KRE Options History — October 2018

In October 2018, KRE traded between $51.14 and $60.34. ATM implied volatility averaged 23.8%, placing in the 59.0% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 1.8% (HV 20d: 22.0%). Max pain ranged from $58.00 to $62.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 2.39.

Notable Days

2018-10-19: Highest Volume — 255,968 contracts
2018-10-11: Largest IV spike — 11.7% change
2018-10-26: Highest IV Rank — 100.0%
2018-10-29: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.16	$51.14	$60.34	$58.69	$54.16
Max Pain	$59.48	$58.00	$62.00	$62.00	$58.00
ATM IV	23.8%	17.9%	30.2%	18.5%	26.1%
Expected Move	7.1%	5.3%	9.7%	5.4%	8.4%
HV 20d	22.0%	14.5%	29.6%	14.9%	28.2%
HV 60d	16.7%	13.7%	20.4%	14.6%	20.4%
IV Rank	59.0%	19.4%	100.0%	23.3%	72.9%
IV Percentile	79.9%	28.2%	100.0%	33.3%	95.2%
Term Structure	-0.4%	-1.5%	0.4%	0.4%	-0.1%
VWIV	24.5%	14.1%	38.5%	18.6%	32.1%
Skew 25d	4.0%	2.4%	5.8%	2.4%	5.2%
Skew 10d	7.5%	3.7%	12.3%	5.2%	8.9%
Call IV 25d	22.1%	16.8%	28.1%	17.4%	23.9%
Put IV 25d	26.1%	19.5%	33.5%	19.9%	29.1%
Bid-Ask Spread %	5.10	2.88	13.56	4.68	13.56
Gamma HHI	0.10	0.07	0.15	0.10	0.07
Net GEX	-46.2M	-84.5M	-14.0M	-50.3M	-14.0M
Net DEX	888.4M	107.3M	1.51B	593.9M	756.0M
Net VEX	-5.8M	-6.8M	-4.3M	-5.9M	-5.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.39	0.84	6.11	1.10	2.06
Total Volume	96,020.13	42,244	255,968	67,030	122,709
Total OI	1,003,993.391	852,549	1,160,265	852,549	1,039,477

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 Vol	Put Vol	Call OI	Put OI
2018-10-01	$58.69	$62.00	18.5%	5.4%	14.9%	23.3%	18.6%	2.4%	0.4%	-50.3M	593.9M	-5.9M	1.10	4.68	31,883	35,147	452,713	399,836
2018-10-02	$58.53	$62.00	18.6%	5.4%	14.5%	24.2%	19.1%	2.9%	0.2%	-52.9M	648.1M	-5.9M	0.84	3.21	28,529	23,840	464,487	409,091
2018-10-03	$60.04	$62.00	17.9%	5.3%	17.7%	19.4%	18.3%	2.7%	0.4%	-30.8M	177.7M	-6.3M	1.36	4.83	96,333	130,644	474,040	414,876
2018-10-04	$60.07	$60.00	19.7%	5.7%	17.8%	31.6%	19.2%	2.9%	0.4%	-41.1M	198.5M	-6.8M	2.03	6.45	26,692	54,207	480,908	466,982
2018-10-05	$59.51	$60.00	19.8%	5.7%	17.9%	32.4%	17.3%	3.3%	0.4%	-84.5M	425.8M	-6.8M	3.28	3.47	18,720	61,470	490,947	481,033
2018-10-08	$60.34	$60.00	19.6%	5.7%	18.9%	30.8%	19.1%	3.6%	-0.0%	-27.5M	107.3M	-6.8M	2.20	4.87	16,211	35,664	476,905	468,340
2018-10-09	$59.94	$60.00	20.2%	5.7%	18.9%	34.6%	16.5%	3.1%	-0.2%	-36.8M	234.8M	-6.8M	2.14	2.88	20,767	44,455	483,086	472,992
2018-10-10	$59.26	$60.00	22.1%	6.3%	18.6%	48.2%	18.1%	3.1%	0.0%	-44.4M	459.4M	-6.7M	1.81	4.01	15,031	27,213	487,982	475,150
2018-10-11	$57.65	$60.00	24.7%	6.9%	20.2%	65.8%	20.3%	4.5%	-1.0%	-55.7M	951.2M	-6.3M	6.11	5.19	12,116	73,977	484,066	481,279
2018-10-12	$55.84	$60.00	25.2%	7.1%	22.0%	69.4%	26.0%	4.5%	-0.5%	-53.9M	1.41B	-5.6M	2.63	3.89	40,023	105,064	484,702	495,295
2018-10-15	$56.40	$60.00	24.3%	6.9%	22.6%	62.8%	23.6%	4.4%	-1.5%	-71.4M	1.23B	-6.3M	1.22	3.31	20,554	25,021	503,164	646,827
2018-10-16	$56.22	$59.00	22.4%	6.4%	22.6%	50.3%	21.7%	3.8%	-0.8%	-71.2M	1.26B	-6.0M	1.51	4.19	21,065	31,754	510,275	648,762
2018-10-17	$56.56	$59.00	22.1%	6.3%	22.1%	47.9%	14.1%	4.0%	-0.6%	-66.5M	1.02B	-6.1M	3.96	4.49	14,318	56,743	517,469	632,139
2018-10-18	$55.65	$59.00	23.4%	6.8%	21.6%	57.0%	22.9%	4.3%	-0.8%	-72.5M	1.29B	-5.9M	1.75	4.16	18,833	32,871	519,689	629,463
2018-10-19	$54.76	$59.00	24.0%	7.0%	21.9%	61.0%	26.7%	4.7%	-1.2%	-73.4M	1.51B	-5.7M	5.49	3.70	39,423	216,545	527,028	633,237
2018-10-22	$53.15	$59.00	26.1%	7.9%	23.1%	75.4%	26.4%	4.3%	-0.4%	-32.9M	1.11B	-4.3M	1.65	3.36	48,445	79,826	467,934	389,345
2018-10-23	$53.22	$59.00	26.4%	8.0%	23.2%	77.1%	26.6%	4.7%	-0.4%	-35.9M	1.12B	-4.7M	1.28	4.24	48,084	61,657	501,059	426,825
2018-10-24	$51.14	$58.00	29.4%	9.1%	25.7%	98.0%	30.9%	3.2%	-0.9%	-39.3M	1.44B	-4.3M	0.91	4.09	66,710	60,498	521,188	457,318
2018-10-25	$52.37	$58.00	28.5%	8.8%	28.0%	91.5%	33.7%	4.9%	-1.5%	-30.7M	1.18B	-5.1M	2.94	5.70	24,224	71,232	563,073	472,906
2018-10-26	$52.02	$58.00	30.1%	9.5%	28.0%	100.0%	36.3%	5.4%	-0.8%	-26.5M	1.21B	-5.0M	4.23	7.92	22,694	96,043	567,613	478,767
2018-10-29	$52.69	$58.00	30.2%	9.7%	28.7%	100.0%	36.3%	5.8%	-0.5%	-26.3M	1.09B	-5.3M	2.08	8.51	20,640	42,942	558,576	483,543
2018-10-30	$53.47	$58.00	27.9%	9.0%	29.6%	84.3%	38.5%	5.1%	-0.4%	-25.0M	999.8M	-5.5M	2.29	6.58	20,531	47,115	562,387	489,074
2018-10-31	$54.16	$58.00	26.1%	8.4%	28.2%	72.9%	32.1%	5.2%	-0.1%	-14.0M	756.0M	-5.6M	2.06	13.56	40,036	82,673	567,263	472,214