KRE Options History — June 2021

In June 2021, KRE traded between $63.98 and $71.40. ATM implied volatility averaged 26.4%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 1.8% (HV 20d: 24.6%). Max pain ranged from $68.00 to $70.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 2.24.

Notable Days

  • 2021-06-29: Highest Volume — 77,859 contracts
  • 2021-06-18: Largest IV spike — 8.2% change
  • 2021-06-18: Highest IV Rank — 14.7%
  • 2021-06-18: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.04$63.98$71.40$71.40$65.63
Max Pain$69.82$68.00$70.00$68.00$70.00
ATM IV26.4%24.4%29.6%26.5%26.7%
Expected Move7.6%7.1%8.5%7.5%7.4%
HV 20d24.6%17.7%30.5%22.2%30.0%
HV 60d24.8%23.8%25.9%25.6%25.9%
IV Rank4.8%0.0%14.7%2.5%6.7%
IV Percentile4.9%0.0%17.1%2.0%7.5%
Term Structure0.2%-0.4%1.5%-0.3%0.5%
VWIV26.8%24.6%29.5%28.9%24.6%
Skew 25d2.9%2.3%3.4%3.4%2.8%
Skew 10d6.3%4.4%11.2%7.3%11.2%
Call IV 25d25.3%23.5%28.3%25.4%25.7%
Put IV 25d28.2%26.1%31.7%28.8%28.5%
Bid-Ask Spread %11.454.5135.365.055.16
Gamma HHI0.100.070.200.090.14
Net GEX-22.3M-61.6M16.4M16.4M-46.1M
Net DEX98.8M-494.4M911.5M-494.4M490.0M
Net VEX-4.5M-5.4M-3.9M-3.9M-5.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.240.266.234.890.35
Total Volume36,665.90912,72477,85967,50717,547
Total OI575,190.091455,379680,796584,267525,848

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$71.40$68.0026.5%7.5%22.2%2.5%28.9%3.4%-0.3%16.4M-494.4M-3.9M4.895.0511,46956,038212,682371,585
2021-06-02$70.69$68.0026.7%7.4%22.6%2.9%26.9%2.9%-0.1%11.0M-381.2M-4.1M4.474.772,32710,397222,232381,262
2021-06-03$70.94$70.0027.0%7.8%22.4%3.8%29.0%3.4%-0.4%10.3M-398.6M-4.1M2.7611.3510,56029,115223,770386,538
2021-06-04$70.70$70.0025.4%7.3%22.4%0.0%27.1%3.1%-0.2%8.0M-356.2M-4.1M1.658.1513,86222,907227,079403,211
2021-06-07$70.95$70.0024.9%7.3%22.3%0.0%25.6%2.9%0.6%9.6M-396.5M-4.0M0.658.6512,2557,966225,585389,009
2021-06-08$70.94$70.0024.4%7.2%22.3%0.0%27.2%2.9%0.7%11.9M-404.7M-4.0M6.2310.233,99524,875230,307391,068
2021-06-09$69.78$70.0025.8%7.6%22.6%3.3%26.7%2.8%0.8%-10.9M-162.8M-4.2M1.388.2016,30722,539222,593405,564
2021-06-10$68.59$70.0025.8%7.4%21.8%3.5%26.8%2.3%-0.3%-20.8M61.1M-4.3M2.6917.998,19122,049233,720412,908
2021-06-11$68.40$70.0024.6%7.3%17.7%0.5%25.7%2.5%0.9%-37.9M151.9M-4.2M1.4735.3622,59133,256204,476423,631
2021-06-14$67.24$70.0026.5%7.6%17.9%5.3%26.1%3.0%-0.1%-44.3M292.3M-4.2M2.626.779,80925,663198,666405,316
2021-06-15$68.38$70.0025.9%7.4%19.1%3.8%25.5%2.6%-0.1%-41.0M128.1M-4.3M0.9429.4410,1859,561199,891421,145
2021-06-16$69.42$70.0026.6%7.6%19.9%5.6%27.9%2.9%1.5%-23.5M-51.4M-4.4M1.6220.5320,31632,815204,104425,327
2021-06-17$66.05$70.0027.4%7.9%25.8%8.4%28.1%2.7%0.3%-61.6M567.0M-4.6M1.767.9515,09126,618211,957454,713
2021-06-18$63.98$70.0029.6%8.5%27.7%14.7%29.5%3.4%-0.3%-57.9M911.5M-4.7M1.375.5927,04437,010218,288462,508
2021-06-21$65.69$70.0027.7%7.9%29.1%9.1%27.3%3.3%0.4%-36.1M394.5M-4.9M2.445.449,87424,049138,783316,596
2021-06-22$65.88$70.0027.1%7.7%29.2%7.6%26.5%2.9%0.3%-35.9M374.9M-5.0M1.0214.508,5258,705146,163325,434
2021-06-23$66.17$70.0026.6%7.5%28.5%6.2%25.4%2.9%0.3%-35.5M339.6M-5.1M2.125.8817,76037,622151,036330,649
2021-06-24$66.91$70.0026.3%7.5%28.5%5.2%26.6%2.8%0.2%-35.8M257.1M-5.1M1.785.848,97615,975154,475343,177
2021-06-25$67.92$70.0025.2%7.1%28.5%2.3%24.7%2.5%0.3%-4.3M69.9M-5.0M0.265.9115,8334,114162,636342,301
2021-06-28$65.74$70.0026.9%7.6%30.5%7.0%27.1%2.7%0.2%-32.3M375.2M-5.0M0.914.517,8457,155145,920325,659
2021-06-29$65.44$70.0027.0%7.6%30.0%7.7%26.3%2.9%0.4%-33.0M406.9M-5.1M5.8624.7211,34266,517148,588327,782
2021-06-30$65.63$70.0026.7%7.4%30.0%6.7%24.6%2.8%0.5%-46.1M490.0M-5.4M0.355.1613,0174,530150,278375,570