KKR Real Estate Finance Trust Inc. (KREF) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

KKR Real Estate Finance T...

NYSE: KREF · Real-Time Price · USD
9.05
0.11 (1.23%)
At close: Oct 03, 2025, 3:59 PM
9.12
0.72%
After-hours: Oct 03, 2025, 06:02 PM EDT

KREF Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for KREF across all expirations is 1,525.94 shares per 1% move, with 2,225.38 from calls and 699.44 from puts. The put-call GEX ratio of 0.31 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

KREF GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 928.23 -393.96 534.27 0.42
Nov 21, 25 0 0 0 n/a
Jan 16, 26 1,271.74 -242.56 1,029.18 0.19
Apr 17, 26 25.41 -62.92 -37.51 2.48