KORU Options History — December 2023

In December 2023, KORU traded between $72.90 and $96.10. ATM implied volatility averaged 96.1%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 30.5%. IV traded above realized volatility by 41.5% (HV 20d: 54.6%). Max pain ranged from $50.00 to $100.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.43.

Notable Days

2023-12-04: Highest Volume — 1 contracts
2023-12-15: Largest IV spike — 149.4% change
2023-12-18: Highest IV Rank — 44.0%
2023-12-07: Largest Expected Move — 57.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.33	$72.90	$96.10	$81.10	$94.30
Max Pain	$82.00	$50.00	$100.00	$50.00	$90.00
ATM IV	96.1%	48.6%	197.9%	88.1%	74.8%
Expected Move	30.5%	13.9%	57.9%	25.2%	21.4%
HV 20d	54.6%	41.5%	83.2%	83.2%	44.2%
HV 60d	71.8%	69.1%	73.9%	72.9%	69.5%
IV Rank	13.4%	0.0%	44.0%	10.5%	7.9%
IV Percentile	55.4%	0.0%	95.2%	69.8%	41.7%
Term Structure	2.4%	-40.1%	64.9%	-2.4%	-11.2%
VWIV	67.0%	50.4%	75.6%	69.2%	50.4%
Skew 25d	107.5%	-43.7%	342.3%	-9.6%	13.2%
Skew 10d	145.0%	-32.8%	398.2%	-11.7%	398.2%
Call IV 25d	77.8%	44.7%	114.8%	70.4%	72.5%
Put IV 25d	185.3%	60.5%	435.6%	60.8%	85.7%
Bid-Ask Spread %	155.65	136.09	165.35	152.75	159.22
Gamma HHI	0.27	0.23	0.41	0.32	0.26
Net GEX	1.4K	731	2.8K	2.0K	961
Net DEX	-105.7K	-171.2K	-55.5K	-152.9K	-83.6K
Net VEX	-210	-251	-165	-248	-248
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.00	2.00	0.00	0.00
Total Volume	0.2	0	1	0	0
Total OI	31.1	15	44	42	17

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
2023-12-01	$81.10	$50.00	88.1%	25.2%	83.2%	10.5%	0.0%	-9.6%	-2.4%	2.0K	-152.9K	-248	0.00	152.75	N/A	N/A	0	0	39	3
2023-12-04	$76.30	$100.00	99.2%	47.8%	82.7%	13.9%	0.0%	261.0%	-7.4%	1.6K	-139.7K	-231	0.00	164.67	N/A	N/A	1	0	39	3
2023-12-05	$74.50	$100.00	95.3%	22.8%	66.4%	12.7%	69.2%	-43.7%	-5.1%	1.7K	-123.0K	-215	1.00	157.92	N/A	N/A	0	0	40	3
2023-12-06	$72.90	$70.00	111.7%	57.3%	65.1%	17.7%	0.0%	318.6%	4.7%	1.4K	-127.3K	-226	0.00	162.38	N/A	N/A	0	0	40	4
2023-12-07	$75.00	$70.00	102.6%	57.9%	62.0%	15.0%	0.0%	-21.2%	-20.9%	1.8K	-123.9K	-216	0.00	162.28	N/A	N/A	0	0	40	4
2023-12-08	$76.20	$70.00	113.3%	22.4%	60.4%	18.2%	0.0%	7.9%	-0.1%	1.7K	-128.6K	-220	0.00	151.75	N/A	N/A	0	0	40	4
2023-12-11	$78.60	$70.00	123.3%	22.3%	60.8%	21.3%	0.0%	28.7%	5.7%	1.9K	-133.8K	-193	0.00	158.87	N/A	N/A	0	1	40	4
2023-12-12	$79.20	$70.00	136.8%	51.7%	59.5%	25.4%	0.0%	289.2%	0.7%	731	-125.0K	-165	0.00	165.35	N/A	N/A	0	0	40	4
2023-12-13	$82.10	$70.00	71.8%	20.6%	48.5%	5.6%	0.0%	14.9%	8.0%	2.5K	-152.1K	-212	0.00	146.75	N/A	N/A	0	0	40	4
2023-12-14	$85.40	$70.00	75.6%	21.7%	50.0%	6.7%	72.9%	17.6%	-8.0%	2.8K	-171.2K	-207	0.00	164.34	N/A	N/A	0	0	40	4
2023-12-15	$82.90	$90.00	188.6%	54.1%	51.1%	41.2%	0.0%	342.3%	-4.7%	783	-137.6K	-177	0.00	159.51	N/A	N/A	0	0	40	4
2023-12-18	$83.60	$90.00	197.9%	56.7%	50.1%	44.0%	0.0%	279.9%	-40.1%	796	-55.5K	-176	0.00	163.67	N/A	N/A	0	0	14	1
2023-12-19	$86.10	$90.00	79.3%	22.7%	46.2%	7.9%	75.6%	21.4%	-8.9%	1.0K	-63.0K	-207	0.00	136.09	N/A	N/A	0	0	14	1
2023-12-20	$86.60	$90.00	64.5%	18.5%	44.4%	3.4%	0.0%	22.9%	20.0%	982	-56.2K	-190	0.00	153.39	N/A	N/A	1	0	14	1
2023-12-21	$88.00	$90.00	48.6%	13.9%	44.5%	0.0%	0.0%	20.4%	24.1%	1.2K	-59.4K	-207	0.00	143.13	N/A	N/A	0	0	15	1
2023-12-22	$87.70	$90.00	64.4%	18.5%	43.0%	4.8%	0.0%	234.4%	1.8%	1.1K	-60.6K	-205	0.00	157.44	N/A	N/A	0	0	15	1
2023-12-26	$88.90	$90.00	59.0%	16.9%	43.1%	3.1%	0.0%	84.2%	23.6%	1.3K	-63.8K	-204	0.00	153.85	N/A	N/A	0	0	15	1
2023-12-27	$91.10	$90.00	55.1%	15.8%	41.5%	2.0%	50.4%	258.8%	64.9%	895	-69.1K	-201	0.00	161.03	N/A	N/A	1	0	15	1
2023-12-28	$96.10	$90.00	72.3%	20.7%	44.7%	7.1%	0.0%	8.2%	3.3%	1.4K	-86.6K	-251	2.00	138.57	N/A	N/A	0	0	16	1
2023-12-29	$94.30	$90.00	74.8%	21.4%	44.2%	7.9%	0.0%	13.2%	-11.2%	961	-83.6K	-248	0.00	159.22	N/A	N/A	0	0	16	1