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Kearny Financial Corp KRNY

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-22T09:19:32.200Z

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 · 2026-10-21T20:00:06.771586127Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:12:19.906784+00:00

Share price$9.06
1D+0.2%
AH$8.98$9.01$9.04$9.06$9.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKRNY
Sold putSold callAH

Kearny Financial Corp options

Live interpolated KRNY call and put midpoint premiums by absolute delta.Kearny Financial Corp$0.27$1.21$2.16$3.10$4.04$5.32$7.07$8.83$10.58$12.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRNY spot · $9.06KRNY PRICE$0.38$0.40$0.50$0.60$0.70$0.80$0.90$1.00$1.10$1.20$1.30$1.40$1.50$0.50$0.56$0.63$0.69$0.76$0.82$0.89$0.95$1.01$1.08$1.14$2.39$3.77
PutsExpensive4.73×
CallsExpensive4.44×
SkewBearish+18.08 pp
Implied moveBalanced±$1.79
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.81159.7%67.6%5.81194.6%41.4%
25Δ12.39123.1%41.2%6.22180.8%37.6%
30Δ12.00118.2%38.0%6.64166.9%33.7%
35Δ11.62113.3%34.9%7.05153.1%29.8%
40Δ11.24108.4%31.8%7.47139.3%26.0%
45Δ10.85103.5%28.6%7.88125.5%22.1%
50Δ10.4798.6%25.5%8.30111.7%18.2%
55Δ10.0893.7%22.4%8.7197.9%14.3%
60Δ9.7088.8%19.2%9.1384.1%10.5%
65Δ9.3283.9%16.1%9.5470.2%6.6%
70Δ8.9378.9%13.0%9.9656.4%2.7%
75Δ8.5574.0%9.8%11.2673.5%2.0%
80Δ8.1769.1%6.7%12.6794.3%1.7%

20Δ

Calls
Pseudo strike
14.81
IV
159.7%
B/E move
67.6%
Puts
Pseudo strike
5.81
IV
194.6%
B/E move
41.4%

25Δ

Calls
Pseudo strike
12.39
IV
123.1%
B/E move
41.2%
Puts
Pseudo strike
6.22
IV
180.8%
B/E move
37.6%

30Δ

Calls
Pseudo strike
12.00
IV
118.2%
B/E move
38.0%
Puts
Pseudo strike
6.64
IV
166.9%
B/E move
33.7%

35Δ

Calls
Pseudo strike
11.62
IV
113.3%
B/E move
34.9%
Puts
Pseudo strike
7.05
IV
153.1%
B/E move
29.8%

40Δ

Calls
Pseudo strike
11.24
IV
108.4%
B/E move
31.8%
Puts
Pseudo strike
7.47
IV
139.3%
B/E move
26.0%

45Δ

Calls
Pseudo strike
10.85
IV
103.5%
B/E move
28.6%
Puts
Pseudo strike
7.88
IV
125.5%
B/E move
22.1%

50Δ

Calls
Pseudo strike
10.47
IV
98.6%
B/E move
25.5%
Puts
Pseudo strike
8.30
IV
111.7%
B/E move
18.2%

55Δ

Calls
Pseudo strike
10.08
IV
93.7%
B/E move
22.4%
Puts
Pseudo strike
8.71
IV
97.9%
B/E move
14.3%

60Δ

Calls
Pseudo strike
9.70
IV
88.8%
B/E move
19.2%
Puts
Pseudo strike
9.13
IV
84.1%
B/E move
10.5%

65Δ

Calls
Pseudo strike
9.32
IV
83.9%
B/E move
16.1%
Puts
Pseudo strike
9.54
IV
70.2%
B/E move
6.6%

70Δ

Calls
Pseudo strike
8.93
IV
78.9%
B/E move
13.0%
Puts
Pseudo strike
9.96
IV
56.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
8.55
IV
74.0%
B/E move
9.8%
Puts
Pseudo strike
11.26
IV
73.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
8.17
IV
69.1%
B/E move
6.7%
Puts
Pseudo strike
12.67
IV
94.3%
B/E move
1.7%

Options history

No recorded observations