KRE Options History — July 2025 In July 2025, KRE traded between $60.14 and $63.78. ATM implied volatility averaged 26.5%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 4.2% (HV 20d: 22.3%). Max pain ranged from $58.00 to $62.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.82.
Notable Days 2025-07-03 : Highest Volume — 380,046 contracts2025-07-14 : Largest IV spike — 8.0% change2025-07-07 : Highest IV Rank — 11.7%2025-07-14 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $62.46 $60.14 $63.78 $61.36 $60.14 Max Pain $60.77 $58.00 $62.00 $58.00 $62.00 ATM IV 26.5% 25.3% 28.2% 26.9% 27.1% Expected Move 7.6% 7.2% 8.1% 7.7% 7.9% HV 20d 22.3% 19.5% 23.1% 22.4% 19.5% HV 60d 25.5% 22.4% 35.7% 35.7% 22.4% IV Rank 7.2% 3.6% 11.7% 9.9% 8.5% IV Percentile 21.7% 9.5% 38.1% 27.4% 32.1% Term Structure -0.2% -0.7% 0.2% -0.3% -0.1% VWIV 27.0% 25.3% 28.7% 27.3% 28.7% Skew 25d 2.6% 0.7% 4.0% 2.4% 4.0% Skew 10d 5.8% 3.9% 8.7% 4.8% 8.7% Call IV 25d 25.7% 24.5% 27.4% 26.8% 25.5% Put IV 25d 28.3% 27.1% 29.9% 29.2% 29.5% Bid-Ask Spread % 8.66 2.34 71.82 3.05 3.11 Gamma HHI 0.10 0.07 0.11 0.10 0.07 Net GEX 87.2M 11.6M 145.6M 107.7M 11.6M Net DEX -1.35B -2.30B 128.0M -1.37B 128.0M Net VEX -14.3M -14.8M -13.7M -14.0M -14.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.14 1.55 0.49 0.95 Total Volume 110,926.818 41,484 380,046 159,261 86,221 Total OI 1,822,526.818 1,591,902 1,988,089 1,591,902 1,846,169
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2025-07-01 $61.36 $58.00 26.9% 7.7% 22.4% 9.9% 27.3% 2.4% -0.3% 107.7M -1.37B -14.0M 0.49 3.05 107,131 52,130 710,974 880,928 2025-07-02 $62.36 $59.00 27.1% 7.7% 22.5% 10.5% 27.3% 0.7% -0.4% 115.3M -1.78B -13.9M 0.67 71.82 91,553 61,782 744,350 915,260 2025-07-03 $63.28 $60.00 26.0% 7.4% 22.3% 7.6% 26.1% 1.6% -0.5% 137.2M -2.09B -14.3M 0.14 47.61 332,120 47,926 783,500 957,045 2025-07-07 $62.45 $60.00 27.6% 7.9% 23.0% 11.7% 28.3% 2.5% 0.1% 129.0M -1.75B -14.8M 1.30 2.86 30,418 39,399 856,331 976,807 2025-07-08 $63.30 $60.00 27.0% 7.8% 22.3% 8.7% 28.2% 2.6% 0.2% 137.1M -2.14B -14.3M 1.55 2.34 41,486 64,199 855,485 993,886 2025-07-09 $63.05 $60.00 26.0% 7.4% 22.4% 5.8% 25.9% 1.8% -0.1% 130.7M -1.96B -14.4M 0.69 2.80 25,989 17,904 867,858 1,039,405 2025-07-10 $63.78 $60.00 25.9% 7.4% 22.6% 5.4% 27.8% 2.0% -0.1% 145.6M -2.30B -14.4M 1.26 2.57 54,852 68,920 880,784 1,045,946 2025-07-11 $63.03 $61.00 26.1% 7.5% 22.7% 5.8% 26.5% 1.8% 0.0% 64.8M -1.83B -14.7M 1.08 2.81 25,733 27,768 881,727 1,101,017 2025-07-14 $63.48 $61.00 28.2% 8.1% 22.3% 11.2% 28.4% 2.5% -0.7% 117.7M -2.02B -14.3M 0.34 3.18 31,760 10,780 873,258 1,095,309 2025-07-15 $61.58 $61.00 27.2% 7.8% 22.9% 8.7% 28.7% 2.5% 0.2% 80.5M -1.05B -14.7M 0.49 3.69 170,175 83,463 887,071 1,101,018 2025-07-16 $61.99 $61.00 27.1% 7.8% 22.9% 8.4% 27.6% 2.7% -0.1% 51.2M -1.12B -14.2M 1.47 2.95 69,357 102,095 783,351 1,118,574 2025-07-17 $63.11 $61.00 26.6% 7.6% 22.5% 7.0% 26.7% 2.4% -0.4% 79.2M -1.80B -13.8M 0.54 2.49 31,216 16,836 802,195 1,137,530 2025-07-18 $63.12 $61.00 26.7% 7.7% 22.5% 7.4% 26.7% 3.2% -0.1% 77.5M -1.83B -13.8M 0.65 2.52 36,323 23,585 812,718 1,140,951 2025-07-21 $63.08 $61.00 26.3% 7.6% 22.6% 6.3% 27.0% 2.9% -0.4% 81.1M -1.20B -13.7M 0.49 3.53 85,562 42,110 662,968 937,216 2025-07-22 $63.64 $61.00 25.9% 7.5% 22.3% 5.4% 26.3% 3.1% -0.4% 98.2M -1.48B -13.8M 0.81 2.88 23,822 19,292 715,616 959,377 2025-07-23 $63.35 $61.00 25.4% 7.3% 22.2% 3.9% 25.3% 2.7% -0.4% 98.1M -1.34B -14.1M 0.16 3.41 67,245 11,004 724,800 966,505 2025-07-24 $62.28 $61.00 26.1% 7.5% 23.1% 5.8% 25.8% 2.8% -0.2% 63.2M -866.3M -14.5M 1.30 3.38 30,858 40,218 767,558 993,428 2025-07-25 $61.92 $62.00 25.3% 7.2% 22.3% 3.6% 25.5% 2.6% -0.3% 52.6M -635.2M -14.7M 1.02 2.80 70,659 71,829 790,233 1,021,039 2025-07-28 $61.84 $62.00 25.3% 7.4% 22.3% 3.8% 25.8% 2.8% -0.4% 64.2M -698.2M -14.3M 0.63 8.12 39,351 24,954 798,052 1,000,773 2025-07-29 $61.47 $62.00 26.0% 7.5% 22.5% 5.4% 25.4% 3.3% -0.5% 54.0M -504.1M -14.5M 0.43 3.18 28,943 12,541 818,107 1,014,417 2025-07-30 $60.55 $62.00 26.8% 7.9% 20.4% 7.7% 28.5% 3.8% -0.0% 20.8M -25.2M -14.4M 1.51 9.37 48,121 72,760 820,153 1,015,901 2025-07-31 $60.14 $62.00 27.1% 7.9% 19.5% 8.5% 28.7% 4.0% -0.1% 11.6M 128.0M -14.4M 0.95 3.11 44,277 41,944 833,505 1,012,664
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