KORU Options History — June 2023

In June 2023, KORU traded between $88.80 and $112.30. ATM implied volatility averaged 68.8%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 10.7% (HV 20d: 58.1%). Max pain ranged from $10.00 to $100.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.21.

Notable Days

2023-06-28: Highest Volume — 6 contracts
2023-06-27: Largest IV drop — 30.4% change
2023-06-07: Highest IV Rank — 6.7%
2023-06-01: Largest Expected Move — 22.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$100.58	$88.80	$112.30	$95.00	$91.80
Max Pain	$91.43	$10.00	$100.00	$10.00	$100.00
ATM IV	68.8%	53.5%	85.9%	79.4%	58.7%
Expected Move	17.8%	15.3%	22.8%	22.8%	16.8%
HV 20d	58.1%	51.7%	63.7%	56.3%	63.1%
HV 60d	56.3%	53.5%	59.8%	58.3%	58.7%
IV Rank	3.1%	0.0%	6.7%	5.1%	1.2%
IV Percentile	10.9%	0.0%	28.2%	18.7%	2.0%
Term Structure	0.1%	-23.9%	11.6%	-7.8%	-6.6%
VWIV	67.6%	45.9%	98.9%	98.9%	54.9%
Skew 25d	7.7%	-5.2%	32.5%	32.5%	9.3%
Skew 10d	10.8%	-3.9%	22.3%	-3.9%	8.5%
Call IV 25d	66.1%	52.2%	79.6%	60.3%	66.9%
Put IV 25d	73.8%	61.9%	92.8%	92.8%	76.2%
Bid-Ask Spread %	118.47	112.88	125.17	112.88	121.84
Gamma HHI	0.40	0.21	0.74	0.34	0.39
Net GEX	2.2K	765	6.4K	1.7K	953
Net DEX	-177.1K	-258.9K	-119.6K	-165.7K	-157.5K
Net VEX	-196	-243	-151	-243	-233
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	1.00	1.00	0.00
Total Volume	0.952	0	6	0	0
Total OI	27.238	20	33	29	28

Daily Data (21 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
2023-06-01	$95.00	$10.00	79.4%	22.8%	56.3%	5.1%	0.0%	32.5%	-7.8%	1.7K	-165.7K	-243	0.00	112.88	N/A	N/A	0	0	26	3
2023-06-02	$101.80	$10.00	74.3%	21.3%	60.3%	3.9%	98.9%	27.7%	-16.0%	2.1K	-199.4K	-182	1.00	116.94	N/A	N/A	0	0	26	3
2023-06-05	$101.40	$100.00	82.8%	18.0%	58.6%	5.9%	68.8%	5.0%	0.9%	2.1K	-195.8K	-197	0.45	121.06	N/A	N/A	1	1	26	3
2023-06-06	$103.90	$100.00	79.0%	18.5%	58.8%	5.0%	66.5%	-1.2%	3.3%	2.2K	-195.3K	-206	0.00	113.42	N/A	N/A	3	0	26	4
2023-06-07	$99.60	$100.00	85.9%	18.5%	59.9%	6.7%	0.0%	0.3%	6.9%	2.5K	-187.1K	-215	0.00	115.53	N/A	N/A	0	0	28	4
2023-06-08	$103.60	$100.00	82.3%	16.8%	60.9%	5.8%	0.0%	9.8%	11.4%	2.9K	-208.5K	-200	0.00	117.42	N/A	N/A	0	0	28	4
2023-06-09	$108.40	$100.00	73.8%	16.5%	57.5%	3.8%	0.0%	-1.8%	3.8%	3.6K	-225.3K	-221	0.00	117.25	N/A	N/A	0	0	28	4
2023-06-12	$108.20	$100.00	81.0%	16.2%	54.0%	5.5%	0.0%	-1.3%	11.6%	4.8K	-220.0K	-194	0.00	120.17	N/A	N/A	1	0	28	4
2023-06-13	$112.30	$100.00	78.9%	16.3%	53.4%	5.0%	0.0%	5.5%	5.2%	4.4K	-258.9K	-202	0.00	114.81	N/A	N/A	0	0	29	4
2023-06-14	$108.90	$100.00	58.7%	16.8%	53.4%	0.2%	0.0%	-0.5%	7.5%	6.4K	-226.1K	-201	0.00	117.58	N/A	N/A	0	0	28	4
2023-06-15	$110.00	$100.00	54.8%	15.7%	51.7%	0.0%	0.0%	-5.2%	8.0%	5.2K	-235.6K	-196	0.00	115.74	N/A	N/A	2	0	29	4
2023-06-16	$107.30	$100.00	53.6%	15.4%	53.3%	0.0%	0.0%	7.4%	7.0%	913	-189.0K	-188	0.13	117.60	N/A	N/A	4	1	28	4
2023-06-20	$101.10	$100.00	61.2%	17.5%	57.9%	1.8%	0.0%	26.5%	0.7%	822	-140.3K	-176	0.00	118.20	N/A	N/A	0	0	18	2
2023-06-21	$97.70	$100.00	58.9%	16.9%	57.2%	1.2%	59.9%	12.1%	-2.4%	817	-133.6K	-176	0.00	119.02	N/A	N/A	0	0	18	2
2023-06-22	$97.50	$100.00	60.1%	17.2%	55.5%	1.5%	0.0%	10.1%	-1.4%	847	-133.5K	-174	0.00	122.06	N/A	N/A	0	0	18	2
2023-06-23	$91.60	$100.00	63.6%	18.2%	60.3%	2.3%	0.0%	4.6%	0.2%	826	-119.6K	-183	0.00	121.42	N/A	N/A	0	0	18	2
2023-06-26	$94.50	$100.00	76.9%	22.1%	61.0%	5.5%	78.6%	11.9%	-23.9%	765	-128.7K	-151	1.00	119.36	N/A	N/A	0	0	18	2
2023-06-27	$97.30	$100.00	53.5%	15.3%	59.7%	0.0%	45.9%	-0.1%	9.7%	826	-132.2K	-167	0.30	119.71	N/A	N/A	1	0	18	2
2023-06-28	$91.40	$100.00	57.3%	16.4%	63.7%	0.9%	54.9%	3.2%	-3.9%	1.1K	-119.9K	-182	0.26	120.78	N/A	N/A	5	1	19	2
2023-06-29	$88.80	$100.00	69.7%	20.0%	63.6%	3.8%	0.0%	5.8%	-12.6%	979	-147.9K	-229	0.00	125.17	N/A	N/A	0	0	24	4
2023-06-30	$91.80	$100.00	58.7%	16.8%	63.1%	1.2%	0.0%	9.3%	-6.6%	953	-157.5K	-233	0.00	121.84	N/A	N/A	0	0	24	4