KREF · Expected Move
KKR Real Estate Finance Trust Inc.
The expected move for KREF 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).
KREF 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 KREF Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$1.05
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to KREF'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.
KREF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.05 | $1.05 | — | — |
| 20261021 | $1.12 | $1.12 | 64.1% | 28% |
| 20261020 | $1.18 | $1.18 | 68.0% | 31% |
| 20261019 | $1.30 | $1.30 | — | — |
| 20261016 | $1.45 | $0.95 | — | — |
| 20261015 | $1.52 | $1.07 | 59.2% | 25% |
| 20261014 | $1.50 | $0.78 | 72.7% | 35% |
| 20261013 | $1.32 | $1.02 | 47.8% | 16% |
| 20261012 | $1.45 | $1.02 | 97.3% | 53% |
| 20261009 | $1.73 | $1.65 | 117.1% | 67% |
| 20261008 | $3.22 | $1.50 | — | — |
| 20261007 | $3.25 | $3.27 | — | — |
| 20261006 | $3.38 | $1.72 | 161.1% | 100% |
| 20261005 | $3.22 | $1.60 | 131.6% | 86% |
| 20261002 | $3.77 | $3.77 | — | — |
| 20261001 | $3.80 | $3.80 | — | — |
| 20260930 | $3.38 | $3.38 | — | — |
| 20260929 | $2.02 | $2.02 | — | — |
| 20260928 | $3.32 | $3.32 | — | — |
| 20260925 | $1.50 | $1.50 | 45.9% | 16% |
| 20260924 | $1.55 | $1.55 | — | — |
| 20260923 | $3.38 | $3.38 | — | — |
| 20260922 | $1.02 | $1.02 | — | — |
| 20260921 | $0.97 | $0.97 | 65.3% | 32% |
| 20260918 | $1.10 | $1.05 | 57.7% | 25% |
| 20260917 | $1.07 | $0.97 | 87.4% | 49% |
| 20260916 | $0.92 | $1.00 | 74.9% | 39% |
| 20260915 | $0.90 | $0.98 | 65.5% | 32% |
| 20260914 | $1.35 | $0.42 | 47.9% | 18% |
| 20260911 | $2.55 | $2.83 | — | — |
| 20260910 | $0.70 | $0.77 | 48.4% | 18% |
| 20260909 | $0.70 | $0.65 | 42.7% | 14% |
| 20260908 | $0.70 | $0.57 | 41.1% | 12% |
| 20260904 | $0.82 | $0.65 | 47.1% | 17% |
| 20260903 | $0.70 | $2.12 | 38.7% | 10% |
| 20260902 | $0.55 | $0.55 | 40.0% | 11% |
| 20260901 | $0.55 | $0.55 | 37.6% | 9% |
| 20260831 | $7.67 | $7.67 | 36.6% | 9% |
| 20260828 | $0.50 | $0.50 | 37.6% | 9% |
| 20260827 | $0.53 | $0.53 | 39.4% | 11% |
| 20260826 | $0.40 | $0.40 | 36.9% | 9% |
| 20260825 | $0.50 | $0.50 | 41.4% | 12% |
| 20260824 | $0.55 | $0.55 | 34.8% | 6% |
| 20260821 | $0.60 | $0.50 | 35.2% | 7% |
| 20260820 | $0.65 | $0.53 | 41.2% | 11% |
| 20260819 | $0.72 | $0.75 | 42.4% | 12% |
| 20260818 | $0.60 | $2.38 | 35.5% | 7% |
| 20260817 | $0.65 | $0.78 | 39.5% | 10% |
| 20260814 | $0.82 | $0.88 | 47.0% | 15% |
| 20260813 | $0.90 | $0.80 | 48.3% | 16% |
| 20260812 | $1.18 | $0.93 | 46.5% | 15% |
| 20260811 | $1.85 | $0.50 | 49.4% | 17% |
| 20260810 | $2.48 | $2.05 | — | — |
| 20260806 | $2.38 | $0.55 | 42.3% | 12% |
| 20260805 | $0.53 | $0.53 | 28.5% | 2% |
| 20260804 | $0.55 | $0.55 | 28.4% | 2% |
| 20260803 | $0.53 | $0.53 | 34.2% | 6% |
| 20260731 | $2.60 | $2.60 | — | — |
| 20260730 | $1.62 | $1.62 | 52.5% | 19% |
| 20260729 | $1.25 | $1.25 | 64.5% | 27% |
More on KREF
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.