KORU Options History — October 2022

In October 2022, KORU traded between $50.20 and $59.90. ATM implied volatility averaged 305.3%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 80.8%. IV traded above realized volatility by 220.8% (HV 20d: 84.4%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.51.

Notable Days

  • 2022-10-20: Highest Volume — 13 contracts
  • 2022-10-07: Largest IV spike — 79.9% change
  • 2022-10-10: Highest IV Rank — 100.0%
  • 2022-10-03: Largest Expected Move — 106.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.44$50.20$59.90$50.20$59.80
Max Pain$66.19$60.00$70.00$60.00$60.00
ATM IV305.3%200.0%480.1%370.5%212.6%
Expected Move80.8%57.3%106.2%106.2%60.9%
HV 20d84.4%71.5%93.5%78.6%71.5%
HV 60d73.6%71.0%75.1%71.0%74.2%
IV Rank60.3%33.0%100.0%83.4%36.0%
IV Percentile92.8%78.6%100.0%99.2%81.7%
Term Structure-98.1%-160.5%59.2%-104.8%53.2%
VWIV130.6%78.8%315.8%315.8%103.9%
Skew 25d131.7%-17.9%291.1%-17.9%269.3%
Skew 10d173.1%99.8%311.2%109.2%227.1%
Call IV 25d211.6%80.4%459.9%459.9%92.7%
Put IV 25d343.3%267.8%442.0%442.0%362.0%
Bid-Ask Spread %160.54142.15167.48148.69165.43
Gamma HHI0.320.200.460.390.24
Net GEX8574251.4K7231.4K
Net DEX-126.4K-169.4K-104.0K-104.0K-169.4K
Net VEX-194-235-163-187-193
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.270.670.350.46
Total Volume10.19913119
Total OI38.14335453545

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$50.20$60.00370.5%106.2%78.6%83.4%315.8%-17.9%-104.8%723-104.0K-1870.35148.69N/AN/A83332
2022-10-04$56.70$60.00264.7%75.9%93.2%54.8%276.6%26.9%-77.6%737-127.0K-2060.46146.62N/AN/A63332
2022-10-05$54.90$60.00304.2%87.2%93.1%65.5%209.2%132.5%-90.2%775-121.5K-2000.46142.15N/AN/A63332
2022-10-06$55.60$70.00224.0%67.3%93.5%43.8%159.7%59.6%-93.9%674-122.6K-2020.63159.07N/AN/A64332
2022-10-07$52.60$70.00403.1%76.4%89.9%92.2%108.5%212.8%-101.8%668-112.1K-1960.63159.93N/AN/A64333
2022-10-10$50.60$70.00456.2%81.4%88.5%100.0%129.0%229.7%-107.3%788-105.2K-1760.63158.53N/AN/A64333
2022-10-11$50.40$70.00480.1%82.8%83.6%100.0%81.4%24.9%-112.0%863-105.6K-1680.61166.60N/AN/A64333
2022-10-12$51.80$70.00286.9%82.3%82.9%53.8%86.1%32.9%-99.9%879-113.4K-1630.61166.48N/AN/A64333
2022-10-13$51.80$70.00285.3%81.8%81.9%53.4%87.5%36.2%-97.5%701-111.2K-1880.67161.99N/AN/A64333
2022-10-14$50.20$70.00275.9%79.1%81.4%51.2%127.4%205.1%-119.8%425-111.2K-1900.67157.90N/AN/A64333
2022-10-17$54.80$70.00302.3%86.7%89.6%57.5%113.9%234.7%-114.3%697-120.2K-1810.60159.62N/AN/A64333
2022-10-18$55.00$70.00297.2%85.2%89.3%56.3%110.6%223.9%-127.3%743-126.0K-1880.60165.25N/AN/A64343
2022-10-19$52.60$70.00315.0%90.3%89.5%60.5%88.6%37.1%-137.8%829-119.4K-1730.59162.48N/AN/A64343
2022-10-20$52.80$70.00313.1%89.8%89.5%60.1%89.5%36.7%-152.5%761-120.1K-1820.40167.48N/AN/A94343
2022-10-21$55.20$70.00265.3%76.0%81.6%48.6%78.8%35.4%-121.9%797-133.4K-2060.40165.84N/AN/A94373
2022-10-24$53.50$70.00334.3%95.8%79.6%65.1%86.1%291.1%-160.5%739-124.0K-2030.27161.40N/AN/A103362
2022-10-25$56.40$60.00294.3%84.4%81.2%55.5%121.6%21.2%-115.0%959-145.1K-2210.37166.77N/AN/A73402
2022-10-26$59.10$60.00227.7%65.3%82.6%39.6%137.0%164.7%-88.2%1.3K-163.0K-2350.46158.20N/AN/A63432
2022-10-27$59.40$60.00298.0%85.4%77.8%56.4%150.8%244.6%-151.5%1.2K-149.2K-2090.43165.90N/AN/A63422
2022-10-28$59.90$60.00200.0%57.3%73.8%33.0%79.5%263.2%59.2%1.3K-150.6K-2020.43164.99N/AN/A63422
2022-10-31$59.80$60.00212.6%60.9%71.5%36.0%103.9%269.3%53.2%1.4K-169.4K-1930.46165.43N/AN/A63432