Kornit Digital Ltd KRNT
INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERYi
Market dataready · fetched 2026-10-22T23:11:37.064Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:01.765490751Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:11:35.621468+00:00
Share price$17.27
1D-1.1%
Sold putSold callAH
Kornit Digital Ltd options
PutsExpensive2.03×
CallsExpensive2.31×
SkewBullish-16.69 pp
Implied moveBalanced±$3.43
TiltBearish13.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.85 | 187.6% | 33.4% | |||
| 25Δ | 27.50 | 170.7% | 64.9% | 15.26 | 78.1% | 15.4% |
| 30Δ | 22.29 | 126.2% | 34.7% | 15.75 | 76.9% | 13.6% |
| 35Δ | 20.19 | 101.5% | 22.7% | 16.24 | 75.6% | 11.9% |
| 40Δ | 19.41 | 100.6% | 19.5% | 16.73 | 74.4% | 10.1% |
| 45Δ | 18.75 | 102.0% | 17.1% | 17.22 | 73.1% | 8.4% |
| 50Δ | 18.10 | 103.4% | 14.8% | 17.76 | 73.9% | 7.0% |
| 55Δ | 17.45 | 104.2% | 12.4% | 18.39 | 77.6% | 6.2% |
| 60Δ | 16.90 | 99.0% | 10.5% | 19.02 | 81.2% | 5.4% |
| 65Δ | 16.35 | 93.7% | 8.5% | 19.64 | 84.9% | 4.6% |
| 70Δ | 15.80 | 88.4% | 6.5% | 20.35 | 86.8% | 3.8% |
| 75Δ | 15.25 | 83.2% | 4.5% | 21.17 | 86.5% | 2.9% |
| 80Δ | 14.54 | 82.3% | 3.2% | 21.99 | 86.2% | 2.1% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 12.85
- IV
- 187.6%
- B/E move
- 33.4%
25Δ
- Pseudo strike
- 27.50
- IV
- 170.7%
- B/E move
- 64.9%
- Pseudo strike
- 15.26
- IV
- 78.1%
- B/E move
- 15.4%
30Δ
- Pseudo strike
- 22.29
- IV
- 126.2%
- B/E move
- 34.7%
- Pseudo strike
- 15.75
- IV
- 76.9%
- B/E move
- 13.6%
35Δ
- Pseudo strike
- 20.19
- IV
- 101.5%
- B/E move
- 22.7%
- Pseudo strike
- 16.24
- IV
- 75.6%
- B/E move
- 11.9%
40Δ
- Pseudo strike
- 19.41
- IV
- 100.6%
- B/E move
- 19.5%
- Pseudo strike
- 16.73
- IV
- 74.4%
- B/E move
- 10.1%
45Δ
- Pseudo strike
- 18.75
- IV
- 102.0%
- B/E move
- 17.1%
- Pseudo strike
- 17.22
- IV
- 73.1%
- B/E move
- 8.4%
50Δ
- Pseudo strike
- 18.10
- IV
- 103.4%
- B/E move
- 14.8%
- Pseudo strike
- 17.76
- IV
- 73.9%
- B/E move
- 7.0%
55Δ
- Pseudo strike
- 17.45
- IV
- 104.2%
- B/E move
- 12.4%
- Pseudo strike
- 18.39
- IV
- 77.6%
- B/E move
- 6.2%
60Δ
- Pseudo strike
- 16.90
- IV
- 99.0%
- B/E move
- 10.5%
- Pseudo strike
- 19.02
- IV
- 81.2%
- B/E move
- 5.4%
65Δ
- Pseudo strike
- 16.35
- IV
- 93.7%
- B/E move
- 8.5%
- Pseudo strike
- 19.64
- IV
- 84.9%
- B/E move
- 4.6%
70Δ
- Pseudo strike
- 15.80
- IV
- 88.4%
- B/E move
- 6.5%
- Pseudo strike
- 20.35
- IV
- 86.8%
- B/E move
- 3.8%
75Δ
- Pseudo strike
- 15.25
- IV
- 83.2%
- B/E move
- 4.5%
- Pseudo strike
- 21.17
- IV
- 86.5%
- B/E move
- 2.9%
80Δ
- Pseudo strike
- 14.54
- IV
- 82.3%
- B/E move
- 3.2%
- Pseudo strike
- 21.99
- IV
- 86.2%
- B/E move
- 2.1%
Options history
No recorded observations