KORU Options History — January 2023

In January 2023, KORU traded between $70.90 and $114.00. ATM implied volatility averaged 105.9%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 29.5%. IV traded above realized volatility by 21.3% (HV 20d: 84.6%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.10.

Notable Days

2023-01-31: Highest Volume — 4 contracts
2023-01-05: Largest IV drop — 72.6% change
2023-01-03: Highest IV Rank — 76.4%
2023-01-03: Largest Expected Move — 109.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$96.99	$70.90	$114.00	$70.90	$103.40
Max Pain	$84.50	$80.00	$90.00	$80.00	$90.00
ATM IV	105.9%	57.7%	381.7%	381.7%	82.8%
Expected Move	29.5%	16.5%	109.4%	109.4%	23.7%
HV 20d	84.6%	73.9%	95.5%	73.9%	82.6%
HV 60d	89.3%	85.3%	91.4%	85.3%	89.9%
IV Rank	10.6%	0.0%	76.4%	76.4%	5.9%
IV Percentile	15.0%	0.0%	98.4%	98.4%	8.7%
Term Structure	-5.0%	-78.0%	22.7%	-78.0%	-1.4%
VWIV	72.0%	55.4%	91.4%	85.7%	91.4%
Skew 25d	26.5%	-3.8%	204.9%	204.9%	5.0%
Skew 10d	12.1%	-4.7%	21.3%	17.6%	16.0%
Call IV 25d	84.3%	62.6%	205.4%	205.4%	82.0%
Put IV 25d	110.7%	64.7%	410.3%	410.3%	86.9%
Bid-Ask Spread %	122.70	112.13	164.18	164.18	115.64
Gamma HHI	0.47	0.17	0.85	0.18	0.79
Net GEX	711	255	936	255	936
Net DEX	-152.9K	-182.0K	-103.2K	-103.5K	-168.3K
Net VEX	-147	-177	-102	-102	-177
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	1.38	0.00	1.38
Total Volume	0.8	0	4	1	4
Total OI	20.05	19	22	19	21

Daily Data (20 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
2023-01-03	$70.90	$80.00	381.7%	109.4%	73.9%	76.4%	0.0%	204.9%	-78.0%	255	-103.5K	-102	0.00	164.18	N/A	N/A	1	0	18	1
2023-01-04	$78.60	$80.00	331.5%	95.0%	80.1%	64.4%	0.0%	204.5%	-75.0%	383	-115.3K	-126	0.00	162.38	N/A	N/A	0	0	18	1
2023-01-05	$76.60	$80.00	90.7%	23.5%	78.6%	6.7%	0.0%	9.8%	4.1%	577	-103.2K	-130	0.00	122.13	N/A	N/A	0	0	18	1
2023-01-06	$88.40	$80.00	101.3%	23.5%	93.6%	9.3%	0.0%	8.9%	-2.3%	708	-128.5K	-142	0.00	113.44	N/A	N/A	0	0	18	1
2023-01-09	$93.90	$80.00	103.8%	24.1%	95.5%	9.9%	0.0%	0.7%	-10.9%	739	-142.8K	-143	0.00	123.36	N/A	N/A	0	0	19	1
2023-01-10	$94.40	$80.00	104.1%	25.7%	95.2%	9.9%	0.0%	5.6%	-6.9%	789	-146.4K	-139	0.00	121.63	N/A	N/A	0	0	19	1
2023-01-11	$94.80	$80.00	83.1%	23.8%	95.2%	4.9%	85.7%	13.5%	-3.4%	863	-148.1K	-139	0.11	113.94	N/A	N/A	1	0	19	1
2023-01-12	$97.00	$80.00	62.8%	18.0%	94.6%	0.0%	0.0%	4.0%	9.1%	784	-155.1K	-126	0.00	116.69	N/A	N/A	1	0	19	1
2023-01-13	$99.80	$80.00	72.3%	20.7%	94.3%	2.3%	0.0%	7.4%	3.3%	769	-166.4K	-127	0.00	114.23	N/A	N/A	0	0	19	1
2023-01-17	$98.60	$80.00	72.0%	20.6%	79.5%	2.2%	0.0%	13.4%	2.8%	828	-163.0K	-116	0.00	125.09	N/A	N/A	3	0	19	1
2023-01-18	$94.60	$80.00	77.2%	22.1%	81.4%	3.5%	0.0%	4.1%	17.3%	912	-157.1K	-162	0.00	118.15	N/A	N/A	0	0	21	1
2023-01-19	$98.00	$90.00	71.0%	20.4%	81.8%	2.0%	0.0%	13.5%	22.7%	904	-164.0K	-167	0.00	122.60	N/A	N/A	0	0	21	1
2023-01-20	$102.30	$90.00	81.0%	23.2%	81.8%	4.4%	0.0%	5.7%	2.7%	605	-177.1K	-173	0.00	123.00	N/A	N/A	0	0	21	1
2023-01-23	$105.90	$90.00	68.0%	19.5%	81.7%	1.3%	67.1%	7.2%	5.3%	598	-167.8K	-165	0.00	119.48	N/A	N/A	3	0	19	1
2023-01-24	$105.10	$90.00	59.8%	17.2%	80.7%	0.0%	55.4%	4.6%	12.1%	625	-166.2K	-161	0.00	120.00	N/A	N/A	0	0	19	1
2023-01-25	$105.40	$90.00	70.9%	20.3%	80.8%	2.6%	0.0%	8.6%	-10.3%	712	-166.8K	-161	0.00	112.13	N/A	N/A	0	0	19	1
2023-01-26	$111.60	$90.00	57.7%	16.5%	81.8%	0.0%	56.8%	-3.8%	9.1%	809	-174.7K	-160	0.00	116.70	N/A	N/A	0	0	18	1
2023-01-27	$114.00	$90.00	71.0%	20.3%	76.4%	3.1%	70.0%	4.7%	1.0%	801	-182.0K	-164	0.00	112.77	N/A	N/A	1	0	19	1
2023-01-30	$106.60	$90.00	74.6%	21.4%	82.4%	4.0%	77.2%	7.2%	-1.9%	615	-161.9K	-154	0.00	116.37	N/A	N/A	2	0	18	1
2023-01-31	$103.40	$90.00	82.8%	23.7%	82.6%	5.9%	91.4%	5.0%	-1.4%	936	-168.3K	-177	1.38	115.64	N/A	N/A	2	2	20	1