KORU Options History — June 2024

In June 2024, KORU traded between $74.20 and $84.10. ATM implied volatility averaged 63.4%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 8.6% (HV 20d: 54.8%). Max pain ranged from $40.00 to $90.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.60.

Notable Days

2024-06-24: Highest Volume — 3 contracts
2024-06-04: Largest IV spike — 25.0% change
2024-06-18: Highest IV Rank — 14.6%
2024-06-18: Largest Expected Move — 20.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.72	$74.20	$84.10	$74.70	$84.10
Max Pain	$61.25	$40.00	$90.00	$40.00	$70.00
ATM IV	63.4%	50.3%	70.4%	50.4%	62.9%
Expected Move	18.1%	14.4%	20.2%	14.5%	18.0%
HV 20d	54.8%	47.0%	61.0%	51.0%	47.0%
HV 60d	60.1%	59.4%	61.6%	59.9%	59.7%
IV Rank	10.0%	1.2%	14.6%	1.2%	9.6%
IV Percentile	23.2%	0.8%	40.9%	0.8%	17.5%
Term Structure	1.6%	-13.7%	18.2%	14.3%	2.7%
VWIV	55.5%	36.0%	64.9%	64.4%	51.7%
Skew 25d	10.3%	-11.4%	39.2%	-11.4%	-0.1%
Skew 10d	19.8%	-2.2%	57.3%	4.9%	-2.2%
Call IV 25d	61.9%	40.0%	71.6%	61.7%	62.1%
Put IV 25d	72.1%	50.3%	82.3%	50.3%	61.9%
Bid-Ask Spread %	139.16	123.95	144.07	124.37	136.78
Gamma HHI	0.47	0.37	0.69	0.37	0.53
Net GEX	2.0K	1.5K	2.6K	1.6K	2.5K
Net DEX	-178.8K	-228.2K	-95.2K	-196.8K	-115.5K
Net VEX	-315	-433	-260	-319	-327
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.00	4.00	0.00	0.14
Total Volume	0.368	0	3	0	1
Total OI	70.105	42	82	81	44

Daily Data (19 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
2024-06-03	$74.70	$40.00	50.4%	14.5%	51.0%	1.2%	64.4%	-11.4%	14.3%	1.6K	-196.8K	-319	0.00	124.37	N/A	N/A	0	0	77	4
2024-06-04	$74.20	$40.00	63.0%	18.1%	49.6%	9.7%	0.0%	18.2%	18.2%	1.5K	-191.9K	-287	0.00	128.37	N/A	N/A	0	0	77	4
2024-06-05	$78.00	$40.00	50.3%	14.4%	53.5%	1.2%	53.9%	10.7%	13.7%	1.8K	-212.7K	-315	0.50	123.95	N/A	N/A	0	0	77	4
2024-06-06	$80.20	$0.00	61.9%	17.2%	54.7%	8.9%	0.0%	8.0%	6.7%	2.5K	-228.2K	-361	0.00	142.82	N/A	N/A	1	0	78	4
2024-06-07	$76.60	$0.00	69.8%	17.0%	55.8%	14.3%	0.0%	4.7%	11.1%	2.2K	-215.6K	-433	0.00	143.21	N/A	N/A	0	0	77	4
2024-06-10	$78.00	$0.00	63.3%	17.5%	56.3%	9.9%	0.0%	8.9%	4.1%	1.8K	-211.5K	-307	0.00	140.29	N/A	N/A	0	0	77	4
2024-06-11	$76.60	$0.00	57.3%	18.2%	56.5%	5.8%	0.0%	9.3%	12.9%	1.6K	-208.3K	-312	0.00	143.25	N/A	N/A	0	0	77	4
2024-06-12	$81.80	$0.00	61.2%	17.6%	61.0%	8.5%	0.0%	4.5%	2.8%	2.6K	-208.0K	-350	0.00	142.49	N/A	N/A	0	0	74	4
2024-06-13	$80.00	$0.00	62.7%	18.0%	57.2%	9.5%	0.0%	5.0%	8.0%	2.6K	-203.8K	-351	0.00	142.63	N/A	N/A	0	0	74	4
2024-06-14	$78.80	$0.00	64.3%	18.4%	57.0%	10.5%	0.0%	7.1%	1.3%	1.9K	-187.0K	-293	0.00	143.85	N/A	N/A	0	0	74	4
2024-06-17	$81.10	$0.00	64.9%	18.6%	56.6%	10.9%	0.0%	18.5%	2.6%	2.2K	-202.0K	-320	0.00	143.59	N/A	N/A	0	0	74	4
2024-06-18	$82.90	$0.00	70.4%	20.2%	57.1%	14.6%	0.0%	8.2%	-9.7%	2.3K	-210.4K	-321	2.00	142.70	N/A	N/A	0	0	74	4
2024-06-20	$81.80	$0.00	67.7%	19.4%	56.7%	12.8%	0.0%	5.5%	-13.7%	1.9K	-204.7K	-313	4.00	144.07	N/A	N/A	0	0	74	4
2024-06-21	$81.10	$0.00	66.5%	19.1%	56.5%	12.0%	62.8%	8.5%	-10.1%	1.9K	-201.6K	-291	0.43	143.01	N/A	N/A	1	0	74	4
2024-06-24	$80.90	$90.00	68.9%	19.8%	55.1%	13.6%	55.2%	39.2%	-11.8%	1.8K	-100.5K	-276	0.67	141.28	N/A	N/A	2	1	42	0
2024-06-25	$80.00	$70.00	69.1%	19.8%	55.1%	13.8%	64.9%	15.2%	-12.4%	1.8K	-95.2K	-260	0.00	139.30	N/A	N/A	1	0	43	1
2024-06-26	$80.90	$70.00	66.9%	19.2%	54.6%	12.3%	36.0%	36.3%	-10.2%	1.9K	-98.6K	-263	0.00	141.56	N/A	N/A	0	0	43	1
2024-06-27	$83.00	$70.00	63.9%	18.3%	49.9%	10.3%	0.0%	-0.7%	-0.1%	2.1K	-104.6K	-280	0.00	136.50	N/A	N/A	0	0	43	1
2024-06-28	$84.10	$70.00	62.9%	18.0%	47.0%	9.6%	51.7%	-0.1%	2.7%	2.5K	-115.5K	-327	0.14	136.78	N/A	N/A	1	0	43	1