KORU Options History — February 2023

In February 2023, KORU traded between $79.20 and $112.70. ATM implied volatility averaged 80.3%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 2.8% (HV 20d: 77.6%). Max pain ranged from $10.00 to $110.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 6.53.

Notable Days

2023-02-15: Highest Volume — 7 contracts
2023-02-03: Largest IV spike — 31.3% change
2023-02-07: Highest IV Rank — 8.5%
2023-02-27: Largest Expected Move — 26.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$93.77	$79.20	$112.70	$112.70	$79.20
Max Pain	$27.89	$10.00	$110.00	$110.00	$30.00
ATM IV	80.3%	67.4%	93.5%	70.8%	84.4%
Expected Move	22.7%	20.3%	26.1%	20.3%	24.2%
HV 20d	77.6%	72.9%	84.0%	80.5%	81.3%
HV 60d	86.4%	80.4%	92.9%	91.2%	80.4%
IV Rank	5.4%	2.3%	8.5%	3.1%	6.3%
IV Percentile	9.1%	1.6%	15.9%	2.0%	13.1%
Term Structure	10.3%	-9.1%	109.7%	18.8%	-1.1%
VWIV	77.5%	62.3%	88.7%	73.4%	88.2%
Skew 25d	12.9%	3.1%	33.2%	7.3%	33.2%
Skew 10d	25.7%	4.1%	57.6%	18.7%	15.3%
Call IV 25d	78.7%	57.8%	97.5%	75.8%	64.1%
Put IV 25d	91.6%	69.0%	121.9%	83.1%	97.3%
Bid-Ask Spread %	112.73	104.48	116.28	115.28	116.28
Gamma HHI	0.37	0.19	0.58	0.58	0.25
Net GEX	85	-863	601	599	257
Net DEX	-122.3K	-188.9K	-69.5K	-188.9K	-90.2K
Net VEX	-198	-249	-162	-214	-162
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.53	0.00	45.00	0.00	9.00
Total Volume	1.316	0	7	0	0
Total OI	28.105	24	32	24	28

Daily Data (19 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
2023-02-01	$112.70	$110.00	70.8%	20.3%	80.5%	3.1%	0.0%	7.3%	18.8%	599	-188.9K	-214	0.00	115.28	N/A	N/A	0	0	21	3
2023-02-02	$111.10	$10.00	67.4%	21.4%	75.7%	2.3%	73.4%	16.5%	-5.7%	571	-185.8K	-212	0.00	109.54	N/A	N/A	3	0	21	3
2023-02-03	$102.50	$10.00	88.4%	22.3%	82.1%	7.3%	62.3%	9.8%	-3.2%	563	-162.6K	-207	0.25	109.67	N/A	N/A	0	0	21	3
2023-02-06	$94.10	$10.00	90.5%	25.1%	74.3%	7.8%	83.2%	5.9%	-8.0%	457	-133.1K	-185	0.10	112.77	N/A	N/A	1	0	21	3
2023-02-07	$99.50	$10.00	93.5%	21.5%	73.8%	8.5%	0.0%	12.0%	-4.2%	601	-155.2K	-194	5.00	111.70	N/A	N/A	0	2	22	3
2023-02-08	$99.80	$10.00	73.6%	21.1%	73.8%	3.8%	0.0%	3.5%	-5.9%	45	-142.6K	-205	0.00	114.39	N/A	N/A	0	0	22	5
2023-02-09	$98.50	$10.00	72.6%	20.8%	74.1%	3.5%	87.2%	22.6%	-2.3%	95	-139.2K	-209	45.00	104.48	N/A	N/A	0	5	22	5
2023-02-10	$98.00	$30.00	74.8%	21.4%	73.7%	4.0%	0.0%	8.9%	2.7%	-679	-107.7K	-249	0.00	113.64	N/A	N/A	0	0	22	10
2023-02-13	$97.90	$30.00	77.6%	22.3%	72.9%	4.7%	0.0%	3.2%	-4.4%	-790	-105.6K	-232	0.00	111.05	N/A	N/A	0	0	22	10
2023-02-14	$98.60	$30.00	74.9%	21.5%	72.9%	4.1%	0.0%	4.5%	1.4%	-863	-108.0K	-231	0.00	109.84	N/A	N/A	0	0	22	10
2023-02-15	$89.50	$30.00	73.4%	21.0%	79.4%	3.7%	64.4%	15.4%	4.7%	-160	-69.5K	-185	3.53	114.85	N/A	N/A	2	5	22	10
2023-02-16	$92.50	$30.00	73.2%	21.0%	79.2%	3.7%	72.5%	4.3%	102.7%	-518	-101.7K	-186	0.00	112.67	N/A	N/A	1	0	23	9
2023-02-17	$89.80	$30.00	78.7%	22.6%	77.9%	5.0%	0.0%	3.1%	109.7%	309	-89.0K	-171	0.00	114.55	N/A	N/A	1	0	23	9
2023-02-21	$87.00	$30.00	83.5%	23.9%	76.8%	6.1%	77.7%	17.2%	-1.4%	400	-127.8K	-186	0.00	113.73	N/A	N/A	0	2	22	4
2023-02-22	$83.40	$30.00	89.1%	25.5%	77.6%	7.4%	0.0%	26.5%	8.1%	153	-110.3K	-198	0.00	114.89	N/A	N/A	0	0	22	6
2023-02-23	$88.20	$30.00	80.6%	23.1%	81.1%	5.4%	0.0%	9.5%	-2.5%	68	-118.8K	-195	0.00	115.25	N/A	N/A	0	0	22	6
2023-02-24	$79.40	$30.00	88.9%	25.5%	84.0%	7.4%	88.7%	22.0%	-4.0%	298	-93.8K	-165	2.40	112.76	N/A	N/A	1	1	22	6
2023-02-27	$80.00	$30.00	90.9%	26.1%	83.3%	7.9%	88.2%	20.0%	-9.1%	216	-93.2K	-170	9.00	114.45	N/A	N/A	0	1	22	7
2023-02-28	$79.20	$30.00	84.4%	24.2%	81.3%	6.3%	0.0%	33.2%	-1.1%	257	-90.2K	-162	0.00	116.28	N/A	N/A	0	0	22	6