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Kimco Realty Corp. KIM

i

Market dataready · fetched 2026-11-04T02:34:02.572Z

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 · 2026-11-04T00:00:00.002967686Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:34:02.029683+00:00

Share price$24.99
1D+0.6%
AH$24.76$24.82$24.88$24.94$25.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKIM
Sold putSold callAH

Kimco Realty Corp. options

Live interpolated KIM call and put midpoint premiums by absolute delta.Kimco Realty Corp.$0.07$0.98$1.89$2.79$3.70$22.11$23.39$24.67$25.96$27.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KIM spot · $24.99KIM PRICE$0.17$0.21$0.24$0.28$0.31$0.35$0.38$0.70$1.25$1.80$2.34$2.89$3.44$0.25$0.29$0.32$0.35$0.38$0.41$0.55$0.83$1.11$1.40$1.68$1.96$2.25
PutsExpensive1.07×
CallsFair1.05×
SkewBullish-1.24 pp
Implied moveBearish±$0.93
TiltBullish9.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.5142.6%14.8%22.8746.5%9.5%
25Δ27.9738.8%12.7%23.2641.8%8.1%
30Δ27.4234.9%10.7%23.6437.2%6.7%
35Δ26.8831.1%8.7%24.0232.5%5.3%
40Δ26.3327.2%6.6%24.4027.9%3.9%
45Δ25.7923.3%4.6%24.7823.2%2.5%
50Δ25.2419.5%2.5%25.1421.6%1.6%
55Δ24.6820.8%1.6%25.4723.9%1.4%
60Δ24.1026.3%1.4%25.7926.2%1.2%
65Δ23.5131.9%1.3%26.1228.6%1.1%
70Δ22.9337.4%1.1%26.4430.9%0.9%
75Δ22.3542.9%1.0%26.7733.2%0.7%
80Δ21.7748.4%0.9%27.0935.5%0.6%

20Δ

Calls
Pseudo strike
28.51
IV
42.6%
B/E move
14.8%
Puts
Pseudo strike
22.87
IV
46.5%
B/E move
9.5%

25Δ

Calls
Pseudo strike
27.97
IV
38.8%
B/E move
12.7%
Puts
Pseudo strike
23.26
IV
41.8%
B/E move
8.1%

30Δ

Calls
Pseudo strike
27.42
IV
34.9%
B/E move
10.7%
Puts
Pseudo strike
23.64
IV
37.2%
B/E move
6.7%

35Δ

Calls
Pseudo strike
26.88
IV
31.1%
B/E move
8.7%
Puts
Pseudo strike
24.02
IV
32.5%
B/E move
5.3%

40Δ

Calls
Pseudo strike
26.33
IV
27.2%
B/E move
6.6%
Puts
Pseudo strike
24.40
IV
27.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
25.79
IV
23.3%
B/E move
4.6%
Puts
Pseudo strike
24.78
IV
23.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
25.24
IV
19.5%
B/E move
2.5%
Puts
Pseudo strike
25.14
IV
21.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
24.68
IV
20.8%
B/E move
1.6%
Puts
Pseudo strike
25.47
IV
23.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
24.10
IV
26.3%
B/E move
1.4%
Puts
Pseudo strike
25.79
IV
26.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
23.51
IV
31.9%
B/E move
1.3%
Puts
Pseudo strike
26.12
IV
28.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
22.93
IV
37.4%
B/E move
1.1%
Puts
Pseudo strike
26.44
IV
30.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
22.35
IV
42.9%
B/E move
1.0%
Puts
Pseudo strike
26.77
IV
33.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
21.77
IV
48.4%
B/E move
0.9%
Puts
Pseudo strike
27.09
IV
35.5%
B/E move
0.6%

Options history

IV · four-Friday blend25.68%
Daily EOD
KIM22.3%28.2%34.0%2026-10-19: 23.12%2026-10-20: 33.21%2026-10-21: 25.68%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
23.12%
33.21%
25.68%