Something to keep an eye on: Mostly large institutional traders are showing a long build up in $KRE. Net option volume delta is 382 K!
$KRE is facing a lot of negative pressure with an imbalance of -368 K. Learn more about net option delta
$KRE is facing a lot of negative pressure with an imbalance of -160 K. Learn more about net option delta
30-Day Downside Put Protection Falls to Lowest Level in 11 months
KREState Street SPDR S&P Regional Banking ETF73.58-0.72 (-1.0%)
The cost to protect downside risk fell to 2.2%, the lowest level since Sep 2, 2025 when it was at 2.2%. The 52-Week average is 2.9% and the 52-Week range is 2.2% - 5.0%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 11 months
KREState Street SPDR S&P Regional Banking ETF73.68-0.62 (-0.8%)
The IV30 fell to 20.8, the lowest level since Sep 3, 2025 when it traded at 20.9. Stock Option traders are pricing in an average daily move of ±1.3%. The 52-Week historical volatility is 19.9 with an average daily move of ±1.3%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 11 months
KREState Street SPDR S&P Regional Banking ETF73.68-0.62 (-0.8%)
The cost to protect downside risk fell to 2.2%, the lowest level since Sep 3, 2025 when it was at 2.2%. The 52-Week average is 2.9% and the 52-Week range is 2.2% - 5.0%.
