KORU Options History — February 2024

In February 2024, KORU traded between $74.60 and $88.20. ATM implied volatility averaged 71.9%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 3.8% (HV 20d: 68.2%). Max pain ranged from $10.00 to $70.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.22.

Notable Days

2024-02-08: Highest Volume — 30 contracts
2024-02-06: Largest IV spike — 46.4% change
2024-02-28: Highest IV Rank — 37.2%
2024-02-28: Largest Expected Move — 29.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.66	$74.60	$88.20	$74.60	$84.10
Max Pain	$55.00	$10.00	$70.00	$10.00	$70.00
ATM IV	71.9%	54.7%	104.0%	77.7%	69.1%
Expected Move	19.8%	15.7%	29.8%	20.1%	19.8%
HV 20d	68.2%	59.4%	78.4%	74.7%	62.5%
HV 60d	62.5%	59.3%	69.2%	69.2%	61.7%
IV Rank	15.6%	4.1%	37.2%	19.5%	13.7%
IV Percentile	32.8%	1.2%	92.9%	50.4%	28.6%
Term Structure	13.8%	-27.8%	157.0%	2.9%	-0.6%
VWIV	72.0%	55.6%	109.9%	65.0%	72.5%
Skew 25d	5.4%	-18.3%	47.0%	16.4%	-11.7%
Skew 10d	13.5%	-11.8%	33.2%	33.2%	-11.8%
Call IV 25d	68.6%	52.2%	84.0%	67.9%	75.2%
Put IV 25d	73.9%	57.9%	102.2%	84.4%	63.5%
Bid-Ask Spread %	118.27	113.31	126.03	118.27	117.55
Gamma HHI	0.28	0.25	0.32	0.30	0.30
Net GEX	3.7K	1.8K	5.8K	1.8K	5.8K
Net DEX	-280.1K	-353.7K	-87.8K	-87.8K	-321.3K
Net VEX	-844	-1.1K	-348	-348	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.00	1.36	0.00	0.00
Total Volume	3.9	0	30	15	0
Total OI	70	32	89	32	89

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
2024-02-01	$74.60	$10.00	77.7%	20.1%	74.7%	19.5%	65.0%	16.4%	2.9%	1.8K	-87.8K	-348	0.00	118.27	N/A	N/A	15	0	29	3
2024-02-02	$79.40	$10.00	92.7%	19.5%	78.1%	29.6%	55.8%	0.0%	-0.3%	2.0K	-219.5K	-363	0.40	117.20	N/A	N/A	1	0	43	3
2024-02-05	$77.80	$10.00	68.7%	23.0%	78.4%	13.5%	73.2%	7.9%	-21.9%	2.0K	-203.4K	-388	0.50	116.21	N/A	N/A	0	0	43	4
2024-02-06	$77.50	$40.00	100.6%	19.1%	78.1%	34.8%	0.0%	6.6%	3.6%	2.0K	-202.3K	-381	0.00	119.60	N/A	N/A	1	0	43	4
2024-02-07	$81.80	$40.00	63.2%	18.1%	76.6%	9.8%	79.5%	-4.2%	-12.1%	2.1K	-222.8K	-383	0.00	119.21	N/A	N/A	1	0	42	4
2024-02-08	$82.00	$40.00	54.7%	15.7%	76.3%	4.1%	55.6%	4.6%	12.1%	2.0K	-223.3K	-376	0.00	122.17	N/A	N/A	30	0	42	4
2024-02-09	$83.20	$40.00	60.7%	17.4%	76.4%	8.1%	60.3%	14.7%	2.2%	3.9K	-301.1K	-1.1K	1.36	118.02	N/A	N/A	2	3	72	4
2024-02-12	$86.10	$70.00	58.9%	16.9%	77.0%	6.9%	58.9%	7.0%	11.2%	4.0K	-333.1K	-1.1K	0.07	117.60	N/A	N/A	3	0	72	5
2024-02-13	$78.80	$70.00	73.3%	21.0%	69.8%	16.5%	77.0%	3.0%	-2.4%	3.8K	-265.2K	-906	1.00	118.24	N/A	N/A	0	0	73	5
2024-02-14	$83.40	$70.00	58.7%	16.8%	63.5%	6.8%	109.9%	5.7%	18.9%	3.9K	-311.1K	-1.0K	0.00	122.62	N/A	N/A	0	2	73	5
2024-02-15	$82.90	$70.00	60.0%	17.2%	62.3%	7.7%	0.0%	23.5%	147.1%	3.7K	-301.1K	-1.0K	0.00	126.03	N/A	N/A	0	0	73	6
2024-02-16	$84.60	$70.00	59.9%	17.2%	61.7%	7.6%	77.7%	-11.3%	157.0%	3.8K	-317.8K	-1.1K	0.09	120.13	N/A	N/A	3	0	73	6
2024-02-20	$85.00	$70.00	64.3%	18.4%	59.4%	10.5%	81.1%	-10.0%	12.4%	4.2K	-320.6K	-1.1K	0.00	121.78	N/A	N/A	0	0	74	5
2024-02-21	$84.60	$70.00	66.0%	18.9%	59.7%	11.7%	84.3%	-18.3%	11.0%	4.0K	-307.8K	-1.0K	0.00	121.55	N/A	N/A	0	0	74	5
2024-02-22	$88.20	$70.00	65.6%	18.8%	60.7%	11.4%	65.9%	11.3%	-1.9%	4.5K	-345.3K	-1.1K	0.03	114.51	N/A	N/A	3	0	75	5
2024-02-23	$88.00	$70.00	73.0%	20.9%	59.7%	16.4%	56.9%	47.0%	-19.3%	5.1K	-353.7K	-1.1K	0.02	114.19	N/A	N/A	4	0	78	5
2024-02-26	$85.00	$70.00	68.6%	19.7%	61.9%	13.4%	81.3%	-3.7%	7.5%	5.1K	-318.1K	-1.0K	0.19	113.34	N/A	N/A	3	1	78	5
2024-02-27	$82.10	$70.00	98.8%	28.3%	63.3%	33.7%	69.3%	10.2%	-24.4%	4.9K	-321.5K	-1.0K	0.05	113.81	N/A	N/A	2	0	81	6
2024-02-28	$84.10	$70.00	104.0%	29.8%	62.9%	37.2%	72.5%	8.7%	-27.8%	5.5K	-325.6K	-1.0K	0.00	113.31	N/A	N/A	4	0	83	6
2024-02-29	$84.10	$70.00	69.1%	19.8%	62.5%	13.7%	0.0%	-11.7%	-0.6%	5.8K	-321.3K	-1.0K	0.00	117.55	N/A	N/A	0	0	83	6