Kennedy-Wilson Holdings, Inc. (KW) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Kennedy-Wilson Holdings, Inc. (KW) operates in the Real Estate sector, specifically the Real Estate - Development industry, with a market capitalization near $1.52B, listed on NYSE, employing roughly 321 people, carrying a beta of 0.95 to the broader market. Kennedy-Wilson Holdings, Inc. Led by William J. McMorrow, public since 2007-12-03.

Snapshot as of Jun 29, 2026.

Spot Price

$8.75

ATM IV

154.7%

HV 20-Day

78.9%

HV 60-Day

45.8%

IV Rank

66.9%

IV Percentile

94.0%

As of Jun 29, 2026, Kennedy-Wilson Holdings, Inc. (KW) ATM implied volatility is 154.7%. 20-day realized volatility is 78.9%, producing an IV-HV spread of +75.8 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 66.9%.

How KW iv/hv history Data Feeds Strategy Selection

Strategy selection on Kennedy-Wilson Holdings, Inc. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 154.7% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the KW IV vs HV chart

The dual-line chart above tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV currently prints at 154.7%, 66.9% IV rank, against 78.9% realized over the trailing 20 trading days. Implied is pricing above realized by 75.8 vol points, the typical variance-risk-premium positive state in which premium sellers earn the gap. Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.

KW IV/HV regimes and trade selection

KW IV rank at 66.9% sits mid-range - no structural edge from rank alone. Strategy choice should follow event calendar and the dealer-positioning read.

Using KW vol history alongside the term structure

The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Contango (positive slope 0.609) is the resting state - longer-dated IV trades above near-dated IV because long-dated cycles include uncertain macro states. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

KW IV/HV signal in volatility-cycle context

Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. KW's 66.9% IV rank places the ticker in the mid-range of its 1-year window - no strong cycle-position signal. The ratio of HV-20 (78.9%) to HV-60 (45.8%) gives a second cycle indicator: when 20-day exceeds 60-day, recent realization is running hotter than the trailing-quarter average - typically a sign that recent days have already started expanding vol regardless of where IV rank prints. Use the time series above to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.

Learn how implied vs realized volatility is reported and how to read the data →

Daily ATM implied volatility and 20-day realized (historical) volatility for KW over the last ~28 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.

Most recent 15 trading days (descending). Older history appears in the chart above.