KORU Options History — August 2022 In August 2022, KORU traded between $85.60 and $110.20. ATM implied volatility averaged 165.8%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 42.6%. IV traded above realized volatility by 109.4% (HV 20d: 56.4%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.17.
Notable Days 2022-08-01 : Highest Volume — 10 contracts2022-08-10 : Largest IV drop — 55.8% change2022-08-09 : Highest IV Rank — 57.0%2022-08-31 : Largest Expected Move — 61.4%Monthly Statistics Metric Avg Min Max Open Close Price $98.24 $85.60 $110.20 $99.40 $89.00 Max Pain $90.00 $90.00 $90.00 $90.00 $90.00 ATM IV 165.8% 98.8% 230.4% 183.2% 214.3% Expected Move 42.6% 28.3% 61.4% 52.5% 61.4% HV 20d 56.4% 45.5% 66.2% 64.8% 61.0% HV 60d 76.8% 72.1% 85.5% 85.5% 74.8% IV Rank 36.1% 14.4% 57.0% 41.7% 51.8% IV Percentile 79.9% 44.0% 96.0% 94.0% 94.8% Term Structure -29.6% -87.5% 37.2% -52.7% -69.9% VWIV 133.8% 77.3% 199.8% 185.2% 157.0% Skew 25d 30.8% -65.3% 117.7% 13.3% 68.2% Skew 10d 64.0% 38.8% 125.4% 125.4% 90.5% Call IV 25d 158.9% 68.5% 232.3% 219.3% 202.4% Put IV 25d 189.7% 104.1% 270.5% 232.6% 270.5% Bid-Ask Spread % 141.86 134.96 156.11 154.74 141.42 Gamma HHI 0.19 0.16 0.24 0.17 0.18 Net GEX 700 512 1.1K 745 559 Net DEX -90.7K -116.7K -61.8K -94.5K -71.1K Net VEX -158 -215 -113 -188 -152 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.00 0.34 0.28 0.34 Total Volume 3.043 0 10 10 9 Total OI 15.739 14 16 16 16
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 2022-08-01 $99.40 $90.00 183.2% 52.5% 64.8% 41.7% 185.2% 13.3% -52.7% 745 -94.5K -188 0.28 154.74 N/A N/A 8 2 15 1 2022-08-02 $97.20 $90.00 197.0% 56.5% 65.0% 46.2% 199.8% 11.1% -59.8% 681 -93.9K -194 0.28 156.11 N/A N/A 8 2 15 1 2022-08-03 $102.10 $90.00 194.6% 55.8% 66.2% 45.4% 191.6% 13.0% -61.9% 715 -99.6K -215 0.28 152.62 N/A N/A 8 2 15 1 2022-08-04 $103.10 $90.00 199.8% 31.2% 62.9% 47.1% 90.9% 20.9% -57.1% 765 -104.9K -174 0.28 141.57 N/A N/A 8 2 15 1 2022-08-05 $103.00 $90.00 207.0% 35.5% 62.9% 49.4% 86.5% 19.0% -87.5% 721 -99.5K -204 0.30 135.91 N/A N/A 8 2 15 1 2022-08-08 $104.70 $90.00 223.5% 33.6% 53.6% 54.8% 82.0% 21.1% -70.3% 821 -108.0K -158 0.30 141.11 N/A N/A 8 2 15 1 2022-08-09 $103.20 $90.00 230.4% 34.4% 53.9% 57.0% 0.0% 17.5% -75.2% 759 -104.8K -173 0.00 141.83 N/A N/A 0 0 15 1 2022-08-10 $107.40 $90.00 101.9% 29.2% 54.7% 15.3% 0.0% 19.4% 34.3% 700 -114.0K -130 0.00 141.92 N/A N/A 0 0 15 1 2022-08-11 $106.00 $90.00 98.8% 28.3% 49.8% 14.4% 0.0% 16.1% 32.7% 823 -105.7K -181 0.00 140.60 N/A N/A 0 0 15 1 2022-08-12 $110.20 $90.00 101.6% 29.1% 49.4% 15.2% 0.0% 11.1% 33.6% 750 -116.7K -127 0.00 140.97 N/A N/A 0 0 15 1 2022-08-15 $107.20 $90.00 104.4% 29.9% 51.3% 16.1% 0.0% 14.3% 27.1% 967 -108.5K -174 0.00 142.09 N/A N/A 0 0 15 1 2022-08-16 $107.50 $90.00 103.8% 29.7% 45.5% 16.0% 0.0% 14.9% 27.9% 1.1K -109.4K -153 0.00 141.86 N/A N/A 0 0 15 1 2022-08-17 $102.40 $90.00 126.0% 36.1% 49.0% 23.2% 0.0% 14.5% -70.7% 833 -99.6K -152 0.00 142.11 N/A N/A 0 0 15 1 2022-08-18 $99.70 $90.00 125.4% 36.0% 48.5% 23.0% 0.0% 15.9% 14.3% 586 -91.9K -155 0.00 141.03 N/A N/A 0 0 15 1 2022-08-19 $93.20 $90.00 139.0% 39.8% 52.6% 27.4% 0.0% 61.8% 37.2% 673 -81.5K -123 0.00 135.44 N/A N/A 0 0 15 1 2022-08-22 $88.00 $90.00 181.4% 52.0% 56.2% 41.1% 77.3% -49.3% -40.9% 538 -61.8K -113 0.00 141.02 N/A N/A 0 0 13 1 2022-08-23 $89.00 $90.00 148.2% 42.5% 56.4% 30.4% 0.0% 111.2% 14.8% 512 -64.0K -158 0.00 135.74 N/A N/A 0 0 13 2 2022-08-24 $91.20 $90.00 149.4% 42.8% 51.5% 30.8% 0.0% 117.7% -33.1% 651 -71.2K -129 0.00 134.96 N/A N/A 0 0 13 2 2022-08-25 $96.30 $90.00 168.3% 48.2% 54.5% 36.9% 0.0% -65.3% -40.7% 561 -81.2K -150 0.00 141.68 N/A N/A 0 0 13 2 2022-08-26 $88.30 $90.00 197.6% 56.6% 62.1% 46.4% 0.0% 91.8% -56.5% 519 -63.5K -152 0.00 137.57 N/A N/A 1 0 13 2 2022-08-29 $85.60 $90.00 211.2% 60.5% 62.6% 50.8% 0.0% 39.0% -64.1% 530 -70.8K -148 0.00 140.53 N/A N/A 0 0 14 2 2022-08-30 $85.90 $90.00 205.9% 59.0% 62.4% 49.1% 0.0% 111.3% -60.9% 606 -70.8K -131 0.00 139.83 N/A N/A 0 0 14 2 2022-08-31 $89.00 $90.00 214.3% 61.4% 61.0% 51.8% 157.0% 68.2% -69.9% 559 -71.1K -152 0.34 141.42 N/A N/A 7 2 14 2
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