KRE Options History — April 2019

In April 2019, KRE traded between $52.81 and $56.18. ATM implied volatility averaged 21.4%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 4.4% (HV 20d: 25.8%). Max pain ranged from $53.00 to $54.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 7.51.

Notable Days

  • 2019-04-09: Highest Volume — 288,618 contracts
  • 2019-04-09: Largest IV spike — 11.3% change
  • 2019-04-09: Highest IV Rank — 34.9%
  • 2019-04-15: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.23$52.81$56.18$52.81$55.66
Max Pain$53.81$53.00$54.00$54.00$54.00
ATM IV21.4%20.1%23.2%21.4%20.4%
Expected Move6.2%5.8%6.5%6.2%6.1%
HV 20d25.8%19.7%29.6%29.2%19.7%
HV 60d21.2%20.6%21.9%21.3%21.8%
IV Rank27.2%21.4%34.9%27.4%23.1%
IV Percentile64.2%56.0%74.2%63.1%57.9%
Term Structure-0.2%-0.9%0.4%-0.3%0.0%
VWIV22.6%20.3%26.0%24.5%21.6%
Skew 25d4.1%3.4%4.8%4.3%3.4%
Skew 10d8.7%7.5%10.3%9.9%7.5%
Call IV 25d19.7%18.5%21.2%19.8%18.9%
Put IV 25d23.8%22.1%25.3%24.1%22.3%
Bid-Ask Spread %6.122.7113.743.527.03
Gamma HHI0.120.090.150.120.09
Net GEX-36.3M-61.4M-13.0M-49.7M-16.0M
Net DEX200.4M-97.6M451.2M451.2M38.0M
Net VEX-5.1M-5.6M-4.7M-5.1M-4.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.510.5964.460.595.84
Total Volume54,414.6198,312288,61845,18439,648
Total OI835,802.905718,323966,115796,147749,550

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$52.81$54.0021.4%6.2%29.2%27.4%24.5%4.3%-0.3%-49.7M451.2M-5.1M0.593.5228,34416,840187,305608,842
2019-04-02$52.83$53.0021.5%6.3%29.2%27.6%22.1%4.5%0.1%-41.8M401.8M-5.1M0.903.2618,05016,264211,436599,787
2019-04-03$52.94$53.0022.0%6.4%28.1%29.7%25.4%4.8%-0.2%-39.6M378.9M-5.2M3.843.2417,96869,084218,303599,192
2019-04-04$53.68$53.0021.7%6.1%28.1%28.7%21.3%4.4%-0.3%-31.3M184.4M-5.1M1.905.1810,74620,402219,593604,072
2019-04-05$53.84$53.0020.4%5.9%28.1%22.8%24.8%4.0%0.2%-21.0M122.4M-5.0M3.983.299,96039,678219,399606,675
2019-04-08$53.85$54.0020.8%6.0%27.8%24.7%20.3%4.1%0.3%-36.4M170.1M-5.0M2.492.807,36218,345211,241609,030
2019-04-09$52.98$54.0023.2%6.5%28.4%34.9%26.0%4.8%-0.9%-50.0M429.7M-5.0M64.462.714,409284,209215,985615,200
2019-04-10$53.50$54.0022.0%6.4%28.4%29.8%21.3%4.7%0.4%-61.3M410.4M-5.6M1.212.9413,34516,188217,539712,586
2019-04-11$53.68$54.0021.9%6.2%28.5%29.5%21.8%4.5%-0.4%-59.0M344.2M-5.5M3.474.486,49922,559220,174723,390
2019-04-12$54.83$54.0022.0%6.3%29.4%29.8%22.8%4.3%-0.1%-31.7M-47.0M-5.3M0.945.4543,82640,983223,211731,633
2019-04-15$53.81$54.0022.7%6.5%29.6%32.9%23.5%4.2%-0.2%-61.4M309.3M-5.4M3.5111.851,8416,471229,185719,652
2019-04-16$54.92$54.0021.5%6.2%29.1%27.8%23.3%4.1%-0.3%-27.0M-75.6M-5.0M1.777.6222,56839,968228,484722,888
2019-04-17$54.99$54.0021.1%6.1%26.7%26.1%21.4%4.0%0.0%-15.0M-97.6M-5.0M3.045.3113,43540,775222,213731,862
2019-04-18$54.24$54.0021.7%6.2%26.5%28.5%23.0%3.8%-0.2%-52.7M133.5M-5.1M8.5313.744,08134,800224,131741,984
2019-04-22$53.76$54.0021.8%6.3%20.1%29.1%22.3%4.4%-0.6%-48.7M417.0M-5.1M3.598.774,24815,269152,642565,681
2019-04-23$55.05$54.0021.0%6.1%21.2%25.5%22.7%3.9%-0.3%-28.9M188.8M-5.0M5.468.463,44218,787156,103573,107
2019-04-24$55.15$54.0021.1%6.1%20.6%25.8%22.5%3.5%-0.4%-24.7M148.7M-5.0M16.689.072,14635,788157,138584,098
2019-04-25$54.86$54.0020.7%6.1%20.8%24.4%21.2%4.1%-0.5%-31.6M199.5M-5.0M15.109.114,37266,029157,908587,748
2019-04-26$55.28$54.0020.1%5.8%20.8%21.4%21.2%3.5%-0.5%-21.9M119.4M-4.8M9.775.336,31261,698159,104592,289
2019-04-29$56.18$54.0020.3%6.1%21.1%22.6%22.6%3.4%0.1%-13.0M-18.2M-4.7M0.615.259,9006,068158,712582,789
2019-04-30$55.66$54.0020.4%6.1%19.7%23.1%21.6%3.4%0.0%-16.0M38.0M-4.7M5.847.035,79533,853166,207583,343