Options

KRE options

Figures as of 28 Sep 2026

The options figures are from the close on 28 Sep 2026.

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At a glance

FigureValueDate
IV rank95 of 10028 Sep
At the money IV42.9%28 Sep
Priced move to 30 Oct10.9% down, 9.2% up28 Sep
Call wall and put wall80 and 7028 Sep
Last close70.5528 Sep

Options Snapshot

KRE's IV rank is 95 of 100 on 28 Sep 2026.

FigureValue
IV rank95 of 100
At the money IV42.9%, near month, 32 days
Put/call ratio, open interest1.74
Call open interest, strikes captured near the price512,000 contracts
Put open interest, strikes captured near the price889,000 contracts
Cost to trade at the moneyWide, 163.2% of the option's mid price

IV rank is where the at the money IV sits among KRE's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, KRE options priced a move of 10.9 percent down and 9.2 percent up by 30 Oct 2026.

ExpiryDaysDownUpRange
30 Sep 202623.9%3.0%67.82 to 72.68
2 Oct 202642.8%4.6%68.60 to 73.82
16 Oct 2026186.2%7.8%66.20 to 76.04
23 Oct 2026258.1%13.9%64.86 to 80.38
30 Oct 20263210.9%9.2%62.87 to 77.01
20 Nov 20265310.1%13.3%63.45 to 79.92
15 Jan 202710919.8%15.0%56.55 to 81.15

The range is one standard deviation either side of the close of 70.55, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, KRE's call wall is the 80 strike and its put wall is the 70 strike.

FigureValue
Call wall, most open call gamma80
Put wall, most open put gamma70
Net dollar gamma, calls minus putsminus $107.98 million
Total dollar gamma, both sides$247.23 million
Close70.55

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 5 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, KRE's at the money IV is 42.9 percent against 20 day realized volatility of 16.6 percent.

FigureValue
At the money IV42.9%
Realized volatility, 20 trading days16.6%
Realized volatility, 60 trading days16.4%
IV against its own weekly recordHigh, in the top fifth
Weekly readings on record849, from 8 Jan 2010
Weeks the price moved more than the one week priced move25.8% of 236 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, KRE's at the money IV runs from 52.2 percent at 2 days to 33.3 percent at 109 days.

Days to expiryAt the money IV
252.2%
448.0%
1149.1%
1847.1%
3242.9%
5336.5%
8135.8%
10933.3%

Near expiries price more volatility than far ones, an inverted term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 32 day expiry, KRE's IV ten percent below the price sits 0.9 points above at the money IV.

Strike areaImplied volatilityAgainst at the money
10% below the price43.8%+0.9 points
At the money42.9%0.0 points
10% above the price45.7%+2.8 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, KRE's surface spans 10 expiries out to 109 days, with IV from 25.2 to 70.7 percent near the price.

FigureValue
Expiries captured10
Nearest expiry30 Sep 2026, 2 days
Farthest expiry15 Jan 2027, 109 days
Points within 10% of the price, 7 days out or more143
Lowest IV among them25.2%
Highest IV among them70.7%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, KRE has 10 captured expiries, from 30 Sep 2026 to 15 Jan 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
30 Sep 2026252.2%7,49020,217
2 Oct 2026448.0%7,06420,348
9 Oct 20261149.1%1,5374,996
16 Oct 20261847.1%204,734226,693
23 Oct 20262547.5%7989,929
30 Oct 20263242.9%255448
20 Nov 20265336.5%139,089125,301
18 Dec 20268135.8%33,176140,800
31 Dec 20269440.4%9094,171
15 Jan 202710933.3%116,488335,742

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, KRE's largest open interest sits at the 80 strike, with 168,669 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
80166,7151,954168,669
65781119,252120,033
7546,73758,735105,472
706,71997,717104,436
8589,7643089,794
714,01672,52676,542

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, KRE's at the money IV moved from 33.9 percent to 42.9 percent.

Figure25 Sep28 SepChange
At the money IV33.9%42.9%+9.0 points
Open interest, strikes captured near the price1.26 million1.4 million+142,642
Put/call ratio, open interest1.981.74-0.24

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 148,046 KRE option contracts traded, 1.1 times its own recent average.

FigureValue
Calls traded95,581
Puts traded52,465
Against its recent average1.1 times
Busier than14 of its last 20 trading days
Open interest, whole chain1.68 million contracts
Volume to open interest0.09
Unusual volume flagYes, 4 contracts traded well above open interest
Largest flagged contractThe 72 call expiring 16 Oct, 20,069 traded against 2,583 open

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of KRE's option positioning, from 11 Aug 2026 to 28 Sep 2026.

DateCloseNet dollar gammaTop call strikeTop put strike
11 Aug 202676.81$27.11 million8074.5
21 Sep 202671.99minus $91.29 million8070
28 Sep 202670.55minus $107.98 million8070

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Price Chart

KRE closed at 70.55 on 28 Sep 2026.

FigureValue
Last close70.55
Change over 5 trading days-2.0%
Change over 21 trading days-5.1%
Change over 63 trading days-5.6%
Change over 252 trading days+10.4%
52 week high78.35
52 week low57.55
20 day moving average72.95
50 day moving average74.80
200 day moving average70.54
RSI, 14 days33

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Questions

What is KRE's IV rank?
KRE's IV rank is 95 of 100 on 28 Sep 2026.
What move are KRE options pricing?
On 28 Sep 2026, KRE options priced a move of 10.9 percent down and 9.2 percent up by 30 Oct 2026.
Where are KRE's call wall and put wall?
On 28 Sep 2026, KRE's call wall is the 80 strike and its put wall is the 70 strike.

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