KORU Options History — March 2023 In March 2023, KORU traded between $73.10 and $88.20. ATM implied volatility averaged 95.8%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 18.3% (HV 20d: 77.4%). Max pain ranged from $30.00 to $60.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.26.
Notable Days 2023-03-29 : Highest Volume — 4 contracts2023-03-15 : Largest IV drop — 20.2% change2023-03-14 : Highest IV Rank — 14.9%2023-03-13 : Largest Expected Move — 29.6%Monthly Statistics Metric Avg Min Max Open Close Price $81.23 $73.10 $88.20 $83.20 $87.00 Max Pain $54.00 $30.00 $60.00 $30.00 $60.00 ATM IV 95.8% 76.5% 120.7% 95.3% 76.5% Expected Move 25.5% 21.9% 29.6% 27.3% 21.9% HV 20d 77.4% 68.4% 84.1% 84.1% 68.4% HV 60d 80.6% 76.2% 83.2% 81.0% 76.2% IV Rank 9.0% 4.4% 14.9% 8.9% 4.4% IV Percentile 20.0% 8.3% 36.9% 17.9% 8.3% Term Structure 1.5% -22.0% 117.5% -0.4% -2.5% VWIV 77.9% 59.4% 91.6% 85.5% 60.7% Skew 25d 23.0% 5.8% 58.9% 43.2% 50.5% Skew 10d 23.5% 9.4% 41.9% 35.8% 14.6% Call IV 25d 80.1% 48.5% 102.6% 65.4% 48.5% Put IV 25d 103.1% 80.9% 129.2% 108.6% 99.0% Bid-Ask Spread % 117.97 113.35 126.30 114.03 119.75 Gamma HHI 0.33 0.19 0.46 0.20 0.28 Net GEX 483 26 1.2K 128 1.1K Net DEX -82.6K -117.9K -51.1K -106.5K -86.3K Net VEX -158 -218 -119 -186 -218 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.00 3.00 0.00 0.00 Total Volume 0.304 0 4 0 0 Total OI 23 14 31 28 18
Daily Data (23 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 2023-03-01 $83.20 $30.00 95.3% 27.3% 84.1% 8.9% 85.5% 43.2% -0.4% 128 -106.5K -186 0.00 114.03 N/A N/A 0 0 22 6 2023-03-02 $82.50 $30.00 89.6% 25.7% 75.9% 7.6% 0.0% 9.6% -3.9% 135 -103.1K -183 0.00 115.55 N/A N/A 0 0 22 6 2023-03-03 $87.50 $30.00 87.5% 25.1% 80.4% 7.1% 0.0% 49.1% -16.3% 118 -115.6K -195 0.00 113.35 N/A N/A 0 0 22 6 2023-03-06 $88.20 $0.00 91.5% 22.6% 76.4% 8.0% 0.0% 6.3% -6.1% 26 -117.9K -190 0.00 117.79 N/A N/A 0 0 22 6 2023-03-07 $81.40 $0.00 102.2% 22.3% 75.7% 10.5% 0.0% 12.8% 6.0% 263 -94.7K -154 0.00 116.58 N/A N/A 0 0 22 6 2023-03-08 $81.30 $0.00 104.3% 23.7% 72.1% 11.0% 0.0% 9.5% -1.0% 230 -100.0K -158 0.00 120.98 N/A N/A 0 0 23 6 2023-03-09 $75.50 $0.00 105.0% 23.3% 75.3% 11.2% 0.0% 8.6% 1.1% 353 -87.9K -143 0.00 120.08 N/A N/A 0 1 23 6 2023-03-10 $75.40 $0.00 112.3% 25.7% 75.4% 12.9% 0.0% 5.8% -2.3% 265 -89.1K -153 0.00 120.95 N/A N/A 0 0 23 7 2023-03-13 $80.50 $0.00 119.5% 29.6% 80.5% 14.6% 0.0% 12.9% -0.7% 265 -96.5K -147 0.00 121.44 N/A N/A 1 0 23 7 2023-03-14 $76.60 $0.00 120.7% 25.6% 81.6% 14.9% 0.0% 21.0% -4.4% 438 -92.1K -141 0.00 126.30 N/A N/A 0 0 24 7 2023-03-15 $73.10 $0.00 96.3% 27.6% 82.1% 9.1% 90.6% 26.6% -3.7% 443 -81.1K -119 0.17 117.58 N/A N/A 1 0 24 7 2023-03-16 $79.60 $60.00 94.2% 27.0% 83.5% 8.6% 91.6% 28.7% 117.5% 338 -96.9K -146 3.00 114.91 N/A N/A 0 0 23 7 2023-03-17 $77.20 $60.00 94.3% 27.0% 82.6% 8.7% 0.0% 29.3% -1.3% 550 -87.7K -141 1.00 118.29 N/A N/A 0 0 23 7 2023-03-20 $78.70 $60.00 96.7% 27.7% 82.8% 9.2% 59.4% 58.9% -10.4% 560 -51.1K -135 0.00 115.77 N/A N/A 0 0 13 1 2023-03-21 $79.60 $60.00 99.1% 28.4% 82.5% 9.8% 0.0% 27.5% -22.0% 593 -55.0K -145 0.00 117.48 N/A N/A 0 0 13 1 2023-03-22 $82.70 $60.00 89.0% 25.5% 82.5% 7.4% 0.0% 19.6% -11.0% 643 -62.6K -159 0.00 116.01 N/A N/A 0 0 13 1 2023-03-23 $84.80 $60.00 87.4% 25.0% 80.4% 7.0% 0.0% 6.5% -6.1% 715 -62.8K -156 0.00 115.26 N/A N/A 0 0 13 1 2023-03-24 $81.60 $60.00 101.6% 29.1% 72.2% 10.4% 0.0% 31.4% -7.4% 617 -58.5K -149 0.00 114.00 N/A N/A 0 0 13 1 2023-03-27 $80.90 $60.00 85.4% 24.5% 72.2% 6.5% 0.0% 26.6% 10.5% 681 -54.6K -135 0.00 119.62 N/A N/A 0 0 13 1 2023-03-28 $82.70 $60.00 90.6% 26.0% 72.5% 7.8% 0.0% 11.7% 1.2% 749 -56.6K -132 0.00 118.77 N/A N/A 0 0 13 1 2023-03-29 $82.70 $60.00 80.8% 23.2% 70.3% 5.5% 79.6% 12.8% 14.4% 678 -62.1K -148 0.00 118.72 N/A N/A 4 0 13 1 2023-03-30 $85.70 $60.00 82.7% 23.7% 71.4% 5.9% 0.0% 19.7% -16.0% 1.2K -80.7K -210 0.00 120.19 N/A N/A 0 0 18 1 2023-03-31 $87.00 $60.00 76.5% 21.9% 68.4% 4.4% 60.7% 50.5% -2.5% 1.1K -86.3K -218 0.00 119.75 N/A N/A 0 0 17 1
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