KORU Options History — September 2022

In September 2022, KORU traded between $47.20 and $82.20. ATM implied volatility averaged 254.0%, placing in the 55.3% IV rank vs the trailing year. The 30-day expected move averaged 64.3%. IV traded above realized volatility by 181.2% (HV 20d: 72.8%). Max pain ranged from $50.00 to $90.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.28.

Notable Days

2022-09-09: Highest Volume — 16 contracts
2022-09-12: Largest IV spike — 284.9% change
2022-09-12: Highest IV Rank — 100.0%
2022-09-30: Largest Expected Move — 107.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$67.77	$47.20	$82.20	$82.20	$47.20
Max Pain	$57.65	$50.00	$90.00	$90.00	$60.00
ATM IV	254.0%	112.2%	431.8%	243.8%	375.8%
Expected Move	64.3%	35.9%	107.7%	69.9%	107.7%
HV 20d	72.8%	63.9%	78.8%	65.8%	72.3%
HV 60d	70.2%	65.5%	76.4%	76.1%	69.6%
IV Rank	55.3%	16.7%	100.0%	61.4%	84.9%
IV Percentile	91.3%	54.4%	100.0%	96.4%	99.6%
Term Structure	-43.1%	-114.1%	76.0%	-81.0%	-90.8%
VWIV	253.5%	109.5%	369.7%	265.9%	369.7%
Skew 25d	-8.5%	-207.0%	215.1%	173.2%	-41.0%
Skew 10d	112.1%	55.2%	193.7%	95.6%	74.1%
Call IV 25d	237.6%	89.5%	461.1%	125.4%	461.1%
Put IV 25d	229.1%	135.6%	420.0%	298.7%	420.0%
Bid-Ask Spread %	150.69	139.03	156.37	140.12	145.85
Gamma HHI	0.32	0.17	0.44	0.17	0.34
Net GEX	621	325	894	455	325
Net DEX	-116.7K	-190.6K	-51.5K	-65.7K	-94.0K
Net VEX	-154	-212	-82	-159	-175
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.00	1.00	0.33	0.33
Total Volume	5	0	16	0	12
Total OI	27.381	16	34	16	33

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
2022-09-01	$82.20	$90.00	243.8%	69.9%	65.8%	61.4%	0.0%	173.2%	-81.0%	455	-65.7K	-159	0.00	140.12	N/A	N/A	0	0	14	2
2022-09-02	$78.80	$90.00	249.3%	71.5%	66.5%	63.0%	0.0%	215.1%	-83.4%	362	-61.1K	-160	0.00	139.03	N/A	N/A	0	0	14	2
2022-09-06	$75.30	$0.00	301.4%	49.4%	66.5%	80.0%	0.0%	27.6%	-73.0%	382	-55.9K	-147	0.33	155.66	N/A	N/A	7	2	14	2
2022-09-07	$75.80	$0.00	217.6%	35.9%	67.0%	51.7%	0.0%	124.0%	9.5%	481	-51.5K	-127	0.29	141.05	N/A	N/A	8	2	14	2
2022-09-08	$73.60	$0.00	360.5%	42.5%	63.9%	99.2%	0.0%	32.3%	76.0%	687	-60.9K	-102	0.00	155.70	N/A	N/A	0	0	15	2
2022-09-09	$78.40	$0.00	112.2%	50.0%	70.2%	16.7%	265.9%	25.6%	-63.0%	425	-69.2K	-82	0.01	155.74	N/A	N/A	16	0	15	2
2022-09-12	$80.40	$50.00	431.8%	50.4%	69.0%	100.0%	0.0%	24.6%	-67.3%	894	-190.6K	-212	0.00	156.37	N/A	N/A	0	0	31	2
2022-09-13	$72.60	$50.00	197.0%	56.5%	75.4%	36.5%	248.1%	15.4%	-19.2%	515	-169.6K	-95	0.35	154.50	N/A	N/A	7	3	31	2
2022-09-14	$75.30	$50.00	183.6%	52.6%	77.7%	32.9%	0.0%	18.2%	-78.4%	671	-169.0K	-194	0.00	156.09	N/A	N/A	0	0	32	2
2022-09-15	$71.20	$50.00	204.7%	58.7%	78.1%	38.6%	0.0%	-57.5%	-41.7%	661	-166.7K	-82	0.00	155.46	N/A	N/A	0	0	32	2
2022-09-16	$72.10	$50.00	141.1%	40.4%	78.8%	21.4%	128.6%	-31.7%	-17.7%	577	-160.1K	-205	0.35	149.35	N/A	N/A	7	3	32	2
2022-09-19	$71.80	$50.00	208.6%	59.8%	76.5%	39.7%	0.0%	-68.6%	-39.0%	747	-161.9K	-169	0.00	155.06	N/A	N/A	0	0	29	1
2022-09-20	$69.10	$50.00	230.8%	66.2%	75.3%	45.7%	0.0%	-63.8%	-75.4%	683	-152.5K	-183	0.00	154.36	N/A	N/A	0	0	29	1
2022-09-21	$66.40	$50.00	222.5%	63.8%	75.4%	43.4%	307.8%	-93.4%	-47.7%	614	-138.4K	-189	0.00	154.37	N/A	N/A	1	0	29	1
2022-09-22	$64.80	$50.00	164.0%	47.0%	74.0%	27.6%	125.8%	-13.2%	33.7%	748	-140.7K	-171	1.00	146.03	N/A	N/A	0	0	29	1
2022-09-23	$57.50	$50.00	264.5%	75.8%	77.4%	54.7%	109.5%	-120.1%	-47.2%	798	-115.7K	-152	0.10	150.05	N/A	N/A	1	0	29	2
2022-09-26	$54.20	$60.00	317.9%	91.1%	75.1%	69.2%	298.9%	7.2%	-61.3%	660	-109.8K	-171	0.34	153.54	N/A	N/A	7	2	30	1
2022-09-27	$52.90	$60.00	203.3%	58.3%	75.1%	38.2%	279.2%	-1.3%	50.0%	882	-110.9K	-151	0.36	145.63	N/A	N/A	6	2	30	1
2022-09-28	$53.60	$60.00	341.0%	97.8%	75.6%	75.4%	319.7%	-144.6%	-74.5%	754	-107.8K	-159	0.33	149.18	N/A	N/A	7	2	30	1
2022-09-29	$50.00	$60.00	363.0%	104.1%	73.9%	81.4%	335.2%	-207.0%	-114.1%	719	-97.8K	-158	0.41	151.37	N/A	N/A	7	3	31	1
2022-09-30	$47.20	$60.00	375.8%	107.7%	72.3%	84.9%	369.7%	-41.0%	-90.8%	325	-94.0K	-175	0.33	145.85	N/A	N/A	9	3	31	2