KORU Options History — December 2022

In December 2022, KORU traded between $72.50 and $91.10. ATM implied volatility averaged 205.1%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 70.1%. IV traded above realized volatility by 110.0% (HV 20d: 95.2%). Max pain ranged from $30.00 to $90.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-12-16: Highest Volume — 8 contracts
2022-12-08: Largest IV spike — 107.3% change
2022-12-22: Highest IV Rank — 62.5%
2022-12-22: Largest Expected Move — 92.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.30	$72.50	$91.10	$91.10	$75.60
Max Pain	$83.33	$30.00	$90.00	$30.00	$80.00
ATM IV	205.1%	62.6%	323.6%	276.0%	292.3%
Expected Move	70.1%	54.0%	92.8%	79.1%	83.8%
HV 20d	95.2%	72.5%	112.5%	107.7%	72.7%
HV 60d	89.6%	84.1%	93.3%	91.5%	84.1%
IV Rank	34.1%	0.0%	62.5%	50.9%	55.0%
IV Percentile	63.7%	0.0%	95.2%	89.3%	90.5%
Term Structure	-26.6%	-96.7%	45.8%	-87.7%	-59.0%
VWIV	108.8%	57.6%	213.2%	96.1%	94.9%
Skew 25d	209.2%	-181.8%	362.9%	362.9%	178.4%
Skew 10d	190.7%	55.9%	268.4%	55.9%	268.4%
Call IV 25d	196.6%	93.5%	300.3%	117.3%	278.0%
Put IV 25d	405.8%	118.5%	489.7%	480.2%	456.4%
Bid-Ask Spread %	160.27	128.37	164.87	129.46	162.66
Gamma HHI	0.26	0.16	0.54	0.23	0.16
Net GEX	183	-1.3K	724	724	305
Net DEX	-211.1K	-358.7K	-90.1K	-358.7K	-108.4K
Net VEX	-108	-205	-46	-146	-109
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.857	0	8	0	0
Total OI	40.857	14	59	58	19

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2022-12-01	$91.10	$30.00	276.0%	79.1%	107.7%	50.9%	96.1%	362.9%	-87.7%	724	-358.7K	-146	129.46	N/A	N/A	0	46	12
2022-12-02	$86.60	$30.00	290.6%	83.3%	110.6%	54.4%	92.0%	-181.8%	-53.2%	459	-319.2K	-205	128.37	N/A	N/A	2	46	12
2022-12-05	$80.50	$90.00	83.0%	59.8%	111.7%	4.5%	0.0%	234.9%	-0.9%	402	-288.4K	-163	163.71	N/A	N/A	0	47	12
2022-12-06	$76.60	$90.00	62.6%	61.1%	112.5%	0.0%	0.0%	222.9%	-15.4%	234	-264.5K	-153	164.63	N/A	N/A	0	47	12
2022-12-07	$77.90	$90.00	72.8%	56.3%	110.3%	2.4%	0.0%	255.2%	7.6%	93	-273.4K	-129	160.81	N/A	N/A	0	47	12
2022-12-08	$78.30	$90.00	150.9%	61.8%	110.3%	21.2%	0.0%	229.6%	-6.7%	-416	-273.4K	-118	161.64	N/A	N/A	0	47	12
2022-12-09	$80.70	$90.00	79.9%	62.4%	101.1%	4.1%	0.0%	219.3%	-6.5%	206	-292.5K	-124	164.32	N/A	N/A	0	47	12
2022-12-12	$80.90	$90.00	113.3%	64.7%	91.1%	12.1%	93.2%	251.9%	-16.7%	142	-293.3K	-107	162.59	N/A	N/A	0	47	12
2022-12-13	$84.20	$90.00	114.8%	64.2%	91.3%	12.5%	0.0%	209.1%	-25.1%	147	-334.1K	-57	164.25	N/A	N/A	0	47	12
2022-12-14	$82.50	$90.00	229.3%	65.7%	90.4%	39.9%	147.6%	223.9%	2.6%	623	-313.1K	-70	164.61	N/A	N/A	0	47	12
2022-12-15	$72.50	$90.00	272.6%	78.2%	95.1%	50.3%	0.0%	233.0%	45.8%	-1.3K	-235.6K	-64	164.53	N/A	N/A	1	47	12
2022-12-16	$75.50	$90.00	188.2%	54.0%	95.0%	30.1%	0.0%	345.1%	-10.6%	155	-270.5K	-48	164.18	N/A	N/A	8	47	12
2022-12-19	$76.30	$90.00	246.2%	70.6%	94.6%	44.0%	0.0%	271.0%	-39.6%	163	-90.1K	-46	164.73	N/A	N/A	0	13	1
2022-12-20	$79.70	$90.00	246.3%	70.6%	90.3%	44.0%	57.6%	165.8%	-37.9%	161	-95.1K	-58	164.73	N/A	N/A	2	13	1
2022-12-21	$78.90	$90.00	245.1%	70.3%	90.1%	43.7%	0.0%	166.0%	-15.6%	219	-97.0K	-91	164.68	N/A	N/A	1	15	1
2022-12-22	$76.90	$90.00	323.6%	92.8%	88.6%	62.5%	91.1%	239.6%	-96.7%	376	-94.4K	-94	162.03	N/A	N/A	2	15	1
2022-12-23	$77.30	$90.00	238.0%	68.2%	88.6%	42.0%	93.7%	200.0%	-31.0%	268	-107.2K	-108	159.16	N/A	N/A	1	17	1
2022-12-27	$80.20	$90.00	276.1%	79.2%	87.4%	51.1%	0.0%	201.1%	-47.6%	309	-109.0K	-135	164.85	N/A	N/A	0	17	1
2022-12-28	$75.40	$90.00	279.7%	80.2%	86.5%	52.0%	213.2%	174.7%	-47.4%	262	-105.2K	-106	164.82	N/A	N/A	1	17	1
2022-12-29	$77.70	$80.00	226.6%	65.0%	72.5%	39.3%	94.9%	190.6%	-16.0%	344	-109.7K	-127	164.87	N/A	N/A	0	18	1
2022-12-30	$75.60	$80.00	292.3%	83.8%	72.7%	55.0%	0.0%	178.4%	-59.0%	305	-108.4K	-109	162.66	N/A	N/A	0	18	1