KORU Options History — October 2023 In October 2023, KORU traded between $53.90 and $70.80. ATM implied volatility averaged 88.7%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 35.3% (HV 20d: 53.4%). Max pain ranged from $60.00 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.10.
Notable Days 2023-10-04 : Highest Volume — 1 contracts2023-10-31 : Largest IV spike — 49.3% change2023-10-31 : Highest IV Rank — 20.7%2023-10-31 : Largest Expected Move — 34.8%Monthly Statistics Metric Avg Min Max Open Close Price $64.26 $53.90 $70.80 $67.50 $54.70 Max Pain $73.18 $60.00 $80.00 $60.00 $70.00 ATM IV 88.7% 67.8% 121.5% 88.7% 121.5% Expected Move 24.2% 19.4% 34.8% 25.4% 34.8% HV 20d 53.4% 41.8% 63.1% 54.5% 63.1% HV 60d 51.9% 48.5% 56.1% 55.9% 53.8% IV Rank 9.7% 3.4% 20.7% 8.2% 20.7% IV Percentile 55.9% 19.0% 86.1% 60.3% 86.1% Term Structure -10.1% -49.0% 16.4% -15.6% -39.9% VWIV 81.5% 69.9% 99.7% 99.7% 74.8% Skew 25d 9.5% -22.8% 64.7% 10.5% 4.3% Skew 10d 22.2% -24.2% 93.0% 26.1% 82.4% Call IV 25d 83.5% 55.5% 118.0% 94.7% 118.0% Put IV 25d 93.0% 77.4% 122.4% 105.3% 122.4% Bid-Ask Spread % 128.33 124.25 131.50 125.50 128.50 Gamma HHI 0.37 0.32 0.52 0.37 0.48 Net GEX 1.1K 884 1.3K 1.1K 905 Net DEX -74.7K -96.8K -47.0K -79.6K -48.5K Net VEX -186 -229 -135 -208 -135 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.00 0.50 0.50 0.00 Total Volume 0.227 0 1 0 0 Total OI 31.091 28 33 28 32
Daily Data (22 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 2023-10-02 $67.50 $60.00 88.7% 25.4% 54.5% 8.2% 0.0% 10.5% -15.6% 1.1K -79.6K -208 0.00 125.50 N/A N/A 0 0 27 1 2023-10-03 $65.40 $60.00 91.5% 26.2% 54.9% 8.9% 0.0% 2.3% -19.7% 1.1K -73.8K -196 0.50 124.25 N/A N/A 0 0 27 1 2023-10-04 $65.10 $60.00 103.6% 29.7% 54.2% 11.7% 0.0% 12.1% -16.0% 1.1K -73.3K -208 0.00 127.42 N/A N/A 1 0 28 1 2023-10-05 $65.80 $80.00 99.7% 21.5% 54.7% 10.8% 0.0% 15.3% 1.8% 1.1K -78.0K -206 0.00 128.54 N/A N/A 0 0 28 1 2023-10-06 $67.90 $80.00 88.3% 20.2% 56.6% 8.2% 0.0% 12.9% 4.3% 1.2K -81.9K -200 0.00 126.48 N/A N/A 0 0 28 1 2023-10-09 $67.10 $80.00 97.1% 21.4% 53.0% 10.2% 0.0% 10.7% 5.3% 1.2K -82.0K -212 0.00 128.98 N/A N/A 0 0 28 1 2023-10-10 $67.90 $80.00 104.4% 20.9% 53.0% 11.9% 0.0% 13.8% 0.2% 1.2K -85.5K -198 0.00 128.05 N/A N/A 1 0 28 1 2023-10-11 $70.80 $80.00 72.8% 20.9% 56.0% 4.5% 99.7% 7.5% -0.7% 1.3K -96.8K -229 0.00 131.15 N/A N/A 1 0 29 2 2023-10-12 $69.20 $80.00 67.8% 19.4% 53.2% 3.4% 0.0% 5.8% -4.8% 1.3K -93.8K -216 0.00 127.02 N/A N/A 0 0 31 2 2023-10-13 $67.60 $80.00 72.1% 20.7% 53.1% 5.7% 0.0% 8.5% 4.4% 1.2K -88.2K -215 0.00 127.73 N/A N/A 0 0 31 2 2023-10-16 $69.20 $80.00 72.6% 20.8% 54.1% 5.8% 0.0% 11.6% 0.9% 1.2K -88.1K -198 0.00 128.61 N/A N/A 0 0 31 2 2023-10-17 $68.80 $80.00 72.1% 20.7% 53.7% 5.7% 0.0% 8.9% -2.1% 1.2K -88.9K -193 0.00 127.92 N/A N/A 0 0 31 2 2023-10-18 $66.70 $80.00 74.8% 21.5% 54.0% 6.5% 0.0% 8.5% 2.1% 1.2K -83.8K -199 0.00 127.99 N/A N/A 0 0 31 2 2023-10-19 $64.10 $80.00 76.7% 22.0% 48.8% 7.1% 0.0% -7.6% -14.5% 1.1K -71.6K -190 0.00 129.84 N/A N/A 0 0 31 2 2023-10-20 $61.60 $80.00 76.7% 22.0% 49.5% 7.1% 69.9% 1.0% -5.1% 1.1K -68.9K -181 0.00 128.67 N/A N/A 0 0 31 2 2023-10-23 $62.20 $60.00 84.6% 24.2% 50.0% 9.5% 0.0% 12.5% -12.9% 1.0K -67.1K -163 0.00 128.18 N/A N/A 0 0 30 1 2023-10-24 $64.70 $60.00 87.7% 25.1% 41.8% 10.4% 74.8% 1.7% -22.9% 1.1K -73.2K -157 0.33 129.32 N/A N/A 1 0 30 1 2023-10-25 $59.70 $70.00 105.2% 30.2% 50.0% 15.7% 0.0% 15.4% -49.0% 975 -62.3K -155 0.00 126.36 N/A N/A 1 0 30 1 2023-10-26 $55.80 $70.00 94.5% 27.1% 52.5% 12.5% 0.0% -22.8% -22.0% 931 -53.2K -147 0.00 130.33 N/A N/A 0 0 31 1 2023-10-27 $53.90 $70.00 118.6% 34.0% 53.2% 19.8% 0.0% 12.3% -31.9% 884 -47.0K -137 0.00 131.50 N/A N/A 0 0 31 1 2023-10-30 $58.00 $70.00 81.4% 23.3% 61.0% 8.5% 0.0% 64.7% 16.4% 976 -57.6K -149 0.00 130.90 N/A N/A 0 0 31 1 2023-10-31 $54.70 $70.00 121.5% 34.8% 63.1% 20.7% 0.0% 4.3% -39.9% 905 -48.5K -135 0.00 128.50 N/A N/A 0 0 31 1
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