Kennedy-Wilson Holdings, Inc. (KW) Options Chain

The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.

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

Total OI

193

Total Volume

0

Front Expiration

18 days

Second Expiration

81 days

ATM IV

154.7%

Avg Bid/Ask Spread

7.41%

As of Jun 29, 2026, Kennedy-Wilson Holdings, Inc. (KW) has 193 open contracts and 0 contracts traded. The nearest expiration is 18 days out, followed by 81 days. ATM implied volatility is 154.7%. Average bid/ask spread across the chain is 7.41%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How KW options chain Data Feeds Strategy Selection

Strategy selection on Kennedy-Wilson Holdings, Inc. options does not derive from any single metric in isolation. The options chain 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 options chain 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 chain depth

The listed-expirations table above shows every expiration available for Kennedy-Wilson Holdings, Inc. options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. KW front expiration sits at 18 days - the typical hedging horizon for monthly options. The contango term-structure slope of 0.609 means longer-dated tenors price in proportionally more IV.

KW chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the KW chain is 7.41% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the KW chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. KW's current 44.35% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

Learn how the options chain is reported and how to read the data →

KW listed expirations

Per-expiration ATM implied volatility for KW options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.