KORU Options History — October 2021 In October 2021, KORU traded between $234.30 and $288.60. ATM implied volatility averaged 91.1%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 22.8% (HV 20d: 68.2%). Max pain ranged from $240.00 to $300.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.58.
Notable Days 2021-10-20 : Highest Volume — 19 contracts2021-10-13 : Largest IV drop — 54.5% change2021-10-12 : Highest IV Rank — 100.0%2021-10-01 : Largest Expected Move — 34.3%Monthly Statistics Metric Avg Min Max Open Close Price $264.20 $234.30 $288.60 $274.40 $260.70 Max Pain $268.57 $240.00 $300.00 $300.00 $280.00 ATM IV 91.1% 67.3% 163.6% 119.6% 80.8% Expected Move 22.5% 19.3% 34.3% 34.3% 23.2% HV 20d 68.2% 62.9% 76.3% 65.8% 66.5% HV 60d 62.4% 59.5% 64.2% 59.8% 63.3% IV Rank 38.0% 15.4% 100.0% 66.7% 27.2% IV Percentile 64.2% 34.6% 100.0% 98.0% 61.2% Term Structure -2.9% -26.9% 20.8% -26.9% -7.2% VWIV 72.8% 65.0% 84.5% 70.6% 67.2% Skew 25d 10.9% -5.9% 27.1% 4.9% 9.9% Skew 10d 14.6% -23.2% 23.6% -23.2% 20.5% Call IV 25d 74.1% 60.2% 161.9% 161.9% 76.0% Put IV 25d 85.0% 63.0% 166.8% 166.8% 85.9% Bid-Ask Spread % 131.12 116.60 153.69 153.69 130.72 Gamma HHI 0.20 0.16 0.30 0.18 0.23 Net GEX 3.3K 2.1K 3.9K 3.3K 3.8K Net DEX -162.5K -248.7K -64.5K -150.3K -188.6K Net VEX -695 -920 -578 -920 -578 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.00 3.33 0.50 0.43 Total Volume 6.762 0 19 0 14 Total OI 22.286 21 23 22 23
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 2021-10-01 $274.40 $300.00 119.6% 34.3% 65.8% 66.7% 0.0% 4.9% -26.9% 3.3K -150.3K -920 0.50 153.69 N/A N/A 0 0 18 4 2021-10-04 $263.90 $280.00 143.1% 27.2% 63.7% 89.3% 70.6% 5.3% -6.7% 2.9K -139.1K -875 0.00 133.44 N/A N/A 0 0 18 4 2021-10-05 $259.50 $280.00 100.6% 25.2% 63.0% 48.6% 0.0% 20.5% -14.5% 3.0K -109.8K -797 1.00 124.16 N/A N/A 0 0 18 4 2021-10-06 $240.70 $280.00 104.6% 23.3% 65.4% 52.5% 79.2% 15.3% 20.8% 2.1K -64.5K -673 3.33 116.60 N/A N/A 1 2 18 4 2021-10-07 $253.60 $280.00 105.2% 23.0% 68.5% 53.0% 0.0% 18.1% -0.2% 2.8K -97.9K -777 0.00 126.58 N/A N/A 0 0 18 4 2021-10-08 $248.20 $240.00 110.1% 25.4% 68.6% 57.7% 84.5% 16.2% -11.9% 2.8K -96.9K -778 0.00 125.53 N/A N/A 0 1 19 4 2021-10-11 $248.00 $240.00 137.2% 23.8% 67.8% 83.5% 0.0% 11.0% -1.2% 3.3K -126.1K -688 0.00 127.01 N/A N/A 0 0 19 2 2021-10-12 $234.30 $250.00 163.6% 24.2% 69.3% 100.0% 0.0% 11.9% -2.2% 2.8K -90.5K -630 0.00 130.15 N/A N/A 0 0 19 3 2021-10-13 $250.60 $250.00 74.4% 21.3% 73.6% 21.7% 0.0% 8.6% 1.1% 3.5K -116.8K -673 0.00 134.12 N/A N/A 0 0 19 3 2021-10-14 $262.40 $250.00 72.9% 20.9% 74.9% 20.3% 0.0% 11.4% -0.1% 3.7K -130.8K -662 0.00 131.21 N/A N/A 2 0 19 3 2021-10-15 $271.70 $250.00 69.7% 20.0% 76.3% 17.5% 0.0% 10.8% 2.2% 3.3K -143.3K -676 0.00 130.57 N/A N/A 0 0 19 3 2021-10-18 $264.40 $250.00 71.5% 20.5% 71.2% 19.1% 84.3% 10.3% 5.8% 3.2K -193.4K -663 0.50 131.30 N/A N/A 0 0 20 3 2021-10-19 $277.80 $250.00 67.3% 19.3% 73.4% 15.4% 71.3% 7.0% -3.4% 3.5K -219.6K -691 0.00 128.08 N/A N/A 0 0 20 3 2021-10-20 $274.10 $280.00 67.9% 19.5% 72.7% 15.9% 71.8% 27.1% 2.4% 3.5K -216.1K -711 0.30 129.51 N/A N/A 15 4 20 3 2021-10-21 $269.50 $280.00 69.5% 19.9% 68.4% 17.4% 69.9% 16.3% -2.7% 3.4K -202.4K -670 0.30 133.25 N/A N/A 15 4 20 3 2021-10-22 $268.90 $280.00 69.8% 20.0% 66.4% 17.6% 68.8% 8.0% -0.8% 3.1K -192.6K -591 0.30 131.84 N/A N/A 15 4 20 2 2021-10-25 $282.30 $280.00 70.6% 20.2% 68.4% 18.3% 75.0% 8.8% 1.2% 3.3K -220.7K -621 0.30 132.89 N/A N/A 15 4 20 2 2021-10-26 $288.60 $280.00 71.5% 20.5% 63.0% 19.1% 70.0% 17.3% -6.9% 3.6K -248.7K -641 0.31 132.50 N/A N/A 14 4 20 2 2021-10-27 $277.60 $280.00 74.5% 21.4% 63.3% 21.7% 65.0% -5.9% -8.4% 3.7K -228.7K -662 0.43 134.19 N/A N/A 10 4 20 2 2021-10-28 $277.10 $280.00 67.9% 19.5% 62.9% 16.0% 68.2% -3.1% -0.9% 3.9K -235.3K -620 0.43 136.13 N/A N/A 10 4 21 2 2021-10-29 $260.70 $280.00 80.8% 23.2% 66.5% 27.2% 67.2% 9.9% -7.2% 3.8K -188.6K -578 0.43 130.72 N/A N/A 10 4 21 2
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