KORU Options History — December 2021

In December 2021, KORU traded between $239.30 and $273.30. ATM implied volatility averaged 92.0%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 25.5% (HV 20d: 66.5%). Max pain ranged from $230.00 to $360.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.33.

Notable Days

2021-12-17: Highest Volume — 26 contracts
2021-12-15: Largest IV drop — 51.5% change
2021-12-14: Highest IV Rank — 89.2%
2021-12-01: Largest Expected Move — 32.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$259.60	$239.30	$273.30	$239.30	$255.10
Max Pain	$324.09	$230.00	$360.00	$230.00	$360.00
ATM IV	92.0%	71.7%	151.3%	113.0%	73.8%
Expected Move	23.3%	20.5%	32.4%	32.4%	21.2%
HV 20d	66.5%	43.0%	75.0%	67.6%	43.0%
HV 60d	63.5%	58.3%	67.0%	65.2%	58.3%
IV Rank	37.1%	19.3%	89.2%	55.5%	21.2%
IV Percentile	68.8%	43.3%	99.2%	95.0%	50.4%
Term Structure	-2.1%	-25.8%	8.8%	-25.8%	-8.8%
VWIV	82.3%	72.9%	107.8%	96.8%	77.4%
Skew 25d	9.3%	-12.9%	37.5%	3.1%	5.8%
Skew 10d	18.9%	9.6%	49.3%	49.3%	15.7%
Call IV 25d	73.4%	42.3%	104.1%	103.4%	75.6%
Put IV 25d	82.6%	59.1%	114.9%	106.5%	81.5%
Bid-Ask Spread %	132.80	119.22	144.11	119.22	142.40
Gamma HHI	0.22	0.14	0.32	0.32	0.20
Net GEX	1.4K	-165	2.9K	2.6K	359
Net DEX	-92.1K	-221.2K	30.7K	-119.4K	-2.7K
Net VEX	-399	-533	-333	-401	-333
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.33	0.48	2.37	0.56	2.29
Total Volume	14.636	7	26	17	9
Total OI	19.545	9	29	24	10

Daily Data (22 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
2021-12-01	$239.30	$230.00	113.0%	32.4%	67.6%	55.5%	96.8%	3.1%	-25.8%	2.6K	-119.4K	-401	0.56	119.22	N/A	N/A	11	6	20	4
2021-12-02	$254.10	$230.00	101.1%	29.0%	70.6%	45.1%	103.3%	9.1%	-17.5%	2.8K	-158.9K	-435	0.56	122.38	N/A	N/A	11	6	20	4
2021-12-03	$246.70	$230.00	102.6%	29.4%	71.3%	46.4%	107.8%	10.8%	-15.5%	2.7K	-147.5K	-413	0.58	123.18	N/A	N/A	11	6	20	4
2021-12-06	$259.00	$250.00	105.4%	25.6%	73.6%	48.9%	90.9%	11.9%	3.4%	2.6K	-168.4K	-382	0.57	125.11	N/A	N/A	11	6	20	4
2021-12-07	$269.90	$250.00	98.6%	23.3%	75.0%	42.9%	81.2%	12.4%	-2.9%	2.9K	-221.2K	-533	0.57	129.38	N/A	N/A	11	6	20	4
2021-12-08	$273.30	$250.00	96.0%	24.0%	74.7%	40.6%	78.8%	9.5%	-0.7%	2.5K	-209.5K	-406	0.80	127.06	N/A	N/A	11	9	21	4
2021-12-09	$268.90	$350.00	104.0%	22.0%	72.4%	47.6%	76.0%	8.8%	0.2%	1.8K	-155.0K	-480	0.71	133.08	N/A	N/A	11	8	21	6
2021-12-10	$268.20	$350.00	102.7%	21.0%	71.8%	46.5%	73.5%	12.0%	2.9%	1.7K	-144.8K	-468	0.71	133.76	N/A	N/A	11	8	21	7
2021-12-13	$259.30	$350.00	132.8%	22.0%	71.3%	72.9%	76.5%	10.7%	8.6%	1.9K	-121.6K	-424	0.81	134.04	N/A	N/A	11	9	21	7
2021-12-14	$255.40	$350.00	151.3%	21.7%	71.4%	89.2%	83.0%	6.9%	6.6%	1.9K	-107.3K	-459	0.66	130.98	N/A	N/A	11	7	21	8
2021-12-15	$263.80	$350.00	73.3%	21.0%	72.4%	20.7%	73.5%	19.0%	8.8%	2.0K	-142.1K	-409	0.66	130.50	N/A	N/A	11	7	21	7
2021-12-16	$261.10	$350.00	75.2%	21.5%	71.0%	22.3%	75.6%	8.7%	1.7%	2.1K	-137.2K	-399	0.66	135.88	N/A	N/A	11	7	21	7
2021-12-17	$263.30	$350.00	85.3%	24.5%	70.7%	31.2%	83.7%	8.9%	8.2%	521	-181.9K	-377	0.48	131.01	N/A	N/A	18	8	21	7
2021-12-20	$247.70	$360.00	83.4%	23.9%	74.2%	29.6%	90.1%	6.7%	-3.8%	-165	30.7K	-372	2.26	130.49	N/A	N/A	2	5	5	5
2021-12-21	$252.50	$360.00	82.2%	23.6%	70.4%	28.5%	77.9%	-12.9%	0.3%	-27	6.4K	-363	2.37	129.69	N/A	N/A	3	6	5	4
2021-12-22	$258.90	$360.00	72.0%	20.7%	70.4%	19.6%	72.9%	6.1%	0.4%	242	-3.1K	-360	2.37	135.99	N/A	N/A	3	6	6	4
2021-12-23	$263.00	$360.00	71.8%	20.6%	70.5%	19.4%	76.4%	8.3%	4.5%	383	-8.1K	-366	2.37	141.97	N/A	N/A	3	6	6	4
2021-12-27	$265.10	$360.00	82.9%	23.8%	51.3%	29.1%	84.4%	8.6%	-13.6%	324	-8.5K	-355	2.37	144.11	N/A	N/A	3	6	6	4
2021-12-28	$264.80	$360.00	73.3%	21.0%	51.2%	20.7%	77.7%	7.1%	1.9%	344	-12.2K	-354	2.37	137.74	N/A	N/A	3	6	6	4
2021-12-29	$264.70	$360.00	71.7%	20.5%	50.1%	19.3%	78.3%	37.5%	1.2%	409	-10.7K	-352	2.29	141.49	N/A	N/A	3	6	6	4
2021-12-30	$257.00	$360.00	71.8%	20.6%	47.8%	19.4%	74.6%	5.4%	-7.2%	390	-4.2K	-338	2.29	142.12	N/A	N/A	3	6	6	4
2021-12-31	$255.10	$360.00	73.8%	21.2%	43.0%	21.2%	77.4%	5.8%	-8.8%	359	-2.7K	-333	2.29	142.40	N/A	N/A	3	6	6	4