KORU Options History — September 2024

In September 2024, KORU traded between $60.40 and $80.00. ATM implied volatility averaged 83.1%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 4.7% (HV 20d: 78.4%). Max pain ranged from $40.00 to $80.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 6.15.

Notable Days

2024-09-26: Highest Volume — 10 contracts
2024-09-18: Largest IV spike — 57.3% change
2024-09-09: Highest IV Rank — 51.4%
2024-09-18: Largest Expected Move — 33.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.56	$60.40	$80.00	$69.10	$68.80
Max Pain	$63.89	$40.00	$80.00	$40.00	$80.00
ATM IV	83.1%	59.9%	125.3%	86.0%	87.6%
Expected Move	22.2%	17.2%	33.3%	24.7%	25.1%
HV 20d	78.4%	67.6%	104.8%	69.1%	104.8%
HV 60d	78.1%	73.2%	87.6%	73.8%	87.6%
IV Rank	23.1%	7.6%	51.4%	25.1%	26.1%
IV Percentile	60.8%	8.3%	96.4%	77.4%	78.6%
Term Structure	-6.3%	-33.5%	20.2%	-30.3%	-14.1%
VWIV	69.2%	35.9%	113.7%	67.3%	104.0%
Skew 25d	18.8%	-45.1%	44.0%	8.1%	2.0%
Skew 10d	27.5%	13.6%	134.8%	13.7%	20.4%
Call IV 25d	67.4%	46.6%	117.1%	91.9%	103.2%
Put IV 25d	86.2%	58.3%	109.8%	100.0%	105.1%
Bid-Ask Spread %	137.22	123.93	154.37	123.93	132.94
Gamma HHI	0.25	0.16	0.36	0.34	0.32
Net GEX	952	-644	1.8K	1.3K	-402
Net DEX	-82.8K	-113.9K	-10.0K	-89.8K	-10.0K
Net VEX	-218	-312	-180	-208	-271
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.15	0.00	100.00	0.00	0.43
Total Volume	1.6	0	10	1	3
Total OI	57.3	18	73	68	34

Daily Data (20 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
2024-09-03	$69.10	$40.00	86.0%	24.7%	69.1%	25.1%	67.3%	8.1%	-30.3%	1.3K	-89.8K	-208	0.00	123.93	N/A	N/A	0	1	63	5
2024-09-04	$69.10	$40.00	90.8%	26.0%	68.8%	28.3%	0.0%	12.0%	-22.1%	1.3K	-89.4K	-208	0.00	129.86	N/A	N/A	0	0	63	5
2024-09-05	$67.90	$0.00	92.1%	20.7%	69.1%	29.2%	0.0%	25.4%	-5.0%	1.3K	-86.0K	-205	0.00	139.02	N/A	N/A	0	0	63	5
2024-09-06	$60.40	$0.00	96.2%	21.6%	78.3%	31.9%	55.9%	19.7%	-10.0%	1.1K	-67.6K	-202	0.00	132.70	N/A	N/A	4	0	63	5
2024-09-09	$63.60	$80.00	125.3%	24.3%	79.8%	51.4%	0.0%	44.0%	-13.8%	1.1K	-93.6K	-225	0.00	142.71	N/A	N/A	1	0	67	5
2024-09-10	$62.10	$80.00	111.7%	22.1%	80.2%	42.3%	0.0%	23.8%	-1.1%	887	-86.1K	-212	0.14	141.71	N/A	N/A	1	0	68	5
2024-09-11	$62.90	$80.00	76.1%	21.8%	76.6%	18.4%	68.1%	24.5%	20.2%	895	-91.0K	-222	0.00	132.22	N/A	N/A	0	0	68	5
2024-09-12	$65.90	$60.00	72.1%	20.7%	78.8%	15.8%	113.7%	9.5%	0.3%	1.2K	-103.9K	-228	0.00	134.59	N/A	N/A	0	0	68	5
2024-09-13	$68.40	$60.00	73.8%	21.2%	79.0%	16.9%	0.0%	33.5%	-4.4%	1.3K	-105.2K	-230	0.00	142.64	N/A	N/A	1	0	67	5
2024-09-16	$68.80	$60.00	75.4%	21.6%	76.8%	18.0%	62.6%	34.8%	-7.1%	1.2K	-105.3K	-212	0.00	137.50	N/A	N/A	0	0	67	5
2024-09-17	$68.10	$60.00	73.8%	21.1%	75.4%	16.9%	0.0%	36.0%	-9.4%	1.0K	-98.0K	-201	0.00	138.24	N/A	N/A	0	0	66	5
2024-09-18	$68.40	$60.00	116.0%	33.3%	75.3%	45.2%	39.4%	-45.1%	-33.5%	1.8K	-113.9K	-236	0.17	154.37	N/A	N/A	1	0	67	5
2024-09-19	$70.40	$60.00	76.8%	22.0%	76.4%	18.9%	0.0%	34.8%	-4.0%	1.6K	-110.1K	-193	0.00	139.13	N/A	N/A	1	0	67	6
2024-09-20	$68.60	$60.00	73.0%	20.9%	74.7%	16.4%	0.0%	11.8%	-12.5%	666	-84.4K	-187	0.00	138.66	N/A	N/A	1	0	67	6
2024-09-23	$69.60	$60.00	68.3%	19.6%	67.6%	13.2%	102.7%	12.2%	-5.5%	690	-58.7K	-180	0.00	138.26	N/A	N/A	0	0	16	2
2024-09-24	$73.70	$60.00	76.3%	21.9%	70.2%	18.6%	35.9%	29.3%	-9.1%	777	-67.3K	-190	0.00	143.09	N/A	N/A	4	0	16	2
2024-09-25	$68.10	$60.00	60.3%	17.3%	74.9%	7.9%	49.7%	24.5%	1.7%	1.1K	-64.2K	-200	3.75	130.03	N/A	N/A	1	3	20	2
2024-09-26	$80.00	$70.00	59.9%	17.2%	95.3%	7.6%	62.3%	20.8%	16.6%	816	-90.1K	-233	100.00	138.67	N/A	N/A	0	10	19	5
2024-09-27	$77.40	$80.00	70.4%	20.2%	96.0%	14.6%	0.0%	14.2%	16.5%	-644	-40.8K	-312	0.00	134.08	N/A	N/A	0	0	19	15
2024-09-30	$68.80	$80.00	87.6%	25.1%	104.8%	26.1%	104.0%	2.0%	-14.1%	-402	-10.0K	-271	0.43	132.94	N/A	N/A	2	1	19	15