KORU Options History — April 2023 In April 2023, KORU traded between $79.40 and $99.30. ATM implied volatility averaged 82.4%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 26.4% (HV 20d: 56.0%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.09.
Notable Days 2023-04-12 : Highest Volume — 4 contracts2023-04-12 : Largest IV drop — 24.6% change2023-04-10 : Highest IV Rank — 12.6%2023-04-04 : Largest Expected Move — 27.7%Monthly Statistics Metric Avg Min Max Open Close Price $88.09 $79.40 $99.30 $86.30 $83.60 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 82.4% 67.9% 111.0% 86.3% 80.5% Expected Move 22.7% 19.5% 27.7% 24.7% 23.1% HV 20d 56.0% 50.0% 68.3% 68.3% 58.6% HV 60d 71.1% 68.9% 76.0% 76.0% 68.9% IV Rank 5.9% 2.4% 12.6% 6.8% 5.4% IV Percentile 13.6% 2.0% 35.7% 14.7% 13.9% Term Structure -2.8% -22.2% 9.0% -22.2% -13.4% VWIV 82.4% 64.7% 95.5% 95.5% 79.7% Skew 25d 10.6% -7.0% 19.0% 18.6% 12.8% Skew 10d 21.1% 16.0% 30.8% 20.0% 24.2% Call IV 25d 85.4% 77.7% 99.8% 87.2% 79.6% Put IV 25d 96.0% 76.2% 111.0% 105.9% 92.4% Bid-Ask Spread % 121.29 117.81 145.58 118.79 121.35 Gamma HHI 0.35 0.27 0.48 0.28 0.33 Net GEX 1.1K 714 2.4K 1.2K 714 Net DEX -79.0K -142.2K -52.0K -80.0K -52.5K Net VEX -168 -234 -106 -203 -108 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.00 1.00 0.00 0.00 Total Volume 0.684 0 4 0 0 Total OI 16.789 14 22 18 15
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 2023-04-03 $86.30 $60.00 86.3% 24.7% 68.3% 6.8% 95.5% 18.6% -22.2% 1.2K -80.0K -203 0.00 118.79 N/A N/A 0 0 17 1 2023-04-04 $84.60 $60.00 96.8% 27.7% 62.1% 9.2% 0.0% 19.0% -20.2% 1.2K -80.1K -201 0.00 120.97 N/A N/A 0 0 17 1 2023-04-05 $85.00 $60.00 94.1% 27.0% 62.1% 8.6% 82.2% 14.6% -5.4% 1.2K -79.4K -197 0.00 119.91 N/A N/A 0 0 17 1 2023-04-06 $82.30 $60.00 93.9% 23.7% 56.9% 8.6% 0.0% 11.9% -0.5% 1.0K -74.0K -190 0.00 117.81 N/A N/A 0 0 17 1 2023-04-10 $87.10 $60.00 111.0% 24.1% 59.8% 12.6% 0.0% 11.2% 4.8% 1.2K -80.8K -192 0.00 120.89 N/A N/A 0 0 17 1 2023-04-11 $90.70 $60.00 101.6% 22.9% 57.2% 10.4% 0.0% 4.6% 3.5% 1.2K -91.1K -206 0.00 119.29 N/A N/A 0 0 17 1 2023-04-12 $91.60 $60.00 76.6% 22.0% 53.3% 4.5% 0.0% 13.4% -3.5% 1.4K -94.5K -206 0.00 117.96 N/A N/A 4 0 17 1 2023-04-13 $99.30 $60.00 78.4% 22.5% 54.8% 4.9% 0.0% 16.6% 1.1% 2.4K -142.2K -234 0.03 145.58 N/A N/A 4 0 21 1 2023-04-14 $96.40 $60.00 72.1% 20.7% 50.3% 3.4% 0.0% -7.0% 4.1% 1.4K -105.2K -212 0.00 118.96 N/A N/A 0 0 17 1 2023-04-17 $93.60 $60.00 77.2% 22.1% 50.2% 4.6% 0.0% 12.4% 3.0% 1.4K -96.2K -202 0.00 118.52 N/A N/A 0 0 17 1 2023-04-18 $94.30 $60.00 71.2% 20.4% 50.1% 3.2% 0.0% 13.8% 7.6% 1.5K -95.9K -199 0.00 121.05 N/A N/A 4 0 17 1 2023-04-19 $91.60 $60.00 68.3% 19.6% 51.9% 2.5% 64.7% 6.7% 4.9% 1.0K -72.9K -138 1.00 118.28 N/A N/A 0 0 14 1 2023-04-20 $90.40 $60.00 72.6% 20.8% 51.0% 3.5% 0.0% 9.4% 9.0% 1.0K -72.1K -134 0.00 118.63 N/A N/A 0 0 14 1 2023-04-21 $87.90 $60.00 67.9% 19.5% 51.6% 2.4% 0.0% 10.1% 0.2% 880 -65.5K -126 0.00 122.68 N/A N/A 0 0 14 1 2023-04-24 $86.30 $60.00 72.1% 20.7% 50.0% 3.4% 90.2% 6.2% -8.4% 814 -60.3K -115 0.00 123.66 N/A N/A 0 0 13 1 2023-04-25 $79.40 $60.00 83.8% 24.0% 58.5% 6.2% 0.0% 8.1% -6.6% 718 -52.0K -108 0.00 123.00 N/A N/A 0 0 13 1 2023-04-26 $80.00 $60.00 82.0% 23.5% 58.0% 5.7% 0.0% 8.7% 1.2% 732 -52.3K -106 0.00 118.73 N/A N/A 0 1 13 1 2023-04-27 $83.40 $60.00 80.1% 23.0% 60.0% 5.3% 79.7% 10.8% -12.7% 716 -53.4K -114 0.00 118.37 N/A N/A 0 0 13 2 2023-04-28 $83.60 $60.00 80.5% 23.1% 58.6% 5.4% 0.0% 12.8% -13.4% 714 -52.5K -108 0.00 121.35 N/A N/A 0 0 13 2
« Mar 2023 | All History | May 2023 » Home KORU History April 2023