KORU Options History — April 2021 In April 2021, KORU traded between $413.30 and $467.50. ATM implied volatility averaged 69.6%. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 13.4% (HV 20d: 56.2%). Max pain ranged from $330.00 to $350.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.08.
Notable Days 2021-04-13 : Highest Volume — 13 contracts2021-04-06 : Largest IV spike — 26.4% change2021-04-05 : Largest Expected Move — 21.6%Monthly Statistics Metric Avg Min Max Open Close Price $442.55 $413.30 $467.50 $416.90 $413.30 Max Pain $335.24 $330.00 $350.00 $340.00 $350.00 ATM IV 69.6% 58.9% 95.0% 62.9% 67.7% Expected Move 19.4% 16.9% 21.6% 18.0% 19.4% HV 20d 56.2% 40.8% 75.4% 75.4% 49.4% HV 60d 75.1% 60.1% 84.5% 84.0% 61.9% Term Structure 3.0% -5.4% 14.1% 14.1% 3.9% VWIV 65.5% 51.2% 75.1% 66.7% 57.5% Skew 25d 12.3% 3.5% 27.9% 7.6% 6.0% Skew 10d 15.3% 4.9% 19.2% 13.2% 9.9% Call IV 25d 54.4% 43.6% 63.9% 63.9% 58.8% Put IV 25d 66.7% 58.1% 80.0% 71.6% 64.8% Bid-Ask Spread % 115.42 100.59 129.35 129.35 125.13 Gamma HHI 0.13 0.11 0.20 0.13 0.16 Net GEX 11.4K 9.8K 15.6K 10.3K 9.9K Net DEX -538.4K -711.7K -365.7K -472.1K -365.7K Net VEX -1.4K -1.6K -1.2K -1.5K -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.08 0.00 1.00 0.00 0.00 Total Volume 1.048 0 13 2 0 Total OI 22.476 20 25 23 20
Daily Data (21 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 2021-04-01 $416.90 $340.00 62.9% 18.0% 75.4% 0.0% 66.7% 7.6% 14.1% 10.3K -472.1K -1.5K 0.00 129.35 N/A N/A 2 0 21 2 2021-04-05 $434.80 $330.00 59.1% 21.6% 75.1% 0.0% 51.2% 27.9% 1.4% 11.8K -558.1K -1.5K 0.00 100.59 N/A N/A 1 0 23 2 2021-04-06 $437.50 $330.00 74.7% 20.4% 69.1% 0.0% 0.0% 25.5% 1.9% 12.0K -586.4K -1.6K 0.00 104.77 N/A N/A 1 0 23 2 2021-04-07 $428.20 $330.00 69.0% 19.5% 69.6% 0.0% 0.0% 10.4% 2.8% 12.8K -556.3K -1.5K 0.00 112.42 N/A N/A 0 0 23 2 2021-04-08 $436.00 $330.00 72.9% 19.8% 66.7% 0.0% 0.0% 22.4% 1.7% 12.7K -588.3K -1.5K 0.00 110.21 N/A N/A 0 0 23 2 2021-04-09 $427.70 $330.00 76.0% 20.9% 61.1% 0.0% 0.0% 21.4% -3.5% 12.9K -546.7K -1.5K 0.00 110.56 N/A N/A 0 0 23 2 2021-04-12 $420.90 $330.00 92.5% 20.7% 61.0% 0.0% 61.3% 5.3% -5.4% 12.8K -518.3K -1.4K 0.00 111.29 N/A N/A 0 0 23 2 2021-04-13 $444.50 $330.00 95.0% 19.9% 62.4% 0.0% 63.2% 16.6% 1.6% 12.6K -619.4K -1.4K 0.22 111.40 N/A N/A 11 2 23 2 2021-04-14 $454.20 $330.00 70.5% 20.2% 62.7% 0.0% 0.0% 5.9% 2.9% 11.9K -677.3K -1.5K 0.00 112.34 N/A N/A 1 0 23 2 2021-04-15 $467.50 $330.00 66.9% 19.2% 63.2% 0.0% 64.3% 6.3% 2.5% 11.9K -711.7K -1.4K 0.00 113.58 N/A N/A 1 0 23 2 2021-04-16 $459.30 $330.00 68.0% 19.5% 56.2% 0.0% 0.0% 19.7% 2.6% 15.6K -672.8K -1.4K 0.00 114.09 N/A N/A 0 0 22 2 2021-04-19 $456.40 $330.00 68.7% 19.7% 55.2% 0.0% 74.9% 19.1% 1.7% 9.8K -542.7K -1.3K 1.00 112.19 N/A N/A 0 0 19 1 2021-04-20 $455.90 $330.00 69.2% 19.8% 55.3% 0.0% 68.5% 6.6% 3.4% 9.9K -532.3K -1.3K 0.00 117.90 N/A N/A 0 0 19 1 2021-04-21 $449.10 $330.00 66.8% 19.2% 41.0% 0.0% 0.0% 16.7% 4.6% 10.2K -480.9K -1.3K 0.00 113.25 N/A N/A 0 0 19 1 2021-04-22 $430.60 $330.00 68.8% 19.7% 44.8% 0.0% 75.1% 5.7% 3.4% 9.8K -443.0K -1.3K 0.00 113.27 N/A N/A 1 0 19 1 2021-04-23 $449.80 $330.00 62.9% 18.0% 45.4% 0.0% 74.8% 15.2% 1.2% 10.4K -502.4K -1.3K 0.00 119.04 N/A N/A 0 0 19 1 2021-04-26 $459.00 $350.00 58.9% 16.9% 42.6% 0.0% 0.0% 5.5% 11.1% 10.0K -504.1K -1.3K 0.00 122.79 N/A N/A 0 0 19 1 2021-04-27 $453.20 $350.00 64.1% 18.4% 41.6% 0.0% 62.8% 3.5% 3.7% 10.1K -490.8K -1.3K 0.00 122.71 N/A N/A 0 0 19 1 2021-04-28 $452.30 $350.00 62.7% 18.0% 41.5% 0.0% 0.0% 5.3% 4.4% 11.3K -476.7K -1.2K 0.00 123.94 N/A N/A 1 0 19 1 2021-04-29 $446.40 $350.00 63.7% 18.3% 40.8% 0.0% 57.5% 6.6% 3.8% 11.3K -460.2K -1.2K 0.00 123.05 N/A N/A 1 0 19 1 2021-04-30 $413.30 $350.00 67.7% 19.4% 49.4% 0.0% 0.0% 6.0% 3.9% 9.9K -365.7K -1.2K 0.00 125.13 N/A N/A 0 0 19 1
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