KEP · Korea Electric Power Corp

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$11.38 -0.26 (-2.23%) At close · Jul 29

Market Cap

$14.61B

1.28B

Options Chain

15-min delayed Underlying $11.38 · at close Jul 29, 2026 Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 20 contracts

Put / call OI

0.79

Balanced positioning

Open interest

250

contracts outstanding

Volume

traded today

Max pain

$10.00

$1.38 below spot

ATM implied vol

68.7%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Dec 18 141d Mar 19 232d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	433.6%	0.974	—		$0.15	—	—	1	3
Call · $2.5 In the money Last — Breakeven — Implied vol 433.6% Delta 0.974 ≈97% ITM Gamma 0.005 Theta -0.015 Vega 0.002 Open interest 0 Model this call Put · $2.5 Last $0.15 Breakeven $2.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
0	—	228.6%	0.959	—		$0.10	—	—	1	3
Call · $5 In the money Last — Breakeven — Implied vol 228.6% Delta 0.959 ≈96% ITM Gamma 0.014 Theta -0.012 Vega 0.003 Open interest 0 Model this call Put · $5 Last $0.10 Breakeven $4.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
0	—	139.9%	0.915	—		$0.15	—	—	1	1
Call · $7.5 In the money Last — Breakeven — Implied vol 139.9% Delta 0.915 ≈91% ITM Gamma 0.04 Theta -0.013 Vega 0.004 Open interest 0 Model this call Put · $7.5 Last $0.15 Breakeven $7.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
50	1	139.9%	0.707	$1.85		$0.15	-0.163	56.7%	3	92
Call · $10 In the money Last $1.85 Breakeven $11.85 Implied vol 139.9% Delta 0.707 ≈71% ITM Gamma 0.089 Theta -0.03 Vega 0.009 Open interest 50 Model this call Put · $10 Last $0.15 Breakeven $9.85 Implied vol 56.7% Delta -0.163 ≈16% ITM Gamma 0.154 Theta -0.009 Vega 0.007 Open interest 92 Model this put
Underlying $11.38
43	3	56.4%	0.272	$0.49		$1.52	-0.642	81%	1	9
Call · $12.5 Last $0.49 Breakeven $12.99 Implied vol 56.4% Delta 0.272 ≈27% ITM Gamma 0.21 Theta -0.012 Vega 0.01 Open interest 43 Model this call Put · $12.5 In the money Last $1.52 Breakeven $10.98 Implied vol 81% Delta -0.642 ≈64% ITM Gamma 0.164 Theta -0.019 Vega 0.01 Open interest 9 Model this put
47	12	85%	0.114	$0.06		—	-0.855	94.7%	—	0
Call · $15 Last $0.06 Breakeven $15.06 Implied vol 85% Delta 0.114 ≈11% ITM Gamma 0.08 Theta -0.01 Vega 0.006 Open interest 47 Model this call Put · $15 In the money Last — Breakeven — Implied vol 94.7% Delta -0.855 ≈85% ITM Gamma 0.085 Theta -0.013 Vega 0.006 Open interest 0 Model this put
0	—	164.5%	0.195	—		$5.35	—	—	2	0
Call · $17.5 Last — Breakeven — Implied vol 164.5% Delta 0.195 ≈20% ITM Gamma 0.06 Theta -0.029 Vega 0.009 Open interest 0 Model this call Put · $17.5 In the money Last $5.35 Breakeven $12.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$7.80	—	—	2	1
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last $7.80 Breakeven $12.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	—	—	—		$10.35	—	—	8	1
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last $10.35 Breakeven $12.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	—	—	—		$12.91	—	—	6	0
Call · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 In the money Last $12.91 Breakeven $12.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 887225 CUSIP 500631106 13F (30d) 59 filings 38 filers Visit website