Financial Services · Finance
KEY Implied Volatility, IV Rank & Options Chain
KeyCorp (KEY) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for KeyCorp (KEY).
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KEY options trade with implied volatility typically in the 20% - 45% range, averaging N/A in daily volume with moderate liquidity. Next earnings: See earnings calendar.
KEY implied volatility
As of 2026-10-26As of 2026-10-26, KEY's 30-day implied volatility is 24.9%, placing its 1-year IV percentile at 29.0 — above 29.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
KEY live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live KEY chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
KEY options at a glance
- Daily volume
- N/A
- IV range
- 20% - 45%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About KeyCorp (KEY)
KeyCorp operates KeyBank National Association, providing consumer and commercial banking services across 15 states with a focus on relationship-based financial solutions.
Company profile
- Sector
- Financial Services
- Industry
- Banks - Regional
- Market cap
- $15B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
KeyCorp operates in the Financial Services sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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KEY options market overview
KEY options provide moderate liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Not available
- LEAPS available
- Yes
Liquidity assessment: Moderate
KEY options are available for trading across multiple expirations.
KEY implied volatility and IV rank
KEY implied volatility reflects interest rate sensitivity and credit cycle dynamics. IV spikes during financial stress events and Fed policy shifts.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short KEY options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
KEY IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for KEY, on today's chain.
Open KEY in IV IntelligenceKEY gamma exposure (GEX)
Gamma Exposure analysis for KEY reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. KEY tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on KEY right now, strike by strike.
See live KEY GEXCommon KEY options strategies
These are strategies commonly used by traders on KEY options, based on typical market characteristics. This is not investment advice.
Key considerations for KEY options
- KEY options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
KEY key events
Earnings months. January, April, July, October
KEY options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns KEY's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/KEY"What is KEY's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on KEY in the console, more prompts for KEY, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about KEY options.
What is KEY's typical implied volatility?
KEY implied volatility typically ranges from 20% - 45%.
Does KEY have weekly options?
KEY may have limited weekly options.
What is KEY's options trading profile?
KEY (KeyCorp) options trade with moderate liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 20% - 45% range. The position sits in the Financial Services category for portfolio diversification and options strategy design.
How does KEY implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on KEY?
Popular strategies on KEY options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 20% - 45% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is KEY's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence KEY's intraday price action. KEY tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live KEY GEX levels and the gamma-flip point on ApexVol.
What is KEY's IV rank?
KEY's IV rank shows where KEY's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. KEY implied volatility typically ranges from 20% - 45%. Check KEY's live IV rank and percentile on ApexVol's IV analytics.
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