KORU Options History — February 2022

In February 2022, KORU traded between $182.70 and $215.40. ATM implied volatility averaged 95.7%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 20.1% (HV 20d: 75.6%). Max pain ranged from $190.00 to $270.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.70.

Notable Days

2022-02-25: Highest Volume — 14 contracts
2022-02-09: Largest IV drop — 27.5% change
2022-02-01: Highest IV Rank — 56.1%
2022-02-01: Largest Expected Move — 32.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$201.75	$182.70	$215.40	$202.30	$197.20
Max Pain	$260.53	$190.00	$270.00	$190.00	$250.00
ATM IV	95.7%	76.6%	113.6%	113.6%	101.7%
Expected Move	26.2%	22.0%	32.6%	32.6%	29.2%
HV 20d	75.6%	62.8%	89.6%	86.6%	62.8%
HV 60d	68.5%	64.2%	70.3%	68.4%	65.4%
IV Rank	40.4%	23.6%	56.1%	56.1%	45.6%
IV Percentile	79.7%	57.1%	95.2%	95.2%	85.7%
Term Structure	-5.8%	-42.5%	16.3%	-42.5%	-7.4%
VWIV	91.4%	66.8%	116.3%	114.1%	78.4%
Skew 25d	12.6%	-14.6%	31.2%	30.9%	19.7%
Skew 10d	21.5%	-56.8%	58.8%	-56.8%	56.4%
Call IV 25d	88.6%	73.7%	124.2%	106.0%	104.8%
Put IV 25d	101.3%	83.8%	136.9%	136.9%	124.5%
Bid-Ask Spread %	125.27	119.61	150.05	148.52	122.40
Gamma HHI	0.29	0.16	0.33	0.31	0.33
Net GEX	658	372	1.8K	556	1.8K
Net DEX	699	-10.5K	12.1K	3.7K	-10.5K
Net VEX	-210	-264	-143	-218	-264
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.37	1.03	0.74	0.37
Total Volume	7.684	6	14	7	14
Total OI	10.526	10	18	10	18

Daily Data (19 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
2022-02-01	$202.30	$190.00	113.6%	32.6%	86.6%	56.1%	114.1%	30.9%	-42.5%	556	3.7K	-218	0.74	148.52	N/A	N/A	4	3	7	3
2022-02-02	$208.50	$190.00	108.1%	31.0%	87.8%	51.2%	66.8%	31.2%	-15.3%	613	-5.3K	-246	0.74	150.05	N/A	N/A	4	3	7	3
2022-02-03	$195.70	$270.00	105.2%	24.9%	88.6%	48.7%	92.2%	17.4%	1.6%	475	1.2K	-223	0.70	122.41	N/A	N/A	4	3	7	3
2022-02-04	$202.60	$270.00	102.2%	24.0%	89.6%	46.1%	89.3%	18.6%	2.3%	609	-1.5K	-231	0.74	121.01	N/A	N/A	4	3	7	3
2022-02-07	$204.40	$270.00	105.6%	24.3%	85.3%	49.0%	88.7%	18.8%	1.9%	600	35	-215	0.74	120.66	N/A	N/A	4	3	7	3
2022-02-08	$205.00	$270.00	105.8%	23.1%	84.1%	49.2%	83.2%	13.1%	7.6%	615	-931	-215	0.72	121.60	N/A	N/A	4	3	7	3
2022-02-09	$215.40	$270.00	76.6%	22.0%	81.2%	23.6%	83.1%	10.3%	-5.2%	788	-9.1K	-238	0.70	123.26	N/A	N/A	4	3	7	3
2022-02-10	$208.90	$270.00	80.5%	23.1%	77.6%	27.0%	80.4%	9.9%	0.4%	682	-397	-223	0.70	121.28	N/A	N/A	4	3	7	3
2022-02-11	$202.40	$270.00	80.3%	23.0%	77.1%	26.9%	88.9%	12.3%	16.3%	654	-1.1K	-223	0.70	125.59	N/A	N/A	4	3	7	3
2022-02-14	$198.20	$270.00	92.1%	26.4%	75.7%	37.2%	97.4%	14.6%	-6.7%	482	6.1K	-196	0.70	123.77	N/A	N/A	4	3	7	3
2022-02-15	$200.80	$270.00	90.8%	26.0%	69.8%	36.1%	96.7%	15.4%	-0.5%	524	4.2K	-198	0.70	123.29	N/A	N/A	4	3	7	3
2022-02-16	$209.90	$270.00	82.3%	23.6%	70.4%	28.6%	86.8%	11.4%	-3.5%	637	1.8K	-203	0.65	124.96	N/A	N/A	4	3	7	3
2022-02-17	$205.20	$270.00	83.8%	24.0%	70.6%	29.9%	88.2%	14.3%	1.5%	743	50	-200	0.65	122.87	N/A	N/A	4	3	7	3
2022-02-18	$202.70	$270.00	90.4%	25.9%	69.4%	35.7%	91.0%	12.8%	-4.2%	710	1.7K	-191	0.65	123.99	N/A	N/A	4	3	7	3
2022-02-22	$201.50	$270.00	103.0%	29.5%	63.8%	46.7%	95.6%	3.4%	-14.3%	629	2.8K	-184	0.79	122.11	N/A	N/A	3	3	7	3
2022-02-23	$193.30	$270.00	99.9%	28.6%	64.9%	44.1%	95.1%	7.7%	-20.1%	585	3.6K	-166	0.90	121.69	N/A	N/A	3	3	7	3
2022-02-24	$182.70	$270.00	105.5%	30.3%	66.2%	49.0%	103.5%	-7.9%	-13.6%	372	12.1K	-143	1.03	121.01	N/A	N/A	4	4	7	3
2022-02-25	$196.50	$270.00	91.6%	26.3%	64.6%	36.7%	116.3%	-14.6%	-7.6%	442	4.7K	-216	0.39	119.61	N/A	N/A	10	4	8	4
2022-02-28	$197.20	$250.00	101.7%	29.2%	62.8%	45.6%	78.4%	19.7%	-7.4%	1.8K	-10.5K	-264	0.37	122.40	N/A	N/A	10	4	14	4