KORU Options History — October 2024

In October 2024, KORU traded between $55.50 and $67.50. ATM implied volatility averaged 92.4%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 14.0% (HV 20d: 78.5%). Max pain ranged from $60.00 to $80.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.87.

Notable Days

2024-10-02: Highest Volume — 11 contracts
2024-10-03: Largest IV spike — 51.4% change
2024-10-07: Highest IV Rank — 51.2%
2024-10-30: Largest Expected Move — 30.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.23	$55.50	$67.50	$67.50	$55.50
Max Pain	$66.96	$60.00	$80.00	$80.00	$80.00
ATM IV	92.4%	71.7%	125.0%	87.3%	88.7%
Expected Move	24.8%	20.6%	30.5%	25.0%	25.4%
HV 20d	78.5%	40.6%	99.7%	98.8%	44.3%
HV 60d	84.7%	72.6%	87.7%	87.5%	73.8%
IV Rank	29.4%	15.5%	51.2%	25.9%	26.9%
IV Percentile	76.7%	40.1%	96.0%	77.8%	79.0%
Term Structure	-2.9%	-28.6%	60.5%	6.3%	-15.6%
VWIV	97.9%	68.8%	150.4%	68.8%	98.4%
Skew 25d	-1.0%	-66.6%	49.7%	14.8%	-57.9%
Skew 10d	16.9%	-29.2%	59.5%	20.3%	9.5%
Call IV 25d	90.0%	62.2%	121.7%	97.1%	121.7%
Put IV 25d	89.0%	53.2%	114.0%	111.8%	63.7%
Bid-Ask Spread %	145.18	129.65	163.48	132.62	160.07
Gamma HHI	0.22	0.14	0.34	0.31	0.25
Net GEX	603	-580	1.2K	-580	935
Net DEX	-49.8K	-72.0K	-3.9K	-3.9K	-55.6K
Net VEX	-290	-327	-228	-293	-273
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.87	0.00	10.00	0.00	0.03
Total Volume	1.261	0	11	1	4
Total OI	34.913	28	39	38	32

Daily Data (23 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
2024-10-01	$67.50	$80.00	87.3%	25.0%	98.8%	25.9%	0.0%	14.8%	6.3%	-580	-3.9K	-293	0.00	132.62	N/A	N/A	1	0	22	16
2024-10-02	$67.50	$80.00	78.3%	22.4%	98.8%	19.9%	68.8%	49.7%	22.6%	-494	-5.1K	-293	10.00	137.91	N/A	N/A	1	10	22	16
2024-10-03	$64.70	$60.00	118.5%	26.3%	99.7%	46.9%	0.0%	10.3%	-28.6%	246	-31.2K	-278	0.00	136.29	N/A	N/A	2	0	23	10
2024-10-04	$64.70	$60.00	122.7%	26.6%	90.1%	49.7%	0.0%	13.6%	-13.3%	353	-38.7K	-306	0.00	138.18	N/A	N/A	2	0	25	10
2024-10-07	$65.50	$60.00	125.0%	22.4%	88.3%	51.2%	90.4%	17.7%	-3.9%	421	-50.2K	-322	0.40	134.39	N/A	N/A	1	0	27	10
2024-10-08	$66.70	$60.00	116.1%	23.0%	88.0%	45.2%	0.0%	12.9%	-2.4%	437	-53.1K	-327	0.00	138.88	N/A	N/A	0	0	27	11
2024-10-09	$67.50	$60.00	78.7%	22.6%	88.0%	20.2%	0.0%	14.7%	-1.3%	436	-54.7K	-322	0.00	136.35	N/A	N/A	1	0	27	11
2024-10-10	$66.60	$60.00	76.4%	21.9%	86.7%	18.6%	0.0%	-2.1%	-8.7%	464	-49.9K	-315	0.00	138.90	N/A	N/A	0	0	28	11
2024-10-11	$66.90	$60.00	74.3%	21.3%	85.6%	17.3%	0.0%	15.2%	-11.3%	397	-49.1K	-316	0.00	139.65	N/A	N/A	0	0	28	11
2024-10-14	$67.50	$60.00	76.0%	21.8%	85.6%	18.4%	0.0%	-10.1%	-0.5%	489	-53.4K	-303	2.00	136.58	N/A	N/A	0	0	28	11
2024-10-15	$62.90	$60.00	79.7%	22.8%	89.1%	20.8%	0.0%	-5.7%	-9.9%	474	-34.9K	-278	0.00	129.65	N/A	N/A	0	0	28	11
2024-10-16	$65.00	$60.00	92.6%	26.5%	90.0%	29.5%	0.0%	-2.5%	-19.1%	413	-42.4K	-283	0.00	141.01	N/A	N/A	0	0	28	11
2024-10-17	$63.40	$60.00	94.3%	27.0%	89.6%	30.6%	0.0%	-5.9%	-20.3%	375	-35.7K	-273	0.00	142.41	N/A	N/A	0	0	28	11
2024-10-18	$62.50	$60.00	104.7%	30.0%	89.3%	37.6%	0.0%	-31.3%	-26.7%	1.0K	-43.0K	-257	0.00	136.71	N/A	N/A	2	0	28	8
2024-10-21	$61.10	$60.00	71.7%	20.6%	89.2%	15.5%	95.1%	-31.0%	60.5%	915	-65.3K	-228	0.17	145.88	N/A	N/A	2	0	26	2
2024-10-22	$58.90	$60.00	85.3%	24.4%	86.5%	24.6%	87.6%	-8.5%	-4.6%	1.1K	-65.3K	-273	0.50	155.55	N/A	N/A	1	0	27	2
2024-10-23	$59.70	$60.00	94.8%	27.2%	83.1%	31.0%	150.4%	8.5%	-26.4%	1.1K	-72.0K	-287	0.00	159.71	N/A	N/A	0	1	28	2
2024-10-24	$60.00	$80.00	96.1%	27.6%	55.0%	31.8%	0.0%	10.0%	-17.8%	1.1K	-66.9K	-292	0.00	159.33	N/A	N/A	0	0	28	3
2024-10-25	$59.20	$80.00	78.3%	22.4%	54.6%	19.9%	94.3%	20.7%	16.9%	1.0K	-65.1K	-283	0.00	160.46	N/A	N/A	0	0	28	3
2024-10-28	$61.20	$80.00	91.1%	26.1%	40.9%	28.5%	0.0%	4.7%	-3.3%	1.1K	-71.3K	-286	0.00	163.48	N/A	N/A	1	0	28	3
2024-10-29	$61.20	$80.00	89.1%	25.6%	40.6%	27.2%	0.0%	5.2%	11.3%	1.2K	-69.6K	-289	0.00	157.96	N/A	N/A	0	0	29	3
2024-10-30	$58.60	$80.00	106.5%	30.5%	42.8%	38.8%	0.0%	-66.6%	29.4%	975	-69.0K	-294	0.00	157.15	N/A	N/A	0	0	29	3
2024-10-31	$55.50	$80.00	88.7%	25.4%	44.3%	26.9%	98.4%	-57.9%	-15.6%	935	-55.6K	-273	0.03	160.07	N/A	N/A	4	0	29	3