KORU Options History — June 2021

In June 2021, KORU traded between $412.00 and $454.40. ATM implied volatility averaged 59.1%, placing in the 2.5% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 7.5% (HV 20d: 51.6%). Max pain ranged from $390.00 to $500.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.84.

Notable Days

  • 2021-06-23: Highest Volume — 11 contracts
  • 2021-06-28: Largest IV spike — 29.4% change
  • 2021-06-28: Highest IV Rank — 14.0%
  • 2021-06-03: Largest Expected Move — 19.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$436.80$412.00$454.40$448.80$441.60
Max Pain$418.64$390.00$500.00$400.00$410.00
ATM IV59.1%49.7%68.7%62.8%53.0%
Expected Move17.0%14.3%19.0%18.0%15.2%
HV 20d51.6%35.2%73.6%73.3%35.2%
HV 60d58.2%53.5%65.4%65.4%53.5%
IV Rank2.5%0.0%14.0%0.0%3.1%
IV Percentile3.1%0.0%20.5%0.0%1.5%
Term Structure4.9%-7.0%9.3%0.3%6.8%
VWIV56.0%44.3%65.7%51.9%59.0%
Skew 25d8.9%-5.9%26.5%26.5%7.1%
Skew 10d13.8%8.2%29.8%16.2%11.5%
Call IV 25d52.3%47.3%67.7%58.1%53.9%
Put IV 25d61.2%46.4%84.5%84.5%61.0%
Bid-Ask Spread %125.08112.49142.10119.15135.60
Gamma HHI0.200.110.340.230.12
Net GEX11.4K3.4K19.6K12.5K4.6K
Net DEX-388.9K-581.0K-186.8K-523.8K-214.4K
Net VEX-1.0K-1.4K-796-1.4K-799
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.009.000.000.11
Total Volume1.18201100
Total OI21.22711282612

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$448.80$400.0062.8%18.0%73.3%0.0%0.0%26.5%0.3%12.5K-523.8K-1.4K0.00119.15N/AN/A00224
2021-06-02$442.70$400.0063.5%18.2%73.4%0.0%51.9%-5.9%-1.1%12.7K-501.3K-1.4K0.00123.68N/AN/A01224
2021-06-03$437.50$500.0063.6%19.0%73.6%0.0%0.0%11.3%4.1%13.1K-489.8K-1.3K0.00116.27N/AN/A00223
2021-06-04$454.40$500.0060.4%18.3%72.6%0.0%44.3%21.5%5.7%14.9K-581.0K-1.3K0.00112.49N/AN/A20223
2021-06-07$444.90$500.0068.7%18.8%71.0%0.0%65.7%6.0%3.8%16.2K-548.2K-1.3K0.00112.60N/AN/A00243
2021-06-08$436.70$390.0066.4%18.4%71.3%0.0%0.0%6.0%4.3%15.9K-498.6K-1.3K0.00119.42N/AN/A00243
2021-06-09$421.50$390.0066.0%18.9%70.8%0.0%0.0%15.8%5.7%15.4K-427.3K-1.2K0.00115.55N/AN/A00243
2021-06-10$435.30$390.0061.6%17.6%51.5%0.0%62.3%17.0%6.2%17.5K-484.4K-1.2K0.00118.21N/AN/A00243
2021-06-11$435.70$410.0057.3%16.4%50.7%0.0%0.0%7.4%7.9%19.6K-503.0K-1.1K9.00126.84N/AN/A01244
2021-06-14$439.20$410.0057.2%16.4%49.0%0.0%0.0%10.1%7.7%18.2K-524.0K-1.1K0.00124.75N/AN/A00243
2021-06-15$438.00$410.0060.1%17.2%44.1%0.0%0.0%11.4%4.6%19.2K-521.2K-1.0K0.00123.67N/AN/A00243
2021-06-16$426.50$410.0057.6%16.5%42.1%0.0%0.0%6.0%7.5%18.4K-441.9K-9750.00127.08N/AN/A00243
2021-06-17$424.90$410.0058.0%16.6%41.2%0.0%0.0%6.9%1.6%19.0K-432.6K-9300.00125.25N/AN/A00243
2021-06-18$412.00$410.0056.9%16.3%41.8%0.0%0.0%5.3%6.1%3.4K-384.7K-8170.00127.23N/AN/A00243
2021-06-21$425.50$410.0056.5%16.2%40.8%0.0%56.4%13.5%6.9%3.9K-186.8K-8240.00123.28N/AN/A00101
2021-06-22$427.30$410.0058.0%16.6%39.6%1.6%0.0%8.3%5.2%4.1K-194.9K-8340.00130.20N/AN/A00111
2021-06-23$431.60$410.0053.8%15.4%38.9%0.0%56.1%5.6%7.2%4.2K-205.2K-8340.11130.51N/AN/A101111
2021-06-24$446.40$410.0051.5%14.8%40.5%0.0%0.0%-3.1%8.2%4.8K-225.6K-8440.00132.63N/AN/A00111
2021-06-25$452.90$410.0049.7%14.3%40.0%0.0%52.5%4.9%9.3%5.0K-234.3K-8400.00131.50N/AN/A00111
2021-06-28$445.70$410.0064.3%18.4%39.2%14.0%0.0%7.2%-7.0%4.9K-227.9K-8360.00142.10N/AN/A00111
2021-06-29$440.40$410.0053.3%15.3%35.5%3.4%59.0%8.0%7.6%4.4K-205.1K-7960.11133.66N/AN/A101101
2021-06-30$441.60$410.0053.0%15.2%35.2%3.1%0.0%7.1%6.8%4.6K-214.4K-7990.00135.60N/AN/A00111