KRE Options History — February 2025

In February 2025, KRE traded between $61.09 and $65.41. ATM implied volatility averaged 26.6%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 6.3% (HV 20d: 20.3%). Max pain ranged from $62.50 to $65.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 1.62.

Notable Days

  • 2025-02-21: Highest Volume — 149,063 contracts
  • 2025-02-04: Largest IV drop — 5.3% change
  • 2025-02-25: Highest IV Rank — 41.6%
  • 2025-02-25: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.26$61.09$65.41$63.03$61.86
Max Pain$64.45$62.50$65.00$62.50$63.00
ATM IV26.6%24.7%29.7%28.3%28.5%
Expected Move7.7%7.1%8.6%8.5%8.3%
HV 20d20.3%16.6%24.5%24.4%19.3%
HV 60d24.4%22.4%36.0%36.0%22.6%
IV Rank25.6%15.6%41.6%34.2%35.3%
IV Percentile27.2%7.9%60.7%39.7%47.2%
Term Structure0.1%-0.8%0.9%-0.4%0.9%
VWIV26.8%23.5%30.1%28.7%29.3%
Skew 25d3.3%2.5%4.5%3.5%3.6%
Skew 10d7.1%5.4%10.1%7.9%7.3%
Call IV 25d25.1%23.1%28.5%26.7%26.5%
Put IV 25d28.4%25.7%31.8%30.2%30.1%
Bid-Ask Spread %11.042.3635.7119.236.75
Gamma HHI0.060.040.120.050.07
Net GEX-9.5M-56.6M30.6M-15.4M-3.8M
Net DEX-6.0M-672.5M653.9M1.1M398.0M
Net VEX-10.7M-11.5M-10.2M-11.3M-11.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.620.603.070.601.17
Total Volume77,104.78929,588149,06391,86772,245
Total OI1,392,0231,248,5011,498,2921,354,8111,380,904

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-02-03$63.03$62.5028.3%8.5%24.4%34.2%28.7%3.5%-0.4%-15.4M1.1M-11.3M0.6019.2357,33534,532470,776884,035
2025-02-04$63.91$63.0026.8%7.9%24.4%26.5%27.6%3.6%0.0%-2.0M-252.1M-11.0M2.3725.8320,39848,289475,295891,325
2025-02-05$64.56$63.0026.1%7.6%24.5%23.1%26.7%3.0%0.1%10.4M-440.6M-10.8M1.2130.7922,99027,883481,723911,105
2025-02-06$65.41$65.0025.1%7.5%23.8%17.9%25.7%3.7%0.8%25.5M-672.5M-10.6M2.502.4038,60096,583493,703911,722
2025-02-07$64.78$65.0025.2%7.4%24.3%18.1%26.9%3.3%0.3%30.6M-499.9M-10.6M1.3435.7125,71534,352507,833924,911
2025-02-10$64.15$65.0025.1%7.3%21.0%17.6%25.8%3.3%0.3%369.2K-269.7M-10.5M1.562.5011,57618,012482,084906,411
2025-02-11$64.94$65.0025.0%7.3%21.0%17.4%25.7%3.4%0.4%17.0M-502.0M-10.4M2.232.3619,09742,588489,928911,725
2025-02-12$63.61$65.0025.1%7.2%20.2%17.7%25.4%3.1%0.2%-10.9M-104.6M-10.2M1.863.0925,64147,813491,415917,036
2025-02-13$63.56$65.0024.7%7.2%17.9%15.7%24.0%2.9%0.4%-19.4M-68.2M-10.4M1.567.4324,28937,986496,722928,448
2025-02-14$63.73$65.0024.7%7.1%17.6%15.6%25.6%2.5%0.1%-19.3M-103.1M-10.6M1.315.7024,80032,483503,601943,320
2025-02-18$64.30$65.0025.5%7.3%17.5%19.7%26.0%2.9%0.3%3.8M-281.4M-10.3M1.195.2043,46851,941484,176933,309
2025-02-19$64.50$65.0025.0%7.2%16.6%17.5%24.8%2.9%0.3%1.7M-309.9M-10.4M1.225.1217,51821,396492,313962,295
2025-02-20$63.20$65.0026.0%7.4%17.7%22.5%23.5%2.9%0.3%-29.2M89.9M-10.2M1.867.5038,29871,153498,325972,827
2025-02-21$61.61$65.0027.2%7.7%19.7%28.4%25.8%4.5%0.8%-56.6M653.9M-10.7M1.8422.2552,57696,487512,432985,860
2025-02-24$61.22$65.0028.5%8.1%19.4%35.3%28.5%3.8%-0.8%-29.3M545.1M-10.7M0.822.9135,80929,333439,624808,877
2025-02-25$61.09$65.0029.7%8.6%18.9%41.6%30.0%3.7%-0.8%-27.8M582.6M-11.0M1.056.3240,68142,815463,159824,974
2025-02-26$61.13$64.0029.5%8.5%18.9%40.9%29.3%3.6%-0.7%-27.8M586.6M-11.3M3.076.5020,00461,387480,607843,119
2025-02-27$61.26$64.0029.6%8.5%18.9%41.3%30.1%3.3%-0.7%-27.6M532.4M-11.2M2.0912.2725,55053,368489,761852,757
2025-02-28$61.86$63.0028.5%8.3%19.3%35.3%29.3%3.6%0.9%-3.8M398.0M-11.5M1.176.7533,24239,003505,023875,881