KORU Options History — April 2022

In April 2022, KORU traded between $139.10 and $187.90. ATM implied volatility averaged 134.8%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 29.1%. IV traded above realized volatility by 65.3% (HV 20d: 69.5%). Max pain ranged from $140.00 to $160.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.66.

Notable Days

2022-04-26: Highest Volume — 6 contracts
2022-04-12: Largest IV spike — 98.3% change
2022-04-12: Highest IV Rank — 100.0%
2022-04-27: Largest Expected Move — 40.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$162.29	$139.10	$187.90	$179.30	$149.10
Max Pain	$147.06	$140.00	$160.00	$140.00	$160.00
ATM IV	134.8%	76.5%	309.9%	108.8%	129.5%
Expected Move	29.1%	21.9%	40.8%	22.5%	37.1%
HV 20d	69.5%	57.0%	98.6%	98.6%	60.7%
HV 60d	79.0%	75.3%	83.8%	83.3%	75.7%
IV Rank	37.2%	10.3%	100.0%	29.9%	30.7%
IV Percentile	86.4%	52.4%	100.0%	87.3%	90.9%
Term Structure	-9.6%	-31.4%	24.4%	-29.0%	-31.4%
VWIV	93.8%	78.6%	126.1%	82.9%	119.0%
Skew 25d	3.8%	-20.7%	30.2%	9.8%	10.8%
Skew 10d	37.3%	8.2%	147.1%	57.9%	147.1%
Call IV 25d	105.0%	62.9%	148.3%	121.2%	148.3%
Put IV 25d	108.8%	80.4%	168.2%	131.0%	159.2%
Bid-Ask Spread %	143.63	125.24	153.96	140.91	152.24
Gamma HHI	0.20	0.16	0.25	0.18	0.16
Net GEX	-149	-364	-67	-120	-259
Net DEX	-507	-12.4K	12.9K	-4.4K	-12.4K
Net VEX	-152	-176	-128	-166	-176
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.66	1.04	2.00	1.90	1.04
Total Volume	3.5	0	6	3	6
Total OI	7.35	6	11	6	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
2022-04-01	$179.30	$0.00	108.8%	22.5%	98.6%	29.9%	0.0%	9.8%	-29.0%	-120	-4.4K	-166	1.90	140.91	N/A	N/A	1	2	3	3
2022-04-04	$187.90	$0.00	176.5%	24.3%	88.2%	64.2%	0.0%	30.2%	-17.6%	-88	-8.6K	-164	1.90	125.99	N/A	N/A	1	2	3	3
2022-04-05	$178.30	$0.00	152.9%	25.8%	90.8%	52.2%	82.9%	18.1%	-8.8%	-112	-8.4K	-156	2.00	136.32	N/A	N/A	1	2	3	3
2022-04-06	$173.30	$140.00	169.6%	27.0%	81.7%	60.6%	88.3%	13.8%	24.4%	-113	-1.3K	-156	2.00	148.34	N/A	N/A	1	2	3	3
2022-04-07	$170.70	$140.00	168.7%	25.6%	73.5%	60.2%	83.2%	9.6%	16.2%	-111	-653	-155	1.67	149.65	N/A	N/A	1	2	3	3
2022-04-08	$165.40	$140.00	148.9%	23.0%	72.8%	50.2%	79.0%	0.9%	15.4%	-79	-326	-152	1.67	143.28	N/A	N/A	1	2	4	3
2022-04-11	$160.50	$140.00	156.3%	28.7%	73.2%	53.9%	78.6%	-19.1%	-11.4%	-67	2.5K	-144	1.67	150.66	N/A	N/A	1	2	4	3
2022-04-12	$161.40	$140.00	309.9%	30.2%	72.5%	100.0%	81.5%	-18.2%	-12.4%	-75	982	-147	1.67	151.07	N/A	N/A	1	2	4	3
2022-04-13	$173.40	$140.00	96.1%	27.6%	63.9%	17.8%	84.4%	5.8%	8.9%	-104	-2.0K	-152	1.67	150.06	N/A	N/A	1	2	4	3
2022-04-14	$163.90	$140.00	101.5%	29.1%	65.2%	19.9%	82.7%	-8.9%	-15.0%	-88	2.7K	-141	1.67	151.42	N/A	N/A	1	2	4	3
2022-04-18	$162.20	$140.00	109.9%	31.5%	64.8%	23.1%	83.5%	-20.7%	-19.4%	-92	1.4K	-138	1.90	150.95	N/A	N/A	1	2	3	3
2022-04-19	$164.30	$140.00	93.6%	26.8%	61.4%	16.9%	85.8%	-2.5%	-13.2%	-107	1.9K	-135	1.90	144.17	N/A	N/A	1	2	3	3
2022-04-20	$166.60	$140.00	76.5%	21.9%	59.2%	10.3%	92.7%	21.9%	3.2%	-128	2.6K	-128	1.90	125.24	N/A	N/A	1	2	3	3
2022-04-21	$159.30	$140.00	108.0%	31.0%	60.8%	22.4%	118.0%	-10.3%	-4.9%	-102	3.9K	-129	1.93	137.10	N/A	N/A	1	3	3	3
2022-04-22	$155.50	$160.00	96.4%	27.6%	60.7%	17.9%	92.9%	-8.2%	-15.7%	-264	5.3K	-149	1.86	134.63	N/A	N/A	1	3	4	4
2022-04-25	$151.00	$160.00	108.6%	31.1%	60.2%	22.6%	97.9%	-3.6%	-13.1%	-364	12.9K	-153	1.17	141.32	N/A	N/A	2	3	4	4
2022-04-26	$139.10	$160.00	127.8%	36.6%	64.6%	30.0%	117.8%	9.7%	-18.6%	-226	5.3K	-156	1.04	140.73	N/A	N/A	3	3	5	4
2022-04-27	$139.30	$160.00	142.3%	40.8%	57.0%	35.6%	0.0%	20.2%	-29.3%	-214	-5.2K	-173	0.00	153.96	N/A	N/A	0	0	6	5
2022-04-28	$145.30	$160.00	114.4%	32.8%	59.4%	24.9%	126.1%	17.6%	-20.7%	-273	-6.4K	-175	1.04	144.52	N/A	N/A	3	3	6	5
2022-04-29	$149.10	$160.00	129.5%	37.1%	60.7%	30.7%	119.0%	10.8%	-31.4%	-259	-12.4K	-176	1.04	152.24	N/A	N/A	3	3	6	5