KORU Options History — September 2023 In September 2023, KORU traded between $68.40 and $86.80. ATM implied volatility averaged 75.5%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 29.8% (HV 20d: 45.7%). Max pain ranged from $60.00 to $90.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.10.
Notable Days 2023-09-15 : Highest Volume — 12 contracts2023-09-12 : Largest IV drop — 27.9% change2023-09-08 : Highest IV Rank — 10.5%2023-09-27 : Largest Expected Move — 23.4%Monthly Statistics Metric Avg Min Max Open Close Price $79.66 $68.40 $86.80 $86.80 $69.20 Max Pain $78.75 $60.00 $90.00 $60.00 $70.00 ATM IV 75.5% 61.7% 98.3% 61.9% 79.5% Expected Move 19.9% 17.7% 23.4% 17.7% 22.8% HV 20d 45.7% 39.7% 56.9% 43.4% 55.7% HV 60d 57.4% 55.9% 58.9% 58.9% 56.0% IV Rank 5.1% 1.9% 10.5% 1.9% 6.1% IV Percentile 32.5% 8.3% 63.1% 8.7% 44.8% Term Structure -5.2% -18.0% 6.4% -8.4% -12.3% VWIV 71.1% 48.3% 95.8% 95.8% 48.3% Skew 25d 11.3% 4.8% 24.7% 24.7% 6.5% Skew 10d 21.5% -0.1% 45.6% 29.8% 24.5% Call IV 25d 68.9% 53.3% 88.5% 53.3% 88.5% Put IV 25d 80.1% 67.5% 95.8% 78.0% 95.1% Bid-Ask Spread % 129.24 117.14 132.11 117.14 124.17 Gamma HHI 0.35 0.20 0.50 0.32 0.38 Net GEX 2.2K 1.2K 3.7K 2.6K 1.2K Net DEX -222.8K -368.9K -82.1K -368.9K -85.2K Net VEX -296 -386 -211 -366 -214 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.00 0.67 0.00 0.00 Total Volume 1.05 0 12 3 0 Total OI 44.95 27 64 60 28
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 2023-09-01 $86.80 $60.00 61.9% 17.7% 43.4% 1.9% 95.8% 24.7% -8.4% 2.6K -368.9K -366 0.00 117.14 N/A N/A 3 0 56 4 2023-09-05 $85.50 $0.00 78.4% 17.7% 43.5% 5.8% 0.0% 7.2% 0.1% 3.2K -355.9K -386 0.00 128.00 N/A N/A 1 0 56 4 2023-09-06 $82.30 $0.00 80.8% 18.5% 43.4% 6.4% 0.0% 8.9% 3.1% 3.5K -332.0K -355 0.00 128.31 N/A N/A 1 0 57 4 2023-09-07 $81.10 $0.00 97.3% 18.4% 41.8% 10.3% 0.0% 4.8% 6.4% 3.6K -321.2K -364 0.00 131.53 N/A N/A 0 0 58 4 2023-09-08 $81.10 $0.00 98.3% 18.9% 41.1% 10.5% 0.0% 10.6% 3.7% 3.7K -321.9K -358 0.00 130.51 N/A N/A 0 0 58 4 2023-09-11 $84.80 $0.00 92.4% 20.1% 42.9% 9.1% 0.0% 11.9% -8.8% 3.3K -353.0K -321 0.67 130.88 N/A N/A 0 0 58 4 2023-09-12 $82.00 $0.00 66.6% 18.9% 43.9% 3.1% 0.0% 8.0% 3.4% 3.2K -336.1K -308 0.00 131.15 N/A N/A 0 1 58 5 2023-09-13 $81.80 $0.00 66.0% 18.9% 42.4% 2.9% 0.0% 10.5% 2.3% 3.5K -322.2K -324 0.00 131.64 N/A N/A 0 0 58 6 2023-09-14 $85.20 $0.00 63.8% 18.3% 40.0% 2.4% 0.0% 5.6% -6.3% 1.7K -359.0K -294 0.00 132.11 N/A N/A 0 0 58 6 2023-09-15 $85.70 $0.00 61.7% 17.7% 39.9% 1.9% 0.0% 11.3% -6.1% 1.7K -365.4K -316 0.00 128.35 N/A N/A 12 0 58 6 2023-09-18 $86.40 $0.00 65.8% 18.9% 39.7% 2.9% 0.0% 16.3% -8.0% 1.7K -133.8K -299 0.05 131.70 N/A N/A 2 0 26 1 2023-09-19 $83.90 $0.00 74.3% 21.3% 41.4% 4.9% 0.0% 11.9% -12.9% 1.6K -126.1K -309 0.00 131.97 N/A N/A 0 0 26 1 2023-09-20 $82.10 $0.00 72.4% 20.7% 41.6% 4.4% 73.5% 18.6% 1.1% 1.6K -122.2K -284 0.00 129.29 N/A N/A 1 0 26 1 2023-09-21 $75.80 $90.00 72.5% 20.8% 48.9% 4.4% 0.0% 12.3% -3.8% 1.5K -101.2K -259 0.00 129.12 N/A N/A 0 0 27 1 2023-09-22 $76.60 $90.00 72.3% 20.7% 49.1% 4.4% 0.0% 10.8% -7.9% 1.5K -106.2K -269 0.00 131.99 N/A N/A 0 0 27 1 2023-09-25 $75.40 $90.00 77.1% 22.1% 48.3% 5.5% 0.0% 15.5% -8.2% 1.4K -97.5K -238 0.00 130.81 N/A N/A 0 0 27 1 2023-09-26 $68.60 $90.00 66.6% 19.1% 56.9% 3.1% 66.6% 6.9% -6.2% 1.2K -82.1K -211 0.33 127.17 N/A N/A 0 0 27 1 2023-09-27 $68.40 $70.00 81.6% 23.4% 53.9% 6.6% 0.0% 9.0% -18.0% 1.2K -82.7K -220 0.00 130.46 N/A N/A 0 0 27 1 2023-09-28 $70.40 $70.00 80.4% 23.1% 55.6% 6.3% 0.0% 13.6% -16.2% 1.2K -83.7K -224 0.00 128.53 N/A N/A 0 0 27 1 2023-09-29 $69.20 $70.00 79.5% 22.8% 55.7% 6.1% 48.3% 6.5% -12.3% 1.2K -85.2K -214 0.00 124.17 N/A N/A 0 0 27 1
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