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Kaltura, Inc. Common Stock KLTR

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-04T00:58:04.933Z

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 · 2026-11-03T23:59:32.754496731Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:58:04.554893+00:00

Share price$1.50
1D-1.3%
AH$1.50$1.50$1.51$1.52$1.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKLTR
Sold putSold callAH

Kaltura, Inc. Common Stock options

Live interpolated KLTR call and put midpoint premiums by absolute delta.Kaltura, Inc. Common Stock$0.37$0.41$0.44$0.48$0.52$1.29$1.40$1.51$1.62$1.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive KLTR spot · $1.50KLTR PRICE$0.38$0.38$0.39$0.40$0.42$0.43$0.44$0.45$0.46$0.47$0.48$0.49$0.50
Puts——
Calls——
Skew——
Implied moveBearish±$0.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.05576.8%55.7%
25Δ1.12540.9%51.5%
30Δ1.20505.1%47.3%
35Δ1.27469.3%43.1%
40Δ1.34433.5%38.8%
45Δ1.42397.7%34.6%
50Δ2.80511.0%112.0%1.49361.8%30.4%
55Δ1.57326.0%26.2%
60Δ1.64290.2%22.0%
65Δ1.72254.4%17.7%
70Δ1.79218.6%13.5%
75Δ1.87182.7%9.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.05
IV
576.8%
B/E move
55.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.12
IV
540.9%
B/E move
51.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.20
IV
505.1%
B/E move
47.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
469.3%
B/E move
43.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
433.5%
B/E move
38.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.42
IV
397.7%
B/E move
34.6%

50Δ

Calls
Pseudo strike
2.80
IV
511.0%
B/E move
112.0%
Puts
Pseudo strike
1.49
IV
361.8%
B/E move
30.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.57
IV
326.0%
B/E move
26.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.64
IV
290.2%
B/E move
22.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.72
IV
254.4%
B/E move
17.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.79
IV
218.6%
B/E move
13.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.87
IV
182.7%
B/E move
9.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations