KORU Options History — May 2022

In May 2022, KORU traded between $121.30 and $157.80. ATM implied volatility averaged 138.1%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 35.1%. IV traded above realized volatility by 55.8% (HV 20d: 82.3%). Max pain ranged from $160.00 to $260.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.00.

Notable Days

  • 2022-05-05: Highest Volume — 7 contracts
  • 2022-05-09: Largest IV spike — 46.1% change
  • 2022-05-09: Highest IV Rank — 89.3%
  • 2022-05-09: Largest Expected Move — 43.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$139.98$121.30$157.80$147.80$154.70
Max Pain$245.71$160.00$260.00$160.00$260.00
ATM IV138.1%100.8%282.1%121.6%114.5%
Expected Move35.1%28.9%43.2%34.9%32.8%
HV 20d82.3%57.5%98.3%60.4%95.4%
HV 60d82.3%74.4%87.6%74.7%85.5%
IV Rank34.0%19.6%89.3%27.6%24.9%
IV Percentile86.8%68.3%99.6%88.9%80.6%
Term Structure-31.2%-111.1%-7.9%-30.3%-44.9%
VWIV120.2%74.8%151.9%129.0%130.0%
Skew 25d38.9%4.3%94.5%13.9%55.7%
Skew 10d52.8%-66.3%156.7%31.1%-0.5%
Call IV 25d110.4%62.0%217.0%135.7%62.0%
Put IV 25d149.3%116.4%248.5%149.6%117.7%
Bid-Ask Spread %132.70124.82145.37144.05136.08
Gamma HHI0.150.120.200.160.20
Net GEX-65-314221-277-56
Net DEX-23.0K-42.5K-8.8K-10.1K-42.5K
Net VEX-181-204-156-166-175
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.781.101.041.00
Total Volume6.196766
Total OI11.71410131111

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$147.80$160.00121.6%34.9%60.4%27.6%129.0%13.9%-30.3%-277-10.1K-1661.04144.05N/AN/A3365
2022-05-03$150.20$160.00123.3%35.3%57.5%28.3%134.6%9.9%-34.7%-298-12.6K-1721.04145.37N/AN/A3365
2022-05-04$157.80$160.00134.1%38.4%59.2%32.4%151.9%4.3%-37.1%-314-13.4K-1681.04142.37N/AN/A3365
2022-05-05$140.90$260.00172.3%34.1%70.1%47.1%94.2%79.1%-17.0%-184-11.3K-1560.78126.53N/AN/A4364
2022-05-06$142.40$260.00193.1%36.3%70.5%55.1%113.7%35.8%-31.1%-105-22.6K-1920.89131.34N/AN/A4374
2022-05-09$130.80$260.00282.1%43.2%75.1%89.3%74.8%31.5%-111.1%-13-18.0K-2001.06128.20N/AN/A3375
2022-05-10$130.20$260.00201.5%34.5%74.8%58.3%109.8%21.2%-26.2%-78-19.5K-2041.10126.93N/AN/A3375
2022-05-11$127.90$260.00109.3%31.3%74.6%22.9%105.5%16.3%-7.9%-169-11.1K-1831.10126.79N/AN/A3375
2022-05-12$121.30$260.00127.1%36.4%69.1%29.7%112.7%37.5%-40.6%-62-8.8K-1811.03124.82N/AN/A3375
2022-05-13$136.90$260.00100.8%28.9%83.2%19.6%97.2%23.6%-11.3%-55-23.1K-1971.03128.10N/AN/A3385
2022-05-16$132.10$260.00128.7%36.9%83.7%30.4%128.7%94.5%-36.4%-16-24.3K-1971.06133.10N/AN/A3485
2022-05-17$143.10$260.00120.8%34.6%89.4%27.3%112.6%69.1%-26.0%-54-30.6K-1921.06138.02N/AN/A3485
2022-05-18$129.40$260.00130.2%37.3%94.9%30.9%136.3%77.4%-49.1%-45-21.9K-1930.94128.10N/AN/A3385
2022-05-19$135.50$260.00123.2%35.3%96.3%28.2%131.4%50.9%-20.1%-59-21.0K-1850.94132.30N/AN/A3385
2022-05-20$139.30$260.00105.1%30.1%96.9%21.3%109.4%21.0%-21.5%221-19.9K-1760.94127.61N/AN/A3385
2022-05-23$146.10$260.00106.2%30.5%98.3%21.7%109.2%62.4%-22.1%4-35.3K-1731.00132.22N/AN/A3383
2022-05-24$140.40$260.00111.3%31.9%94.8%23.7%123.6%27.0%-20.0%55-30.9K-1761.00129.29N/AN/A3383
2022-05-25$139.80$260.00130.8%37.5%94.8%31.1%145.0%13.4%-26.5%56-32.3K-1781.00135.01N/AN/A3383
2022-05-26$143.30$260.00137.3%39.4%93.9%33.7%137.2%18.2%-15.8%63-34.7K-1761.00132.22N/AN/A3383
2022-05-27$149.60$260.00127.5%36.5%94.8%29.9%138.0%54.6%-26.1%26-39.6K-1671.00138.32N/AN/A3383
2022-05-31$154.70$260.00114.5%32.8%95.4%24.9%130.0%55.7%-44.9%-56-42.5K-1751.00136.08N/AN/A3383