KORU Options History — August 2021

In August 2021, KORU traded between $304.40 and $414.60. ATM implied volatility averaged 66.4%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 10.3% (HV 20d: 56.2%). Max pain ranged from $350.00 to $380.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.18.

Notable Days

  • 2021-08-24: Highest Volume — 10 contracts
  • 2021-08-09: Largest IV spike — 43.6% change
  • 2021-08-24: Highest IV Rank — 37.0%
  • 2021-08-24: Largest Expected Move — 25.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$353.71$304.40$414.60$378.20$349.30
Max Pain$361.36$350.00$380.00$380.00$350.00
ATM IV66.4%56.5%88.4%67.4%68.2%
Expected Move18.9%16.2%25.3%19.3%19.6%
HV 20d56.2%51.1%60.4%55.8%59.9%
HV 60d49.9%46.6%56.1%55.6%51.2%
IV Rank16.0%6.5%37.0%16.9%17.7%
IV Percentile30.3%5.7%68.0%32.1%39.0%
Term Structure4.4%-15.2%13.7%0.1%-3.4%
VWIV73.4%51.4%89.7%84.5%71.3%
Skew 25d10.8%2.8%28.5%7.6%6.9%
Skew 10d11.4%0.7%22.7%12.9%11.6%
Call IV 25d59.2%49.3%77.3%63.1%64.5%
Put IV 25d70.0%55.0%105.8%70.8%71.4%
Bid-Ask Spread %123.62117.41134.10131.25124.47
Gamma HHI0.150.100.160.160.12
Net GEX4.0K2.0K6.2K3.9K6.2K
Net DEX-142.2K-459.7K43.2K-132.9K-459.7K
Net VEX-851-1.2K-522-897-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.005.003.000.00
Total Volume1.13601005
Total OI16.86413291329

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$378.20$380.0067.4%19.3%55.8%16.9%0.0%7.6%0.1%3.9K-132.9K-8970.00131.25N/AN/A00112
2021-08-03$395.70$380.0056.5%16.2%58.5%6.5%0.0%2.8%10.3%4.6K-168.3K-9553.00133.83N/AN/A00112
2021-08-04$410.50$380.0061.4%17.6%59.9%11.1%0.0%14.5%4.1%4.8K-202.4K-9890.00134.10N/AN/A00112
2021-08-05$414.60$360.0062.3%18.2%53.5%12.0%0.0%19.1%3.8%5.0K-195.0K-9830.00117.41N/AN/A00112
2021-08-06$398.80$360.0058.6%17.8%55.0%8.4%0.0%5.7%5.2%4.8K-165.0K-9420.00118.66N/AN/A00112
2021-08-09$398.20$360.0084.1%18.5%54.2%32.8%0.0%12.2%5.8%4.7K-162.6K-9220.00126.18N/AN/A00112
2021-08-10$381.10$360.0067.7%19.6%56.2%17.2%0.0%4.9%5.6%4.3K-122.5K-8570.00120.02N/AN/A00112
2021-08-11$373.30$360.0062.3%17.9%55.9%12.0%84.5%8.3%7.4%4.2K-106.9K-8370.00120.50N/AN/A00113
2021-08-12$358.50$360.0061.7%17.7%56.9%11.4%51.4%5.4%6.1%3.6K-78.5K-7821.00122.52N/AN/A11113
2021-08-13$347.90$360.0061.1%17.5%56.9%10.8%76.8%8.6%11.4%3.2K-64.7K-7170.00123.08N/AN/A01112
2021-08-16$342.00$350.0064.7%18.5%51.1%14.3%0.0%12.5%6.6%3.0K-50.3K-7230.00120.08N/AN/A00123
2021-08-17$319.10$360.0068.1%19.5%51.5%17.5%68.4%9.5%8.6%2.3K18.4K-5985.00120.37N/AN/A01124
2021-08-18$325.20$360.0062.5%17.9%52.4%12.2%89.7%9.4%8.5%2.6K11.5K-6230.00122.22N/AN/A01124
2021-08-19$307.80$360.0070.0%20.1%53.2%19.3%71.4%12.6%4.5%2.0K43.2K-5220.00121.25N/AN/A00124
2021-08-20$304.40$360.0067.0%19.2%53.1%16.5%0.0%7.5%13.7%2.0K28.0K-5430.00121.90N/AN/A30124
2021-08-23$317.90$360.0065.8%18.9%56.8%15.4%0.0%5.9%2.5%2.2K-5.5K-5580.00121.69N/AN/A00113
2021-08-24$334.30$360.0088.4%25.3%60.4%37.0%0.0%28.5%-15.2%3.8K-103.1K-8270.02128.20N/AN/A100143
2021-08-25$335.30$360.0066.5%19.1%59.0%16.0%0.0%10.2%-2.1%4.0K-92.3K-7850.00122.31N/AN/A00143
2021-08-26$322.80$360.0068.1%19.5%59.0%17.6%71.3%15.5%6.1%5.4K-344.0K-1.2K0.45123.62N/AN/A11243
2021-08-27$336.80$360.0058.6%16.8%58.2%8.5%0.0%13.5%11.0%5.8K-382.5K-1.2K0.00121.86N/AN/A00243
2021-08-30$329.90$350.0070.7%20.3%58.3%20.0%0.0%15.8%-4.6%5.9K-393.3K-1.2K0.00124.04N/AN/A00254
2021-08-31$349.30$350.0068.2%19.6%59.9%17.7%0.0%6.9%-3.4%6.2K-459.7K-1.2K0.00124.47N/AN/A50254