KORU Options History — May 2023

In May 2023, KORU traded between $77.60 and $94.30. ATM implied volatility averaged 75.4%, placing in the 4.2% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 20.0% (HV 20d: 55.5%). Max pain ranged from $10.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.06.

Notable Days

  • 2023-05-11: Highest Volume — 1 contracts
  • 2023-05-10: Largest IV drop — 35.1% change
  • 2023-05-09: Highest IV Rank — 10.0%
  • 2023-05-03: Largest Expected Move — 25.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$85.90$77.60$94.30$82.30$91.40
Max Pain$16.82$10.00$60.00$60.00$10.00
ATM IV75.4%60.3%99.9%84.2%76.9%
Expected Move20.9%17.3%25.4%24.1%22.0%
HV 20d55.5%48.3%60.6%58.5%55.5%
HV 60d63.6%59.8%68.9%68.9%60.2%
IV Rank4.2%0.6%10.0%6.3%4.5%
IV Percentile11.8%0.8%32.5%18.7%15.9%
Term Structure-3.4%-20.8%10.9%-15.8%-10.0%
VWIV65.7%43.8%80.5%80.5%66.7%
Skew 25d8.1%-11.3%30.4%10.6%-10.3%
Skew 10d21.3%-5.7%41.0%25.6%-5.4%
Call IV 25d70.6%55.6%88.2%86.7%72.4%
Put IV 25d78.7%58.4%100.7%97.3%62.1%
Bid-Ask Spread %112.7081.40120.97119.45115.72
Gamma HHI0.330.270.450.360.30
Net GEX1.1K6811.6K7291.6K
Net DEX-89.4K-163.9K-49.9K-53.4K-158.1K
Net VEX-149-260-95-112-199
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.000.670.000.00
Total Volume0.2270100
Total OI20.54515291529

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$82.30$60.0084.2%24.1%58.5%6.3%0.0%10.6%-15.8%729-53.4K-1120.00119.45N/AN/A00132
2023-05-02$82.90$60.0088.3%25.3%58.5%7.2%0.0%12.5%-6.8%715-53.9K-1070.00120.97N/AN/A00142
2023-05-03$81.80$60.0088.5%25.4%58.3%7.3%80.5%12.5%-20.8%737-54.0K-1070.00115.97N/AN/A00142
2023-05-04$83.20$10.0095.6%20.3%58.6%9.0%0.0%1.9%10.9%778-55.1K-1030.00113.47N/AN/A00142
2023-05-05$87.50$10.0065.9%19.1%60.1%1.9%0.0%12.6%1.5%967-60.6K-1090.00110.90N/AN/A00142
2023-05-08$87.50$10.0081.1%20.6%56.7%5.5%0.0%18.6%-0.5%972-62.9K-1150.00113.28N/AN/A00142
2023-05-09$84.80$10.0099.9%21.1%55.7%10.0%0.0%8.7%7.5%876-59.6K-1130.00114.44N/AN/A00142
2023-05-10$85.20$10.0064.8%18.6%55.5%1.7%0.0%5.5%0.3%921-59.8K-1100.00111.97N/AN/A00142
2023-05-11$80.90$10.0068.6%19.7%48.3%2.6%0.0%17.6%6.9%693-49.9K-950.00114.45N/AN/A10142
2023-05-12$77.60$10.0065.3%18.7%49.1%1.8%43.8%0.5%4.4%681-50.1K-1120.00111.68N/AN/A10152
2023-05-15$81.30$10.0066.2%19.0%52.6%2.0%67.9%3.0%3.5%839-58.8K-1150.00112.53N/AN/A00162
2023-05-16$78.80$10.0067.0%19.2%52.9%2.2%77.0%0.5%-2.0%764-56.3K-1100.00113.99N/AN/A00162
2023-05-17$83.00$10.0068.9%19.8%56.6%2.6%0.0%-11.3%-1.5%896-61.6K-1170.0081.40N/AN/A00162
2023-05-18$85.00$10.0078.0%22.4%57.4%4.8%0.0%3.8%-9.4%1.0K-66.6K-1210.00112.21N/AN/A00162
2023-05-19$88.40$10.0060.3%17.3%58.4%0.6%0.0%-4.2%1.7%902-69.1K-1230.00116.98N/AN/A01162
2023-05-22$93.00$10.0066.2%19.0%60.6%2.0%58.5%15.8%5.4%1.6K-159.8K-2030.00114.78N/AN/A10253
2023-05-23$89.80$10.0085.3%24.4%53.4%6.5%0.0%2.6%-20.7%1.5K-156.4K-2490.67108.65N/AN/A00263
2023-05-24$89.80$10.0069.4%19.9%53.5%2.8%0.0%18.9%-4.4%1.5K-152.6K-2600.00113.83N/AN/A00263
2023-05-25$88.60$10.0072.7%20.8%52.1%3.5%0.0%12.7%-9.4%1.4K-146.4K-2520.00115.81N/AN/A00263
2023-05-26$92.70$10.0067.0%19.2%54.2%2.2%66.7%15.0%-5.3%1.6K-158.5K-2190.00113.17N/AN/A10263
2023-05-30$94.30$10.0079.5%22.8%53.8%5.2%0.0%30.4%-10.9%1.6K-163.9K-2360.00113.81N/AN/A00263
2023-05-31$91.40$10.0076.9%22.0%55.5%4.5%0.0%-10.3%-10.0%1.6K-158.1K-1990.00115.72N/AN/A00263