KORU Options History — June 2022

In June 2022, KORU traded between $88.90 and $155.50. ATM implied volatility averaged 146.6%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 39.9%. IV traded above realized volatility by 57.9% (HV 20d: 88.7%). Max pain ranged from $60.00 to $260.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.62.

Notable Days

2022-06-15: Highest Volume — 9 contracts
2022-06-07: Largest IV drop — 45.0% change
2022-06-30: Highest IV Rank — 65.8%
2022-06-30: Largest Expected Move — 63.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$114.85	$88.90	$155.50	$152.10	$92.30
Max Pain	$82.50	$60.00	$260.00	$260.00	$60.00
ATM IV	146.6%	89.7%	221.4%	115.9%	221.4%
Expected Move	39.9%	23.0%	63.5%	33.2%	63.5%
HV 20d	88.7%	82.8%	95.5%	95.5%	90.1%
HV 60d	80.4%	74.7%	83.9%	81.8%	83.1%
IV Rank	37.2%	15.4%	65.8%	25.4%	65.8%
IV Percentile	87.4%	53.6%	98.8%	81.0%	98.8%
Term Structure	-19.1%	-83.5%	24.9%	-6.2%	-69.4%
VWIV	149.9%	104.3%	219.9%	104.3%	113.5%
Skew 25d	11.5%	-30.8%	28.7%	12.6%	28.7%
Skew 10d	37.9%	-41.1%	88.9%	-8.4%	71.2%
Call IV 25d	156.5%	64.3%	228.5%	116.0%	227.8%
Put IV 25d	168.0%	78.6%	256.4%	128.5%	256.4%
Bid-Ask Spread %	145.53	130.90	153.26	130.90	141.94
Gamma HHI	0.25	0.16	0.49	0.21	0.35
Net GEX	310	-37	1.1K	-37	721
Net DEX	-38.4K	-70.1K	-8.9K	-38.9K	-70.1K
Net VEX	-151	-165	-125	-162	-158
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.09	1.19	1.15	0.15
Total Volume	6.905	6	9	6	7
Total OI	11.429	9	14	11	14

Daily Data (21 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
2022-06-01	$152.10	$260.00	115.9%	33.2%	95.5%	25.4%	104.3%	12.6%	-6.2%	-37	-38.9K	-162	1.15	130.90	N/A	N/A	3	3	8	3
2022-06-02	$155.50	$0.00	134.5%	27.7%	94.2%	32.6%	0.0%	19.5%	-8.8%	-7	-43.2K	-165	1.15	152.02	N/A	N/A	3	3	8	3
2022-06-03	$145.20	$0.00	149.1%	29.3%	88.2%	38.2%	0.0%	14.0%	-7.4%	37	-34.6K	-157	1.15	153.12	N/A	N/A	3	3	8	3
2022-06-06	$145.30	$0.00	163.0%	29.6%	88.2%	43.5%	0.0%	12.8%	-15.8%	-13	-32.5K	-151	1.15	151.20	N/A	N/A	3	3	8	3
2022-06-07	$141.70	$0.00	89.7%	23.0%	82.8%	15.4%	0.0%	14.3%	7.7%	94	-24.4K	-154	1.15	139.30	N/A	N/A	3	3	8	3
2022-06-08	$139.70	$0.00	97.6%	28.0%	83.0%	18.4%	0.0%	12.6%	-8.5%	72	-29.7K	-147	1.15	146.45	N/A	N/A	3	3	8	3
2022-06-09	$132.10	$0.00	124.0%	35.5%	85.4%	28.5%	0.0%	7.7%	-42.8%	101	-28.7K	-156	1.15	147.82	N/A	N/A	3	3	8	3
2022-06-10	$121.00	$0.00	161.7%	46.4%	89.1%	43.0%	0.0%	18.5%	-83.5%	133	-20.9K	-151	1.19	148.41	N/A	N/A	3	3	8	3
2022-06-13	$103.90	$0.00	129.3%	37.1%	92.6%	30.6%	0.0%	-7.0%	-35.9%	192	-8.9K	-125	0.61	144.21	N/A	N/A	5	3	8	3
2022-06-14	$106.80	$0.00	166.7%	47.8%	93.4%	45.0%	122.4%	22.5%	-41.6%	237	-26.3K	-157	0.60	145.28	N/A	N/A	5	3	9	3
2022-06-15	$108.80	$130.00	131.4%	37.7%	87.8%	31.4%	121.7%	18.8%	-8.4%	232	-26.8K	-158	0.56	142.18	N/A	N/A	6	3	10	3
2022-06-16	$99.10	$60.00	170.6%	48.9%	86.9%	46.5%	212.1%	28.4%	7.0%	359	-24.0K	-144	0.56	143.30	N/A	N/A	6	3	10	3
2022-06-17	$100.90	$60.00	162.6%	46.6%	84.9%	43.4%	175.3%	19.8%	24.9%	301	-30.5K	-149	0.49	149.22	N/A	N/A	6	3	10	3
2022-06-21	$100.60	$60.00	131.6%	37.7%	83.6%	31.5%	185.1%	24.8%	-8.7%	362	-48.8K	-144	0.14	153.26	N/A	N/A	5	1	8	1
2022-06-22	$91.60	$60.00	144.5%	41.4%	84.3%	36.4%	191.9%	21.6%	-13.1%	275	-45.1K	-143	0.13	142.25	N/A	N/A	5	1	8	1
2022-06-23	$88.90	$60.00	202.0%	57.9%	84.1%	58.5%	219.9%	7.9%	-55.1%	300	-41.0K	-136	0.15	152.43	N/A	N/A	5	1	8	1
2022-06-24	$98.20	$60.00	155.8%	44.7%	94.6%	40.8%	144.3%	-20.4%	-15.5%	373	-49.1K	-144	0.09	144.34	N/A	N/A	8	1	9	1
2022-06-27	$99.10	$60.00	121.0%	34.7%	93.8%	27.4%	139.2%	-30.8%	16.9%	1.1K	-63.8K	-161	0.14	144.12	N/A	N/A	5	1	12	1
2022-06-28	$97.30	$60.00	125.5%	36.0%	91.0%	28.7%	111.5%	-1.0%	15.6%	975	-61.7K	-158	0.13	142.83	N/A	N/A	5	1	12	1
2022-06-29	$91.80	$60.00	180.8%	51.8%	89.4%	50.1%	107.1%	17.4%	-52.8%	752	-57.2K	-161	0.10	141.64	N/A	N/A	7	1	12	1
2022-06-30	$92.30	$60.00	221.4%	63.5%	90.1%	65.8%	113.5%	28.7%	-69.4%	721	-70.1K	-158	0.15	141.94	N/A	N/A	6	1	13	1