KKRKKR & Co. Inc.
Options Analysis Report•INVESTMENT ADVICE
Market Cap $92.4B|NYSE
● 2026-04-17$103.60
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +5.8%YTD -19.6%7D +13.6%
Options Vol
13,126
30D
Implied Move
±13.9%
IV Rank
57%
KKR Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 80.7% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.29x — IV premium over HV
Sector Relative≤50%
Sector percentile 92% — above sector median
Term Structure
<1.1xFront/Back 1.05x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 48.0% — normal range
Spread-Adjusted Value
<80%Effective IV 66.1% (ATM 48.0% + spread 9.1% + bias) — fair
Execution Efficiency
<3.0%Total drag 12.61% (spread 9.07% + slippage 3.54%) — high friction
Vega Efficiency
≥5.0Vega efficiency 21.87 (vega 19.836 / spread 9.07%) — efficient
Sentiment
Bullish or bearish?
5.1
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: -8%, Raw: +4%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -8% (neutral) — Raw: +4%
OI Skew Magnitude
≥15%|OI skew| 4.3% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +14.5%, OI skew -4.3% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 26%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -15%, ATM: -6%, OTM: +11% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 43% — bullish vs sector
Activity
Unusual activity?
4.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 4.1% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +5.7% (5d) — building
Sector Relative≥60%
Sector activity percentile 47% — neutral vs sector
Trade Quality
≥30%Large trade volume 25% — mixed
Execution Urgency
≥60%Aggressive execution 44% — patient
Flow Conviction
≥30Conviction -8 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 9.1% — wide
Adequate OI
≥10,000OI 320,830 — deep
Active Volume
≥500Volume 13,126/day — active
Reasonable Cost
≤$0.50$0.45 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 93% — much wider than sector
Order Book Depth
≥100 contractsDepth 262.1 contracts (bid:138.0 ask:124.1) — adequate
Execution Quality
<1.0%Avg slippage 3.54% — poor
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +4.6% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 81% — seller opportunity
Event Detection
≥10pts kinkIV kink -0.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 381.45 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: Earnings in 18d (low risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -8% @ 54% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 55 (ITM 20% + inst 25%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.0
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.6
bullishIV fair, mixed flow
Covered Call5.5
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.