KRE · Expected Move
State Street SPDR S&P Regional Banking ETF · ETF
The expected move for KRE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
KRE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current KRE Expected Move
30-Day Straddle
$4.26
7-Day Straddle
$2.00
30-Day ATM IV
26.8%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to KRE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
KRE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $4.26 | $2.00 | 26.8% | 69% |
| 20261007 | $4.22 | $2.10 | 26.9% | 69% |
| 20261006 | $4.21 | $2.29 | 25.1% | 52% |
| 20261005 | $4.11 | $1.41 | 25.2% | 54% |
| 20261002 | $3.95 | $1.69 | 25.7% | 58% |
| 20261001 | $4.40 | $2.23 | 28.2% | 82% |
| 20260930 | $4.35 | $2.17 | 27.4% | 74% |
| 20260929 | $4.30 | $2.38 | 25.7% | 58% |
| 20260928 | $4.03 | $1.58 | 24.1% | 43% |
| 20260925 | $3.54 | $1.73 | 23.3% | 35% |
| 20260924 | $3.53 | $2.27 | 22.2% | 25% |
| 20260923 | $3.75 | $1.82 | 23.3% | 36% |
| 20260922 | $3.80 | $1.95 | 23.0% | 33% |
| 20260921 | $3.89 | $1.74 | 22.7% | 30% |
| 20260918 | $3.42 | $1.48 | 21.2% | 16% |
| 20260917 | $3.67 | $2.43 | 22.6% | 29% |
| 20260916 | $4.13 | $2.06 | 24.8% | 50% |
| 20260915 | $4.33 | $2.53 | 25.2% | 53% |
| 20260914 | $4.57 | $1.47 | 26.9% | 69% |
| 20260911 | $2.92 | $1.70 | 19.5% | 0% |
| 20260910 | $3.88 | $2.48 | 23.5% | 32% |
| 20260909 | $4.44 | $2.36 | 25.2% | 49% |
| 20260908 | $3.79 | $2.37 | 23.0% | 25% |
| 20260904 | $3.84 | $1.50 | 22.6% | 22% |
| 20260903 | $3.86 | $1.78 | 22.5% | 21% |
| 20260902 | $4.00 | $2.13 | 23.2% | 28% |
| 20260901 | $3.64 | $2.67 | 22.3% | 19% |
| 20260831 | $3.67 | $1.31 | 21.5% | 11% |
| 20260828 | $3.51 | $1.49 | 20.5% | 0% |
| 20260827 | $3.62 | $1.83 | 21.8% | 7% |
| 20260826 | $3.87 | $2.08 | 22.8% | 17% |
| 20260825 | $4.12 | $2.28 | 23.8% | 26% |
| 20260824 | $4.16 | $1.66 | 23.5% | 24% |
| 20260821 | $3.30 | $2.71 | 21.9% | 7% |
| 20260820 | $3.71 | $1.92 | 22.3% | 12% |
| 20260819 | $3.91 | $2.00 | 22.9% | 17% |
| 20260818 | $4.00 | $2.22 | 22.4% | 13% |
| 20260817 | $3.92 | $1.26 | 21.2% | 1% |
| 20260814 | $3.65 | $1.59 | 21.1% | 0% |
| 20260813 | $3.79 | $1.88 | 22.8% | 8% |
| 20260812 | $3.90 | $2.00 | 21.9% | 1% |
| 20260811 | $3.69 | $2.44 | 22.4% | 4% |
| 20260810 | $4.00 | $1.48 | 22.9% | 8% |
| 20260807 | — | — | 22.6% | 4% |
| 20260806 | $3.87 | $2.10 | 22.3% | 3% |
| 20260805 | $4.08 | $2.12 | 22.1% | 2% |
| 20260804 | $4.04 | $2.58 | 23.0% | 6% |
| 20260803 | $4.48 | $1.56 | 25.6% | 18% |
| 20260731 | $3.91 | $1.77 | 23.3% | 7% |
| 20260730 | $4.00 | $2.08 | 23.7% | 9% |
| 20260729 | $4.47 | $2.54 | 25.7% | 18% |
| 20260728 | $4.69 | $2.71 | 26.0% | 19% |
| 20260727 | $4.56 | $3.69 | 27.1% | 24% |
| 20260724 | $5.10 | $2.13 | 25.7% | 18% |
| 20260723 | $4.21 | $2.22 | 25.0% | 15% |
| 20260722 | $4.04 | $2.35 | 23.8% | 10% |
| 20260721 | $4.17 | $2.45 | 23.8% | 9% |
| 20260720 | $4.42 | $1.94 | 24.9% | 14% |
| 20260716 | $4.15 | $2.31 | 23.9% | 10% |
| 20260715 | $4.08 | $2.15 | 23.6% | 8% |
More on KRE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.