KRE Options History — June 2019

In June 2019, KRE traded between $50.73 and $53.47. ATM implied volatility averaged 23.9%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 0.2% (HV 20d: 24.1%). Max pain ranged from $52.00 to $54.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 4.87.

Notable Days

  • 2019-06-05: Highest Volume — 149,462 contracts
  • 2019-06-04: Largest IV drop — 10.6% change
  • 2019-06-03: Highest IV Rank — 51.1%
  • 2019-06-03: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.24$50.73$53.47$50.73$53.47
Max Pain$52.85$52.00$54.00$54.00$52.00
ATM IV23.9%22.3%26.9%26.9%22.3%
Expected Move7.0%6.3%8.4%8.4%6.5%
HV 20d24.1%18.3%29.3%25.5%18.3%
HV 60d24.1%21.8%26.1%25.0%22.2%
IV Rank38.0%31.1%51.1%51.1%31.1%
IV Percentile71.9%58.3%90.1%90.1%58.3%
Term Structure-0.1%-1.0%0.6%-0.9%0.5%
VWIV25.3%22.6%29.9%29.9%24.2%
Skew 25d4.2%3.6%4.8%4.5%3.7%
Skew 10d8.3%7.3%9.7%8.7%7.3%
Call IV 25d22.2%20.7%24.4%24.4%20.7%
Put IV 25d26.4%24.4%28.9%28.9%24.4%
Bid-Ask Spread %7.905.1018.9110.187.89
Gamma HHI0.160.140.200.150.14
Net GEX-66.5M-98.3M-18.8M-98.3M-18.8M
Net DEX623.8M301.4M1.06B1.06B301.4M
Net VEX-4.8M-5.2M-4.4M-5.2M-4.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.870.6529.981.220.69
Total Volume39,790.056,098149,46240,67161,911
Total OI736,249.55566,590829,290772,803593,574

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$50.73$54.0026.9%8.4%25.5%51.1%29.9%4.5%-0.9%-98.3M1.06B-5.2M1.2210.1818,33322,338115,558657,245
2019-06-04$52.55$54.0024.1%7.6%29.3%38.7%27.2%4.8%-0.5%-72.3M639.7M-5.0M0.995.836,3816,321130,997646,249
2019-06-05$52.25$54.0024.7%7.8%28.6%41.4%27.3%4.1%-0.1%-76.6M690.6M-4.9M29.985.504,825144,637131,125646,764
2019-06-06$52.24$53.0024.5%6.9%28.6%40.8%24.5%4.5%-1.0%-75.7M709.6M-5.2M3.7618.917,60228,564131,708650,608
2019-06-07$51.89$53.0024.7%6.9%28.6%41.3%26.0%4.7%-0.5%-85.7M792.2M-5.2M3.7510.227,40227,775136,767666,278
2019-06-10$52.40$53.0023.9%7.0%28.9%38.2%26.1%4.3%0.6%-76.2M674.7M-5.0M4.559.392,45511,173129,506646,140
2019-06-11$52.49$53.0024.0%6.9%24.9%38.5%23.5%4.7%0.3%-76.0M643.3M-4.9M1.398.935,2947,375130,780646,902
2019-06-12$52.19$53.0023.8%6.7%24.0%37.6%23.3%4.5%-0.1%-85.5M694.6M-4.9M0.655.755,2573,430134,122645,394
2019-06-13$52.34$53.0023.1%6.7%23.4%34.6%22.6%4.2%0.3%-78.7M636.8M-4.7M16.319.952,84546,396134,755645,773
2019-06-14$52.65$53.0022.4%6.3%23.2%31.4%25.1%4.0%-0.5%-68.8M587.5M-4.7M4.985.446,12730,521135,459645,129
2019-06-17$51.88$53.0023.3%6.7%23.7%35.6%25.2%3.9%-0.8%-80.9M717.1M-4.6M2.607.1715,16139,458134,168624,585
2019-06-18$52.73$53.0023.2%6.6%24.4%34.8%23.8%4.6%0.2%-65.6M548.9M-4.6M1.245.2619,40024,061148,152637,403
2019-06-19$52.48$53.0023.2%6.6%24.2%34.8%23.9%4.4%-0.7%-72.7M560.2M-4.6M3.475.8610,38036,028164,988648,005
2019-06-20$52.43$53.0024.5%7.1%23.9%40.6%25.0%3.9%-0.5%-61.3M577.6M-4.6M2.049.4619,46339,707166,702662,588
2019-06-21$52.25$52.0024.2%7.0%21.7%39.3%23.7%3.8%-0.1%-57.5M560.3M-4.6M2.588.809,65624,944168,785659,704
2019-06-24$51.67$52.0024.1%7.1%21.0%39.0%25.4%3.7%0.3%-48.1M552.4M-4.6M1.797.852,1863,912115,817450,773
2019-06-25$51.69$52.0024.6%7.2%20.5%41.0%27.5%4.0%0.4%-49.4M572.0M-4.6M6.075.106,10837,093117,082451,259
2019-06-26$51.92$52.0023.8%7.0%20.4%37.6%25.7%3.9%0.4%-47.7M540.7M-4.6M3.905.103,80314,827120,443463,939
2019-06-27$52.60$52.0022.8%6.6%19.5%33.3%26.0%3.6%0.4%-34.8M421.2M-4.5M5.475.435,04327,609122,398467,367
2019-06-28$53.47$52.0022.3%6.5%18.3%31.1%24.2%3.7%0.5%-18.8M301.4M-4.4M0.697.8936,54625,365125,313468,261