KORU Options History — July 2021

In July 2021, KORU traded between $376.70 and $438.50. ATM implied volatility averaged 67.3%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 22.9% (HV 20d: 44.3%). Max pain ranged from $380.00 to $410.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.09.

Notable Days

2021-07-21: Highest Volume — 2 contracts
2021-07-07: Largest IV spike — 38.7% change
2021-07-08: Highest IV Rank — 44.9%
2021-07-29: Largest Expected Move — 21.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$403.70	$376.70	$438.50	$432.30	$376.70
Max Pain	$382.86	$380.00	$410.00	$410.00	$380.00
ATM IV	67.3%	51.3%	96.7%	56.9%	63.3%
Expected Move	17.4%	14.7%	21.2%	16.3%	18.2%
HV 20d	44.3%	33.2%	56.2%	35.7%	56.2%
HV 60d	55.0%	53.4%	56.7%	53.5%	56.7%
IV Rank	16.7%	1.5%	44.9%	6.8%	13.0%
IV Percentile	27.0%	0.7%	79.1%	4.4%	21.9%
Term Structure	2.5%	-6.1%	11.8%	3.5%	1.9%
VWIV	57.1%	48.7%	64.9%	51.0%	48.7%
Skew 25d	6.7%	3.4%	19.1%	6.0%	7.4%
Skew 10d	10.3%	6.2%	14.6%	10.2%	11.5%
Call IV 25d	56.7%	46.9%	73.3%	55.8%	59.8%
Put IV 25d	63.4%	51.7%	85.2%	61.8%	67.2%
Bid-Ask Spread %	128.73	121.64	138.03	132.97	128.40
Gamma HHI	0.15	0.12	0.20	0.12	0.16
Net GEX	3.6K	2.5K	4.6K	4.2K	3.8K
Net DEX	-155.5K	-209.2K	-119.3K	-199.5K	-133.1K
Net VEX	-822	-995	-696	-787	-920
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.00	0.50	0.00	0.00
Total Volume	0.238	0	2	0	0
Total OI	11.952	10	13	12	13

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	Call OI	Put OI
2021-07-01	$432.30	$410.00	56.9%	16.3%	35.7%	6.8%	0.0%	6.0%	3.5%	4.2K	-199.5K	-787	0.00	132.97	N/A	N/A	0	11	1
2021-07-02	$438.50	$410.00	53.9%	15.5%	33.2%	4.0%	0.0%	4.0%	3.3%	4.5K	-209.2K	-785	0.00	138.03	N/A	N/A	0	11	1
2021-07-06	$429.70	$380.00	61.7%	17.0%	33.2%	11.4%	0.0%	4.8%	1.4%	3.8K	-187.7K	-755	0.00	122.47	N/A	N/A	0	10	1
2021-07-07	$421.00	$380.00	85.6%	18.5%	33.3%	34.3%	0.0%	6.9%	-1.4%	3.9K	-186.3K	-747	0.00	129.66	N/A	N/A	0	10	1
2021-07-08	$391.10	$380.00	96.7%	18.3%	40.4%	44.9%	0.0%	7.4%	5.4%	3.1K	-136.1K	-696	0.00	132.13	N/A	N/A	0	10	1
2021-07-09	$399.80	$380.00	73.6%	16.9%	39.4%	22.8%	0.0%	17.2%	2.9%	2.7K	-128.9K	-796	0.00	125.11	N/A	N/A	0	10	2
2021-07-12	$410.10	$380.00	87.5%	17.1%	40.7%	36.1%	0.0%	6.8%	1.8%	2.8K	-140.0K	-791	0.00	122.67	N/A	N/A	1	10	2
2021-07-13	$407.10	$380.00	94.5%	17.0%	40.6%	42.8%	51.0%	4.1%	2.9%	3.1K	-150.6K	-820	0.50	122.56	N/A	N/A	0	11	2
2021-07-14	$414.90	$380.00	59.5%	17.1%	41.4%	9.4%	0.0%	4.1%	0.9%	3.2K	-166.1K	-839	0.00	126.74	N/A	N/A	0	11	2
2021-07-15	$418.90	$380.00	62.1%	17.8%	40.6%	11.8%	0.0%	6.9%	-0.3%	4.6K	-173.4K	-842	0.00	132.97	N/A	N/A	0	11	2
2021-07-16	$406.60	$380.00	58.8%	16.9%	41.8%	8.7%	0.0%	3.6%	-0.1%	2.9K	-147.4K	-813	0.00	124.63	N/A	N/A	0	11	2
2021-07-19	$376.90	$380.00	70.2%	20.1%	48.5%	19.6%	64.0%	19.1%	10.5%	2.5K	-119.3K	-756	0.00	126.08	N/A	N/A	0	8	2
2021-07-20	$396.80	$380.00	61.9%	17.7%	50.8%	11.6%	0.0%	3.6%	-1.5%	3.0K	-133.7K	-784	0.00	134.41	N/A	N/A	0	8	2
2021-07-21	$388.80	$380.00	61.5%	17.6%	51.1%	11.3%	64.9%	4.1%	-2.9%	3.0K	-119.4K	-760	0.00	137.44	N/A	N/A	2	8	2
2021-07-22	$398.60	$380.00	51.3%	14.7%	51.9%	1.5%	48.7%	4.3%	11.8%	4.2K	-158.8K	-846	0.00	128.00	N/A	N/A	1	10	2
2021-07-23	$397.00	$380.00	53.9%	15.5%	50.0%	4.0%	0.0%	5.8%	5.0%	4.2K	-155.3K	-840	0.22	129.79	N/A	N/A	1	10	2
2021-07-26	$393.10	$380.00	57.8%	16.6%	49.4%	7.7%	0.0%	11.4%	3.8%	4.1K	-144.7K	-809	0.00	124.96	N/A	N/A	0	10	2
2021-07-27	$383.10	$380.00	64.1%	18.4%	49.7%	13.7%	0.0%	3.4%	4.0%	3.9K	-143.3K	-927	0.00	125.29	N/A	N/A	0	11	2
2021-07-28	$394.60	$380.00	63.4%	18.2%	51.4%	13.1%	0.0%	5.1%	5.1%	4.1K	-154.9K	-962	0.00	121.64	N/A	N/A	0	11	2
2021-07-29	$402.20	$380.00	74.0%	21.2%	52.1%	23.2%	0.0%	5.7%	-6.1%	4.2K	-177.5K	-995	0.00	137.33	N/A	N/A	0	11	2
2021-07-30	$376.70	$380.00	63.3%	18.2%	56.2%	13.0%	0.0%	7.4%	1.9%	3.8K	-133.1K	-920	0.00	128.40	N/A	N/A	0	11	2