KORU Options History — May 2024

In May 2024, KORU traded between $70.60 and $89.80. ATM implied volatility averaged 67.4%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 12.4% (HV 20d: 55.0%). Max pain ranged from $40.00 to $70.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.77.

Notable Days

2024-05-30: Highest Volume — 2 contracts
2024-05-30: Largest IV spike — 28.2% change
2024-05-10: Highest IV Rank — 21.7%
2024-05-01: Largest Expected Move — 23.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$81.55	$70.60	$89.80	$77.50	$70.60
Max Pain	$44.09	$40.00	$70.00	$70.00	$40.00
ATM IV	67.4%	53.5%	81.0%	80.6%	65.2%
Expected Move	18.1%	15.3%	23.1%	23.1%	18.7%
HV 20d	55.0%	41.5%	81.3%	77.9%	47.5%
HV 60d	60.5%	58.8%	63.2%	62.7%	59.1%
IV Rank	12.6%	3.3%	21.7%	21.4%	11.1%
IV Percentile	31.4%	0.8%	71.0%	68.3%	23.4%
Term Structure	3.8%	-14.5%	128.5%	-10.7%	-0.7%
VWIV	63.4%	45.4%	81.7%	71.6%	66.8%
Skew 25d	10.7%	-11.2%	31.4%	0.8%	-3.1%
Skew 10d	24.5%	-44.1%	151.2%	-26.3%	-44.1%
Call IV 25d	56.2%	38.0%	71.7%	60.2%	52.7%
Put IV 25d	67.0%	44.4%	84.6%	61.0%	49.6%
Bid-Ask Spread %	123.07	114.52	132.43	125.67	124.43
Gamma HHI	0.35	0.29	0.39	0.33	0.31
Net GEX	3.9K	1.4K	6.4K	3.3K	1.4K
Net DEX	-263.5K	-326.1K	-172.2K	-239.1K	-172.2K
Net VEX	-628	-829	-300	-657	-300
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.77	0.00	7.00	2.00	0.00
Total Volume	0.273	0	2	0	0
Total OI	81.318	79	84	82	81

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
2024-05-01	$77.50	$70.00	80.6%	23.1%	77.9%	21.4%	71.6%	0.8%	-10.7%	3.3K	-239.1K	-657	2.00	125.67	N/A	N/A	0	0	78	4
2024-05-02	$80.70	$70.00	75.0%	21.5%	79.7%	17.7%	45.4%	10.3%	-12.1%	3.7K	-255.5K	-662	0.00	125.48	N/A	N/A	0	0	78	4
2024-05-03	$83.20	$70.00	66.3%	19.0%	80.7%	11.9%	0.0%	8.9%	-14.5%	4.3K	-268.2K	-641	0.00	132.43	N/A	N/A	0	0	78	4
2024-05-06	$85.40	$40.00	76.9%	16.5%	81.3%	19.0%	0.0%	16.3%	9.9%	4.8K	-302.7K	-780	0.00	121.22	N/A	N/A	1	0	78	4
2024-05-07	$85.40	$40.00	76.2%	16.1%	80.9%	18.5%	0.0%	5.9%	8.7%	5.1K	-304.8K	-741	0.00	122.43	N/A	N/A	0	0	78	4
2024-05-08	$85.90	$40.00	78.1%	16.2%	68.0%	19.8%	0.0%	7.7%	14.0%	5.1K	-314.7K	-829	0.00	122.86	N/A	N/A	0	0	78	4
2024-05-09	$83.20	$40.00	76.8%	18.2%	64.0%	18.9%	61.4%	31.4%	-12.5%	4.3K	-285.2K	-742	0.00	120.74	N/A	N/A	0	1	78	4
2024-05-10	$82.30	$40.00	81.0%	18.6%	47.8%	21.7%	0.0%	20.4%	-5.3%	4.2K	-277.5K	-701	0.00	122.50	N/A	N/A	0	0	78	5
2024-05-13	$82.90	$40.00	73.2%	19.2%	47.2%	16.5%	0.0%	17.3%	-5.6%	4.2K	-277.0K	-703	0.00	121.59	N/A	N/A	0	0	78	5
2024-05-14	$84.80	$40.00	65.7%	20.3%	43.8%	11.5%	0.0%	19.7%	-9.3%	4.4K	-306.7K	-760	0.00	122.28	N/A	N/A	0	0	78	5
2024-05-15	$89.80	$40.00	56.4%	16.2%	44.8%	5.3%	57.0%	-0.5%	14.4%	6.4K	-318.1K	-675	7.00	122.30	N/A	N/A	0	1	79	5
2024-05-16	$87.90	$40.00	58.8%	16.8%	44.6%	6.8%	0.0%	20.7%	128.5%	5.6K	-326.1K	-754	0.00	126.05	N/A	N/A	0	0	79	5
2024-05-17	$84.30	$40.00	55.8%	16.0%	46.0%	4.8%	0.0%	17.3%	6.0%	4.3K	-282.9K	-653	0.00	124.74	N/A	N/A	0	0	78	5
2024-05-20	$83.40	$40.00	57.5%	16.5%	41.5%	6.0%	0.0%	16.8%	2.0%	4.0K	-264.6K	-630	0.00	123.37	N/A	N/A	0	0	76	3
2024-05-21	$81.60	$40.00	60.6%	17.4%	42.2%	8.1%	0.0%	-10.8%	-4.1%	3.7K	-257.3K	-607	0.00	123.44	N/A	N/A	0	0	76	3
2024-05-22	$80.20	$40.00	61.2%	17.5%	42.8%	8.5%	0.0%	13.1%	-2.6%	3.5K	-247.1K	-591	0.00	123.52	N/A	N/A	0	0	76	3
2024-05-23	$77.60	$40.00	65.7%	18.8%	44.4%	11.5%	0.0%	17.0%	-10.5%	3.0K	-225.8K	-511	0.00	120.13	N/A	N/A	0	0	76	3
2024-05-24	$78.60	$40.00	65.3%	18.7%	44.1%	11.2%	0.0%	-11.2%	-10.2%	3.2K	-231.9K	-507	0.00	114.52	N/A	N/A	0	0	76	3
2024-05-28	$80.50	$40.00	64.7%	18.6%	43.8%	10.8%	81.7%	12.2%	-6.5%	3.5K	-249.3K	-552	0.00	123.63	N/A	N/A	0	1	76	3
2024-05-29	$75.60	$40.00	53.5%	15.3%	47.8%	3.3%	59.6%	9.4%	-1.0%	2.1K	-206.9K	-475	1.00	125.36	N/A	N/A	0	0	76	4
2024-05-30	$72.60	$40.00	68.5%	19.7%	49.6%	13.4%	66.8%	16.7%	5.8%	1.6K	-182.6K	-348	0.00	118.86	N/A	N/A	2	0	76	4
2024-05-31	$70.60	$40.00	65.2%	18.7%	47.5%	11.1%	0.0%	-3.1%	-0.7%	1.4K	-172.2K	-300	0.00	124.43	N/A	N/A	0	0	77	4