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Kingsway Corporation KWY

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-05T15:13:06.349Z

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 · 2026-11-05T14:30:01.017620921Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T15:13:05.841485+00:00

Share price$10.20
1D+0.0%
$10.19$10.20$10.20$10.20$10.215:30 AM6:30 AM9:00 AM1:00 PMKWY
Sold putSold call

Kingsway Corporation options

Live interpolated KWY call and put midpoint premiums by absolute delta.Kingsway Corporation$0.16$2.17$4.17$6.18$8.19$4.65$6.69$8.73$10.77$12.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KWY spot · $10.20KWY PRICE$0.38$0.38$0.39$0.41$0.44$0.46$0.48$0.50$0.52$0.82$1.33$1.83$2.34$2.84$3.35$3.86$4.36$4.87$5.37$6.01$6.81$7.61
PutsExpensive3.00×
Calls——
Skew——
Implied moveBearish±$4.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.44192.8%55.1%8.13190.3%28.3%
25Δ13.04140.6%31.5%8.85197.5%26.2%
30Δ12.22119.8%23.7%9.57204.7%24.1%
35Δ11.86108.2%20.3%10.29211.9%22.0%
40Δ11.4996.7%17.0%11.01219.1%19.9%
45Δ11.1385.1%13.6%11.73226.3%17.8%
50Δ10.7673.6%10.2%12.45233.5%15.8%
55Δ10.4062.0%6.9%13.17240.7%13.7%
60Δ10.0350.5%3.5%13.89247.9%11.6%
65Δ14.61255.1%9.5%
70Δ15.44255.4%7.6%
75Δ16.42247.3%5.8%
80Δ17.39239.1%4.1%

20Δ

Calls
Pseudo strike
15.44
IV
192.8%
B/E move
55.1%
Puts
Pseudo strike
8.13
IV
190.3%
B/E move
28.3%

25Δ

Calls
Pseudo strike
13.04
IV
140.6%
B/E move
31.5%
Puts
Pseudo strike
8.85
IV
197.5%
B/E move
26.2%

30Δ

Calls
Pseudo strike
12.22
IV
119.8%
B/E move
23.7%
Puts
Pseudo strike
9.57
IV
204.7%
B/E move
24.1%

35Δ

Calls
Pseudo strike
11.86
IV
108.2%
B/E move
20.3%
Puts
Pseudo strike
10.29
IV
211.9%
B/E move
22.0%

40Δ

Calls
Pseudo strike
11.49
IV
96.7%
B/E move
17.0%
Puts
Pseudo strike
11.01
IV
219.1%
B/E move
19.9%

45Δ

Calls
Pseudo strike
11.13
IV
85.1%
B/E move
13.6%
Puts
Pseudo strike
11.73
IV
226.3%
B/E move
17.8%

50Δ

Calls
Pseudo strike
10.76
IV
73.6%
B/E move
10.2%
Puts
Pseudo strike
12.45
IV
233.5%
B/E move
15.8%

55Δ

Calls
Pseudo strike
10.40
IV
62.0%
B/E move
6.9%
Puts
Pseudo strike
13.17
IV
240.7%
B/E move
13.7%

60Δ

Calls
Pseudo strike
10.03
IV
50.5%
B/E move
3.5%
Puts
Pseudo strike
13.89
IV
247.9%
B/E move
11.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.61
IV
255.1%
B/E move
9.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.44
IV
255.4%
B/E move
7.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.42
IV
247.3%
B/E move
5.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.39
IV
239.1%
B/E move
4.1%

Options history

IV · four-Friday blend54.72%
Daily EOD
KWY41.9%48.8%55.7%2026-10-20: 49.31%2026-10-21: 45.66%2026-10-22: 43.46%2026-10-26: 42.85%2026-10-27: 43.68%2026-10-28: 54.72%Oct 20Oct 22Oct 28
6 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
49.31%
45.66%
43.46%
42.85%
43.68%
54.72%