KRE Options History — March 2026

In March 2026, KRE traded between $62.70 and $67.80. ATM implied volatility averaged 35.0%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 5.9% (HV 20d: 29.1%). Max pain ranged from $68.00 to $70.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 2.36.

Notable Days

  • 2026-03-11: Highest Volume — 378,337 contracts
  • 2026-03-17: Largest IV drop — 12.1% change
  • 2026-03-30: Highest IV Rank — 40.7%
  • 2026-03-30: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.64$62.70$67.80$67.77$65.16
Max Pain$68.40$68.00$70.00$69.00$68.00
ATM IV35.0%31.1%38.6%35.2%35.6%
Expected Move10.1%8.9%11.0%10.7%10.2%
HV 20d29.1%21.4%32.2%32.2%21.4%
HV 60d25.9%25.5%26.8%25.8%26.8%
IV Rank31.7%21.9%40.7%32.2%33.2%
IV Percentile90.8%81.7%95.2%91.7%90.9%
Term Structure0.3%-1.3%1.9%-0.1%0.3%
VWIV37.2%32.1%43.1%40.5%35.9%
Skew 25d8.6%5.6%11.7%9.7%7.6%
Skew 10d19.1%15.1%24.8%21.5%16.0%
Call IV 25d31.7%29.0%34.1%32.2%32.6%
Put IV 25d40.3%36.3%43.3%41.9%40.2%
Bid-Ask Spread %23.2914.3641.9420.1615.42
Gamma HHI0.080.060.210.060.06
Net GEX-110.7M-232.9M-16.3M-105.9M-21.1M
Net DEX1.83B687.6M2.86B1.29B687.6M
Net VEX-18.8M-20.2M-16.8M-17.9M-19.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.360.379.097.521.18
Total Volume128,649.835,533378,337257,71438,266
Total OI2,099,614.351,864,8562,500,4221,864,8562,107,101

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-03-02$67.77$69.0035.2%10.7%32.2%32.2%40.5%9.7%-0.1%-105.9M1.29B-17.9M7.5220.1630,242227,472531,5791,333,277
2026-03-03$67.40$69.0036.7%10.8%31.5%36.0%39.9%9.8%-1.0%-114.6M1.43B-18.0M1.0023.7732,49032,399551,4791,369,596
2026-03-04$67.80$69.0033.6%10.0%31.1%28.1%34.8%5.6%-0.3%-119.2M1.28B-17.7M1.0423.5517,40618,127544,7681,375,028
2026-03-05$66.57$70.0034.4%9.7%30.1%30.1%37.3%8.2%0.1%-145.6M1.84B-17.5M1.8530.7620,66038,214539,7441,383,827
2026-03-06$64.91$70.0036.2%10.6%30.9%34.8%38.0%10.3%0.5%-232.9M2.50B-17.4M1.3838.3246,73364,624538,9691,394,153
2026-03-09$64.86$69.0033.6%10.0%29.2%28.1%37.8%11.7%1.9%-165.9M2.43B-16.9M4.4132.5624,508108,076522,4151,357,681
2026-03-10$65.03$68.0033.5%9.8%29.4%28.0%33.5%7.8%0.5%-167.6M2.28B-16.8M3.4241.9431,275107,034536,0751,376,527
2026-03-11$63.86$68.0034.1%9.8%29.6%29.4%40.3%8.2%0.8%-181.9M2.86B-16.8M1.7722.75136,596241,741554,8241,410,159
2026-03-12$63.50$68.0036.8%9.9%29.5%36.2%34.3%10.1%0.2%-130.3M2.61B-18.6M0.9720.79166,430161,817704,6091,387,440
2026-03-13$63.05$68.0037.6%10.1%29.3%38.2%43.1%9.2%0.6%-136.3M2.64B-20.2M2.6324.1540,842107,355818,5851,518,820
2026-03-16$63.53$68.0035.4%10.1%29.4%32.6%35.4%9.3%0.6%-138.0M2.38B-20.1M1.7221.5615,14826,063828,6221,567,940
2026-03-17$63.64$68.0031.1%8.9%29.3%21.9%32.1%7.3%1.8%-153.7M2.36B-19.5M0.5118.8036,37318,470837,5771,553,756
2026-03-19$63.03$68.0033.0%9.5%29.3%26.7%36.0%7.8%0.2%-129.6M2.24B-19.4M9.0918.7623,894217,199900,6211,502,623
2026-03-20$62.70$68.0034.4%9.8%29.3%30.1%37.3%8.2%0.9%-138.9M2.70B-19.3M0.3720.80162,01959,274923,5481,576,874
2026-03-23$64.25$68.0033.7%9.7%30.6%28.5%32.6%7.1%-0.1%-16.3M892.7M-19.7M0.9815.0354,07852,810773,9151,276,349
2026-03-24$64.50$68.0034.7%10.2%27.7%30.9%39.1%7.6%-0.3%-17.7M841.5M-20.1M3.6614.3613,30748,648773,7791,289,363
2026-03-25$64.43$68.0034.1%9.9%27.7%29.4%33.3%7.5%-0.4%-25.7M921.6M-20.0M1.2017.4422,18326,625779,4731,324,889
2026-03-27$63.33$68.0037.9%10.9%27.2%39.0%40.7%9.6%-1.3%-25.0M1.24B-19.9M0.8729.2630,54126,600795,1841,342,545
2026-03-30$63.56$68.0038.6%11.0%26.8%40.7%41.4%9.2%0.3%-46.9M1.25B-19.8M1.6615.6517,81429,643769,7891,318,784
2026-03-31$65.16$68.0035.6%10.2%21.4%33.2%35.9%7.6%0.3%-21.1M687.6M-19.8M1.1815.4217,52920,737778,7751,328,326