KRE Options History — February 2019

In February 2019, KRE traded between $53.41 and $57.15. ATM implied volatility averaged 18.3%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 3.3% (HV 20d: 15.1%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 12.06.

Notable Days

  • 2019-02-27: Highest Volume — 167,208 contracts
  • 2019-02-07: Largest IV spike — 8.8% change
  • 2019-02-08: Highest IV Rank — 20.6%
  • 2019-02-01: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.51$53.41$57.15$53.41$56.75
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV18.3%17.1%19.9%19.6%17.3%
Expected Move5.3%5.0%5.8%5.8%5.1%
HV 20d15.1%14.0%16.4%16.4%14.7%
HV 60d24.7%24.4%24.9%24.6%24.4%
IV Rank14.0%8.7%20.6%19.4%9.4%
IV Percentile32.2%14.7%49.6%43.3%19.8%
Term Structure0.0%-0.5%0.7%0.1%0.1%
VWIV19.8%17.2%23.4%20.6%18.8%
Skew 25d4.1%3.4%4.8%4.6%4.0%
Skew 10d8.9%6.5%11.6%9.9%8.9%
Call IV 25d16.5%15.5%18.3%17.5%15.6%
Put IV 25d20.7%19.3%22.1%22.1%19.7%
Bid-Ask Spread %7.342.1314.872.2511.01
Gamma HHI0.160.110.450.110.14
Net GEX-22.4M-43.3M58.1M-31.9M-36.6M
Net DEX93.5M-28.3M233.1M199.2M86.9M
Net VEX-3.6M-4.0M-3.1M-3.2M-4.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.060.0957.063.1716.38
Total Volume60,897.3688,504167,20830,73898,351
Total OI613,978.842476,411690,118495,270690,118

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-02-01$53.41$55.0019.6%5.8%16.4%19.4%20.6%4.6%0.1%-31.9M199.2M-3.2M3.172.257,37823,360127,321367,949
2019-02-04$53.89$55.0018.8%5.5%14.7%16.1%17.2%4.4%0.1%-28.7M156.1M-3.1M2.862.164,69813,427115,503360,908
2019-02-05$53.86$55.0018.4%5.3%14.7%14.2%18.3%4.3%-0.0%-35.9M172.8M-3.1M12.672.133,87449,088119,183372,406
2019-02-06$53.91$55.0018.1%5.3%14.8%13.1%17.2%4.3%0.0%-43.3M185.4M-3.1M1.142.408,83910,070119,544383,818
2019-02-07$54.64$55.0019.7%5.6%15.0%20.0%22.4%4.2%-0.5%-25.1M93.1M-3.2M3.254.5732,051104,035125,530391,873
2019-02-08$54.08$55.0019.9%5.8%15.7%20.6%19.4%3.4%0.7%-34.3M233.1M-3.6M1.287.4312,72916,243149,374483,724
2019-02-11$54.67$55.0019.2%5.5%15.9%17.7%17.5%4.2%0.7%-23.6M178.8M-3.6M0.096.2318,7591,717149,088465,781
2019-02-12$55.28$55.0018.8%5.4%16.1%16.2%19.9%3.7%-0.5%154.0K-8.9M-3.4M7.606.849,51572,349162,888467,797
2019-02-13$55.50$55.0018.7%5.4%16.1%15.8%18.4%3.6%-0.5%-4.8M37.9M-3.8M12.057.822,38628,756162,052501,144
2019-02-14$55.09$55.0018.6%5.3%14.9%15.1%21.1%4.6%0.4%-15.5M149.2M-3.8M9.387.195,23949,167162,129502,594
2019-02-15$56.03$55.0018.0%5.2%15.6%12.6%21.9%4.4%-0.0%58.1M-28.3M-4.0M2.948.2622,23565,401161,195527,033
2019-02-19$56.69$55.0018.2%5.2%14.7%13.3%20.7%4.8%-0.1%-23.8M37.9M-3.8M25.418.922,46662,649128,650516,062
2019-02-20$57.15$55.0017.6%5.1%14.0%10.8%20.7%4.2%0.1%-24.6M-4.3M-3.8M9.1814.873,97536,501129,726519,481
2019-02-21$56.81$55.0017.6%5.1%14.4%10.8%20.4%4.3%-0.1%-28.9M48.3M-3.9M7.528.823,78228,444131,742518,716
2019-02-22$57.01$55.0017.1%5.0%14.4%8.7%18.5%3.8%0.2%-22.4M-18.7M-3.6M6.7210.242,34415,757133,101525,551
2019-02-25$56.91$55.0017.3%5.1%14.1%9.8%17.6%3.9%0.1%-29.7M38.9M-3.7M0.8011.714,7283,776129,701518,725
2019-02-26$56.31$55.0017.8%5.2%14.9%11.6%22.5%4.1%-0.1%-37.4M117.2M-3.7M49.707.603,269162,484133,303523,318
2019-02-27$56.73$55.0017.8%5.2%15.0%11.5%23.4%4.0%-0.0%-37.6M101.9M-4.0M57.069.052,880164,328135,757552,813
2019-02-28$56.75$55.0017.3%5.1%14.7%9.4%18.8%4.0%0.1%-36.6M86.9M-4.0M16.3811.015,65992,692136,990553,128