KORU Options History — November 2023 In November 2023, KORU traded between $58.60 and $82.50. ATM implied volatility averaged 83.5%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded below realized volatility by 11.7% (HV 20d: 95.2%). Max pain ranged from $50.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 4.66.
Notable Days 2023-11-06 : Highest Volume — 15 contracts2023-11-02 : Largest IV spike — 58.4% change2023-11-02 : Highest IV Rank — 18.4%2023-11-09 : Largest Expected Move — 25.5%Monthly Statistics Metric Avg Min Max Open Close Price $75.40 $58.60 $82.50 $58.60 $79.60 Max Pain $50.95 $50.00 $70.00 $70.00 $50.00 ATM IV 83.5% 69.7% 114.0% 72.0% 86.0% Expected Move 22.7% 20.0% 25.5% 20.6% 24.7% HV 20d 95.2% 68.9% 105.8% 68.9% 87.9% HV 60d 69.4% 55.7% 73.2% 55.7% 72.8% IV Rank 9.1% 4.9% 18.4% 5.6% 9.9% IV Percentile 52.6% 23.8% 84.5% 27.8% 66.7% Term Structure 19.4% -25.0% 348.5% 348.5% -22.6% VWIV 76.6% 43.6% 134.9% 74.0% 134.9% Skew 25d 10.1% -115.2% 37.0% -115.2% 3.0% Skew 10d 30.3% -28.3% 64.3% 46.0% 22.7% Call IV 25d 75.6% 51.7% 208.4% 208.4% 63.9% Put IV 25d 85.8% 61.4% 117.2% 93.2% 67.0% Bid-Ask Spread % 122.45 99.93 162.30 162.30 126.06 Gamma HHI 0.29 0.21 0.35 0.31 0.32 Net GEX 2.1K 700 3.4K 700 2.2K Net DEX -137.7K -167.5K -75.6K -90.2K -150.7K Net VEX -279 -325 -158 -233 -280 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.66 0.00 60.00 0.00 1.00 Total Volume 1.571 0 15 0 0 Total OI 42.476 32 50 32 42
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 2023-11-01 $58.60 $70.00 72.0% 20.6% 68.9% 5.6% 0.0% -115.2% 348.5% 700 -90.2K -233 0.00 162.30 N/A N/A 0 0 31 1 2023-11-02 $64.20 $50.00 114.0% 23.7% 76.8% 18.4% 74.0% 17.9% -11.5% 1.1K -75.6K -158 0.00 126.01 N/A N/A 1 0 31 1 2023-11-03 $69.70 $50.00 96.9% 22.8% 81.7% 13.2% 0.0% 32.2% -11.5% 1.4K -99.2K -188 1.00 125.34 N/A N/A 0 0 32 1 2023-11-06 $80.00 $50.00 99.4% 25.2% 94.7% 14.0% 90.9% 12.7% -25.0% 1.8K -140.3K -230 0.03 110.03 N/A N/A 15 0 32 1 2023-11-07 $76.60 $50.00 108.9% 21.6% 96.5% 16.9% 85.1% 27.7% -8.4% 2.7K -146.6K -313 0.11 99.93 N/A N/A 3 0 43 2 2023-11-08 $72.00 $50.00 86.8% 24.9% 98.4% 10.1% 94.9% 26.6% -7.7% 2.4K -131.8K -325 0.67 112.50 N/A N/A 1 0 45 2 2023-11-09 $69.40 $50.00 88.9% 25.5% 99.0% 10.8% 84.5% 10.4% -15.4% 2.2K -122.4K -308 3.00 116.96 N/A N/A 0 0 46 2 2023-11-10 $71.10 $50.00 84.7% 24.3% 98.9% 9.5% 0.0% 20.6% -11.2% 2.3K -122.7K -305 0.00 113.27 N/A N/A 0 0 46 2 2023-11-13 $69.10 $50.00 83.9% 24.0% 99.2% 9.2% 0.0% 37.0% -10.7% 2.0K -113.7K -271 0.00 117.75 N/A N/A 0 0 46 2 2023-11-14 $76.70 $50.00 75.8% 21.7% 105.8% 6.8% 68.6% 33.9% -15.0% 2.7K -152.1K -299 0.00 117.24 N/A N/A 2 0 46 2 2023-11-15 $78.10 $50.00 73.5% 21.1% 105.0% 6.1% 0.0% 18.3% -2.3% 3.1K -157.2K -297 0.00 120.69 N/A N/A 0 0 46 2 2023-11-16 $79.50 $50.00 72.5% 20.8% 103.5% 5.8% 43.6% 11.2% 135.2% 3.4K -164.6K -302 1.09 125.06 N/A N/A 1 1 46 2 2023-11-17 $77.50 $50.00 75.5% 21.6% 102.7% 6.7% 46.3% 32.7% 148.6% 2.0K -151.5K -305 60.00 127.37 N/A N/A 0 6 46 4 2023-11-20 $82.50 $50.00 69.7% 20.0% 104.3% 4.9% 58.5% -5.0% 2.6% 2.2K -158.8K -289 0.00 122.75 N/A N/A 2 0 38 3 2023-11-21 $79.90 $50.00 76.5% 21.9% 105.1% 7.0% 0.0% 14.5% -9.2% 2.2K -151.8K -291 3.00 122.72 N/A N/A 0 0 38 3 2023-11-22 $79.60 $50.00 76.2% 21.9% 99.6% 6.9% 0.0% 8.8% -7.9% 2.1K -149.3K -299 0.00 126.52 N/A N/A 0 0 38 3 2023-11-24 $77.50 $50.00 72.6% 20.8% 96.2% 5.8% 61.8% 16.0% -13.6% 1.6K -135.9K -258 0.00 125.40 N/A N/A 1 0 38 3 2023-11-27 $78.40 $50.00 80.4% 23.0% 94.3% 8.2% 0.0% 26.4% -16.3% 2.1K -142.9K -274 0.00 124.06 N/A N/A 0 0 39 3 2023-11-28 $81.80 $50.00 79.1% 22.7% 92.6% 7.8% 0.0% -6.9% -18.7% 2.4K -167.5K -315 0.00 124.94 N/A N/A 0 0 39 3 2023-11-29 $81.60 $50.00 79.8% 22.9% 88.5% 8.0% 134.9% -10.1% -20.8% 2.4K -167.3K -310 1.00 124.59 N/A N/A 0 0 39 3 2023-11-30 $79.60 $50.00 86.0% 24.7% 87.9% 9.9% 0.0% 3.0% -22.6% 2.2K -150.7K -280 0.00 126.06 N/A N/A 0 0 39 3
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