KORU Options History — January 2022

In January 2022, KORU traded between $176.00 and $270.20. ATM implied volatility averaged 91.5%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 29.8% (HV 20d: 61.7%). Max pain ranged from $190.00 to $360.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.82.

Notable Days

2022-01-06: Highest Volume — 10 contracts
2022-01-25: Largest IV spike — 67.5% change
2022-01-26: Highest IV Rank — 96.8%
2022-01-26: Largest Expected Move — 45.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$227.55	$176.00	$270.20	$252.90	$198.30
Max Pain	$275.00	$190.00	$360.00	$360.00	$190.00
ATM IV	91.5%	64.1%	159.9%	64.1%	105.7%
Expected Move	25.3%	18.0%	45.9%	18.4%	30.3%
HV 20d	61.7%	37.7%	85.9%	41.7%	85.9%
HV 60d	61.7%	57.2%	68.2%	57.3%	68.2%
IV Rank	36.7%	12.6%	96.8%	12.6%	49.1%
IV Percentile	67.0%	22.2%	99.6%	22.2%	92.1%
Term Structure	-6.0%	-49.7%	32.8%	-9.9%	-11.5%
VWIV	102.1%	60.1%	158.9%	80.8%	103.6%
Skew 25d	12.2%	1.6%	36.8%	36.8%	1.6%
Skew 10d	14.0%	-42.4%	55.2%	17.4%	-42.4%
Call IV 25d	87.1%	52.0%	168.4%	52.0%	103.9%
Put IV 25d	99.3%	70.8%	186.9%	88.8%	105.5%
Bid-Ask Spread %	140.15	128.20	147.95	145.94	140.94
Gamma HHI	0.24	0.20	0.38	0.21	0.28
Net GEX	416	259	856	398	490
Net DEX	5.5K	-18.6K	30.0K	636	6.9K
Net VEX	-259	-318	-186	-318	-227
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.82	0.63	2.36	2.29	0.74
Total Volume	9	7	10	9	7
Total OI	9.8	8	11	10	11

Daily Data (20 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
2022-01-03	$252.90	$360.00	64.1%	18.4%	41.7%	12.6%	80.8%	36.8%	-9.9%	398	636	-318	2.29	145.94	N/A	N/A	3	6	6	4
2022-01-04	$252.50	$360.00	77.7%	22.3%	37.7%	24.5%	79.7%	8.4%	-7.2%	353	1.5K	-314	2.29	144.62	N/A	N/A	3	6	6	4
2022-01-05	$239.50	$360.00	80.5%	23.1%	38.4%	27.0%	80.5%	6.2%	-18.8%	331	14.9K	-286	2.29	144.90	N/A	N/A	3	6	6	4
2022-01-06	$232.30	$0.00	85.9%	20.7%	38.7%	31.7%	0.0%	11.5%	8.9%	328	18.6K	-270	2.36	136.61	N/A	N/A	3	7	6	4
2022-01-07	$248.80	$0.00	79.1%	18.0%	47.2%	25.8%	0.0%	9.0%	5.1%	524	5.9K	-295	2.36	134.74	N/A	N/A	3	7	6	4
2022-01-10	$236.60	$0.00	95.6%	22.2%	49.9%	40.3%	0.0%	9.8%	-0.6%	259	14.2K	-270	2.36	136.18	N/A	N/A	3	7	6	4
2022-01-11	$255.10	$0.00	86.0%	19.8%	56.5%	31.8%	0.0%	17.4%	4.6%	319	433	-289	2.28	133.12	N/A	N/A	3	7	6	4
2022-01-12	$270.20	$0.00	82.2%	23.6%	59.9%	28.5%	0.0%	9.3%	-9.5%	355	-18.6K	-311	2.31	146.28	N/A	N/A	3	7	6	4
2022-01-13	$258.70	$0.00	70.0%	20.1%	61.0%	17.8%	0.0%	7.6%	-14.1%	376	-7.9K	-300	2.23	135.45	N/A	N/A	3	7	6	4
2022-01-14	$245.50	$0.00	71.0%	20.4%	63.6%	18.7%	0.0%	10.3%	1.4%	307	5.2K	-283	2.23	137.03	N/A	N/A	3	7	6	4
2022-01-18	$224.00	$0.00	82.2%	23.6%	70.7%	28.5%	0.0%	11.4%	-0.4%	308	23.9K	-231	2.16	139.17	N/A	N/A	3	7	6	4
2022-01-19	$232.60	$0.00	79.7%	22.8%	69.6%	26.3%	0.0%	10.2%	-0.6%	313	18.4K	-244	2.13	142.71	N/A	N/A	3	7	6	4
2022-01-20	$229.70	$0.00	77.9%	22.3%	69.1%	24.7%	0.0%	10.0%	5.1%	288	19.3K	-252	2.16	132.86	N/A	N/A	3	7	6	4
2022-01-21	$220.50	$0.00	95.0%	27.2%	69.3%	39.8%	0.0%	10.3%	-5.1%	856	30.0K	-230	2.31	147.95	N/A	N/A	3	7	6	4
2022-01-24	$204.00	$0.00	79.2%	22.7%	72.9%	25.9%	60.1%	4.3%	32.8%	549	6.2K	-195	0.63	128.20	N/A	N/A	4	3	6	2
2022-01-25	$199.00	$0.00	132.7%	38.0%	72.6%	72.8%	133.6%	20.1%	-19.6%	581	-16.4K	-231	0.72	146.14	N/A	N/A	4	3	7	2
2022-01-26	$190.70	$0.00	159.9%	45.9%	73.1%	96.8%	158.9%	18.5%	-49.7%	642	-18.4K	-233	0.76	147.29	N/A	N/A	4	3	7	2
2022-01-27	$176.00	$190.00	105.6%	30.3%	76.2%	49.1%	105.8%	12.1%	-10.4%	365	-2.3K	-186	0.87	137.07	N/A	N/A	4	3	7	2
2022-01-28	$184.10	$190.00	120.5%	34.6%	79.6%	62.2%	116.1%	19.9%	-20.3%	372	7.8K	-224	0.95	145.73	N/A	N/A	4	4	7	3
2022-01-31	$198.30	$190.00	105.7%	30.3%	85.9%	49.1%	103.6%	1.6%	-11.5%	490	6.9K	-227	0.74	140.94	N/A	N/A	4	3	7	4