KRE Options History — October 2019

In October 2019, KRE traded between $50.25 and $55.28. ATM implied volatility averaged 23.3%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 1.6% (HV 20d: 21.7%). Max pain ranged from $51.00 to $53.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 5.28.

Notable Days

  • 2019-10-04: Highest Volume — 218,602 contracts
  • 2019-10-04: Largest IV drop — 7.9% change
  • 2019-10-02: Highest IV Rank — 48.9%
  • 2019-10-02: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.80$50.25$55.28$51.66$53.76
Max Pain$52.43$51.00$53.00$53.00$53.00
ATM IV23.3%20.5%27.3%26.3%20.9%
Expected Move6.7%5.8%7.7%7.5%5.8%
HV 20d21.7%18.0%25.2%24.7%19.6%
HV 60d25.8%23.3%27.0%26.2%23.6%
IV Rank30.5%17.5%48.9%44.3%19.3%
IV Percentile49.6%17.5%86.5%80.6%23.4%
Term Structure-0.1%-0.9%1.0%0.0%0.1%
VWIV24.4%20.1%28.5%24.6%21.3%
Skew 25d4.8%4.0%5.6%5.6%5.1%
Skew 10d9.3%-1.0%14.7%9.8%-1.0%
Call IV 25d21.1%17.9%24.7%23.6%18.7%
Put IV 25d25.9%22.8%30.2%29.2%23.8%
Bid-Ask Spread %4.712.8310.513.473.28
Gamma HHI0.150.110.320.120.17
Net GEX-49.5M-67.6M18.7M-49.5M-62.8M
Net DEX544.8M217.1M957.2M716.0M467.1M
Net VEX-4.1M-4.6M-3.5M-4.6M-3.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.280.4131.292.480.87
Total Volume43,563.2175,420218,60244,73026,126
Total OI648,272.87570,505716,356603,936648,178

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$51.66$53.0026.3%7.5%24.7%44.3%24.6%5.6%0.0%-49.5M716.0M-4.6M2.483.4712,86331,867118,765485,171
2019-10-02$50.98$53.0027.3%7.7%25.2%48.9%28.5%5.5%-0.4%-55.1M853.5M-4.6M5.543.4218,532102,641118,893505,721
2019-10-03$50.85$53.0026.9%7.5%23.1%47.1%27.3%5.5%-0.5%-46.5M843.0M-4.6M1.2010.5121,40125,713129,518507,203
2019-10-04$51.52$53.0024.8%6.9%23.4%37.2%27.6%4.7%-0.3%18.7M706.7M-4.6M24.894.198,445210,157132,014521,338
2019-10-07$51.62$53.0024.7%6.9%19.6%36.8%23.5%4.5%-0.7%-63.9M738.2M-4.4M1.028.568,8129,006111,184546,704
2019-10-08$50.25$53.0026.6%7.5%20.5%45.6%26.8%4.8%-0.6%-67.6M957.2M-4.4M1.323.577,0059,271118,205546,779
2019-10-09$50.55$52.0025.0%7.1%20.1%38.1%25.5%5.0%-0.1%-67.6M896.7M-4.4M2.095.122,4215,049122,695546,625
2019-10-10$51.16$51.0025.1%7.2%20.5%38.5%26.9%4.8%-0.0%-64.6M790.0M-4.4M2.255.2115,23434,303123,947553,399
2019-10-11$52.42$51.0024.4%7.1%22.4%35.5%27.1%4.7%0.7%-53.2M524.3M-4.4M2.018.9317,54835,219129,797573,123
2019-10-14$52.09$51.0024.1%6.9%22.4%33.9%24.3%4.7%-0.2%-64.8M646.6M-4.3M6.054.861,1737,096119,852592,189
2019-10-15$53.07$51.0022.6%6.5%23.3%27.0%23.4%4.7%0.1%-52.0M457.8M-4.1M0.783.653,0482,372120,246596,061
2019-10-16$52.84$51.0022.6%6.5%23.0%26.9%25.6%5.0%-0.2%-56.9M491.6M-4.1M31.293.922,01663,081119,718596,638
2019-10-17$52.84$52.0021.7%6.2%22.8%23.1%22.3%4.4%0.1%-61.4M476.2M-4.0M1.424.0311,25815,955119,990548,703
2019-10-18$53.28$52.0022.4%6.5%22.6%26.0%22.6%4.5%-0.9%-46.0M378.9M-4.0M1.614.112,4843,987126,143556,645
2019-10-21$53.99$53.0022.1%6.3%23.1%24.8%21.6%4.0%-0.4%-39.6M352.6M-3.8M0.563.965,4973,07598,021472,484
2019-10-22$54.26$53.0021.9%6.4%22.1%23.8%26.7%4.5%1.0%-35.4M317.9M-3.8M7.854.506,81053,481101,731472,801
2019-10-23$54.12$53.0022.4%6.4%21.2%25.9%25.5%4.7%-0.4%-42.1M354.0M-3.8M17.632.836,547115,455105,919494,853
2019-10-24$53.85$53.0021.8%6.2%20.8%23.5%21.4%4.2%-0.4%-56.2M439.3M-4.0M0.724.954,7863,434110,311515,318
2019-10-25$54.44$53.0021.1%6.0%21.1%20.0%20.1%4.3%-0.5%-46.2M339.8M-3.9M0.413.285,6292,330110,359517,230
2019-10-28$54.91$53.0020.5%6.0%21.2%17.5%24.2%4.2%0.2%-41.3M259.6M-3.7M4.743.653,20115,160109,789509,075
2019-10-29$55.28$53.0020.6%5.9%18.5%17.8%22.3%5.6%0.1%-37.1M217.1M-3.5M4.233.755,79524,511110,085512,062
2019-10-30$54.76$53.0020.9%5.9%18.0%19.0%22.4%4.0%0.0%-47.1M306.7M-3.7M0.554.5320,78911,371112,711522,083
2019-10-31$53.76$53.0020.9%5.8%19.6%19.3%21.3%5.1%0.1%-62.8M467.1M-3.9M0.873.2813,99412,132123,210524,968