02%
57.82%
65.72%
62.77%
68.08%
55.37%
62.09%
64.24%
65.53%
64.42%