KORU Options History — April 2024 In April 2024, KORU traded between $68.90 and $92.10. ATM implied volatility averaged 76.3%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 11.1% (HV 20d: 65.2%). Max pain ranged from $70.00 to $90.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.44.
Notable Days 2024-04-17 : Highest Volume — 6 contracts2024-04-18 : Largest IV spike — 25.4% change2024-04-19 : Highest IV Rank — 31.9%2024-04-19 : Largest Expected Move — 27.6%Monthly Statistics Metric Avg Min Max Open Close Price $80.21 $68.90 $92.10 $92.10 $76.70 Max Pain $75.91 $70.00 $90.00 $90.00 $70.00 ATM IV 76.3% 62.4% 96.1% 70.7% 76.3% Expected Move 22.0% 17.9% 27.6% 20.3% 21.9% HV 20d 65.2% 44.2% 77.6% 55.2% 77.6% HV 60d 63.7% 60.6% 66.0% 62.7% 62.8% IV Rank 18.6% 9.2% 31.9% 14.8% 18.6% IV Percentile 52.5% 15.1% 89.3% 35.3% 54.4% Term Structure -4.2% -22.2% 9.2% -3.3% -7.0% VWIV 87.1% 52.3% 149.3% 68.7% 88.0% Skew 25d 15.7% -13.9% 52.2% 23.2% 47.4% Skew 10d 12.3% -35.4% 66.6% 14.5% 24.7% Call IV 25d 68.0% 53.3% 96.8% 56.9% 65.5% Put IV 25d 83.7% 62.9% 112.9% 80.1% 112.9% Bid-Ask Spread % 121.96 111.06 132.69 126.34 124.44 Gamma HHI 0.35 0.30 0.41 0.41 0.33 Net GEX 4.0K 2.7K 5.5K 5.2K 3.2K Net DEX -246.9K -314.3K -161.2K -314.3K -239.1K Net VEX -818 -1.1K -615 -1.1K -663 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.44 0.00 19.00 0.00 2.50 Total Volume 1.273 0 6 0 0 Total OI 78.091 73 84 73 82
Daily Data (22 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 2024-04-01 $92.10 $90.00 70.7% 20.3% 55.2% 14.8% 0.0% 23.2% -3.3% 5.2K -314.3K -1.1K 0.00 126.34 N/A N/A 0 0 71 2 2024-04-02 $92.10 $90.00 71.3% 20.4% 54.2% 15.2% 0.0% 16.0% 9.2% 5.2K -305.9K -1.1K 0.00 125.39 N/A N/A 0 0 71 2 2024-04-03 $91.60 $90.00 69.8% 20.0% 47.7% 14.2% 0.0% 1.8% -2.1% 5.3K -304.0K -1.1K 0.00 125.21 N/A N/A 0 0 71 2 2024-04-04 $90.20 $80.00 63.5% 17.9% 46.3% 10.0% 0.0% 2.3% 9.1% 5.0K -288.4K -1.0K 0.00 132.69 N/A N/A 1 0 71 2 2024-04-05 $89.80 $80.00 62.4% 18.9% 44.6% 9.2% 0.0% 8.6% -0.7% 5.0K -288.1K -1.0K 0.00 132.41 N/A N/A 3 0 71 2 2024-04-08 $90.40 $80.00 72.0% 21.2% 44.2% 15.7% 68.7% 2.9% 5.1% 5.4K -300.9K -1.0K 0.00 125.76 N/A N/A 5 0 73 2 2024-04-09 $88.20 $80.00 70.6% 20.7% 45.0% 14.8% 0.0% -0.1% -0.6% 5.5K -291.2K -1.0K 0.00 126.17 N/A N/A 3 0 75 2 2024-04-10 $78.30 $80.00 76.4% 21.9% 58.5% 18.6% 69.9% -5.6% -2.4% 3.8K -204.3K -729 0.10 117.83 N/A N/A 1 0 75 2 2024-04-11 $84.30 $70.00 79.6% 22.8% 65.6% 20.8% 0.0% 4.2% -12.1% 5.1K -262.3K -946 0.00 120.15 N/A N/A 1 0 75 2 2024-04-12 $75.10 $70.00 86.5% 24.8% 76.3% 25.4% 91.3% -13.9% -11.6% 3.4K -198.3K -767 0.00 115.64 N/A N/A 1 0 76 2 2024-04-15 $73.90 $70.00 85.8% 24.6% 73.9% 24.9% 0.0% -10.0% -8.2% 3.5K -196.4K -706 0.08 116.68 N/A N/A 1 0 77 2 2024-04-16 $70.80 $70.00 87.8% 25.2% 74.5% 26.3% 70.4% 5.0% -5.3% 3.0K -168.6K -625 1.33 111.06 N/A N/A 0 0 76 2 2024-04-17 $68.90 $80.00 69.2% 19.8% 74.5% 13.8% 52.3% 16.7% 7.5% 2.7K -161.2K -622 0.05 119.19 N/A N/A 6 0 76 3 2024-04-18 $72.20 $80.00 86.8% 24.9% 72.2% 25.6% 74.9% 13.4% 0.8% 3.2K -219.6K -677 0.00 114.49 N/A N/A 1 0 82 2 2024-04-19 $70.00 $70.00 96.1% 27.6% 70.1% 31.9% 97.3% 24.3% -22.2% 2.9K -202.0K -615 19.00 118.35 N/A N/A 0 2 82 2 2024-04-22 $74.70 $70.00 77.9% 22.3% 75.5% 19.6% 104.2% 28.1% 1.6% 3.3K -247.5K -734 0.00 116.89 N/A N/A 0 1 77 3 2024-04-23 $76.20 $70.00 76.5% 21.9% 75.1% 18.7% 94.1% 36.9% -9.8% 3.1K -248.5K -742 0.00 123.03 N/A N/A 0 0 77 3 2024-04-24 $76.70 $70.00 79.1% 22.7% 75.4% 20.4% 84.7% 35.8% -12.5% 3.2K -250.0K -745 0.00 123.12 N/A N/A 1 0 77 3 2024-04-25 $75.80 $70.00 72.1% 20.7% 75.4% 15.8% 0.0% 16.4% -4.9% 3.1K -238.8K -675 0.00 120.76 N/A N/A 0 0 78 3 2024-04-26 $77.20 $70.00 73.2% 21.0% 76.1% 16.5% 149.3% 52.2% -10.8% 3.3K -246.3K -681 0.00 124.28 N/A N/A 0 0 78 3 2024-04-29 $79.40 $70.00 76.1% 21.8% 77.0% 18.5% 88.0% 40.3% -11.7% 3.6K -255.4K -667 2.50 123.18 N/A N/A 0 1 78 3 2024-04-30 $76.70 $70.00 76.3% 21.9% 77.6% 18.6% 0.0% 47.4% -7.0% 3.2K -239.1K -663 0.00 124.44 N/A N/A 0 0 78 4
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