KRE Options History — July 2019

In July 2019, KRE traded between $52.53 and $55.58. ATM implied volatility averaged 20.9%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 2.6% (HV 20d: 18.3%). Max pain ranged from $52.00 to $54.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 7.64.

Notable Days

  • 2019-07-10: Highest Volume — 192,131 contracts
  • 2019-07-15: Largest IV spike — 5.1% change
  • 2019-07-09: Highest IV Rank — 29.5%
  • 2019-07-08: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.77$52.53$55.58$53.74$55.58
Max Pain$53.07$52.00$54.00$52.00$54.00
ATM IV20.9%19.8%21.9%21.0%20.8%
Expected Move5.9%5.5%6.2%5.8%6.1%
HV 20d18.3%15.0%21.5%18.0%20.3%
HV 60d22.1%21.4%22.5%22.0%22.3%
IV Rank25.0%20.3%29.5%25.7%24.8%
IV Percentile43.2%32.1%54.4%46.8%40.5%
Term Structure-0.1%-1.0%0.6%-0.6%-0.3%
VWIV22.9%20.3%27.4%20.3%21.8%
Skew 25d3.8%3.1%4.7%3.1%4.3%
Skew 10d8.7%6.6%17.3%7.6%8.8%
Call IV 25d19.5%18.7%20.4%19.7%18.9%
Put IV 25d23.3%22.3%24.9%22.8%23.2%
Bid-Ask Spread %8.953.3529.599.667.27
Gamma HHI0.140.090.510.150.09
Net GEX-29.4M-66.3M119.2M403.0K-21.5M
Net DEX346.3M111.0M633.9M185.9M135.2M
Net VEX-4.6M-5.0M-4.3M-4.4M-4.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.640.2274.175.140.66
Total Volume46,851.2739,512192,13120,42928,838
Total OI706,131.273616,793814,962621,213705,014

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$53.74$52.0021.0%5.8%18.0%25.7%20.3%3.1%-0.6%403.0K185.9M-4.4M5.149.663,32917,100155,371465,842
2019-07-02$52.80$52.0020.5%5.7%15.0%23.5%21.5%3.6%-0.1%-33.3M407.8M-4.5M10.4611.094,00341,863155,554480,754
2019-07-03$53.35$52.0020.7%5.5%15.2%24.3%22.7%3.6%-0.2%-7.8M312.4M-4.5M9.2629.592,58823,970157,880490,591
2019-07-05$54.08$53.0020.9%5.9%15.8%25.1%20.3%3.3%-0.2%119.2M115.4M-4.4M0.228.5424,9305,594158,583505,856
2019-07-08$53.32$53.0021.6%6.2%16.6%27.9%22.2%3.6%0.1%-35.1M341.8M-4.3M1.7112.904,8138,220133,298483,495
2019-07-09$53.59$53.0021.9%6.0%16.3%29.5%21.7%3.9%-1.0%-33.4M316.9M-4.4M0.9714.1519,86019,240136,722488,898
2019-07-10$52.97$53.0021.3%6.1%16.9%26.9%25.4%3.7%-0.1%-44.1M404.3M-4.5M74.1713.322,556189,575155,100498,506
2019-07-11$53.39$53.0020.9%6.0%17.0%25.2%22.1%3.9%0.2%-48.2M422.6M-5.0M11.934.768,468101,006156,278624,272
2019-07-12$54.01$53.0020.2%5.7%17.4%22.1%27.4%3.1%-0.5%-35.4M282.1M-5.0M9.0810.8511,587105,193162,915629,963
2019-07-15$52.78$53.0021.3%6.0%19.3%26.6%21.5%3.5%0.0%-54.4M538.9M-5.0M4.243.485,77024,470165,562617,856
2019-07-16$52.97$53.0021.2%6.1%18.5%26.4%21.6%4.0%-0.2%-51.0M514.4M-4.9M1.397.6620,73028,751167,129630,254
2019-07-17$52.53$53.0021.4%6.1%17.9%27.3%23.0%4.7%0.3%-66.3M633.9M-4.9M2.406.6213,60432,681161,429637,561
2019-07-18$52.93$53.0021.3%6.1%18.0%27.0%23.6%4.5%-0.2%-57.5M542.6M-4.9M6.898.797,19349,556156,539646,484
2019-07-19$53.52$53.0020.3%5.8%18.4%22.7%23.5%4.6%0.6%-45.0M437.1M-4.9M6.179.116,87342,432158,466656,496
2019-07-22$52.99$53.0021.1%6.1%18.8%26.0%24.1%4.1%-0.2%-63.2M569.8M-4.8M8.736.782,17418,971128,599539,054
2019-07-23$53.51$53.0020.4%5.9%18.5%23.0%24.0%4.0%-0.1%-53.4M463.2M-4.7M5.767.443,46819,976129,511545,731
2019-07-24$54.94$53.0019.8%5.8%20.4%20.3%23.3%3.5%-0.2%-25.5M195.1M-4.5M1.785.6413,74724,474130,461547,770
2019-07-25$54.43$53.5020.8%6.0%20.9%24.5%26.5%4.0%-0.1%-31.4M282.7M-4.6M1.816.3312,05621,799133,319550,824
2019-07-26$55.41$54.0020.2%5.9%21.3%22.1%25.2%3.7%0.3%61.1K111.0M-4.4M4.133.357,70031,838140,098557,468
2019-07-29$54.75$54.0020.9%6.1%21.2%24.9%21.1%3.5%-0.2%-34.4M257.0M-4.5M0.913.784,9744,538132,177559,230
2019-07-30$55.39$54.0020.6%6.0%21.5%24.0%22.1%4.0%-0.3%-25.7M148.4M-4.3M0.355.867,5432,677135,290562,688
2019-07-31$55.58$54.0020.8%6.1%20.3%24.8%21.8%4.3%-0.3%-21.5M135.2M-4.5M0.667.2717,40411,434141,150563,864