KORU Options History — July 2023

In July 2023, KORU traded between $88.40 and $110.70. ATM implied volatility averaged 66.2%, placing in the 3.0% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 0.4% (HV 20d: 66.6%). Max pain ranged from $70.00 to $100.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.27.

Notable Days

2023-07-28: Highest Volume — 8 contracts
2023-07-12: Largest IV drop — 28.7% change
2023-07-11: Highest IV Rank — 7.8%
2023-07-05: Largest Expected Move — 23.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$102.49	$88.40	$110.70	$97.50	$108.60
Max Pain	$73.00	$70.00	$100.00	$100.00	$70.00
ATM IV	66.2%	55.9%	86.9%	71.0%	63.4%
Expected Move	18.0%	16.0%	23.3%	20.4%	18.2%
HV 20d	66.6%	61.9%	71.1%	61.9%	65.6%
HV 60d	60.1%	58.4%	61.3%	59.9%	61.2%
IV Rank	3.0%	0.5%	7.8%	4.1%	2.3%
IV Percentile	11.8%	1.2%	37.3%	13.1%	10.3%
Term Structure	3.9%	-17.8%	14.1%	-17.8%	5.5%
VWIV	63.8%	46.9%	81.8%	74.9%	60.6%
Skew 25d	8.4%	-6.1%	18.0%	17.8%	2.6%
Skew 10d	11.4%	-2.5%	17.6%	13.4%	15.5%
Call IV 25d	68.5%	62.3%	78.6%	71.0%	72.1%
Put IV 25d	76.9%	65.7%	93.0%	88.9%	74.7%
Bid-Ask Spread %	114.68	105.28	122.47	122.47	115.17
Gamma HHI	0.28	0.20	0.39	0.32	0.20
Net GEX	1.2K	823	2.0K	1.0K	1.2K
Net DEX	-210.6K	-298.7K	-150.0K	-179.1K	-298.7K
Net VEX	-167	-219	-121	-216	-173
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	3.00	0.00	0.00
Total Volume	0.6	0	8	0	0
Total OI	28.2	23	32	28	32

Daily Data (20 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
2023-07-03	$97.50	$100.00	71.0%	20.4%	61.9%	4.1%	74.9%	17.8%	-17.8%	1.0K	-179.1K	-216	0.00	122.47	N/A	N/A	0	0	24	4
2023-07-05	$94.50	$100.00	81.2%	23.3%	62.7%	6.5%	81.8%	18.0%	-12.1%	1.1K	-171.2K	-210	0.00	121.87	N/A	N/A	0	0	24	4
2023-07-06	$88.40	$70.00	73.3%	18.1%	65.6%	4.6%	0.0%	12.8%	1.1%	1.1K	-150.0K	-219	0.00	110.80	N/A	N/A	0	0	24	4
2023-07-07	$90.40	$70.00	76.4%	17.7%	65.2%	5.4%	0.0%	9.6%	8.5%	1.0K	-154.1K	-207	0.00	113.41	N/A	N/A	0	0	24	4
2023-07-10	$90.20	$70.00	84.4%	17.9%	63.1%	7.2%	0.0%	15.6%	3.2%	1.1K	-154.6K	-194	0.00	117.96	N/A	N/A	0	0	24	4
2023-07-11	$95.00	$70.00	86.9%	18.1%	63.8%	7.8%	54.9%	-0.9%	14.1%	970	-175.7K	-188	0.00	105.28	N/A	N/A	1	0	24	4
2023-07-12	$102.90	$70.00	62.0%	17.8%	70.8%	2.0%	0.0%	9.8%	10.3%	1.4K	-205.7K	-192	0.00	113.42	N/A	N/A	2	0	25	4
2023-07-13	$107.10	$70.00	58.4%	16.7%	71.1%	1.1%	0.0%	0.9%	5.1%	1.9K	-235.9K	-171	0.00	117.03	N/A	N/A	0	0	27	4
2023-07-14	$107.70	$70.00	56.1%	16.1%	70.3%	0.6%	46.9%	4.2%	3.1%	1.7K	-239.7K	-170	0.00	116.17	N/A	N/A	0	0	27	4
2023-07-17	$109.60	$70.00	61.1%	17.5%	70.5%	1.8%	60.6%	11.7%	2.7%	1.9K	-248.4K	-147	0.00	116.20	N/A	N/A	0	0	27	4
2023-07-18	$108.60	$70.00	59.0%	16.9%	70.0%	1.3%	0.0%	5.0%	4.1%	2.0K	-247.2K	-135	0.00	116.03	N/A	N/A	0	0	27	4
2023-07-19	$107.30	$70.00	57.9%	16.6%	66.5%	1.0%	0.0%	6.1%	4.9%	1.6K	-235.7K	-157	0.00	113.54	N/A	N/A	0	0	27	4
2023-07-20	$101.80	$70.00	61.4%	17.6%	68.2%	1.8%	0.0%	-6.1%	12.8%	1.6K	-215.0K	-153	0.00	112.61	N/A	N/A	0	0	27	4
2023-07-21	$102.00	$70.00	63.2%	18.1%	68.2%	2.3%	0.0%	4.6%	5.7%	956	-224.7K	-161	0.00	116.41	N/A	N/A	0	1	27	4
2023-07-24	$107.50	$70.00	59.5%	17.0%	65.9%	1.4%	0.0%	10.3%	4.0%	824	-215.0K	-130	0.00	113.30	N/A	N/A	0	0	22	1
2023-07-25	$110.70	$70.00	61.8%	17.7%	65.8%	1.9%	0.0%	13.5%	6.9%	919	-223.5K	-121	0.00	115.27	N/A	N/A	0	0	22	1
2023-07-26	$108.90	$70.00	63.1%	18.1%	65.8%	2.3%	0.0%	15.2%	0.3%	992	-218.6K	-130	3.00	111.98	N/A	N/A	0	0	23	1
2023-07-27	$102.70	$70.00	67.9%	19.5%	65.3%	3.4%	0.0%	12.9%	6.5%	823	-203.0K	-142	0.00	111.93	N/A	N/A	0	0	23	1
2023-07-28	$108.40	$70.00	55.9%	16.0%	66.1%	0.5%	0.0%	3.9%	9.9%	930	-216.6K	-132	0.00	112.67	N/A	N/A	8	0	23	1
2023-07-31	$108.60	$70.00	63.4%	18.2%	65.6%	2.3%	0.0%	2.6%	5.5%	1.2K	-298.7K	-173	0.00	115.17	N/A	N/A	0	0	31	1