KRE Implied Volatility
KRE $72.73 · Updated Oct 26, 4:00 PM ET
KRE at-the-money implied volatility is 35.2% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 27.0%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 72.5 | 35.2% |
| Nov 6, 2026 | 11 | 72.5 | 27.8% |
| Nov 13, 2026 | 18 | 72.5 | 21.9% |
| Nov 20, 2026 | 25 | 72.5 | 24.5% |
| Nov 27, 2026 | 32 | 72.5 | 27.0% |
| Dec 4, 2026 | 39 | 72.5 | 22.3% |
| Dec 18, 2026 | 53 | 73 | 26.0% |
| Dec 31, 2026 | 66 | 73 | 25.3% |
| Jan 15, 2027 | 81 | 73 | 25.6% |
| Mar 19, 2027 | 144 | 73 | 23.7% |
| Mar 31, 2027 | 156 | 73 | 24.3% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 68.5 | 43.0% | 51.4% |
| 69 | 40.6% | 64.7% |
| 69.5 | 0.0% | 42.0% |
| 70 | 19.4% | 30.2% |
| 70.5 | 36.6% | 40.4% |
| 71 | 17.5% | 32.1% |
| 71.5 | 31.0% | 53.3% |
| 72 | 31.6% | 28.3% |
| 72.5 | 38.2% | 32.1% |
| 73 | 24.1% | 38.6% |
| 73.5 | 23.9% | 9.2% |
| 74 | 26.4% | 34.2% |
| 74.5 | 25.7% | 33.1% |
| 75 | 25.9% | 0.0% |
| 75.5 | 53.2% | 30.2% |
| 76 | 56.3% | 31.0% |
| 76.5 | 36.7% | 32.3% |
How this is calculated: Implied Volatility methodology