KORU Options History — December 2020 In December 2020, KORU traded between $301.80 and $387.00. ATM implied volatility averaged 79.5%. The 30-day expected move averaged 22.8%. Max pain ranged from $330.00 to $330.00. Net GEX was positive for 10 of 11 trading days. Term structure was in contango for 2 of 11 days. Put/call ratio averaged 0.10.
Notable Days 2020-12-28 : Highest Volume — 3 contracts2020-12-24 : Largest IV drop — 15.7% change2020-12-23 : Largest Expected Move — 26.4%Monthly Statistics Metric Avg Min Max Open Close Price $340.80 $301.80 $387.00 $335.00 $383.30 Max Pain $330.00 $330.00 $330.00 $330.00 $330.00 ATM IV 79.5% 73.3% 92.0% 75.0% 81.3% Expected Move 22.8% 21.0% 26.4% 21.5% 23.3% Term Structure -5.4% -17.8% 3.3% 1.2% -4.1% VWIV 109.1% 101.9% 116.4% 101.9% 116.4% Skew 25d 5.9% -4.7% 19.3% 6.1% 7.0% Skew 10d 39.9% 19.9% 81.3% 37.4% 77.8% Call IV 25d 99.3% 86.0% 111.3% 91.2% 92.2% Put IV 25d 105.2% 97.4% 115.2% 97.4% 99.3% Bid-Ask Spread % 135.50 128.93 141.06 134.84 133.25 Gamma HHI 0.43 0.25 0.78 0.33 0.59 Net GEX 320 -23 1.2K 47 1.2K Net DEX -35.9K -119.1K -2.4K -7.5K -119.1K Net VEX -107 -232 -54 -55 -232 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.00 0.50 0.00 0.00 Total Volume 0.545 0 3 0 0 Total OI 3.818 3 6 3 6
Daily Data (11 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-12-16 $335.00 $330.00 75.0% 21.5% 0.0% 0.0% 0.0% 6.1% 1.2% 47 -7.5K -55 0.00 134.84 N/A N/A 0 0 1 2 2020-12-17 $332.40 $330.00 74.0% 21.2% 0.0% 0.0% 0.0% 6.0% -0.7% 44 -7.3K -55 0.00 135.80 N/A N/A 0 0 1 2 2020-12-18 $325.00 $330.00 73.3% 21.0% 0.0% 0.0% 0.0% 3.4% 3.3% 31 -6.2K -59 0.00 136.72 N/A N/A 0 0 1 2 2020-12-21 $317.20 $330.00 78.7% 22.6% 0.0% 0.0% 0.0% 3.9% -3.5% 16 -5.1K -60 0.00 139.19 N/A N/A 0 0 1 2 2020-12-22 $301.80 $330.00 81.7% 23.4% 0.0% 0.0% 0.0% 4.5% -3.8% -23 -2.4K -70 0.00 141.06 N/A N/A 0 0 1 2 2020-12-23 $321.70 $330.00 92.0% 26.4% 0.0% 0.0% 0.0% -4.7% -17.8% 38 -6.9K -54 0.00 132.38 N/A N/A 0 0 1 2 2020-12-24 $335.20 $330.00 77.5% 22.2% 0.0% 0.0% 0.0% 4.0% -10.7% 39 -7.3K -55 0.00 135.72 N/A N/A 0 0 1 2 2020-12-28 $344.90 $330.00 82.9% 23.8% 0.0% 0.0% 0.0% 3.9% -4.8% 110 -15.8K -77 0.00 137.40 N/A N/A 3 0 1 2 2020-12-29 $365.30 $330.00 79.3% 22.7% 0.0% 0.0% 101.9% 11.3% -9.3% 1.0K -101.0K -231 0.00 135.21 N/A N/A 3 0 4 2 2020-12-30 $387.00 $330.00 78.5% 22.5% 0.0% 0.0% 116.4% 19.3% -9.0% 1.0K -116.5K -226 0.50 128.93 N/A N/A 0 0 4 2 2020-12-31 $383.30 $330.00 81.3% 23.3% 0.0% 0.0% 0.0% 7.0% -4.1% 1.2K -119.1K -232 0.00 133.25 N/A N/A 0 0 4 2
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