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Kearny Financial Corp Common Stock KRNY

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Market datapartial · fetched 2026-11-06T14:32:54.188Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-06T14:30:00.220133689Z

FundamentalsAlpha Vantage · unavailable

Share price$9.01
1D+0.0%
$9.00$9.01$9.01$9.01$9.025:30 AM6:30 AM9:00 AM1:00 PMKRNY
Sold putSold call

Kearny Financial Corp Common Stock options

Live interpolated KRNY call and put midpoint premiums by absolute delta.Kearny Financial Corp Common Stock$0.33$0.73$1.12$1.52$1.91$6.59$7.89$9.18$10.48$11.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KRNY spot · $9.01KRNY PRICE$0.38$0.38$0.38$0.38$0.52$0.68$0.84$1.00$1.16$1.32$1.48$1.64$1.80$0.38$0.43$0.50$0.57$0.63$0.70$0.77$0.84$0.91$0.97$1.04
Puts——
CallsExpensive1.12×
Skew——
Implied moveBullish±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.8985.0%69.5%7.2661.8%23.6%
25Δ12.2262.3%39.8%7.6953.5%19.4%
30Δ11.1549.6%27.9%7.9450.6%17.4%
35Δ10.0736.8%16.0%8.1847.7%15.5%
40Δ9.7537.0%14.0%8.4244.8%13.5%
45Δ9.4838.2%12.8%8.6741.9%11.6%
50Δ9.2139.3%11.6%8.9139.0%9.7%
55Δ8.9440.5%10.3%9.1536.1%7.7%
60Δ8.6741.7%9.1%9.4033.2%5.8%
65Δ8.4042.8%7.9%9.6430.3%3.8%
70Δ8.1344.0%6.6%9.8827.4%1.9%
75Δ7.8645.1%5.4%
80Δ7.5946.3%4.2%

20Δ

Calls
Pseudo strike
14.89
IV
85.0%
B/E move
69.5%
Puts
Pseudo strike
7.26
IV
61.8%
B/E move
23.6%

25Δ

Calls
Pseudo strike
12.22
IV
62.3%
B/E move
39.8%
Puts
Pseudo strike
7.69
IV
53.5%
B/E move
19.4%

30Δ

Calls
Pseudo strike
11.15
IV
49.6%
B/E move
27.9%
Puts
Pseudo strike
7.94
IV
50.6%
B/E move
17.4%

35Δ

Calls
Pseudo strike
10.07
IV
36.8%
B/E move
16.0%
Puts
Pseudo strike
8.18
IV
47.7%
B/E move
15.5%

40Δ

Calls
Pseudo strike
9.75
IV
37.0%
B/E move
14.0%
Puts
Pseudo strike
8.42
IV
44.8%
B/E move
13.5%

45Δ

Calls
Pseudo strike
9.48
IV
38.2%
B/E move
12.8%
Puts
Pseudo strike
8.67
IV
41.9%
B/E move
11.6%

50Δ

Calls
Pseudo strike
9.21
IV
39.3%
B/E move
11.6%
Puts
Pseudo strike
8.91
IV
39.0%
B/E move
9.7%

55Δ

Calls
Pseudo strike
8.94
IV
40.5%
B/E move
10.3%
Puts
Pseudo strike
9.15
IV
36.1%
B/E move
7.7%

60Δ

Calls
Pseudo strike
8.67
IV
41.7%
B/E move
9.1%
Puts
Pseudo strike
9.40
IV
33.2%
B/E move
5.8%

65Δ

Calls
Pseudo strike
8.40
IV
42.8%
B/E move
7.9%
Puts
Pseudo strike
9.64
IV
30.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
8.13
IV
44.0%
B/E move
6.6%
Puts
Pseudo strike
9.88
IV
27.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
7.86
IV
45.1%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.59
IV
46.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations