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KKR Real Estate Finance Trust Inc. KREF

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Market datapartial · fetched 2026-10-22T15:59:28.908Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:59:20.14114351Z

FundamentalsAlpha Vantage · unavailable

Share price$5.78
1D+3.2%
$5.49$5.56$5.64$5.72$5.795:30 AM6:30 AM9:00 AM1:00 PMKREF
Sold putSold call

KKR Real Estate Finance Trust Inc. options

Live interpolated KREF call and put midpoint premiums by absolute delta.KKR Real Estate Finance Trust Inc.$0.46$1.74$3.02$4.31$5.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKREF PRICE$0.60$0.78$0.97$1.15$1.34$1.53$1.71$1.90$2.80$5.22
PutsExpensive2.15×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ5.1285.3%21.7%
35Δ5.4384.4%19.5%
40Δ5.7483.5%17.4%
45Δ6.0582.6%15.2%
50Δ6.3681.6%13.1%
55Δ6.6780.7%10.9%
60Δ6.9879.8%8.8%
65Δ7.2978.9%6.7%
70Δ8.2988.0%5.0%
75Δ10.74118.1%4.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.12
IV
85.3%
B/E move
21.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.43
IV
84.4%
B/E move
19.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.74
IV
83.5%
B/E move
17.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.05
IV
82.6%
B/E move
15.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.36
IV
81.6%
B/E move
13.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.67
IV
80.7%
B/E move
10.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.98
IV
79.8%
B/E move
8.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.29
IV
78.9%
B/E move
6.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.29
IV
88.0%
B/E move
5.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.74
IV
118.1%
B/E move
4.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations