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Kearny Financial Corp Common Stock KRNY

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Market datapartial · fetched 2026-11-11T15:47:17.240Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-11-11T15:47:01.632583024Z

FundamentalsAlpha Vantage · unavailable

Share price$9.22
1D-0.6%
$9.20$9.22$9.25$9.28$9.305:30 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$0.26$2.46$4.66$6.87$9.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEKRNY PRICE$0.50$1.29$2.08$2.88$3.67$4.47$5.26$6.05$6.85$7.64$8.43
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.6545.7%22.5%
25Δ8.6050.3%20.7%
30Δ9.5555.0%19.0%
35Δ10.5159.6%17.3%
40Δ11.4664.3%15.5%
45Δ12.4168.9%13.8%
50Δ13.3773.6%12.1%
55Δ14.3278.2%10.3%
60Δ15.2782.8%8.6%
65Δ16.2387.5%6.9%
70Δ17.1892.1%5.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.65
IV
45.7%
B/E move
22.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.60
IV
50.3%
B/E move
20.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.55
IV
55.0%
B/E move
19.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.51
IV
59.6%
B/E move
17.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.46
IV
64.3%
B/E move
15.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.41
IV
68.9%
B/E move
13.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.37
IV
73.6%
B/E move
12.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.32
IV
78.2%
B/E move
10.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.27
IV
82.8%
B/E move
8.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.23
IV
87.5%
B/E move
6.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.18
IV
92.1%
B/E move
5.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations