KORU Options History — July 2022

In July 2022, KORU traded between $81.40 and $102.30. ATM implied volatility averaged 199.5%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 44.5%. IV traded above realized volatility by 119.7% (HV 20d: 79.8%). Max pain ranged from $60.00 to $90.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.33.

Notable Days

2022-07-29: Highest Volume — 10 contracts
2022-07-29: Largest IV spike — 110.6% change
2022-07-11: Highest IV Rank — 100.0%
2022-07-01: Largest Expected Move — 66.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$90.75	$81.40	$102.30	$88.10	$101.30
Max Pain	$88.13	$60.00	$90.00	$60.00	$90.00
ATM IV	199.5%	81.1%	362.9%	232.1%	170.8%
Expected Move	44.5%	23.2%	66.5%	66.5%	49.0%
HV 20d	79.8%	65.8%	95.4%	88.6%	66.9%
HV 60d	84.9%	82.9%	86.7%	82.9%	86.2%
IV Rank	51.0%	8.6%	100.0%	69.9%	37.7%
IV Percentile	86.5%	33.7%	100.0%	98.8%	91.3%
Term Structure	-13.1%	-77.0%	82.6%	-77.0%	-50.2%
VWIV	130.6%	73.8%	251.2%	139.1%	251.2%
Skew 25d	25.5%	-19.3%	71.1%	71.1%	-19.3%
Skew 10d	77.8%	5.5%	128.1%	66.3%	119.7%
Call IV 25d	176.4%	86.3%	258.3%	199.0%	239.5%
Put IV 25d	201.9%	105.0%	313.8%	270.1%	220.2%
Bid-Ask Spread %	150.90	141.23	157.00	144.79	148.40
Gamma HHI	0.22	0.16	0.39	0.39	0.21
Net GEX	548	392	736	736	604
Net DEX	-75.6K	-92.9K	-58.8K	-62.5K	-91.1K
Net VEX	-201	-224	-174	-185	-213
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.28	0.37	0.36	0.28
Total Volume	8.7	8	10	8	10
Total OI	15.4	13	17	14	15

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
2022-07-01	$88.10	$60.00	232.1%	66.5%	88.6%	69.9%	139.1%	71.1%	-77.0%	736	-62.5K	-185	0.36	144.79	N/A	N/A	6	2	13	1
2022-07-05	$86.40	$0.00	270.0%	47.4%	87.3%	84.6%	0.0%	24.9%	-5.6%	453	-62.6K	-218	0.37	150.09	N/A	N/A	6	2	13	2
2022-07-06	$85.20	$0.00	259.7%	38.5%	86.9%	80.6%	0.0%	23.0%	-13.7%	495	-58.8K	-202	0.31	149.39	N/A	N/A	7	2	13	2
2022-07-07	$90.90	$0.00	291.7%	44.9%	92.8%	93.0%	0.0%	23.7%	-23.3%	536	-75.1K	-221	0.35	155.84	N/A	N/A	6	2	14	2
2022-07-08	$92.10	$0.00	306.7%	48.9%	93.6%	98.8%	187.8%	14.8%	-55.6%	549	-77.7K	-224	0.34	153.30	N/A	N/A	6	2	14	2
2022-07-11	$84.80	$90.00	362.9%	42.9%	95.4%	100.0%	97.5%	23.3%	-24.0%	575	-61.7K	-199	0.35	146.07	N/A	N/A	7	2	15	2
2022-07-12	$84.00	$90.00	337.6%	48.2%	92.2%	91.9%	100.8%	15.6%	-60.7%	641	-75.4K	-197	0.36	144.87	N/A	N/A	6	2	16	1
2022-07-13	$86.00	$90.00	108.8%	31.2%	78.4%	18.5%	73.8%	20.0%	41.4%	701	-77.8K	-189	0.36	147.46	N/A	N/A	6	2	16	1
2022-07-14	$81.40	$90.00	179.8%	51.5%	78.7%	41.2%	77.0%	25.8%	-31.5%	392	-62.7K	-174	0.35	154.94	N/A	N/A	7	2	16	1
2022-07-15	$85.10	$90.00	143.8%	41.2%	80.6%	29.7%	82.1%	40.6%	78.2%	403	-67.6K	-187	0.36	154.86	N/A	N/A	6	2	16	1
2022-07-18	$87.00	$90.00	185.7%	53.2%	75.5%	43.1%	116.7%	55.6%	82.6%	419	-64.1K	-176	0.33	155.53	N/A	N/A	7	2	12	1
2022-07-19	$93.70	$90.00	125.5%	36.0%	80.4%	23.8%	75.5%	25.2%	59.8%	495	-81.1K	-209	0.32	156.66	N/A	N/A	7	2	13	1
2022-07-20	$92.20	$90.00	175.0%	50.2%	80.5%	39.7%	174.2%	18.4%	-37.2%	519	-80.3K	-212	0.32	156.31	N/A	N/A	7	2	14	1
2022-07-21	$95.90	$90.00	164.4%	47.1%	74.5%	36.3%	168.2%	17.9%	-31.3%	563	-84.9K	-209	0.32	157.00	N/A	N/A	7	2	14	1
2022-07-22	$92.30	$90.00	175.3%	50.3%	75.1%	39.8%	174.1%	15.8%	-39.2%	529	-79.9K	-210	0.32	156.12	N/A	N/A	7	2	14	1
2022-07-25	$93.60	$90.00	156.6%	44.9%	65.9%	33.2%	161.6%	12.6%	-35.0%	552	-81.3K	-205	0.32	150.93	N/A	N/A	7	2	14	1
2022-07-26	$93.20	$90.00	88.4%	25.4%	65.8%	11.0%	92.9%	66.5%	-23.8%	562	-81.8K	-205	0.32	142.83	N/A	N/A	7	2	14	1
2022-07-27	$99.50	$90.00	174.6%	50.0%	69.8%	38.9%	168.1%	15.1%	-20.2%	573	-92.9K	-190	0.32	151.36	N/A	N/A	7	2	14	1
2022-07-28	$102.30	$90.00	81.1%	23.2%	66.7%	8.6%	80.1%	18.7%	5.1%	653	-92.2K	-186	0.32	141.23	N/A	N/A	7	2	14	1
2022-07-29	$101.30	$90.00	170.8%	49.0%	66.9%	37.7%	251.2%	-19.3%	-50.2%	604	-91.1K	-213	0.28	148.40	N/A	N/A	8	2	14	1