KORU Options History — July 2024 In July 2024, KORU traded between $75.90 and $95.00. ATM implied volatility averaged 67.4%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 16.4% (HV 20d: 51.0%). Max pain ranged from $70.00 to $100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.30.
Notable Days 2024-07-05 : Highest Volume — 9 contracts2024-07-17 : Largest IV drop — 28.0% change2024-07-31 : Highest IV Rank — 24.2%2024-07-31 : Largest Expected Move — 24.3%Monthly Statistics Metric Avg Min Max Open Close Price $85.52 $75.90 $95.00 $84.10 $84.60 Max Pain $90.00 $70.00 $100.00 $70.00 $90.00 ATM IV 67.4% 49.3% 84.7% 68.0% 84.7% Expected Move 18.9% 14.1% 24.3% 19.5% 24.3% HV 20d 51.0% 41.6% 68.3% 45.2% 68.3% HV 60d 53.1% 49.5% 62.7% 59.6% 54.3% IV Rank 12.6% 0.5% 24.2% 13.0% 24.2% IV Percentile 33.6% 0.4% 77.8% 33.7% 77.8% Term Structure -5.6% -16.7% 20.9% 2.2% -16.7% VWIV 73.2% 47.7% 118.1% 89.8% 60.2% Skew 25d 10.1% -16.0% 41.1% -12.3% -16.0% Skew 10d 17.7% -18.4% 48.5% 12.8% 38.4% Call IV 25d 62.1% 47.2% 86.4% 77.3% 86.4% Put IV 25d 72.2% 59.6% 90.9% 65.0% 70.4% Bid-Ask Spread % 136.11 128.32 141.91 137.53 134.92 Gamma HHI 0.38 0.28 0.60 0.52 0.34 Net GEX 3.5K 2.0K 5.6K 2.2K 3.2K Net DEX -161.4K -274.6K -103.7K -107.1K -142.9K Net VEX -406 -709 -263 -268 -357 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.30 0.00 3.33 0.09 0.00 Total Volume 1.182 0 9 1 1 Total OI 56.318 45 62 45 58
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 2024-07-01 $84.10 $70.00 68.0% 19.5% 45.2% 13.0% 89.8% -12.3% 2.2% 2.2K -107.1K -268 0.09 137.53 N/A N/A 1 0 43 2 2024-07-02 $84.10 $70.00 71.8% 20.6% 41.6% 15.6% 0.0% -5.3% -12.5% 2.2K -107.5K -263 0.00 134.98 N/A N/A 0 0 44 1 2024-07-03 $86.60 $70.00 63.2% 18.1% 42.1% 9.8% 118.1% 1.0% -10.3% 2.6K -116.1K -268 0.00 136.92 N/A N/A 3 0 44 1 2024-07-05 $95.00 $0.00 62.4% 15.3% 49.8% 9.3% 0.0% 9.7% 11.2% 4.1K -188.9K -423 0.01 135.37 N/A N/A 9 0 47 1 2024-07-08 $92.10 $0.00 73.6% 18.5% 51.4% 16.8% 0.0% 4.4% -12.2% 4.8K -216.4K -501 0.00 134.49 N/A N/A 0 0 56 2 2024-07-09 $91.80 $0.00 77.2% 18.3% 47.6% 19.2% 61.6% 3.9% -9.8% 4.7K -203.1K -488 0.10 131.67 N/A N/A 1 0 55 2 2024-07-10 $93.90 $100.00 62.2% 17.8% 47.8% 9.1% 53.5% 8.7% -2.6% 4.9K -226.2K -526 0.00 134.28 N/A N/A 3 0 56 2 2024-07-11 $94.50 $100.00 54.6% 15.7% 46.7% 4.1% 0.0% 3.7% -3.6% 5.6K -274.6K -709 0.00 132.91 N/A N/A 1 0 58 2 2024-07-12 $93.80 $100.00 58.7% 16.8% 42.2% 6.8% 0.0% 3.8% -12.8% 5.3K -236.7K -557 0.00 135.13 N/A N/A 0 0 58 2 2024-07-15 $89.30 $100.00 67.2% 19.3% 45.6% 12.5% 0.0% 7.1% -15.4% 5.3K -223.6K -596 0.00 128.32 N/A N/A 0 0 58 2 2024-07-16 $91.60 $100.00 68.5% 19.6% 45.5% 13.3% 0.0% 12.6% -5.4% 5.2K -219.8K -525 0.00 129.76 N/A N/A 0 0 58 2 2024-07-17 $87.10 $100.00 49.3% 14.1% 49.1% 0.5% 47.7% 7.5% 20.9% 4.2K -187.8K -451 1.00 134.10 N/A N/A 1 1 58 2 2024-07-18 $82.70 $90.00 62.9% 18.0% 52.3% 9.6% 74.1% 1.6% 3.0% 3.5K -155.2K -392 0.50 135.69 N/A N/A 1 1 59 2 2024-07-19 $79.90 $90.00 66.5% 19.1% 53.5% 12.0% 0.0% 1.2% 2.1% 2.7K -136.9K -369 0.00 138.92 N/A N/A 0 0 59 3 2024-07-22 $81.60 $90.00 69.9% 20.0% 54.0% 14.3% 0.0% 5.3% -4.2% 2.9K -132.8K -375 0.00 140.36 N/A N/A 0 0 55 2 2024-07-23 $80.90 $90.00 73.3% 21.0% 54.1% 16.5% 80.7% 28.0% -9.1% 2.6K -127.6K -349 3.33 139.08 N/A N/A 0 1 55 2 2024-07-24 $77.50 $90.00 71.5% 20.5% 56.1% 15.4% 60.2% 38.2% -2.1% 2.3K -112.5K -335 0.00 137.10 N/A N/A 1 0 55 3 2024-07-25 $75.90 $90.00 65.0% 18.6% 56.3% 11.0% 0.0% 34.7% -13.2% 2.0K -104.2K -302 0.00 139.18 N/A N/A 0 0 55 3 2024-07-26 $78.60 $90.00 69.4% 19.9% 57.0% 14.0% 0.0% 41.1% -9.3% 2.2K -113.7K -311 0.29 141.91 N/A N/A 1 0 55 3 2024-07-29 $79.20 $90.00 71.1% 20.4% 56.9% 15.1% 0.0% 40.9% -8.3% 2.3K -113.7K -301 0.00 141.87 N/A N/A 0 0 55 2 2024-07-30 $76.70 $90.00 71.9% 20.6% 57.8% 15.7% 0.0% 2.9% -15.9% 2.0K -103.7K -271 0.00 139.88 N/A N/A 0 0 55 2 2024-07-31 $84.60 $90.00 84.7% 24.3% 68.3% 24.2% 0.0% -16.0% -16.7% 3.2K -142.9K -357 0.00 134.92 N/A N/A 1 0 56 2
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