KRE Options History — July 2021

In July 2021, KRE traded between $59.48 and $66.23. ATM implied volatility averaged 28.8%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 5.8% (HV 20d: 34.6%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 2.13.

Notable Days

  • 2021-07-19: Highest Volume — 103,499 contracts
  • 2021-07-19: Largest IV spike — 20.3% change
  • 2021-07-19: Highest IV Rank — 35.4%
  • 2021-07-19: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.02$59.48$66.23$66.23$62.50
Max Pain$67.43$65.00$70.00$70.00$65.00
ATM IV28.8%25.1%34.3%26.1%29.8%
Expected Move8.2%6.5%9.9%7.1%8.5%
HV 20d34.6%30.3%36.9%30.3%35.5%
HV 60d28.2%25.9%29.5%25.9%29.5%
IV Rank15.8%2.1%35.4%4.9%21.6%
IV Percentile20.4%1.2%40.9%4.0%27.8%
Term Structure0.0%-1.1%0.8%0.3%-0.1%
VWIV28.9%22.1%32.8%24.6%30.2%
Skew 25d3.7%1.7%5.9%2.6%3.9%
Skew 10d7.9%0.4%12.4%5.5%10.4%
Call IV 25d27.4%25.0%31.3%25.0%28.4%
Put IV 25d31.1%26.7%37.3%27.6%32.2%
Bid-Ask Spread %9.074.0824.968.0511.66
Gamma HHI0.140.100.330.150.13
Net GEX-47.4M-121.0M-15.8M-43.3M-30.2M
Net DEX642.9M297.1M1.10B394.4M446.6M
Net VEX-5.9M-6.3M-5.2M-5.4M-6.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.130.2311.331.961.67
Total Volume30,483.2866,777103,4996,77753,373
Total OI591,780.381527,130672,139535,206612,665

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$66.23$70.0026.1%7.1%30.3%4.9%24.6%2.6%0.3%-43.3M394.4M-5.4M1.968.052,2894,488157,004378,202
2021-07-02$65.47$70.0025.1%6.5%30.4%2.1%22.1%1.7%0.8%-52.1M513.0M-5.3M2.885.173,2159,260157,905380,183
2021-07-06$63.55$69.0027.6%7.9%31.6%9.4%28.6%2.7%0.1%-50.0M712.7M-5.2M5.246.765,52828,994149,206377,924
2021-07-07$63.27$69.0027.7%8.1%31.5%9.8%29.7%3.0%0.2%-54.9M792.7M-5.5M3.254.815,66918,441153,267401,363
2021-07-08$61.74$69.0029.6%8.4%32.0%15.4%29.9%3.9%-0.3%-54.2M992.9M-5.5M11.3324.966,60074,807155,113419,644
2021-07-09$64.62$69.0027.4%7.9%36.6%9.0%28.6%2.9%0.2%-62.6M690.7M-5.9M0.8911.2012,58611,230159,163463,236
2021-07-12$64.83$69.0027.9%8.0%36.6%10.4%27.4%3.4%0.2%-58.3M628.1M-5.8M0.925.9511,27310,329163,514462,357
2021-07-13$63.70$70.0028.8%8.2%36.7%13.0%29.0%3.5%-0.4%-63.6M819.2M-6.0M0.2321.5920,2304,554170,619468,843
2021-07-14$63.12$70.0028.5%8.2%36.0%12.4%29.0%3.5%0.1%-62.7M903.3M-5.9M0.735.899,0526,573185,913470,283
2021-07-15$63.70$69.0027.8%7.9%35.6%11.5%29.3%3.5%-0.3%-56.9M813.8M-5.9M2.175.707,37316,009192,286472,240
2021-07-16$61.97$69.0028.5%8.2%32.6%14.3%27.8%3.7%0.2%-121.0M1.10B-5.9M1.155.5013,80515,855195,170476,969
2021-07-19$59.48$68.0034.3%9.9%33.8%35.4%32.8%5.9%-1.1%-45.2M956.8M-5.8M3.447.9323,29880,201136,494406,337
2021-07-20$61.77$65.0030.2%8.7%35.4%21.7%30.1%4.8%0.1%-36.4M577.2M-6.1M0.577.6627,87115,844155,975393,405
2021-07-21$62.97$65.0029.3%8.4%36.2%19.0%30.2%4.4%-0.0%-33.1M401.8M-6.1M0.836.2013,43211,102172,862399,542
2021-07-22$61.50$65.0029.7%8.5%36.9%21.3%30.6%4.3%-0.5%-35.8M597.3M-6.2M1.067.6313,20314,029182,367406,650
2021-07-23$61.84$65.0028.7%8.2%36.6%17.2%27.8%4.3%0.1%-33.4M567.4M-6.3M0.565.716,3933,573185,755409,861
2021-07-26$62.44$65.0029.4%8.6%36.3%20.2%28.9%3.9%-0.0%-30.4M448.0M-6.2M0.515.057,1203,599180,523400,377
2021-07-27$62.09$65.0030.9%8.9%34.7%25.9%31.5%4.9%0.2%-30.0M492.3M-6.2M1.2812.774,2555,464185,073402,531
2021-07-28$63.14$65.0029.6%8.5%35.4%20.7%29.9%4.0%0.1%-24.5M353.9M-6.2M0.4816.1418,7028,908186,362403,430
2021-07-29$63.43$65.0028.6%8.1%35.5%16.8%29.6%3.5%0.3%-15.8M297.1M-6.2M3.494.087,04324,579189,954406,821
2021-07-30$62.50$65.0029.8%8.5%35.5%21.6%30.2%3.9%-0.1%-30.2M446.6M-6.2M1.6711.6619,96033,413199,435413,230