KORU Options History — February 2021 In February 2021, KORU traded between $398.20 and $482.50. ATM implied volatility averaged 99.7%. The 30-day expected move averaged 28.3%. IV traded below realized volatility by 2.1% (HV 20d: 101.8%). Max pain ranged from $380.00 to $430.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.18.
Notable Days 2021-02-17 : Highest Volume — 13 contracts2021-02-05 : Largest IV drop — 26.9% change2021-02-01 : Largest Expected Move — 33.4%Monthly Statistics Metric Avg Min Max Open Close Price $450.61 $398.20 $482.50 $448.90 $398.20 Max Pain $387.89 $380.00 $430.00 $430.00 $380.00 ATM IV 99.7% 87.4% 119.6% 116.5% 109.3% Expected Move 28.3% 26.2% 33.4% 33.4% 31.3% HV 20d 101.8% 85.4% 117.2% 117.2% 85.4% HV 60d 88.3% 87.4% 89.2% 89.2% 87.4% Term Structure 4.1% -9.3% 15.6% -9.3% -7.3% VWIV 102.3% 91.3% 119.2% 118.0% 117.8% Skew 25d 17.7% -5.1% 33.8% 32.3% 18.2% Skew 10d 13.9% -5.0% 33.2% 29.4% 22.5% Call IV 25d 86.4% 63.4% 112.7% 84.1% 96.8% Put IV 25d 104.1% 84.6% 124.7% 116.4% 115.0% Bid-Ask Spread % 101.76 88.28 115.63 105.67 103.80 Gamma HHI 0.11 0.09 0.29 0.11 0.09 Net GEX 9.5K 6.1K 24.8K 6.2K 6.5K Net DEX -598.8K -750.4K -410.0K -518.2K -410.0K Net VEX -2.0K -2.2K -1.8K -2.0K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.00 1.00 1.00 0.43 Total Volume 2.053 0 13 0 2 Total OI 28.632 24 40 25 29
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 2021-02-01 $448.90 $430.00 116.5% 33.4% 117.2% 0.0% 118.0% 32.3% -9.3% 6.2K -518.2K -2.0K 1.00 105.67 N/A N/A 0 0 21 4 2021-02-02 $457.20 $430.00 108.6% 31.1% 114.0% 0.0% 119.2% 24.5% 3.1% 6.4K -563.5K -2.0K 0.03 109.98 N/A N/A 3 0 21 4 2021-02-03 $468.60 $430.00 94.4% 27.1% 111.5% 0.0% 99.6% 13.2% 10.7% 8.0K -661.9K -2.2K 0.40 108.31 N/A N/A 1 0 24 4 2021-02-04 $446.40 $380.00 119.6% 28.9% 112.9% 0.0% 0.0% 23.7% 2.0% 7.6K -597.2K -2.1K 0.29 94.71 N/A N/A 1 0 24 4 2021-02-05 $464.50 $380.00 87.4% 28.8% 112.2% 0.0% 98.8% 17.9% 4.2% 9.0K -662.3K -2.2K 0.00 88.28 N/A N/A 1 0 25 4 2021-02-08 $447.10 $380.00 110.3% 28.7% 103.1% 0.0% 99.4% 15.8% 0.5% 8.5K -578.7K -2.0K 0.05 92.47 N/A N/A 2 0 23 4 2021-02-09 $456.10 $380.00 98.3% 27.6% 103.5% 0.0% 102.6% 16.9% 12.3% 10.1K -613.7K -2.0K 0.09 92.45 N/A N/A 1 0 24 4 2021-02-10 $463.70 $380.00 97.7% 28.0% 103.5% 0.0% 97.8% 8.9% 5.9% 11.4K -686.4K -2.1K 0.00 97.08 N/A N/A 1 0 25 4 2021-02-11 $480.60 $380.00 96.1% 27.5% 104.5% 0.0% 91.3% 8.6% 5.8% 11.7K -734.8K -2.1K 0.00 94.31 N/A N/A 3 0 25 4 2021-02-12 $482.50 $380.00 93.0% 26.7% 104.2% 0.0% 0.0% 10.4% 9.3% 12.1K -750.4K -2.0K 0.00 95.75 N/A N/A 0 0 25 4 2021-02-16 $477.30 $380.00 91.3% 26.2% 97.4% 0.0% 99.7% 18.4% 8.4% 12.3K -722.5K -1.9K 0.00 100.95 N/A N/A 2 0 24 4 2021-02-17 $464.20 $380.00 92.9% 26.6% 97.9% 0.0% 94.1% 31.5% 8.5% 12.1K -664.0K -1.9K 0.01 101.70 N/A N/A 13 0 24 4 2021-02-18 $444.40 $380.00 96.0% 27.5% 97.7% 0.0% 0.0% 10.0% 7.3% 24.8K -574.9K -1.9K 0.00 115.63 N/A N/A 0 0 36 4 2021-02-19 $465.40 $380.00 96.7% 27.7% 96.2% 0.0% 94.4% 13.5% -3.9% 6.8K -708.3K -1.9K 0.09 105.11 N/A N/A 1 0 36 4 2021-02-22 $432.70 $380.00 101.6% 29.1% 96.7% 0.0% 101.0% 33.8% -0.7% 6.1K -497.8K -1.8K 0.00 102.13 N/A N/A 1 0 20 4 2021-02-23 $435.20 $380.00 94.4% 27.1% 94.5% 0.0% 0.0% 32.7% 2.3% 6.7K -489.9K -1.8K 0.33 105.96 N/A N/A 0 0 21 4 2021-02-24 $419.90 $380.00 96.1% 27.5% 94.3% 0.0% 98.7% 10.4% 2.5% 6.6K -445.7K -1.8K 0.23 105.87 N/A N/A 4 1 21 4 2021-02-25 $408.60 $380.00 94.1% 27.0% 86.7% 0.0% 101.5% -5.1% 15.6% 6.8K -496.6K -1.9K 0.46 113.21 N/A N/A 1 1 23 5 2021-02-26 $398.20 $380.00 109.3% 31.3% 85.4% 0.0% 117.8% 18.2% -7.3% 6.5K -410.0K -1.9K 0.43 103.80 N/A N/A 1 1 24 5
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