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Kimco Realty Corp. KIM

i

Market dataready · fetched 2026-11-06T21:11:51.207Z

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 · 2026-11-06T21:10:00.001329312Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T21:11:50.641813+00:00

Share price$25.52
1D-0.3%
AH$25.28$25.42$25.55$25.69$25.825:30 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.$0.22$1.17$2.12$3.06$4.01$22.81$24.29$25.77$27.26$28.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KIM spot · $25.52KIM PRICE$0.32$0.42$0.51$0.60$0.69$0.78$0.87$0.96$1.05$1.47$2.22$2.98$3.74$0.40$0.60$0.81$1.02$1.22$1.43$1.64$1.84$2.05
Puts——
CallsExpensive1.56×
Skew——
Implied moveBearish±$1.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.5758.7%13.2%
25Δ27.9058.4%11.0%
30Δ27.3557.1%9.2%
35Δ26.9954.5%8.1%25.1626.8%3.0%
40Δ26.6351.9%7.1%25.4228.9%2.7%
45Δ26.2749.3%6.0%25.6930.9%2.5%
50Δ25.9146.7%4.9%25.9633.0%2.2%
55Δ25.5544.0%3.9%26.2335.0%2.0%
60Δ25.1941.4%2.8%26.5037.1%1.8%
65Δ24.6044.1%2.1%26.7739.1%1.5%
70Δ23.7852.3%1.9%27.0441.2%1.3%
75Δ22.9660.6%1.6%27.3143.2%1.0%
80Δ22.1468.8%1.4%

20Δ

Calls
Pseudo strike
28.57
IV
58.7%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
27.90
IV
58.4%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
27.35
IV
57.1%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
26.99
IV
54.5%
B/E move
8.1%
Puts
Pseudo strike
25.16
IV
26.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
26.63
IV
51.9%
B/E move
7.1%
Puts
Pseudo strike
25.42
IV
28.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
26.27
IV
49.3%
B/E move
6.0%
Puts
Pseudo strike
25.69
IV
30.9%
B/E move
2.5%

50Δ

Calls
Pseudo strike
25.91
IV
46.7%
B/E move
4.9%
Puts
Pseudo strike
25.96
IV
33.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
25.55
IV
44.0%
B/E move
3.9%
Puts
Pseudo strike
26.23
IV
35.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
25.19
IV
41.4%
B/E move
2.8%
Puts
Pseudo strike
26.50
IV
37.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
24.60
IV
44.1%
B/E move
2.1%
Puts
Pseudo strike
26.77
IV
39.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
23.78
IV
52.3%
B/E move
1.9%
Puts
Pseudo strike
27.04
IV
41.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
22.96
IV
60.6%
B/E move
1.6%
Puts
Pseudo strike
27.31
IV
43.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
22.14
IV
68.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

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%