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KKR Real Estate Finance Trust Inc. KREF

i

Market datapartial · fetched 2026-11-12T00:44:48.003Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003077448Z

FundamentalsAlpha Vantage · unavailable

Share price$5.52
1D+0.9%
AH$5.35$5.40$5.45$5.49$5.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKREF
Sold putSold callAH

KKR Real Estate Finance Trust Inc. options

Live interpolated KREF call and put midpoint premiums by absolute delta.KKR Real Estate Finance Trust Inc.$0.07$1.22$2.36$3.50$4.65$2.94$3.83$4.73$5.62$6.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KREF spot · $5.52KREF PRICE$0.19$0.24$0.28$0.33$0.37$0.42$0.46$0.50$0.55$0.59$0.64$1.04$0.38$0.38$0.38$0.69$1.09$1.49$1.90$2.30$2.70$3.11$3.51$3.92$4.32
PutsExpensive4.79×
Calls——
Skew——
Implied moveBearish±$2.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.71405.2%39.6%
25Δ7.17169.0%33.4%4.29306.6%29.1%
30Δ6.96162.1%30.4%4.87208.0%18.6%
35Δ6.75155.2%27.4%5.36194.0%15.3%
40Δ6.54148.3%24.4%5.83205.5%14.0%
45Δ6.33141.4%21.4%6.31217.1%12.8%
50Δ6.12134.6%18.4%6.78228.7%11.5%
55Δ5.91127.7%15.4%7.25240.3%10.3%
60Δ5.70120.8%12.3%7.72251.9%9.1%
65Δ5.49113.9%9.3%8.20263.5%7.8%
70Δ5.28107.0%6.3%8.67275.1%6.6%
75Δ5.07100.1%3.3%9.14286.7%5.3%
80Δ4.60129.2%2.1%9.61298.2%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.71
IV
405.2%
B/E move
39.6%

25Δ

Calls
Pseudo strike
7.17
IV
169.0%
B/E move
33.4%
Puts
Pseudo strike
4.29
IV
306.6%
B/E move
29.1%

30Δ

Calls
Pseudo strike
6.96
IV
162.1%
B/E move
30.4%
Puts
Pseudo strike
4.87
IV
208.0%
B/E move
18.6%

35Δ

Calls
Pseudo strike
6.75
IV
155.2%
B/E move
27.4%
Puts
Pseudo strike
5.36
IV
194.0%
B/E move
15.3%

40Δ

Calls
Pseudo strike
6.54
IV
148.3%
B/E move
24.4%
Puts
Pseudo strike
5.83
IV
205.5%
B/E move
14.0%

45Δ

Calls
Pseudo strike
6.33
IV
141.4%
B/E move
21.4%
Puts
Pseudo strike
6.31
IV
217.1%
B/E move
12.8%

50Δ

Calls
Pseudo strike
6.12
IV
134.6%
B/E move
18.4%
Puts
Pseudo strike
6.78
IV
228.7%
B/E move
11.5%

55Δ

Calls
Pseudo strike
5.91
IV
127.7%
B/E move
15.4%
Puts
Pseudo strike
7.25
IV
240.3%
B/E move
10.3%

60Δ

Calls
Pseudo strike
5.70
IV
120.8%
B/E move
12.3%
Puts
Pseudo strike
7.72
IV
251.9%
B/E move
9.1%

65Δ

Calls
Pseudo strike
5.49
IV
113.9%
B/E move
9.3%
Puts
Pseudo strike
8.20
IV
263.5%
B/E move
7.8%

70Δ

Calls
Pseudo strike
5.28
IV
107.0%
B/E move
6.3%
Puts
Pseudo strike
8.67
IV
275.1%
B/E move
6.6%

75Δ

Calls
Pseudo strike
5.07
IV
100.1%
B/E move
3.3%
Puts
Pseudo strike
9.14
IV
286.7%
B/E move
5.3%

80Δ

Calls
Pseudo strike
4.60
IV
129.2%
B/E move
2.1%
Puts
Pseudo strike
9.61
IV
298.2%
B/E move
4.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations