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KKR Real Estate Finance Trust Inc KREF

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-22T21:09:09.953Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:35:00.295524342Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:59:22.668925+00:00

Share price$5.72
1D+2.3%
AH$5.49$5.57$5.65$5.73$5.815:30 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$0.25$1.38$2.52$3.65$4.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKREF PRICE$0.38$0.38$0.38$0.38$0.46$0.66$0.86$1.05$1.25$1.45$1.64$1.84$2.04$3.14$4.45
PutsExpensive2.75×
CallsExpensive3.75×
SkewBullish-47.49 pp
Implied move——
TiltBearish92.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.97209.7%37.2%
25Δ10.95213.7%97.9%4.63147.8%25.5%
30Δ8.26155.7%50.9%5.13114.7%18.4%
35Δ5.42116.5%16.8%
40Δ5.71118.3%15.2%
45Δ6.00120.1%13.6%
50Δ6.29121.9%11.9%
55Δ6.58123.7%10.3%
60Δ6.87125.5%8.7%
65Δ7.16127.3%7.1%
70Δ7.45129.0%5.5%
75Δ8.60151.1%4.6%
80Δ9.95178.0%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.97
IV
209.7%
B/E move
37.2%

25Δ

Calls
Pseudo strike
10.95
IV
213.7%
B/E move
97.9%
Puts
Pseudo strike
4.63
IV
147.8%
B/E move
25.5%

30Δ

Calls
Pseudo strike
8.26
IV
155.7%
B/E move
50.9%
Puts
Pseudo strike
5.13
IV
114.7%
B/E move
18.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
116.5%
B/E move
16.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.71
IV
118.3%
B/E move
15.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.00
IV
120.1%
B/E move
13.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.29
IV
121.9%
B/E move
11.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.58
IV
123.7%
B/E move
10.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.87
IV
125.5%
B/E move
8.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.16
IV
127.3%
B/E move
7.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.45
IV
129.0%
B/E move
5.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.60
IV
151.1%
B/E move
4.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.95
IV
178.0%
B/E move
3.9%

Options history

No recorded observations