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Kornit Digital Ltd. Ordinary Shares KRNT

i

Market datapartial · fetched 2026-11-14T01:47:33.489Z

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 · 2026-11-13T21:00:01.2871741Z

FundamentalsAlpha Vantage · unavailable

Share price$16.79
1D-2.9%
AH$16.58$16.77$16.97$17.16$17.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKRNT
Sold putSold callAH

Kornit Digital Ltd. Ordinary Shares options

Live interpolated KRNT call and put midpoint premiums by absolute delta.Kornit Digital Ltd. Ordinary Shares$0.71$1.52$2.34$3.15$3.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEKRNT PRICE$0.90$1.19$0.83$1.00$1.17$1.38$1.66$1.93$2.21$2.48$3.01$3.73$0.80$1.09$1.37
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.26418.6%97.5%13.35246.5%25.2%
25Δ30.70448.1%89.9%14.11251.3%22.4%
30Δ14.87256.2%19.6%
35Δ18.93166.2%17.7%
40Δ18.36166.4%15.3%
45Δ17.79166.6%12.9%
50Δ17.25167.5%11.0%
55Δ16.75169.3%9.6%
60Δ16.24171.0%8.2%
65Δ15.73172.8%6.8%
70Δ15.22174.6%5.4%
75Δ14.52185.2%4.4%
80Δ13.66202.6%3.5%

20Δ

Calls
Pseudo strike
32.26
IV
418.6%
B/E move
97.5%
Puts
Pseudo strike
13.35
IV
246.5%
B/E move
25.2%

25Δ

Calls
Pseudo strike
30.70
IV
448.1%
B/E move
89.9%
Puts
Pseudo strike
14.11
IV
251.3%
B/E move
22.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.87
IV
256.2%
B/E move
19.6%

35Δ

Calls
Pseudo strike
18.93
IV
166.2%
B/E move
17.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.36
IV
166.4%
B/E move
15.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.79
IV
166.6%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.25
IV
167.5%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.75
IV
169.3%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.24
IV
171.0%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.73
IV
172.8%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.22
IV
174.6%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.52
IV
185.2%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.66
IV
202.6%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend65.00%
Daily close
KRNT53.1%94.6%136.1%2026-08-18: 87.48%2026-08-19: 100.59%2026-08-21: 59.47%2026-08-24: 63.21%2026-08-25: 66.98%2026-08-26: 60.43%2026-08-27: 63.63%2026-08-28: 61.13%2026-08-31: 58.79%2026-09-01: 64.40%2026-09-02: 76.40%2026-09-03: 73.29%2026-09-04: 65.94%2026-09-08: 74.18%2026-09-09: 78.47%2026-09-11: 70.91%2026-09-18: 70.52%2026-09-21: 65.27%2026-09-22: 62.22%2026-09-24: 60.58%2026-09-25: 66.33%2026-09-28: 65.36%2026-09-30: 66.48%2026-10-01: 64.59%2026-10-02: 73.31%2026-10-05: 79.41%2026-10-06: 68.81%2026-10-07: 72.69%2026-10-08: 78.35%2026-10-09: 76.27%2026-10-12: 94.24%2026-10-14: 104.33%2026-10-15: 130.34%2026-10-16: 62.20%2026-10-19: 66.28%2026-10-20: 63.89%2026-10-21: 70.33%2026-10-22: 65.29%2026-10-23: 66.60%2026-10-26: 67.45%2026-10-27: 63.25%2026-10-28: 62.00%2026-10-29: 59.64%2026-10-30: 65.00%Aug 18Sep 28Oct 30
44 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
87.48%
100.59%
59.47%
63.21%
66.98%
60.43%
63.63%
61.13%
58.79%
64.40%
76.40%
73.29%
65.94%
74.18%
78.47%
70.91%
70.52%
65.27%
62.22%
60.58%
66.33%
65.36%
66.48%
64.59%
73.31%
79.41%
68.81%
72.69%
78.35%
76.27%
94.24%
104.33%
130.34%
62.20%
66.28%
63.89%
70.33%
65.29%
66.60%
67.45%
63.25%
62.00%
59.64%
65.00%