KORU Options History — March 2024

In March 2024, KORU traded between $83.90 and $96.60. ATM implied volatility averaged 73.4%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 17.4% (HV 20d: 56.0%). Max pain ranged from $70.00 to $100.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.18.

Notable Days

2024-03-15: Highest Volume — 7 contracts
2024-03-13: Largest IV drop — 57.2% change
2024-03-12: Highest IV Rank — 46.2%
2024-03-01: Largest Expected Move — 21.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$91.98	$83.90	$96.60	$87.00	$94.50
Max Pain	$94.00	$70.00	$100.00	$70.00	$90.00
ATM IV	73.4%	50.3%	117.5%	76.4%	65.5%
Expected Move	18.3%	14.4%	21.9%	21.9%	18.8%
HV 20d	56.0%	46.2%	61.2%	57.4%	55.2%
HV 60d	63.2%	60.7%	65.3%	60.7%	63.5%
IV Rank	16.6%	1.2%	46.2%	18.6%	11.4%
IV Percentile	38.6%	0.4%	96.8%	48.0%	21.0%
Term Structure	-0.6%	-29.4%	8.6%	-29.4%	-2.2%
VWIV	62.0%	49.4%	90.6%	90.6%	66.5%
Skew 25d	9.3%	-0.7%	24.1%	19.6%	20.8%
Skew 10d	19.1%	-6.3%	113.0%	-6.3%	12.5%
Call IV 25d	61.5%	44.4%	76.4%	76.4%	52.3%
Put IV 25d	70.8%	64.2%	96.0%	96.0%	73.1%
Bid-Ask Spread %	123.08	114.90	125.88	114.90	125.76
Gamma HHI	0.38	0.27	0.52	0.27	0.41
Net GEX	5.8K	3.2K	9.5K	5.9K	5.5K
Net DEX	-364.1K	-459.8K	-257.5K	-357.6K	-330.3K
Net VEX	-1.1K	-1.2K	-915	-1.1K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.00	1.00	0.00	0.00
Total Volume	1.35	0	7	0	0
Total OI	79.75	63	91	89	73

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
2024-03-01	$87.00	$70.00	76.4%	21.9%	57.4%	18.6%	90.6%	19.6%	-29.4%	5.9K	-357.6K	-1.1K	0.00	114.90	N/A	N/A	0	0	83	6
2024-03-04	$89.80	$100.00	80.0%	18.7%	54.5%	21.1%	0.0%	5.0%	3.9%	6.8K	-385.3K	-1.1K	0.00	124.99	N/A	N/A	0	0	83	6
2024-03-05	$83.90	$100.00	87.5%	18.7%	60.0%	26.1%	0.0%	1.3%	-0.8%	6.0K	-318.0K	-994	0.00	125.88	N/A	N/A	0	0	83	6
2024-03-06	$87.30	$100.00	84.3%	19.0%	61.2%	23.9%	0.0%	5.3%	2.8%	6.4K	-361.8K	-1.0K	0.00	122.41	N/A	N/A	0	0	83	6
2024-03-07	$90.40	$100.00	84.1%	19.1%	59.6%	23.8%	0.0%	7.4%	1.5%	7.7K	-392.1K	-1.1K	0.00	125.75	N/A	N/A	0	0	83	6
2024-03-08	$92.00	$100.00	90.7%	18.9%	59.7%	28.2%	51.8%	2.7%	4.2%	8.0K	-419.7K	-1.1K	0.18	123.31	N/A	N/A	2	0	83	6
2024-03-11	$92.00	$100.00	96.0%	18.8%	59.7%	31.8%	0.0%	24.1%	5.9%	9.5K	-419.1K	-1.1K	0.00	123.63	N/A	N/A	0	1	84	6
2024-03-12	$95.90	$100.00	117.5%	15.8%	60.2%	46.2%	59.2%	8.5%	8.6%	5.9K	-459.8K	-1.1K	0.50	122.54	N/A	N/A	0	0	84	7
2024-03-13	$95.20	$100.00	50.3%	14.4%	49.3%	1.2%	0.0%	10.3%	5.6%	7.1K	-453.5K	-1.1K	0.00	123.51	N/A	N/A	0	0	83	7
2024-03-14	$94.60	$100.00	65.5%	18.8%	46.2%	11.3%	0.0%	1.6%	-4.8%	9.2K	-458.0K	-1.1K	1.00	123.78	N/A	N/A	0	0	83	7
2024-03-15	$88.90	$100.00	62.0%	17.8%	52.1%	9.0%	61.2%	16.3%	6.4%	3.2K	-304.0K	-946	0.06	121.34	N/A	N/A	7	0	82	7
2024-03-18	$89.80	$90.00	60.0%	17.2%	51.8%	7.7%	65.8%	-0.7%	5.8%	3.5K	-281.2K	-954	0.00	123.26	N/A	N/A	0	0	61	2
2024-03-19	$87.30	$90.00	60.0%	17.2%	53.0%	7.6%	62.7%	0.8%	-1.9%	3.6K	-257.5K	-915	0.33	119.05	N/A	N/A	0	0	61	2
2024-03-20	$93.20	$90.00	58.0%	16.6%	57.6%	6.3%	58.0%	7.2%	-2.2%	4.2K	-307.6K	-1.1K	0.12	121.28	N/A	N/A	3	0	62	2
2024-03-21	$96.60	$90.00	62.0%	17.8%	57.1%	9.0%	64.6%	4.9%	0.9%	4.4K	-359.9K	-1.1K	0.07	121.91	N/A	N/A	1	0	64	2
2024-03-22	$93.90	$90.00	68.7%	19.7%	58.3%	13.5%	49.4%	1.4%	-15.2%	4.2K	-340.0K	-1.1K	0.02	122.56	N/A	N/A	5	0	65	2
2024-03-25	$96.40	$90.00	63.4%	18.2%	57.0%	10.0%	0.0%	6.6%	3.0%	4.9K	-377.1K	-1.2K	0.00	124.94	N/A	N/A	4	0	70	2
2024-03-26	$95.90	$90.00	72.1%	20.7%	55.1%	15.8%	51.7%	22.9%	-5.1%	5.1K	-353.1K	-1.2K	0.00	125.85	N/A	N/A	4	0	68	2
2024-03-27	$95.00	$90.00	64.0%	18.4%	55.1%	10.4%	0.0%	19.6%	0.9%	5.4K	-347.3K	-1.2K	0.00	124.97	N/A	N/A	0	0	71	2
2024-03-28	$94.50	$90.00	65.5%	18.8%	55.2%	11.4%	66.5%	20.8%	-2.2%	5.5K	-330.3K	-1.1K	0.00	125.76	N/A	N/A	0	0	71	2