Financial Services Finance Reference Data Updated 2026-05-31

KEY Gamma Exposure, IV Rank & Implied Volatility

KeyCorp (KEY) options data — GEX, IV rank, options chain & Greeks

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.

IV Rank 18.0 /100
IV 56.1%
Simulated data for display · open live KEY on the platform →

An IV rank near 18.0 (the value shown here is illustrative) would mean implied volatility is in roughly the 18.0th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live KEY IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 35.71%91.17%

Chart shows simulated data for display purposes. View the real KEY IV history on the live platform →

Comprehensive options market data for KeyCorp (KEY).

KEY Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 20% - 45%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Moderate
IV Range
20% - 45%
Market Cap
$15B+
Weeklies
No

1 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.

2 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.

3 KEY Implied Volatility & IV Rank

KEY implied volatility reflects interest rate sensitivity and credit cycle dynamics. IV spikes during financial stress events and Fed policy shifts.

Low IV Environment
20% - 26%
Below average volatility
Typical IV Range
26% - 38%
Normal conditions
Elevated IV
38% - 45%
Above average volatility

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.

View KEY Volatility Lab

KEY 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:

View Live KEY GEX

4 Common KEY Options Strategies

These are strategies commonly used by traders on KEY options, based on typical market characteristics. This is not investment advice.

Popular for KEY shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on KEY.

Range-bound strategy for KEY between events.

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

Frequently Asked Questions: 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.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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