KORU Options History — November 2022

In November 2022, KORU traded between $60.10 and $94.60. ATM implied volatility averaged 194.5%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 52.2%. IV traded above realized volatility by 111.6% (HV 20d: 82.9%). Max pain ranged from $30.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.38.

Notable Days

  • 2022-11-11: Highest Volume — 22 contracts
  • 2022-11-17: Largest IV spike — 115.2% change
  • 2022-11-29: Highest IV Rank — 48.9%
  • 2022-11-29: Largest Expected Move — 76.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.32$60.10$94.60$63.20$93.20
Max Pain$32.86$30.00$60.00$60.00$30.00
ATM IV194.5%102.3%267.4%208.6%263.5%
Expected Move52.2%28.4%76.7%59.8%75.5%
HV 20d82.9%60.6%109.6%60.6%109.6%
HV 60d84.1%75.2%91.3%75.2%91.3%
IV Rank31.4%9.2%48.9%35.0%47.9%
IV Percentile69.3%27.4%88.5%80.6%86.5%
Term Structure10.1%-55.1%58.6%51.9%-28.5%
VWIV122.2%73.3%183.1%118.2%73.3%
Skew 25d6.7%-228.5%281.0%48.3%281.0%
Skew 10d59.8%-173.4%331.9%128.1%-54.2%
Call IV 25d163.5%52.0%320.3%320.3%186.4%
Put IV 25d170.2%27.6%467.4%368.5%467.4%
Bid-Ask Spread %125.88112.42162.17160.98124.14
Gamma HHI0.200.160.280.200.21
Net GEX8623671.7K1.4K688
Net DEX-271.1K-403.0K-168.4K-179.3K-368.6K
Net VEX-228-289-100-219-177
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.002.980.390.00
Total Volume13.905022100
Total OI55.09543614658

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$63.20$60.00208.6%59.8%60.6%35.0%118.2%48.3%51.9%1.4K-179.3K-2190.39160.98N/AN/A73442
2022-11-02$60.10$60.00203.8%58.4%62.4%33.8%98.9%262.5%54.1%1.4K-168.4K-1870.47162.17N/AN/A63422
2022-11-03$61.10$30.00215.4%52.4%62.5%36.4%143.7%179.5%-5.1%1.2K-176.3K-1560.41129.44N/AN/A63412
2022-11-04$66.80$30.00111.7%28.4%65.1%11.4%93.8%77.1%-11.0%1.7K-202.5K-1900.24112.42N/AN/A113422
2022-11-07$70.20$30.00228.8%44.7%63.5%39.6%107.6%99.7%-44.7%1.1K-251.1K-1800.59126.06N/AN/A53462
2022-11-08$74.90$30.00245.6%28.8%65.2%43.6%89.1%81.5%-39.2%1.3K-274.9K-1922.10114.08N/AN/A613472
2022-11-09$74.40$30.00162.9%46.7%65.8%23.8%183.1%147.8%-18.7%798-237.3K-2822.37122.11N/AN/A5134812
2022-11-10$84.30$30.00153.0%43.9%75.5%21.4%182.3%67.0%9.1%810-304.3K-2882.03124.61N/AN/A6134812
2022-11-11$94.60$30.00137.6%39.5%79.0%17.7%133.8%-5.4%-55.1%1.2K-403.0K-1001.36122.03N/AN/A9134712
2022-11-14$90.10$30.00102.3%29.3%81.0%9.2%117.9%38.4%2.5%608-340.7K-2631.44114.81N/AN/A9134612
2022-11-15$93.20$30.00103.5%29.7%80.7%9.5%111.0%6.5%0.8%915-353.0K-2891.47114.13N/AN/A9134712
2022-11-16$84.50$30.00105.5%30.3%88.7%10.0%132.3%1.9%58.6%710-308.6K-2662.98113.88N/AN/A5154612
2022-11-17$80.10$30.00227.1%65.1%92.7%39.2%118.4%-193.2%30.8%836-252.4K-2892.69122.90N/AN/A6154614
2022-11-18$82.00$30.00229.2%65.7%92.3%39.7%123.1%-123.2%41.0%367-268.0K-2672.53124.37N/AN/A6154714
2022-11-21$75.00$30.00120.3%34.5%98.6%13.5%119.6%-228.5%38.5%512-244.4K-2702.44125.65N/AN/A5134512
2022-11-22$76.70$30.00236.1%67.7%97.7%41.3%115.2%-224.6%-11.6%577-248.3K-2591.74125.89N/AN/A7134512
2022-11-23$80.80$30.00239.1%68.5%97.9%42.1%120.9%-11.0%37.5%593-278.6K-2212.27125.47N/AN/A6134712
2022-11-25$80.90$30.00256.6%73.6%98.0%46.3%0.0%-116.7%22.0%486-282.3K-2590.00127.48N/AN/A004712
2022-11-28$76.60$30.00267.2%76.6%101.1%48.8%140.0%-69.0%39.7%457-259.3K-2210.00123.30N/AN/A004712
2022-11-29$82.00$30.00267.4%76.7%102.9%48.9%121.0%-179.6%39.1%456-291.8K-2090.00127.45N/AN/A104712
2022-11-30$93.20$30.00263.5%75.5%109.6%47.9%73.3%281.0%-28.5%688-368.6K-1770.00124.14N/AN/A004612