KRE Options History — August 2025

In August 2025, KRE traded between $58.78 and $65.81. ATM implied volatility averaged 25.8%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 4.3% (HV 20d: 21.5%). Max pain ranged from $61.00 to $61.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.01.

Notable Days

  • 2025-08-22: Highest Volume — 209,452 contracts
  • 2025-08-04: Largest IV drop — 11.5% change
  • 2025-08-01: Highest IV Rank — 14.9%
  • 2025-08-01: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.02$58.78$65.81$58.78$65.41
Max Pain$61.02$61.00$61.50$61.50$61.00
ATM IV25.8%24.5%29.6%29.6%24.9%
Expected Move7.5%7.1%8.8%8.8%7.1%
HV 20d21.5%19.0%26.1%19.8%23.1%
HV 60d21.9%20.4%23.1%22.9%22.5%
IV Rank4.9%1.7%14.9%14.9%2.5%
IV Percentile16.1%2.0%59.5%59.5%6.0%
Term Structure0.2%-0.6%0.9%0.2%-0.0%
VWIV26.2%24.6%30.2%30.2%25.7%
Skew 25d3.4%2.2%6.0%6.0%3.6%
Skew 10d7.5%5.2%11.9%11.9%7.1%
Call IV 25d24.3%23.5%27.3%27.3%23.6%
Put IV 25d27.7%25.9%33.2%33.2%27.2%
Bid-Ask Spread %15.612.5053.258.0936.34
Gamma HHI0.100.050.400.070.08
Net GEX71.7M-16.9M259.6M-16.9M38.5M
Net DEX-678.7M-1.89B684.0M684.0M-1.68B
Net VEX-13.9M-14.6M-12.8M-14.6M-13.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.293.361.191.32
Total Volume94,310.14327,349209,452126,622100,536
Total OI1,819,0891,557,2042,116,3751,885,3171,819,090

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-08-01$58.78$61.5029.6%8.8%19.8%14.9%30.2%6.0%0.2%-16.9M684.0M-14.6M1.198.0957,87468,748860,7631,024,554
2025-08-04$59.66$61.0026.2%7.6%20.5%6.0%25.7%4.3%0.1%-3.3M303.9M-14.1M1.407.8431,25543,810820,1361,036,875
2025-08-05$59.70$61.0026.2%7.6%19.7%6.0%24.9%4.6%0.1%-11.3M369.1M-14.2M0.333.4390,81330,150816,8691,054,469
2025-08-06$59.44$61.0025.4%7.6%19.7%4.1%24.6%4.2%0.1%-10.0M436.2M-14.4M0.297.7937,64510,891850,8881,068,593
2025-08-07$58.94$61.0026.1%7.5%19.1%5.7%26.5%4.0%-0.1%-14.0M654.0M-14.3M0.788.9262,31248,653881,3211,074,432
2025-08-08$59.46$61.0025.6%7.6%19.3%4.3%25.7%3.2%0.1%7.9M405.2M-14.5M1.019.7034,97435,240890,9061,099,294
2025-08-11$59.45$61.0027.2%8.0%19.0%8.7%27.6%3.2%0.6%-7.1M371.1M-14.3M0.337.7487,25528,764840,4131,090,731
2025-08-12$61.42$61.0024.9%7.4%20.2%2.6%25.5%2.7%0.9%125.0M-702.1M-14.2M0.307.93152,07644,898902,6701,107,266
2025-08-13$62.53$61.0024.7%7.2%21.1%2.1%25.6%2.6%0.6%207.1M-1.56B-14.1M0.3010.52103,62730,759930,0101,110,510
2025-08-14$62.53$61.0024.7%7.2%20.0%2.2%25.8%2.2%0.4%253.7M-1.64B-14.2M0.552.5053,27229,194985,7701,118,732
2025-08-15$61.69$61.0025.0%7.2%20.6%2.9%25.8%2.7%0.4%259.6M-797.4M-14.0M1.043.1128,92930,143989,2211,127,154
2025-08-18$61.86$61.0024.5%7.1%20.6%1.7%25.0%2.9%0.3%53.9M-597.7M-13.5M0.553.7028,06615,446651,206905,998
2025-08-19$61.80$61.0025.6%7.3%20.3%4.3%25.8%3.1%0.3%52.2M-582.6M-13.7M1.682.9610,20917,140659,614913,793
2025-08-20$62.13$61.0025.5%7.3%20.4%4.2%28.5%3.0%0.4%59.7M-689.5M-13.7M1.964.8010,63720,824663,831924,382
2025-08-21$61.66$61.0026.5%7.6%19.7%6.9%26.5%3.2%0.3%47.9M-503.4M-13.7M3.365.648,84029,664667,058927,988
2025-08-22$64.73$61.0026.2%7.5%26.1%6.0%26.1%2.2%0.9%112.5M-1.74B-13.2M0.727.59121,73987,713672,280940,893
2025-08-25$64.68$61.0025.1%7.1%26.1%3.0%24.9%3.1%-0.6%87.9M-1.54B-12.9M0.5652.1642,93624,043667,468950,988
2025-08-26$65.25$61.0025.9%7.3%26.0%5.3%25.4%3.0%-0.6%92.9M-1.78B-12.8M1.7453.2540,75170,878686,551962,123
2025-08-27$65.81$61.0026.1%7.5%25.2%5.6%26.8%3.4%-0.3%87.6M-1.89B-13.2M0.9746.4859,48357,623701,5621,016,775
2025-08-28$65.53$61.0025.3%7.3%25.1%3.6%27.0%3.3%-0.6%83.0M-1.77B-13.5M0.7537.3152,97539,728732,2831,055,409
2025-08-29$65.41$61.0024.9%7.1%23.1%2.5%25.7%3.6%-0.0%38.5M-1.68B-13.7M1.3236.3443,38957,147751,9591,067,131