KKR & Co. Inc. (KKR) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

KKR & Co. Inc. (KKR) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $80.93B, listed on NYSE, employing roughly 4,834 people, carrying a beta of 1.79 to the broader market. KKR & Co. Led by Joseph Y. Bae, public since 2010-07-15.

Snapshot as of Jun 30, 2026.

Spot Price
$91.83
Expected Move
12.4%
Implied High
$103.24
Implied Low
$80.42
Front DTE
31 days

As of Jun 30, 2026, KKR & Co. Inc. (KKR) has an expected move of 12.42%, a one-standard-deviation implied price range of roughly $80.42 to $103.24 from the current $91.83. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

KKR Strategy Sizing to the Expected Move

With KKR & Co. Inc. pricing an expected move of 12.42% from $91.83, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

How to read the KKR implied-range chart

The shaded range above shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 12.42%, anchoring an implied range of approximately $80.42 to $103.24. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.

KKR expected move and event pricing

Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. KKR term-structure is in contango (slope 0.008), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states.

Sizing KKR structures to the expected move

Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. KKR put/call volume ratio currently at 0.94 indicates balanced flow without strong directional skew. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.

Learn how expected move is reported and how to read the data →

KKR one-standard-deviation implied price range by days-to-expiration, with current spot marked as the midpointKKR Implied Price Range by Expiration$60$80$100$120$140100d200d300d400d500dDays to ExpirationImplied Price Range ($)
Shaded band shows the ±1σ implied price range (~68% probability under lognormal assumptions) at each expiration; the center line marks current spot. Bands widen with longer DTE since volatility scales with √time.

Per-expiration expected move for KKR derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $91.83 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jul 2, 2026249.9%3.7%$95.22$88.44
Jul 10, 20261042.0%7.0%$98.21$85.45
Jul 17, 20261741.9%9.0%$100.13$83.53
Jul 24, 20262440.4%10.4%$101.34$82.32
Jul 31, 20263143.7%12.7%$103.53$80.13
Aug 7, 20263844.5%14.4%$105.02$78.64
Aug 21, 20265243.6%16.5%$106.94$76.72
Sep 18, 20268041.7%19.5%$109.76$73.90
Dec 18, 202617141.8%28.6%$118.10$65.56
Jan 15, 202719941.6%30.7%$120.04$63.62
Mar 19, 202726242.8%36.3%$125.13$58.53
May 21, 202732542.6%40.2%$128.74$54.92
Jun 17, 202735243.4%42.6%$130.97$52.69
Dec 17, 202753543.3%52.4%$139.97$43.69
Jan 21, 202857043.6%54.5%$141.86$41.80

Frequently asked KKR expected move questions

What is the current KKR expected move?
As of Jun 30, 2026, KKR & Co. Inc. (KKR) has an expected move of 12.42% over the next 31 days, implying a one-standard-deviation price range of $80.42 to $103.24 from the current $91.83. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the KKR expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is KKR expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.