KRNY · Expected Move

Kearny Financial Corporation

The expected move for KRNY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

KRNY straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current KRNY Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$3.30
30-Day ATM IV
27.7%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to KRNY's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
KRNY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $1.23 $3.30 27.7% 1%
20261106 $1.35 $1.30 79.5% 41%
20261105 $1.57 $1.25 81.1% 43%
20261104 $1.25 $1.25 57.2% 24%
20261103 $0.95 $0.95 55.5% 22%
20261102 $8.38 $8.38 56.7% 23%
20261030 $8.38 $8.38 — —
20261029 $3.35 $3.35 — —
20261028 $1.30 $1.30 57.2% 24%
20261027 $1.23 $1.23 57.7% 24%
20261026 $1.20 $1.20 53.4% 21%
20261023 $1.45 $1.45 69.5% 33%
20261022 $1.45 $1.45 69.6% 34%
20261021 $1.25 $1.25 58.8% 25%
20261020 $1.65 $1.65 75.6% 38%
20261019 $8.62 $8.62 87.1% 47%
20261016 $8.62 $1.12 — —
20261015 $1.75 $1.35 — —
20261014 $1.57 $1.48 58.5% 25%
20261013 $1.50 $1.73 69.0% 33%
20261012 $1.48 $1.43 59.8% 26%
20261009 $1.35 $1.52 60.7% 27%
20261008 $2.40 $1.68 67.2% 32%
20261007 $1.48 $8.45 54.3% 21%
20261006 $1.85 $1.65 62.5% 28%
20261005 $10.93 $1.15 70.7% 34%
20261002 $1.02 $1.02 73.6% 37%
20261001 $1.23 $1.23 56.8% 23%
20260930 $1.20 $1.20 68.6% 33%
20260929 $1.15 $1.15 66.8% 31%
20260928 $1.18 $1.18 69.3% 33%
20260925 $0.82 $0.82 50.4% 18%
20260924 $0.95 $0.95 52.4% 20%
20260923 $1.10 $1.10 50.9% 19%
20260922 $0.85 $0.85 40.5% 11%
20260921 $0.95 $0.95 42.5% 12%
20260918 $1.00 $0.85 47.6% 16%
20260917 $0.88 $0.75 41.6% 11%
20260916 $0.90 $0.75 40.2% 10%
20260915 $7.92 $0.75 37.5% 8%
20260914 $0.85 $0.75 38.0% 9%
20260911 $0.80 $0.75 38.1% 9%
20260910 $8.00 $0.90 83.0% 44%
20260909 $0.85 $0.75 41.5% 11%
20260908 $1.05 $7.88 44.1% 14%
20260904 $1.52 $0.88 45.2% 14%
20260903 $1.12 $0.93 46.6% 15%
20260902 $1.10 $1.10 46.6% 15%
20260901 $0.57 $0.57 36.4% 7%
20260831 $0.93 $0.93 33.7% 5%
20260828 $0.75 $0.75 29.5% 2%
20260827 $0.75 $0.75 27.0% 0%
20260826 $0.75 $0.75 29.7% 1%
20260825 $0.78 $0.78 27.9% 0%
20260824 $0.78 $0.78 28.8% 0%
20260821 $0.80 $0.70 36.7% 4%
20260820 $0.88 $0.40 38.9% 5%
20260819 $0.88 $0.40 39.8% 6%
20260818 $0.80 $0.45 38.6% 5%
20260817 $0.95 $0.50 41.7% 8%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.