KORU Options History — May 2021 In May 2021, KORU traded between $382.00 and $457.20. ATM implied volatility averaged 72.2%. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 7.4% (HV 20d: 64.8%). Max pain ranged from $300.00 to $400.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 2.06.
Notable Days 2021-05-12 : Highest Volume — 6 contracts2021-05-11 : Largest IV spike — 51.0% change2021-05-12 : Largest Expected Move — 23.6%Monthly Statistics Metric Avg Min Max Open Close Price $415.34 $382.00 $457.20 $413.30 $427.60 Max Pain $347.50 $300.00 $400.00 $350.00 $400.00 ATM IV 72.2% 61.2% 96.0% 73.3% 61.8% Expected Move 20.4% 17.0% 23.6% 21.0% 17.7% HV 20d 64.8% 46.5% 75.7% 46.8% 71.4% HV 60d 64.9% 60.2% 67.8% 61.2% 65.3% Term Structure 1.2% -11.1% 13.8% -1.0% 0.3% VWIV 67.8% 56.2% 77.8% 68.8% 71.8% Skew 25d 10.8% -3.8% 25.8% 5.3% 4.6% Skew 10d 19.3% -5.5% 45.8% 7.2% -5.5% Call IV 25d 59.5% 48.5% 71.5% 63.6% 57.1% Put IV 25d 70.3% 59.8% 97.3% 68.9% 61.7% Bid-Ask Spread % 116.22 106.77 131.33 125.91 121.05 Gamma HHI 0.18 0.15 0.22 0.16 0.20 Net GEX 10.7K 7.7K 13.0K 10.0K 12.5K Net DEX -375.5K -480.9K -221.7K -343.9K -440.8K Net VEX -1.3K -1.5K -864 -1.1K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.06 0.00 21.00 0.00 5.00 Total Volume 0.65 0 6 0 1 Total OI 23 19 27 20 25
Daily Data (20 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 2021-05-03 $413.30 $350.00 73.3% 21.0% 46.8% 0.0% 0.0% 5.3% -1.0% 10.0K -343.9K -1.1K 0.00 125.91 N/A N/A 0 0 19 1 2021-05-04 $409.70 $350.00 76.3% 21.9% 46.8% 0.0% 0.0% 4.2% -0.3% 9.9K -332.6K -1.1K 0.00 125.31 N/A N/A 1 0 19 1 2021-05-05 $414.70 $350.00 68.9% 19.7% 46.5% 0.0% 68.8% 3.8% -0.3% 10.1K -336.4K -1.1K 4.00 131.33 N/A N/A 0 0 18 1 2021-05-06 $436.40 $300.00 66.9% 19.2% 49.8% 0.0% 0.0% 23.0% 3.3% 10.9K -400.9K -1.1K 0.00 109.62 N/A N/A 1 0 18 2 2021-05-07 $457.20 $300.00 61.2% 17.0% 51.8% 0.0% 0.0% 16.7% 13.8% 10.8K -472.3K -1.1K 0.00 108.25 N/A N/A 0 0 18 2 2021-05-10 $455.90 $300.00 63.6% 18.4% 51.4% 0.0% 63.5% 9.3% 9.8% 10.4K -480.9K -1.0K 0.00 106.77 N/A N/A 0 0 17 2 2021-05-11 $436.80 $300.00 96.0% 21.1% 50.3% 0.0% 0.0% 25.8% -2.2% 9.2K -374.5K -1.0K 0.00 112.37 N/A N/A 0 0 17 2 2021-05-12 $382.00 $300.00 82.2% 23.6% 68.2% 0.0% 77.8% 9.6% -3.4% 7.7K -221.7K -864 0.00 110.07 N/A N/A 6 0 17 2 2021-05-13 $394.40 $300.00 76.5% 21.9% 68.4% 0.0% 0.0% 23.7% -1.7% 10.7K -357.8K -1.4K 0.00 109.62 N/A N/A 0 0 23 2 2021-05-14 $410.60 $300.00 71.8% 20.6% 70.5% 0.0% 0.0% 7.5% 2.9% 13.0K -429.6K -1.5K 0.00 116.70 N/A N/A 0 0 23 2 2021-05-17 $389.00 $300.00 80.1% 23.0% 72.5% 0.0% 0.0% 25.7% -11.1% 10.5K -342.6K -1.4K 0.00 111.07 N/A N/A 0 0 23 2 2021-05-18 $409.60 $300.00 71.6% 20.5% 75.6% 0.0% 71.2% -3.8% 1.1% 12.9K -413.6K -1.4K 21.00 116.92 N/A N/A 0 2 23 2 2021-05-19 $400.50 $400.00 75.9% 21.7% 75.7% 0.0% 0.0% 7.2% -0.4% 10.6K -357.5K -1.5K 0.00 110.34 N/A N/A 0 0 23 4 2021-05-20 $411.40 $400.00 69.7% 20.0% 75.3% 0.0% 0.0% 16.4% 1.4% 11.8K -382.8K -1.4K 0.00 116.28 N/A N/A 0 0 23 4 2021-05-21 $396.20 $400.00 71.7% 20.6% 74.2% 0.0% 73.3% 1.0% 2.8% 9.3K -313.2K -1.4K 3.00 113.90 N/A N/A 0 1 23 4 2021-05-24 $408.00 $400.00 67.0% 19.2% 74.7% 0.0% 68.4% 15.9% 5.5% 9.5K -335.4K -1.4K 0.00 117.53 N/A N/A 0 0 21 3 2021-05-25 $418.10 $400.00 73.8% 21.2% 75.4% 0.0% 0.0% 5.8% 0.2% 10.9K -387.2K -1.4K 0.00 121.09 N/A N/A 1 0 21 3 2021-05-26 $421.30 $400.00 71.2% 20.4% 75.6% 0.0% 56.2% 4.1% -0.3% 11.5K -410.9K -1.4K 0.00 120.50 N/A N/A 0 0 22 3 2021-05-27 $414.20 $400.00 64.3% 18.4% 75.6% 0.0% 59.2% 9.2% 2.5% 11.6K -375.5K -1.4K 0.00 119.70 N/A N/A 0 0 22 3 2021-05-28 $427.60 $400.00 61.8% 17.7% 71.4% 0.0% 71.8% 4.6% 0.3% 12.5K -440.8K -1.4K 5.00 121.05 N/A N/A 0 1 22 3
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