Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

KKR Real Estate Finance Trust (KREF) had 30-Day Implied Volatility (Mean) of 0.5175 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2854
Historical Volatility (Parkinson)	0.2175
Implied Volatility (Calls)	0.3974
Implied Volatility (Puts)	0.6376
Implied Volatility (Mean)	0.5175
Put-Call Implied Volatility Ratio	1.6042
Implied Volatility Skew	0.2103
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.7749