KORU Options History — November 2024

In November 2024, KORU traded between $44.20 and $58.80. ATM implied volatility averaged 157.2%, placing in the 51.7% IV rank vs the trailing year. The 30-day expected move averaged 40.1%. IV traded above realized volatility by 91.3% (HV 20d: 65.9%). Max pain ranged from $50.00 to $70.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 24.50.

Notable Days

2024-11-14: Highest Volume — 43 contracts
2024-11-18: Largest IV spike — 198.9% change
2024-11-06: Highest IV Rank — 100.0%
2024-11-05: Largest Expected Move — 69.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.76	$44.20	$58.80	$55.90	$47.90
Max Pain	$51.00	$50.00	$70.00	$70.00	$50.00
ATM IV	157.2%	50.2%	310.2%	121.7%	88.2%
Expected Move	40.1%	14.4%	69.5%	34.9%	25.3%
HV 20d	65.9%	44.5%	76.2%	44.5%	74.1%
HV 60d	75.4%	72.6%	77.1%	72.6%	74.9%
IV Rank	51.7%	0.6%	100.0%	49.0%	15.1%
IV Percentile	87.7%	0.8%	100.0%	94.8%	74.2%
Term Structure	-7.9%	-68.3%	60.3%	25.8%	54.7%
VWIV	118.7%	78.6%	176.5%	78.9%	141.5%
Skew 25d	45.1%	-110.6%	279.9%	5.2%	-24.2%
Skew 10d	67.0%	-74.2%	279.9%	20.6%	11.2%
Call IV 25d	108.5%	56.1%	184.2%	139.1%	90.2%
Put IV 25d	153.6%	2.6%	395.9%	144.3%	66.1%
Bid-Ask Spread %	167.48	158.99	173.88	162.74	165.60
Gamma HHI	0.32	0.28	0.41	0.28	0.36
Net GEX	1.3K	306	1.9K	1.1K	1.3K
Net DEX	-57.2K	-90.4K	145.7K	-74.2K	-63.8K
Net VEX	-289	-371	-189	-325	-333
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	24.50	0.00	420.00	3.00	0.00
Total Volume	6.7	0	43	0	3
Total OI	47.5	36	95	36	52

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
2024-11-01	$55.90	$70.00	121.7%	34.9%	44.5%	49.0%	0.0%	5.2%	25.8%	1.1K	-74.2K	-325	3.00	162.74	N/A	N/A	0	0	33	3
2024-11-04	$58.30	$50.00	94.7%	27.4%	47.4%	30.9%	0.0%	-80.7%	-23.6%	1.1K	-82.5K	-334	0.00	165.28	N/A	N/A	0	0	33	3
2024-11-05	$58.80	$50.00	121.6%	69.5%	46.9%	48.9%	0.0%	-84.5%	-30.8%	1.2K	-83.9K	-330	0.00	173.02	N/A	N/A	0	0	33	3
2024-11-06	$54.10	$50.00	201.7%	22.1%	53.7%	100.0%	0.0%	-110.6%	-45.9%	1.1K	-63.0K	-295	0.00	171.44	N/A	N/A	0	0	34	3
2024-11-07	$57.50	$50.00	174.2%	69.1%	59.4%	82.1%	78.9%	-62.7%	-9.6%	1.4K	-72.8K	-292	0.00	173.88	N/A	N/A	1	0	34	3
2024-11-08	$53.30	$50.00	212.5%	25.3%	64.0%	100.0%	176.5%	190.2%	-68.0%	306	-90.4K	-235	0.00	158.99	N/A	N/A	5	0	34	3
2024-11-11	$51.20	$50.00	203.9%	35.8%	64.3%	94.8%	119.4%	279.9%	35.0%	1.9K	-60.0K	-189	1.08	168.37	N/A	N/A	3	3	38	3
2024-11-12	$47.20	$50.00	310.2%	29.4%	65.7%	100.0%	102.5%	59.7%	36.9%	984	-41.1K	-248	0.02	162.27	N/A	N/A	4	0	41	6
2024-11-13	$44.70	$50.00	187.3%	53.7%	64.6%	53.0%	87.6%	37.4%	-67.3%	1.1K	-39.5K	-320	0.54	170.68	N/A	N/A	5	3	45	6
2024-11-14	$44.20	$50.00	188.4%	54.0%	64.6%	53.5%	78.6%	63.2%	-42.3%	1.2K	-35.1K	-292	15.92	171.65	N/A	N/A	3	40	48	5
2024-11-15	$45.10	$50.00	50.2%	14.4%	66.0%	0.6%	97.1%	-13.5%	-17.0%	1.4K	145.7K	-242	420.00	173.82	N/A	N/A	0	42	50	45
2024-11-18	$49.10	$50.00	150.0%	43.0%	75.1%	38.8%	117.5%	63.2%	-14.6%	1.4K	-61.0K	-235	0.00	170.13	N/A	N/A	3	0	43	2
2024-11-19	$48.60	$50.00	161.8%	46.4%	74.5%	43.3%	151.3%	55.8%	1.2%	1.7K	-64.6K	-260	0.00	170.01	N/A	N/A	2	0	44	2
2024-11-20	$47.90	$50.00	75.2%	21.6%	74.0%	10.2%	0.0%	133.1%	57.8%	1.9K	-65.4K	-270	0.00	161.61	N/A	N/A	0	0	45	2
2024-11-21	$49.60	$50.00	176.4%	50.6%	75.6%	48.9%	130.8%	73.1%	60.3%	1.3K	-84.9K	-371	0.00	162.35	N/A	N/A	2	0	45	2
2024-11-22	$49.60	$50.00	159.8%	45.8%	75.7%	42.5%	133.4%	57.5%	-7.4%	1.5K	-72.3K	-330	0.44	169.84	N/A	N/A	9	4	47	2
2024-11-25	$51.60	$50.00	123.3%	35.3%	76.2%	28.6%	128.0%	35.2%	-34.2%	1.2K	-81.9K	-250	0.00	165.48	N/A	N/A	1	0	47	6
2024-11-26	$50.90	$50.00	168.6%	48.3%	76.1%	45.9%	0.0%	151.7%	-0.7%	1.6K	-77.6K	-278	0.00	168.44	N/A	N/A	1	0	47	6
2024-11-27	$49.70	$50.00	175.0%	50.2%	75.3%	48.3%	141.5%	73.7%	-68.3%	1.2K	-75.5K	-353	0.00	164.09	N/A	N/A	0	0	46	6
2024-11-29	$47.90	$50.00	88.2%	25.3%	74.1%	15.1%	0.0%	-24.2%	54.7%	1.3K	-63.8K	-333	0.00	165.60	N/A	N/A	3	0	46	6