Implied Volatility (Mean) (90-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 90-Day Implied Volatility (Mean) of 0.3880 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3755
Historical Volatility (Parkinson)	0.3485
Implied Volatility (Calls)	0.4114
Implied Volatility (Puts)	0.3646
Implied Volatility (Mean)	0.3880
Put-Call Implied Volatility Ratio	0.8862
Implied Volatility Skew	0.1182
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	7.9695