KORU Options History — January 2021 In January 2021, KORU traded between $399.20 and $529.90. ATM implied volatility averaged 105.7%. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 21.1% (HV 20d: 84.6%). Max pain ranged from $420.00 to $450.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.19.
Notable Days 2021-01-15 : Highest Volume — 11 contracts2021-01-11 : Largest IV spike — 56.4% change2021-01-29 : Largest Expected Move — 36.2%Monthly Statistics Metric Avg Min Max Open Close Price $479.97 $399.20 $529.90 $416.20 $399.20 Max Pain $430.56 $420.00 $450.00 $450.00 $430.00 ATM IV 105.7% 82.5% 154.4% 82.5% 126.4% Expected Move 28.4% 22.5% 36.2% 23.6% 36.2% HV 20d 84.6% 73.1% 109.9% 76.5% 109.9% Term Structure 3.1% -9.0% 14.4% 5.6% 5.1% VWIV 93.0% 68.0% 108.8% 77.4% 102.6% Skew 25d 21.5% -2.5% 45.8% 15.8% 19.9% Skew 10d 18.8% -14.2% 41.2% 10.0% 37.0% Call IV 25d 85.8% 67.6% 108.6% 72.0% 108.6% Put IV 25d 107.3% 81.2% 136.9% 87.8% 128.5% Bid-Ask Spread % 99.43 88.37 113.19 105.68 113.19 Gamma HHI 0.14 0.11 0.23 0.18 0.11 Net GEX 3.9K 387 6.7K 387 5.4K Net DEX -358.7K -665.1K -37.4K -37.4K -422.1K Net VEX -1.1K -2.0K -86 -86 -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.19 0.00 2.00 0.22 0.09 Total Volume 1.895 0 11 1 1 Total OI 14.632 3 25 3 25
Daily Data (19 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 2021-01-04 $416.20 $0.00 82.5% 23.6% 0.0% 0.0% 77.4% 15.8% 5.6% 387 -37.4K -86 0.22 105.68 N/A N/A 1 0 1 2 2021-01-05 $447.30 $450.00 92.2% 22.5% 0.0% 0.0% 78.5% 6.1% 6.6% 672 -60.7K -135 0.07 101.09 N/A N/A 2 0 2 2 2021-01-06 $444.80 $430.00 89.1% 24.0% 0.0% 0.0% 68.0% 6.9% 0.4% 1.2K -100.7K -278 0.17 102.75 N/A N/A 1 0 4 3 2021-01-07 $469.30 $430.00 90.6% 23.9% 0.0% 0.0% 80.9% -2.5% 11.6% 1.1K -114.0K -278 0.13 102.66 N/A N/A 1 0 4 3 2021-01-08 $529.90 $430.00 98.7% 26.2% 76.5% 0.0% 0.0% 0.3% -5.8% 1.2K -176.7K -355 0.00 101.80 N/A N/A 3 0 4 3 2021-01-11 $519.80 $430.00 154.4% 27.3% 76.5% 0.0% 108.8% 17.9% 11.5% 2.0K -212.5K -529 0.00 88.37 N/A N/A 2 0 6 3 2021-01-12 $506.20 $430.00 133.4% 29.7% 77.0% 0.0% 0.0% 19.5% -3.5% 2.7K -254.0K -680 0.00 90.51 N/A N/A 2 0 8 3 2021-01-13 $506.80 $430.00 102.0% 29.2% 75.2% 0.0% 0.0% 22.3% -0.1% 3.9K -300.5K -829 0.00 92.39 N/A N/A 0 0 9 3 2021-01-14 $517.20 $430.00 101.7% 29.2% 73.1% 0.0% 93.5% 19.3% 5.9% 4.2K -315.7K -822 0.00 94.18 N/A N/A 2 0 9 3 2021-01-15 $466.70 $430.00 103.7% 29.7% 83.9% 0.0% 106.3% 29.3% 0.9% 2.6K -206.6K -661 0.01 94.07 N/A N/A 11 0 8 3 2021-01-19 $472.00 $430.00 104.2% 29.9% 83.5% 0.0% 103.6% 44.5% 4.1% 5.3K -521.0K -1.7K 0.00 94.98 N/A N/A 0 0 17 2 2021-01-20 $491.70 $430.00 94.9% 27.2% 82.5% 0.0% 93.9% 21.9% 14.4% 5.5K -560.9K -1.7K 0.00 97.99 N/A N/A 2 0 17 2 2021-01-21 $524.50 $420.00 97.4% 27.9% 82.1% 0.0% 98.8% 24.1% 3.0% 6.6K -663.1K -1.8K 0.06 92.07 N/A N/A 2 0 19 2 2021-01-22 $490.70 $430.00 99.6% 28.6% 84.3% 0.0% 103.3% 43.5% 2.3% 5.9K -569.4K -1.8K 0.15 98.15 N/A N/A 1 0 18 2 2021-01-25 $516.00 $430.00 100.6% 28.8% 83.6% 0.0% 0.0% 28.1% 1.1% 6.7K -665.1K -1.9K 2.00 99.96 N/A N/A 0 1 19 2 2021-01-26 $495.70 $430.00 110.3% 31.6% 86.3% 0.0% 102.6% 45.8% -9.0% 6.4K -614.3K -1.9K 0.27 97.27 N/A N/A 1 0 19 3 2021-01-27 $443.80 $430.00 118.0% 33.8% 97.7% 0.0% 0.0% 39.1% -0.8% 6.2K -483.8K -1.8K 0.42 110.71 N/A N/A 1 1 20 3 2021-01-28 $461.60 $430.00 108.1% 31.0% 96.8% 0.0% 0.0% 7.5% 5.7% 6.2K -537.4K -2.0K 0.00 111.43 N/A N/A 1 0 21 4 2021-01-29 $399.20 $430.00 126.4% 36.2% 109.9% 0.0% 0.0% 19.9% 5.1% 5.4K -422.1K -1.9K 0.09 113.19 N/A N/A 1 0 21 4
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