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Kinross Gold Corporation KGC

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Market datapartial · fetched 2026-11-04T02:34:09.485Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:38:02.250179438Z

FundamentalsAlpha Vantage · unavailable

Share price$19.90
1D-2.8%
AH$19.73$20.00$20.28$20.55$20.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKGC
Sold putSold callAH

Kinross Gold Corporation options

Live interpolated KGC call and put midpoint premiums by absolute delta.Kinross Gold Corporation$0.05$0.61$1.17$1.73$2.30$18.47$19.17$19.87$20.57$21.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KGC spot · $19.90KGC PRICE$0.11$0.12$0.17$0.21$0.25$0.30$0.37$0.45$0.54$0.62$1.69$2.13$0.15$0.19$0.23$0.27$0.34$0.41$0.48$0.58$0.71$0.83$0.97$1.10$1.24
PutsExpensive1.17×
Calls——
Skew——
Implied moveBearish±$0.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.8155.0%5.1%18.8373.0%6.1%
25Δ20.5147.3%3.7%19.1168.9%5.0%
30Δ20.3947.5%3.3%19.3165.5%4.1%
35Δ20.2748.0%2.9%19.5162.3%3.3%
40Δ20.1648.5%2.6%19.6562.6%3.0%
45Δ20.0449.0%2.2%19.8062.9%2.6%
50Δ19.9250.6%1.9%19.9463.2%2.2%
55Δ19.7952.8%1.7%20.1064.9%1.9%
60Δ19.6654.9%1.5%20.2867.7%1.7%
65Δ19.5357.0%1.3%20.4570.5%1.4%
70Δ18.73141.6%2.6%20.6470.5%1.2%
75Δ18.22158.0%2.3%20.8269.5%0.9%
80Δ21.0168.3%0.6%

20Δ

Calls
Pseudo strike
20.81
IV
55.0%
B/E move
5.1%
Puts
Pseudo strike
18.83
IV
73.0%
B/E move
6.1%

25Δ

Calls
Pseudo strike
20.51
IV
47.3%
B/E move
3.7%
Puts
Pseudo strike
19.11
IV
68.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
20.39
IV
47.5%
B/E move
3.3%
Puts
Pseudo strike
19.31
IV
65.5%
B/E move
4.1%

35Δ

Calls
Pseudo strike
20.27
IV
48.0%
B/E move
2.9%
Puts
Pseudo strike
19.51
IV
62.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
20.16
IV
48.5%
B/E move
2.6%
Puts
Pseudo strike
19.65
IV
62.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
20.04
IV
49.0%
B/E move
2.2%
Puts
Pseudo strike
19.80
IV
62.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
19.92
IV
50.6%
B/E move
1.9%
Puts
Pseudo strike
19.94
IV
63.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
19.79
IV
52.8%
B/E move
1.7%
Puts
Pseudo strike
20.10
IV
64.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
19.66
IV
54.9%
B/E move
1.5%
Puts
Pseudo strike
20.28
IV
67.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
19.53
IV
57.0%
B/E move
1.3%
Puts
Pseudo strike
20.45
IV
70.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
18.73
IV
141.6%
B/E move
2.6%
Puts
Pseudo strike
20.64
IV
70.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
18.22
IV
158.0%
B/E move
2.3%
Puts
Pseudo strike
20.82
IV
69.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.01
IV
68.3%
B/E move
0.6%

Options history

IV · four-Friday blend50.43%
Daily close
KGC38.1%53.6%69.1%2026-08-05: 54.34%2026-08-06: 56.20%2026-08-07: 47.49%2026-08-10: 52.79%2026-08-11: 53.48%2026-08-12: 53.39%2026-08-13: 49.92%2026-08-14: 45.17%2026-08-17: 47.50%2026-08-18: 47.03%2026-08-19: 52.99%2026-08-20: 57.15%2026-08-21: 49.64%2026-08-24: 55.73%2026-08-25: 54.90%2026-08-26: 53.33%2026-08-27: 49.66%2026-08-28: 49.42%2026-08-31: 47.52%2026-09-01: 50.77%2026-09-02: 52.08%2026-09-03: 52.62%2026-09-04: 45.14%2026-09-08: 50.66%2026-09-09: 54.32%2026-09-10: 54.67%2026-09-11: 49.64%2026-09-14: 52.82%2026-09-15: 51.12%2026-09-16: 55.22%2026-09-17: 57.11%2026-09-18: 42.11%2026-09-21: 47.75%2026-09-22: 47.74%2026-09-23: 46.62%2026-09-24: 63.89%2026-09-25: 44.33%2026-09-28: 50.86%2026-09-29: 45.55%2026-09-30: 47.63%2026-10-01: 46.19%2026-10-02: 44.99%2026-10-05: 46.62%2026-10-06: 43.97%2026-10-07: 46.14%2026-10-08: 52.20%2026-10-09: 40.27%2026-10-12: 46.03%2026-10-13: 46.06%2026-10-14: 47.75%2026-10-15: 67.01%2026-10-16: 47.42%2026-10-19: 49.80%2026-10-20: 52.71%2026-10-21: 51.68%2026-10-22: 48.95%2026-10-23: 48.66%2026-10-26: 51.20%2026-10-27: 58.11%2026-10-28: 65.26%2026-10-29: 65.36%2026-10-30: 50.43%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
54.34%
56.20%
47.49%
52.79%
53.48%
53.39%
49.92%
45.17%
47.50%
47.03%
52.99%
57.15%
49.64%
55.73%
54.90%
53.33%
49.66%
49.42%
47.52%
50.77%
52.08%
52.62%
45.14%
50.66%
54.32%
54.67%
49.64%
52.82%
51.12%
55.22%
57.11%
42.11%
47.75%
47.74%
46.62%
63.89%
44.33%
50.86%
45.55%
47.63%
46.19%
44.99%
46.62%
43.97%
46.14%
52.20%
40.27%
46.03%
46.06%
47.75%
67.01%
47.42%
49.80%
52.71%
51.68%
48.95%
48.66%
51.20%
58.11%
65.26%
65.36%
50.43%