KORU Options History — November 2021

In November 2021, KORU traded between $225.30 and $271.00. ATM implied volatility averaged 81.7%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 26.5% (HV 20d: 55.1%). Max pain ranged from $130.00 to $250.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.48.

Notable Days

  • 2021-11-11: Highest Volume — 21 contracts
  • 2021-11-03: Largest IV spike — 24.3% change
  • 2021-11-29: Highest IV Rank — 47.5%
  • 2021-11-29: Largest Expected Move — 29.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$254.18$225.30$271.00$263.90$225.30
Max Pain$175.71$130.00$250.00$250.00$230.00
ATM IV81.7%62.0%103.8%62.0%100.4%
Expected Move22.5%17.8%29.8%17.8%28.8%
HV 20d55.1%46.6%66.3%65.3%64.1%
HV 60d62.3%60.1%64.7%63.1%64.1%
IV Rank28.0%10.8%47.5%10.8%44.4%
IV Percentile59.6%16.8%89.5%16.8%85.4%
Term Structure-4.4%-26.9%11.7%1.1%-21.4%
VWIV79.8%67.2%104.2%72.5%102.9%
Skew 25d10.2%-0.2%31.3%9.2%13.5%
Skew 10d21.2%6.0%81.0%19.1%22.4%
Call IV 25d77.0%58.7%102.4%73.3%99.2%
Put IV 25d87.3%72.0%115.3%82.4%112.7%
Bid-Ask Spread %123.48118.40133.72133.72123.39
Gamma HHI0.270.150.690.220.39
Net GEX1.9K-13.0K3.9K3.6K2.5K
Net DEX-149.9K-221.2K-81.0K-182.3K-81.0K
Net VEX-481-609-323-525-323
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.360.600.360.58
Total Volume18.23816211616
Total OI25.33322282224

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$263.90$250.0062.0%17.8%65.3%10.8%72.5%9.2%1.1%3.6K-182.3K-5250.36133.72N/AN/A124202
2021-11-02$271.00$250.0062.9%18.0%65.6%11.6%87.6%5.9%-9.1%3.9K-221.2K-5980.36133.66N/AN/A124223
2021-11-03$261.80$250.0078.2%22.4%60.6%25.0%78.8%0.4%-1.4%3.1K-166.8K-5100.37130.97N/AN/A124203
2021-11-04$261.20$130.0080.9%19.4%57.9%27.4%67.2%9.6%5.8%2.6K-160.2K-5140.51122.36N/AN/A126204
2021-11-05$260.50$130.0083.8%21.3%57.3%29.9%70.3%9.7%-3.4%2.3K-154.3K-6090.51121.88N/AN/A126206
2021-11-08$262.30$130.0092.5%20.2%57.3%37.5%71.3%9.7%4.5%2.2K-162.7K-5520.45122.74N/AN/A136206
2021-11-09$257.10$130.0091.2%20.3%53.6%36.4%70.1%7.6%2.4%3.4K-167.3K-4950.45120.18N/AN/A136224
2021-11-10$244.40$130.0071.8%20.6%51.7%19.4%77.5%10.6%8.9%2.9K-130.0K-4910.44121.72N/AN/A146224
2021-11-11$251.80$130.0066.2%19.0%50.0%14.4%70.6%13.6%11.7%2.6K-146.7K-4830.47119.70N/AN/A147225
2021-11-12$263.00$130.0070.7%20.3%50.9%18.4%77.0%7.5%6.7%3.1K-179.2K-5670.47118.40N/AN/A147226
2021-11-15$264.70$130.0073.3%21.0%50.1%20.7%76.7%-0.2%-3.6%3.1K-175.3K-5290.47120.94N/AN/A147226
2021-11-16$262.70$130.0074.3%21.3%46.6%21.6%75.6%15.4%-3.0%2.3K-167.3K-4990.47121.38N/AN/A147226
2021-11-17$252.70$130.0084.4%24.2%48.2%30.5%77.9%6.9%4.9%2.5K-139.6K-4920.47121.99N/AN/A147226
2021-11-18$248.20$130.0075.0%21.5%48.2%22.2%74.3%8.6%-9.6%475-110.9K-4360.45122.32N/AN/A146225
2021-11-19$249.30$130.0087.0%24.9%48.3%32.7%75.6%7.3%-6.9%-13.0K-110.4K-4430.45121.61N/AN/A146226
2021-11-22$266.30$230.0073.4%21.0%51.1%20.8%75.0%31.3%-5.6%2.6K-183.6K-4550.55120.08N/AN/A106204
2021-11-23$258.70$230.0083.3%23.9%51.0%29.5%78.2%10.1%-8.9%2.6K-160.4K-4120.57122.63N/AN/A106193
2021-11-24$256.70$230.00101.0%29.0%49.5%45.0%92.4%13.4%-21.3%2.8K-165.9K-4550.57125.31N/AN/A106203
2021-11-26$225.80$230.0099.0%28.4%66.3%43.3%100.7%12.5%-16.8%2.6K-84.8K-3450.58123.91N/AN/A106203
2021-11-29$230.40$230.00103.8%29.8%64.3%47.5%104.2%12.4%-26.9%2.4K-97.2K-3590.60124.11N/AN/A106204
2021-11-30$225.30$230.00100.4%28.8%64.1%44.4%102.9%13.5%-21.4%2.5K-81.0K-3230.58123.39N/AN/A106204