KORU Options History — December 2024

In December 2024, KORU traded between $34.60 and $46.30. ATM implied volatility averaged 91.6%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 26.4% (HV 20d: 65.1%). Max pain ranged from $30.00 to $50.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2024-12-03: Highest Volume — 277 contracts
  • 2024-12-31: Largest IV spike — 162.4% change
  • 2024-12-31: Highest IV Rank — 60.7%
  • 2024-12-31: Largest Expected Move — 59.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.27$34.60$46.30$46.30$34.60
Max Pain$33.81$30.00$50.00$50.00$40.00
ATM IV91.6%64.6%207.6%80.6%207.6%
Expected Move27.4%18.5%59.5%23.1%59.5%
HV 20d65.1%58.8%75.4%74.4%59.3%
HV 60d68.9%59.8%74.2%71.5%59.8%
IV Rank16.4%6.1%60.7%12.2%60.7%
IV Percentile67.6%21.0%99.2%65.5%99.2%
Term Structure3.0%-130.0%71.7%71.7%-130.0%
VWIV102.7%64.5%271.3%138.2%66.6%
Skew 25d12.4%-47.2%70.0%-3.6%-2.0%
Skew 10d43.5%-42.3%124.9%28.1%124.9%
Call IV 25d93.7%56.9%147.2%63.1%81.3%
Put IV 25d106.2%59.5%156.8%59.5%79.3%
Bid-Ask Spread %148.96113.28163.14163.14154.94
Gamma HHI0.390.310.610.390.36
Net GEX4.6K-15.7K12.9K1.3K9.1K
Net DEX-353.4K-677.3K-63.0K-63.0K-390.2K
Net VEX-1.8K-2.4K-241-241-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.001.740.001.19
Total Volume36.19227736
Total OI359.0955347353407

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$46.30$50.0080.6%23.1%74.4%12.2%138.2%-3.6%71.7%1.3K-63.0K-2410.00163.14N/AN/A30476
2024-12-03$43.40$50.00110.3%31.6%74.3%23.6%108.8%-35.5%8.3%753-66.2K-3691.66127.57N/AN/A104173498
2024-12-04$44.60$40.00106.1%30.4%75.4%22.0%106.9%-17.9%10.0%-507-222.6K-1.3K0.31113.28N/AN/A4314157110
2024-12-05$43.00$30.0078.1%30.1%71.4%11.3%93.3%32.1%15.2%-859-258.2K-1.5K0.02152.94N/AN/A14019499
2024-12-06$41.70$30.00102.0%35.6%66.3%20.4%103.4%20.0%-43.5%-360-242.1K-1.5K0.85150.66N/AN/A4319899
2024-12-09$39.00$30.0090.2%30.8%65.3%15.9%113.1%-47.2%7.6%-2.3K-104.0K-1.3K0.02135.29N/AN/A68119998
2024-12-10$39.60$30.0085.3%30.2%65.5%14.0%104.9%25.9%-1.6%-650-217.1K-1.7K0.03149.09N/AN/A59226698
2024-12-11$42.90$30.0094.6%27.1%68.1%17.6%100.7%17.3%1.0%11.3K-572.4K-2.1K0.14149.26N/AN/A34532598
2024-12-12$42.80$30.0076.7%22.0%65.5%10.8%86.5%7.8%1.5%4.8K-525.9K-2.4K0.36151.76N/AN/A321133399
2024-12-13$43.80$30.0091.6%26.3%66.0%16.5%91.5%20.4%-2.1%12.9K-677.3K-2.4K0.05154.76N/AN/A20351103
2024-12-16$43.00$30.0098.7%28.3%65.8%19.2%98.7%5.5%-10.3%12.3K-653.0K-2.3K0.49146.00N/AN/A42351102
2024-12-17$41.10$30.0090.2%25.8%58.8%15.9%98.1%18.1%-20.6%1.2K-429.1K-2.3K0.12154.35N/AN/A172353100
2024-12-18$38.10$30.0081.9%23.5%63.4%12.8%84.4%27.3%-8.3%-603-260.8K-2.1K0.04150.79N/AN/A341370102
2024-12-19$39.00$30.0064.6%18.5%64.6%6.1%64.5%55.3%28.5%-15.7K-374.8K-2.1K0.19155.66N/AN/A61369102
2024-12-20$38.80$30.0065.7%18.8%62.4%6.6%271.3%60.9%20.8%11.7K-127.0K-2.0K1.74155.70N/AN/A1425370103
2024-12-23$38.30$30.0082.6%23.7%62.3%13.0%91.9%33.3%-6.5%10.8K-472.6K-2.1K0.05154.43N/AN/A1313548
2024-12-24$38.10$30.0082.8%23.7%59.2%12.9%83.1%70.0%9.2%11.5K-510.3K-2.2K0.00148.41N/AN/A1603558
2024-12-26$36.70$30.0073.0%20.9%59.7%9.1%72.9%-18.2%48.2%9.5K-420.6K-1.9K0.77153.40N/AN/A1083638
2024-12-27$35.50$40.0081.0%23.2%60.0%12.2%74.9%-11.0%49.9%10.5K-436.2K-2.0K0.41151.28N/AN/A10436916
2024-12-30$35.40$40.0079.1%22.7%59.7%11.4%66.6%2.1%13.6%10.0K-397.4K-1.9K0.00155.53N/AN/A14037519
2024-12-31$34.60$40.00207.6%59.5%59.3%60.7%0.0%-2.0%-130.0%9.1K-390.2K-2.0K1.19154.94N/AN/A3338819