KORU Options History — September 2021 In September 2021, KORU traded between $271.60 and $360.10. ATM implied volatility averaged 76.5%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 12.9% (HV 20d: 63.5%). Max pain ranged from $240.00 to $350.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.25.
Notable Days 2021-09-02 : Highest Volume — 2 contracts2021-09-27 : Largest IV spike — 67.1% change2021-09-29 : Highest IV Rank — 67.8%2021-09-29 : Largest Expected Move — 34.6%Monthly Statistics Metric Avg Min Max Open Close Price $312.09 $271.60 $360.10 $359.50 $276.80 Max Pain $256.67 $240.00 $350.00 $350.00 $300.00 ATM IV 76.5% 54.6% 120.7% 54.6% 115.3% Expected Move 22.0% 15.6% 34.6% 15.6% 33.0% HV 20d 63.5% 59.0% 70.9% 59.2% 66.4% HV 60d 55.6% 51.5% 61.4% 51.5% 61.4% IV Rank 25.5% 4.6% 67.8% 4.6% 62.6% IV Percentile 48.4% 4.5% 98.5% 4.5% 96.5% Term Structure -3.2% -33.3% 18.5% 9.8% -21.2% VWIV 77.2% 60.4% 114.7% 67.7% 85.9% Skew 25d 10.9% -23.2% 79.4% 12.7% 79.4% Skew 10d 14.0% -24.4% 113.1% 3.7% -6.8% Call IV 25d 76.6% 50.3% 155.4% 63.7% 80.6% Put IV 25d 87.5% 62.7% 160.1% 76.4% 160.1% Bid-Ask Spread % 138.78 123.18 154.31 123.18 153.20 Gamma HHI 0.12 0.07 0.16 0.12 0.15 Net GEX 4.7K 3.0K 6.7K 6.7K 3.8K Net DEX -232.4K -490.7K -144.6K -490.7K -188.2K Net VEX -868 -1.1K -708 -1.1K -860 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 1.50 0.00 0.00 Total Volume 0.714 0 2 1 0 Total OI 23 17 29 29 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 2021-09-01 $359.50 $350.00 54.6% 15.6% 59.2% 4.6% 0.0% 12.7% 9.8% 6.7K -490.7K -1.1K 0.00 123.18 N/A N/A 1 0 25 4 2021-09-02 $346.50 $240.00 62.2% 17.9% 59.8% 11.9% 67.7% 10.7% 6.0% 5.2K -316.2K -1.0K 0.90 127.88 N/A N/A 1 1 20 4 2021-09-03 $360.10 $240.00 55.5% 17.7% 60.9% 5.5% 0.0% 14.4% 4.8% 6.1K -346.7K -937 0.00 127.81 N/A N/A 0 0 20 4 2021-09-07 $345.50 $240.00 66.3% 18.5% 62.3% 15.8% 0.0% 7.8% 3.4% 5.5K -324.4K -1.0K 0.00 136.28 N/A N/A 0 0 21 4 2021-09-08 $328.50 $240.00 66.3% 19.0% 62.8% 15.8% 71.0% 7.6% 1.6% 5.5K -239.2K -911 1.50 130.48 N/A N/A 1 1 21 4 2021-09-09 $313.50 $240.00 67.3% 19.3% 64.2% 16.8% 61.7% 4.5% 4.4% 4.9K -196.6K -859 0.00 132.60 N/A N/A 1 0 21 4 2021-09-10 $312.60 $240.00 66.7% 19.1% 63.1% 16.2% 0.0% 4.6% 2.7% 4.8K -184.2K -824 0.00 135.84 N/A N/A 2 0 21 5 2021-09-13 $318.60 $240.00 67.1% 19.2% 63.1% 16.6% 0.0% 7.8% 2.5% 5.3K -217.7K -849 0.00 138.59 N/A N/A 0 0 21 4 2021-09-14 $318.80 $240.00 69.3% 19.9% 63.0% 18.7% 0.0% 6.8% -1.1% 5.2K -219.6K -842 0.00 135.65 N/A N/A 0 0 23 4 2021-09-15 $329.00 $240.00 66.9% 19.2% 59.1% 16.4% 0.0% 3.5% 3.1% 5.8K -247.0K -845 0.00 135.74 N/A N/A 0 0 23 4 2021-09-16 $311.70 $240.00 67.8% 19.4% 61.8% 17.2% 60.4% 9.0% 3.1% 5.0K -192.2K -798 0.00 137.54 N/A N/A 1 0 23 4 2021-09-17 $305.50 $240.00 70.3% 20.2% 59.0% 19.6% 0.0% 5.0% -2.0% 3.6K -180.1K -750 0.00 137.28 N/A N/A 2 0 23 4 2021-09-20 $281.20 $240.00 81.0% 23.2% 65.9% 29.9% 82.0% 13.0% -0.1% 3.0K -144.6K -708 0.00 134.91 N/A N/A 0 0 15 2 2021-09-21 $285.60 $240.00 85.0% 24.4% 63.9% 33.7% 114.7% -4.3% -25.5% 3.4K -171.2K -795 0.36 152.71 N/A N/A 1 0 17 2 2021-09-22 $293.50 $240.00 72.4% 20.8% 61.8% 21.7% 74.6% 15.8% 7.0% 4.0K -183.9K -795 0.00 137.77 N/A N/A 0 0 17 2 2021-09-23 $312.60 $240.00 74.1% 21.2% 66.5% 23.3% 0.0% 8.6% -1.0% 4.9K -250.6K -923 0.00 138.87 N/A N/A 0 0 18 2 2021-09-24 $297.10 $240.00 63.0% 18.1% 67.5% 12.7% 0.0% 7.6% 18.5% 4.6K -214.9K -886 0.00 139.36 N/A N/A 0 0 18 2 2021-09-27 $304.30 $300.00 105.4% 30.2% 66.1% 53.1% 85.9% -23.2% -30.4% 4.3K -227.3K -895 0.50 154.31 N/A N/A 0 0 17 2 2021-09-28 $281.40 $300.00 108.7% 31.2% 70.9% 56.3% 0.0% 34.6% -18.8% 3.6K -183.6K -819 0.00 152.26 N/A N/A 1 0 17 2 2021-09-29 $271.60 $300.00 120.7% 34.6% 67.1% 67.8% 0.0% 3.2% -33.3% 3.4K -162.5K -782 0.00 152.16 N/A N/A 0 2 17 2 2021-09-30 $276.80 $300.00 115.3% 33.0% 66.4% 62.6% 0.0% 79.4% -21.2% 3.8K -188.2K -860 0.00 153.20 N/A N/A 0 0 18 2
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