KKR Real Estate Finance T... (KREF)
NYSE: KREF
· Real-Time Price · USD
9.60
-0.11 (-1.13%)
At close: Sep 12, 2025, 3:59 PM
9.59
-0.05%
After-hours: Sep 12, 2025, 06:40 PM EDT
KREF Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for KREF across all expirations is 1,368.87 shares per 1% move, with 2,401.65 from calls and 1,032.78 from puts. The put-call GEX ratio of 0.43 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 |
|---|---|---|---|---|
| Sep 19, 25 | 247.13 | -7.19 | 239.94 | 0.03 |
| Oct 17, 25 | 961.73 | -727.57 | 234.16 | 0.76 |
| Jan 16, 26 | 1,192.53 | -263.92 | 928.61 | 0.22 |
| Apr 17, 26 | 0.26 | -34.1 | -33.84 | 131.15 |