KORU Options History — March 2021

In March 2021, KORU traded between $362.80 and $424.40. ATM implied volatility averaged 89.9%. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 19.4% (HV 20d: 70.6%). Max pain ranged from $340.00 to $390.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.37.

Notable Days

  • 2021-03-10: Highest Volume — 2 contracts
  • 2021-03-09: Largest IV drop — 8.6% change
  • 2021-03-02: Largest Expected Move — 29.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$393.17$362.80$424.40$424.40$408.30
Max Pain$357.83$340.00$390.00$390.00$340.00
ATM IV89.9%73.8%106.3%101.9%73.8%
Expected Move25.6%21.2%29.4%29.2%21.2%
HV 20d70.6%57.9%80.4%71.8%77.9%
HV 60d86.5%85.2%87.6%87.5%85.3%
Term Structure3.6%-4.8%10.2%-1.1%5.7%
VWIV86.1%63.8%114.0%114.0%74.6%
Skew 25d20.3%-16.2%41.3%25.6%5.2%
Skew 10d15.9%-26.8%34.9%17.3%9.5%
Call IV 25d70.5%61.0%95.6%75.7%66.1%
Put IV 25d90.8%50.4%108.0%101.3%71.3%
Bid-Ask Spread %110.3591.35124.67106.80122.52
Gamma HHI0.130.100.470.100.12
Net GEX7.7K5.7K16.0K6.3K10.1K
Net DEX-377.8K-467.4K-273.7K-467.4K-423.2K
Net VEX-1.6K-1.9K-1.4K-1.9K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.003.000.000.00
Total Volume0.5220210
Total OI26.26122292723

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-03-01$424.40$390.00101.9%29.2%71.8%0.0%114.0%25.6%-1.1%6.3K-467.4K-1.9K0.00106.80N/AN/A10225
2021-03-02$412.00$390.00102.5%29.4%58.5%0.0%100.6%11.4%-1.7%6.3K-430.1K-1.9K0.00110.54N/AN/A00225
2021-03-03$407.60$390.0099.6%28.6%57.9%0.0%90.2%12.6%0.9%6.2K-436.2K-1.9K0.00112.95N/AN/A00225
2021-03-04$385.70$380.00105.1%28.7%59.3%0.0%92.6%39.7%0.6%5.9K-347.3K-1.8K0.00100.00N/AN/A10225
2021-03-05$403.90$380.0099.9%27.4%60.6%0.0%0.0%41.3%2.2%6.5K-378.3K-1.8K0.0091.35N/AN/A10225
2021-03-08$374.70$380.00106.3%28.9%63.0%0.0%0.0%37.9%0.5%5.7K-305.4K-1.6K0.1398.45N/AN/A10225
2021-03-09$383.20$380.0097.2%27.2%63.2%0.0%77.1%32.9%2.9%6.5K-349.3K-1.6K0.33104.18N/AN/A00235
2021-03-10$364.80$380.0094.9%27.2%63.9%0.0%88.0%33.0%4.7%5.8K-273.7K-1.5K0.06104.13N/AN/A20235
2021-03-11$396.60$350.0089.8%25.7%71.7%0.0%0.0%27.9%-1.3%7.1K-406.6K-1.7K0.00103.86N/AN/A00245
2021-03-12$389.00$350.0093.5%26.8%69.9%0.0%0.0%29.7%3.7%6.9K-383.6K-1.7K3.00104.17N/AN/A00245
2021-03-15$404.60$350.0090.6%26.0%72.0%0.0%90.9%23.7%-4.8%8.0K-438.4K-1.7K0.60111.49N/AN/A10245
2021-03-16$407.80$350.0088.8%25.5%72.2%0.0%0.0%23.3%5.9%7.9K-454.6K-1.7K0.00120.00N/AN/A10245
2021-03-17$413.30$350.0086.4%24.8%72.2%0.0%0.0%33.1%6.1%8.2K-441.2K-1.6K2.00104.13N/AN/A00245
2021-03-18$383.30$350.0089.3%25.6%75.2%0.0%94.8%11.9%5.1%7.5K-359.8K-1.6K1.00105.83N/AN/A00245
2021-03-19$399.20$340.0082.4%23.6%74.7%0.0%93.7%26.1%4.8%16.0K-390.6K-1.6K0.00105.98N/AN/A20245
2021-03-22$401.20$340.0087.2%25.0%70.7%0.0%80.7%14.1%6.9%7.3K-374.3K-1.6K0.00120.36N/AN/A10202
2021-03-23$364.50$340.0081.8%23.4%77.8%0.0%63.8%4.5%10.2%7.2K-303.6K-1.4K0.00113.73N/AN/A10212
2021-03-24$362.80$340.0082.8%23.7%77.1%0.0%0.0%18.4%5.9%7.4K-294.0K-1.4K0.00117.46N/AN/A00212
2021-03-25$376.80$340.0078.9%22.6%78.4%0.0%72.3%-16.2%7.1%8.0K-312.0K-1.4K0.00114.61N/AN/A00212
2021-03-26$397.20$340.0075.0%21.5%80.4%0.0%72.7%15.7%8.5%9.1K-377.1K-1.5K0.00119.03N/AN/A00212
2021-03-29$387.50$340.0081.3%23.3%77.1%0.0%0.0%8.1%3.6%8.9K-361.2K-1.5K0.00121.85N/AN/A00212
2021-03-30$394.50$340.0079.5%22.8%76.9%0.0%0.0%7.3%5.6%9.3K-382.0K-1.5K0.00124.67N/AN/A00212
2021-03-31$408.30$340.0073.8%21.2%77.9%0.0%74.6%5.2%5.7%10.1K-423.2K-1.5K0.00122.52N/AN/A00212