KORU Options History — March 2022

In March 2022, KORU traded between $152.10 and $192.80. ATM implied volatility averaged 127.2%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded above realized volatility by 37.9% (HV 20d: 89.3%). Max pain ranged from $170.00 to $260.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.95.

Notable Days

2022-03-07: Highest Volume — 15 contracts
2022-03-07: Largest IV spike — 54.2% change
2022-03-07: Highest IV Rank — 100.0%
2022-03-07: Largest Expected Move — 70.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$175.75	$152.10	$192.80	$187.90	$183.90
Max Pain	$245.00	$170.00	$260.00	$250.00	$260.00
ATM IV	127.2%	75.6%	247.3%	112.2%	106.9%
Expected Move	34.8%	21.9%	70.9%	32.2%	22.4%
HV 20d	89.3%	58.2%	104.9%	59.5%	103.0%
HV 60d	76.4%	63.7%	83.8%	64.7%	83.8%
IV Rank	44.1%	13.1%	100.0%	54.9%	28.9%
IV Percentile	91.9%	55.6%	100.0%	94.8%	86.5%
Term Structure	-26.9%	-80.1%	4.4%	-21.2%	-30.6%
VWIV	128.3%	82.3%	197.4%	89.9%	82.3%
Skew 25d	29.6%	2.7%	80.7%	10.8%	9.1%
Skew 10d	42.8%	13.6%	79.0%	60.3%	75.7%
Call IV 25d	109.5%	71.0%	139.6%	115.0%	115.4%
Put IV 25d	139.1%	95.2%	207.7%	125.8%	124.5%
Bid-Ask Spread %	129.43	93.94	149.97	120.95	141.79
Gamma HHI	0.27	0.16	0.47	0.29	0.18
Net GEX	805	-125	2.7K	1.5K	-125
Net DEX	1.3K	-32.1K	61.2K	-11.9K	-6.6K
Net VEX	-199	-288	-144	-246	-170
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.37	2.00	0.37	1.90
Total Volume	9.696	3	15	14	3
Total OI	16.87	6	26	18	6

Daily Data (23 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
2022-03-01	$187.90	$250.00	112.2%	32.2%	59.5%	54.9%	89.9%	10.8%	-21.2%	1.5K	-11.9K	-246	0.37	120.95	N/A	N/A	10	4	14	4
2022-03-02	$190.40	$250.00	111.2%	31.9%	59.2%	54.0%	125.2%	14.5%	-13.1%	1.6K	-21.6K	-270	0.41	125.02	N/A	N/A	9	4	14	4
2022-03-03	$192.80	$250.00	114.0%	32.7%	58.2%	56.5%	95.7%	12.8%	-14.6%	2.7K	-28.8K	-288	0.41	124.59	N/A	N/A	9	4	19	4
2022-03-04	$176.90	$250.00	160.4%	46.0%	61.7%	97.2%	126.0%	13.3%	-16.0%	2.0K	-27.8K	-286	0.44	125.32	N/A	N/A	9	4	19	4
2022-03-07	$156.40	$250.00	247.3%	70.9%	72.7%	100.0%	164.0%	29.2%	-13.0%	1.4K	-32.1K	-263	0.46	125.47	N/A	N/A	10	5	20	4
2022-03-08	$159.40	$250.00	124.1%	64.3%	73.2%	37.6%	197.4%	22.6%	-21.8%	1.4K	-13.7K	-260	0.60	125.04	N/A	N/A	9	6	20	5
2022-03-09	$178.80	$250.00	114.1%	49.1%	86.0%	32.6%	141.6%	2.7%	-29.4%	2.0K	-3.0K	-247	0.55	128.19	N/A	N/A	9	5	20	5
2022-03-10	$162.00	$250.00	129.4%	48.8%	89.1%	40.3%	155.8%	21.9%	-34.9%	1.1K	22.9K	-176	0.55	123.65	N/A	N/A	9	5	20	5
2022-03-11	$155.40	$250.00	119.7%	60.1%	89.5%	35.4%	184.3%	24.9%	-9.6%	1.1K	17.4K	-180	0.55	128.02	N/A	N/A	9	5	20	5
2022-03-14	$152.10	$170.00	108.9%	28.8%	89.3%	29.9%	88.4%	38.4%	-0.7%	959	26.1K	-144	0.66	93.94	N/A	N/A	9	6	20	5
2022-03-15	$156.70	$260.00	139.4%	30.9%	90.6%	45.4%	88.9%	79.2%	-30.6%	937	33.2K	-179	0.49	113.86	N/A	N/A	9	5	20	6
2022-03-16	$176.40	$260.00	134.0%	27.3%	101.5%	42.6%	82.3%	69.8%	-53.4%	1.6K	18.8K	-199	0.51	112.39	N/A	N/A	9	5	20	6
2022-03-17	$183.00	$0.00	75.6%	25.3%	101.0%	13.1%	0.0%	44.0%	4.4%	953	42.7K	-176	0.51	137.05	N/A	N/A	9	5	20	6
2022-03-18	$185.70	$0.00	94.2%	24.1%	101.1%	22.5%	0.0%	15.1%	-9.1%	-34	61.2K	-155	0.55	135.90	N/A	N/A	9	5	19	6
2022-03-21	$174.20	$0.00	118.5%	27.3%	103.3%	34.8%	0.0%	15.6%	-21.3%	-60	-2.9K	-167	1.50	145.38	N/A	N/A	1	2	3	3
2022-03-22	$182.10	$0.00	97.4%	24.0%	104.9%	24.1%	0.0%	11.8%	-13.4%	-85	-5.1K	-169	1.50	137.78	N/A	N/A	1	2	3	3
2022-03-23	$179.00	$0.00	131.6%	25.6%	104.1%	41.4%	0.0%	15.7%	-41.3%	-93	-4.4K	-168	1.50	145.40	N/A	N/A	1	2	3	3
2022-03-24	$181.20	$0.00	153.4%	24.4%	102.4%	52.4%	0.0%	71.5%	-49.4%	-79	-7.7K	-176	1.50	134.00	N/A	N/A	1	2	3	3
2022-03-25	$174.40	$0.00	161.9%	27.5%	99.4%	56.7%	0.0%	20.3%	-70.9%	-70	-3.8K	-164	1.50	149.97	N/A	N/A	1	2	3	3
2022-03-28	$178.60	$0.00	144.2%	32.1%	99.9%	47.8%	0.0%	80.7%	-80.1%	-43	-8.9K	-173	1.50	124.44	N/A	N/A	1	2	3	3
2022-03-29	$191.70	$0.00	121.9%	21.9%	102.0%	36.5%	0.0%	50.6%	-19.4%	-85	-9.3K	-161	2.00	138.52	N/A	N/A	1	2	3	3
2022-03-30	$183.30	$0.00	106.1%	22.0%	103.1%	28.5%	0.0%	6.6%	-30.1%	-125	-5.6K	-161	1.90	140.30	N/A	N/A	1	2	3	3
2022-03-31	$183.90	$0.00	106.9%	22.4%	103.0%	28.9%	0.0%	9.1%	-30.6%	-125	-6.6K	-170	1.90	141.79	N/A	N/A	1	2	3	3