KORU Options History — August 2024

In August 2024, KORU traded between $59.70 and $83.20. ATM implied volatility averaged 97.3%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 3.2% (HV 20d: 94.1%). Max pain ranged from $40.00 to $90.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.78.

Notable Days

2024-08-05: Highest Volume — 12 contracts
2024-08-05: Largest IV spike — 74.4% change
2024-08-08: Highest IV Rank — 99.5%
2024-08-06: Largest Expected Move — 30.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$73.62	$59.70	$83.20	$78.90	$76.40
Max Pain	$44.55	$40.00	$90.00	$90.00	$40.00
ATM IV	97.3%	59.0%	197.1%	76.0%	59.9%
Expected Move	22.7%	16.9%	30.9%	21.8%	17.2%
HV 20d	94.1%	67.3%	104.1%	71.7%	89.2%
HV 60d	69.7%	55.9%	72.7%	55.9%	71.2%
IV Rank	32.7%	7.0%	99.5%	18.4%	7.6%
IV Percentile	59.1%	7.5%	99.6%	59.1%	8.3%
Term Structure	-1.5%	-32.8%	151.1%	-8.0%	2.5%
VWIV	91.8%	57.9%	180.1%	180.1%	132.9%
Skew 25d	13.2%	-50.0%	80.7%	-41.4%	-31.1%
Skew 10d	21.4%	-36.4%	94.6%	24.3%	-36.4%
Call IV 25d	72.6%	42.7%	131.2%	106.9%	71.8%
Put IV 25d	85.8%	40.7%	184.1%	65.5%	40.7%
Bid-Ask Spread %	123.50	115.72	139.19	139.19	121.04
Gamma HHI	0.29	0.17	0.43	0.30	0.42
Net GEX	2.7K	1.1K	4.9K	2.4K	2.1K
Net DEX	-130.3K	-196.1K	-63.7K	-118.5K	-111.1K
Net VEX	-276	-366	-213	-304	-224
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.00	10.50	0.25	0.00
Total Volume	1.955	0	12	0	0
Total OI	70.682	58	84	58	68

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
2024-08-01	$78.90	$90.00	76.0%	21.8%	71.7%	18.4%	0.0%	-41.4%	-8.0%	2.4K	-118.5K	-304	0.00	139.19	N/A	N/A	0	0	56	2
2024-08-02	$72.50	$90.00	101.3%	29.0%	67.3%	35.3%	0.0%	-50.0%	-27.3%	2.0K	-98.0K	-295	0.25	132.45	N/A	N/A	0	0	56	2
2024-08-05	$60.40	$40.00	176.6%	27.9%	90.1%	85.8%	0.0%	20.3%	-15.1%	1.1K	-63.7K	-213	0.08	129.10	N/A	N/A	11	1	56	3
2024-08-06	$59.70	$40.00	163.4%	30.9%	90.0%	76.9%	180.1%	80.7%	-30.7%	1.8K	-79.0K	-237	0.44	132.33	N/A	N/A	6	3	67	3
2024-08-07	$61.10	$40.00	129.1%	30.0%	90.0%	53.9%	104.5%	-0.2%	-13.0%	2.2K	-99.4K	-289	0.75	121.10	N/A	N/A	0	0	72	6
2024-08-08	$65.00	$40.00	197.1%	28.9%	94.3%	99.5%	0.0%	34.1%	-6.2%	2.0K	-122.9K	-311	10.50	130.07	N/A	N/A	0	2	72	8
2024-08-09	$67.00	$40.00	128.4%	28.2%	95.9%	53.5%	80.3%	29.4%	-32.8%	2.5K	-139.7K	-344	0.00	120.03	N/A	N/A	1	0	73	8
2024-08-12	$67.20	$40.00	160.8%	24.1%	95.3%	75.2%	0.0%	18.0%	-13.4%	2.3K	-136.2K	-284	0.00	124.47	N/A	N/A	3	0	74	8
2024-08-13	$71.50	$40.00	111.6%	22.3%	98.2%	42.2%	0.0%	21.1%	0.5%	4.9K	-172.9K	-281	0.00	121.28	N/A	N/A	4	0	76	8
2024-08-14	$71.70	$40.00	75.6%	21.7%	97.3%	18.1%	0.0%	29.4%	-1.1%	4.2K	-152.5K	-336	0.00	123.39	N/A	N/A	0	0	72	8
2024-08-15	$74.20	$40.00	74.8%	21.4%	97.1%	17.6%	0.0%	33.7%	151.1%	4.5K	-164.8K	-265	0.00	124.28	N/A	N/A	0	0	72	8
2024-08-16	$77.80	$40.00	73.0%	20.9%	98.2%	16.4%	0.0%	29.8%	-13.9%	2.2K	-196.1K	-223	0.00	116.19	N/A	N/A	1	0	72	8
2024-08-19	$80.40	$40.00	70.2%	20.1%	98.7%	14.5%	57.9%	14.1%	-5.8%	2.6K	-130.3K	-239	0.41	115.72	N/A	N/A	4	2	57	4
2024-08-20	$81.10	$40.00	72.3%	20.7%	98.7%	15.9%	72.4%	25.4%	-13.5%	2.9K	-140.8K	-283	0.00	124.28	N/A	N/A	2	0	60	5
2024-08-21	$80.90	$40.00	72.0%	20.6%	97.4%	15.7%	65.5%	31.1%	-10.3%	2.9K	-139.7K	-276	0.00	118.69	N/A	N/A	1	0	62	5
2024-08-22	$76.60	$40.00	64.7%	18.6%	99.2%	10.8%	60.4%	-11.4%	-6.2%	2.0K	-109.2K	-239	0.00	117.92	N/A	N/A	0	0	61	5
2024-08-23	$83.20	$40.00	75.8%	21.7%	102.7%	18.2%	72.3%	-10.7%	-16.4%	3.3K	-152.1K	-302	0.00	117.22	N/A	N/A	2	0	61	5
2024-08-26	$79.60	$40.00	69.1%	19.8%	104.1%	13.7%	0.0%	16.2%	28.1%	3.6K	-166.6K	-366	0.00	119.30	N/A	N/A	0	0	63	5
2024-08-27	$80.00	$40.00	66.0%	18.9%	103.4%	11.7%	0.0%	13.5%	-0.5%	2.8K	-135.9K	-269	0.00	122.91	N/A	N/A	0	0	63	5
2024-08-28	$77.40	$40.00	59.0%	16.9%	97.5%	7.0%	0.0%	34.3%	5.7%	2.3K	-120.1K	-255	0.00	122.00	N/A	N/A	0	0	63	5
2024-08-29	$77.10	$40.00	64.7%	18.6%	94.4%	10.8%	132.9%	4.3%	-6.1%	2.1K	-116.5K	-244	0.00	124.11	N/A	N/A	0	0	63	5
2024-08-30	$76.40	$40.00	59.9%	17.2%	89.2%	7.6%	0.0%	-31.1%	2.5%	2.1K	-111.1K	-224	0.00	121.04	N/A	N/A	0	0	63	5