KORU Options History — January 2024

In January 2024, KORU traded between $62.20 and $89.80. ATM implied volatility averaged 79.7%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 18.4% (HV 20d: 61.3%). Max pain ranged from $60.00 to $90.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.64.

Notable Days

2024-01-08: Highest Volume — 8 contracts
2024-01-10: Largest IV drop — 27.0% change
2024-01-09: Highest IV Rank — 33.3%
2024-01-31: Largest Expected Move — 27.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$73.27	$62.20	$89.80	$89.80	$68.80
Max Pain	$72.00	$60.00	$90.00	$90.00	$70.00
ATM IV	79.7%	66.3%	98.3%	74.5%	95.4%
Expected Move	21.7%	19.0%	27.4%	21.4%	27.4%
HV 20d	61.3%	46.1%	72.7%	48.4%	68.9%
HV 60d	73.7%	69.3%	78.3%	70.4%	69.3%
IV Rank	18.5%	7.8%	33.3%	7.8%	31.4%
IV Percentile	52.4%	17.5%	87.7%	40.9%	85.3%
Term Structure	-9.8%	-38.1%	12.0%	-13.5%	-38.1%
VWIV	70.5%	54.6%	95.6%	83.2%	95.6%
Skew 25d	2.6%	-33.0%	50.5%	9.3%	3.8%
Skew 10d	20.6%	-4.2%	46.4%	33.9%	24.0%
Call IV 25d	72.0%	44.7%	95.9%	81.2%	95.9%
Put IV 25d	74.6%	56.2%	99.6%	90.5%	99.6%
Bid-Ask Spread %	129.71	120.03	157.78	157.78	127.62
Gamma HHI	0.38	0.26	0.56	0.26	0.34
Net GEX	1.3K	765	1.7K	1.3K	1.5K
Net DEX	-57.3K	-69.7K	-34.6K	-69.6K	-59.2K
Net VEX	-269	-320	-178	-224	-295
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.00	5.00	0.17	0.00
Total Volume	1.143	0	8	0	0
Total OI	24.571	14	31	17	31

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
2024-01-02	$89.80	$90.00	74.5%	21.4%	48.4%	7.8%	0.0%	9.3%	-13.5%	1.3K	-69.6K	-224	0.00	157.78	N/A	N/A	0	0	16	1
2024-01-03	$85.00	$90.00	86.2%	24.7%	47.4%	11.3%	83.2%	9.8%	-18.2%	1.3K	-64.1K	-223	0.00	129.86	N/A	N/A	0	1	16	1
2024-01-04	$82.70	$0.00	86.6%	19.5%	47.7%	11.4%	0.0%	10.3%	3.2%	1.1K	-56.2K	-211	0.17	131.50	N/A	N/A	1	0	16	1
2024-01-05	$82.50	$0.00	84.6%	19.5%	46.7%	12.8%	0.0%	10.4%	4.3%	1.1K	-58.1K	-220	0.00	127.94	N/A	N/A	4	0	16	1
2024-01-08	$83.60	$0.00	92.0%	19.7%	46.1%	29.1%	0.0%	10.8%	-0.5%	765	-48.8K	-178	0.00	128.04	N/A	N/A	8	0	13	1
2024-01-09	$78.00	$0.00	98.3%	20.6%	52.9%	33.3%	0.0%	-2.9%	-6.7%	1.2K	-62.1K	-320	2.00	131.67	N/A	N/A	0	0	21	1
2024-01-10	$76.60	$0.00	71.8%	20.6%	52.1%	15.5%	0.0%	-0.4%	-6.1%	1.2K	-53.2K	-286	0.00	131.44	N/A	N/A	0	0	21	1
2024-01-11	$76.70	$0.00	68.9%	19.8%	52.0%	13.6%	58.4%	-2.5%	-6.0%	1.2K	-53.7K	-299	0.00	126.55	N/A	N/A	0	0	21	1
2024-01-12	$76.30	$70.00	68.3%	19.6%	50.1%	13.3%	0.0%	-2.4%	-4.8%	1.1K	-57.2K	-302	0.00	130.94	N/A	N/A	0	0	21	1
2024-01-16	$67.40	$70.00	66.3%	19.0%	63.3%	11.9%	61.5%	-33.0%	5.2%	892	-35.6K	-219	0.15	126.80	N/A	N/A	1	0	21	1
2024-01-17	$62.20	$60.00	75.7%	21.7%	67.6%	18.2%	72.9%	8.1%	3.8%	826	-34.6K	-209	0.09	122.12	N/A	N/A	4	0	23	2
2024-01-18	$65.50	$70.00	72.5%	20.8%	71.2%	16.0%	0.0%	5.1%	-17.7%	1.5K	-49.7K	-277	0.00	128.67	N/A	N/A	0	0	27	2
2024-01-19	$67.90	$70.00	77.4%	22.2%	71.7%	19.3%	54.6%	-24.8%	-12.3%	1.5K	-62.1K	-311	0.00	130.13	N/A	N/A	0	0	28	2
2024-01-22	$65.60	$70.00	67.6%	19.4%	71.8%	12.7%	61.1%	24.5%	12.0%	1.4K	-60.3K	-280	0.08	125.39	N/A	N/A	1	0	27	1
2024-01-23	$66.70	$70.00	78.7%	22.6%	71.9%	20.2%	0.0%	12.3%	-6.9%	1.6K	-66.6K	-294	0.00	133.32	N/A	N/A	0	0	28	1
2024-01-24	$67.90	$70.00	71.8%	20.6%	72.7%	15.6%	71.8%	-14.7%	-7.7%	1.7K	-65.9K	-286	0.77	130.45	N/A	N/A	1	1	28	1
2024-01-25	$66.60	$70.00	82.0%	23.5%	72.0%	22.4%	75.6%	-26.6%	-31.8%	1.4K	-54.5K	-281	5.00	124.22	N/A	N/A	0	1	28	2
2024-01-26	$68.40	$70.00	85.5%	24.5%	72.2%	24.7%	0.0%	10.5%	-26.4%	1.4K	-57.9K	-297	0.00	129.74	N/A	N/A	0	0	28	3
2024-01-29	$70.80	$70.00	89.2%	25.6%	70.1%	27.2%	0.0%	50.5%	-13.1%	1.5K	-69.7K	-317	0.00	129.81	N/A	N/A	1	0	28	3
2024-01-30	$69.70	$70.00	79.3%	22.7%	70.1%	20.6%	0.0%	-2.5%	-25.0%	1.6K	-64.6K	-310	0.00	120.03	N/A	N/A	0	0	28	3
2024-01-31	$68.80	$70.00	95.4%	27.4%	68.9%	31.4%	95.6%	3.8%	-38.1%	1.5K	-59.2K	-295	0.00	127.62	N/A	N/A	0	0	28	3