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Kornit Digital Ltd KRNT

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-24T15:16:35.319Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:01.373836283Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:16:34.605076+00:00

Share price$17.69
1D+3.5%
AH$17.03$17.23$17.42$17.62$17.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKRNT
Sold putSold callAH

Kornit Digital Ltd options

Live interpolated KRNT call and put midpoint premiums by absolute delta.Kornit Digital Ltd$0.34$1.78$3.22$4.67$6.11$13.27$15.94$18.60$21.26$23.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRNT spot · $17.69KRNT PRICE$1.30$0.96$1.33$1.37$1.41$1.45$1.49$1.68$1.94$2.21$2.47$2.74$0.49$0.63$0.77$0.91$1.05$1.23$1.47$1.71$1.95$2.18$2.42$2.80$5.70
PutsExpensive1.58×
CallsExpensive2.32×
SkewBullish-37.74 pp
Implied moveBalanced±$2.91
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.0681.6%17.6%
25Δ34.60242.4%103.0%15.5878.4%15.5%
30Δ22.41123.0%32.1%16.1075.2%13.3%
35Δ23.79154.9%42.0%16.6372.0%11.2%
40Δ22.34135.8%34.0%17.1568.7%9.0%
45Δ20.89116.8%26.0%17.6366.2%7.3%
50Δ19.4497.7%18.1%18.0365.0%6.4%
55Δ17.9878.7%10.1%18.4363.8%5.5%
60Δ17.2171.5%6.7%18.8362.6%4.6%
65Δ16.7670.3%5.7%19.2261.4%3.7%
70Δ16.3269.0%4.7%19.6260.2%2.8%
75Δ15.8867.8%3.7%20.1561.1%1.9%
80Δ15.4466.5%2.7%23.0095.6%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.06
IV
81.6%
B/E move
17.6%

25Δ

Calls
Pseudo strike
34.60
IV
242.4%
B/E move
103.0%
Puts
Pseudo strike
15.58
IV
78.4%
B/E move
15.5%

30Δ

Calls
Pseudo strike
22.41
IV
123.0%
B/E move
32.1%
Puts
Pseudo strike
16.10
IV
75.2%
B/E move
13.3%

35Δ

Calls
Pseudo strike
23.79
IV
154.9%
B/E move
42.0%
Puts
Pseudo strike
16.63
IV
72.0%
B/E move
11.2%

40Δ

Calls
Pseudo strike
22.34
IV
135.8%
B/E move
34.0%
Puts
Pseudo strike
17.15
IV
68.7%
B/E move
9.0%

45Δ

Calls
Pseudo strike
20.89
IV
116.8%
B/E move
26.0%
Puts
Pseudo strike
17.63
IV
66.2%
B/E move
7.3%

50Δ

Calls
Pseudo strike
19.44
IV
97.7%
B/E move
18.1%
Puts
Pseudo strike
18.03
IV
65.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
17.98
IV
78.7%
B/E move
10.1%
Puts
Pseudo strike
18.43
IV
63.8%
B/E move
5.5%

60Δ

Calls
Pseudo strike
17.21
IV
71.5%
B/E move
6.7%
Puts
Pseudo strike
18.83
IV
62.6%
B/E move
4.6%

65Δ

Calls
Pseudo strike
16.76
IV
70.3%
B/E move
5.7%
Puts
Pseudo strike
19.22
IV
61.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
16.32
IV
69.0%
B/E move
4.7%
Puts
Pseudo strike
19.62
IV
60.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
15.88
IV
67.8%
B/E move
3.7%
Puts
Pseudo strike
20.15
IV
61.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
15.44
IV
66.5%
B/E move
2.7%
Puts
Pseudo strike
23.00
IV
95.6%
B/E move
2.2%

Options history

No recorded observations