KORU Options History — August 2023

In August 2023, KORU traded between $77.80 and $108.80. ATM implied volatility averaged 73.7%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded above realized volatility by 16.2% (HV 20d: 57.5%). Max pain ranged from $60.00 to $120.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 12.19.

Notable Days

  • 2023-08-16: Highest Volume — 15 contracts
  • 2023-08-22: Largest IV spike — 38.0% change
  • 2023-08-03: Highest IV Rank — 8.4%
  • 2023-08-28: Largest Expected Move — 24.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.26$77.80$108.80$108.80$84.80
Max Pain$63.04$60.00$120.00$70.00$60.00
ATM IV73.7%55.7%89.5%66.5%78.0%
Expected Move20.5%16.0%24.4%19.1%22.4%
HV 20d57.5%43.0%71.2%62.6%43.0%
HV 60d61.8%59.2%63.7%61.1%59.2%
IV Rank4.7%0.5%8.4%3.0%5.7%
IV Percentile25.7%1.2%48.0%13.1%36.5%
Term Structure-0.5%-22.4%146.9%-4.1%-17.4%
VWIV65.9%50.9%80.8%60.2%61.8%
Skew 25d17.5%-5.0%40.9%-5.0%30.5%
Skew 10d44.3%11.3%210.7%13.3%40.0%
Call IV 25d66.5%50.5%79.9%79.9%56.2%
Put IV 25d84.0%69.9%113.4%74.9%86.7%
Bid-Ask Spread %115.57109.54122.09113.24119.79
Gamma HHI0.260.180.450.180.22
Net GEX2.3K1.0K3.5K1.0K3.3K
Net DEX-256.9K-377.5K-96.0K-303.9K-347.8K
Net VEX-300-479-149-149-377
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.190.00104.0030.000.00
Total Volume2.43501530
Total OI46.56532603260

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$108.80$70.0066.5%19.1%62.6%3.0%60.2%-5.0%-4.1%1.0K-303.9K-1490.00113.24N/AN/A03311
2023-08-02$98.90$120.0069.7%20.0%71.2%3.8%74.8%4.2%-4.8%1.2K-228.5K-23230.00114.26N/AN/A03315
2023-08-03$98.40$60.0089.5%18.2%66.5%8.4%0.0%12.8%-4.2%1.4K-236.8K-2450.00111.16N/AN/A10313
2023-08-04$95.40$60.0070.0%17.6%67.4%3.9%0.0%7.7%-11.4%1.5K-238.5K-2350.50109.54N/AN/A00323
2023-08-07$94.60$60.0085.0%22.2%67.4%7.4%0.0%4.5%-3.8%1.7K-234.0K-2170.00112.74N/AN/A10323
2023-08-08$90.90$60.0087.3%22.4%66.4%7.9%0.0%14.0%-8.4%1.8K-219.0K-2450.00109.94N/AN/A00333
2023-08-09$93.40$60.0079.3%22.7%60.1%6.0%73.4%1.0%-1.7%1.7K-230.8K-2390.00110.43N/AN/A10333
2023-08-10$90.90$60.0068.9%19.8%58.1%3.6%64.5%6.0%10.3%1.6K-230.6K-2220.60110.84N/AN/A11333
2023-08-11$87.50$60.0076.3%21.9%58.8%5.3%50.9%24.4%-2.9%1.9K-209.3K-2740.00112.76N/AN/A00344
2023-08-14$85.70$60.0066.9%19.2%58.0%3.1%0.0%13.6%-5.7%2.3K-206.6K-2240.00112.94N/AN/A00344
2023-08-15$82.90$60.0075.3%21.6%58.4%5.1%68.7%25.6%-6.8%2.1K-190.5K-240104.00114.54N/AN/A010344
2023-08-16$78.60$60.0074.2%21.3%60.1%4.8%0.0%37.8%-9.5%1.8K-96.0K-2470.50113.82N/AN/A1053414
2023-08-17$78.30$60.0071.9%20.6%58.6%4.3%0.0%25.7%146.9%2.4K-186.2K-32525.00113.73N/AN/A054411
2023-08-18$78.00$60.0075.2%21.6%58.4%5.1%70.9%23.0%-16.9%2.9K-178.1K-3250.00114.60N/AN/A004511
2023-08-21$79.20$60.0055.7%16.0%54.2%0.5%53.2%36.3%7.5%2.3K-269.9K-2340.01119.91N/AN/A100442
2023-08-22$77.80$60.0076.9%22.0%51.6%5.5%80.8%30.2%-20.4%3.4K-273.2K-47910.00121.60N/AN/A02542
2023-08-23$80.70$60.0071.5%20.5%55.0%4.2%0.0%19.9%-6.3%3.5K-296.4K-4210.00121.57N/AN/A00544
2023-08-24$80.90$60.0068.8%19.7%52.8%3.6%61.8%5.2%-2.8%3.0K-307.7K-4320.00119.31N/AN/A30544
2023-08-25$82.90$60.0073.7%21.1%48.8%4.7%0.0%5.8%-17.2%3.5K-334.5K-3970.00119.39N/AN/A00564
2023-08-28$84.50$60.0085.3%24.4%49.9%7.4%0.0%13.8%-22.4%3.2K-348.7K-3950.00122.09N/AN/A00564
2023-08-29$87.90$60.0066.4%19.0%53.0%3.0%0.0%24.8%-7.2%2.5K-377.5K-3780.00117.81N/AN/A00564
2023-08-30$85.90$60.0063.8%18.3%43.0%2.4%0.0%40.9%-2.2%2.5K-364.1K-3720.00122.03N/AN/A00564
2023-08-31$84.80$60.0078.0%22.4%43.0%5.7%0.0%30.5%-17.4%3.3K-347.8K-3770.00119.79N/AN/A00564