KRE Options History — February 2022

In February 2022, KRE traded between $70.46 and $75.81. ATM implied volatility averaged 30.0%, placing in the 45.5% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 5.4% (HV 20d: 24.6%). Max pain ranged from $73.00 to $75.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 2.29.

Notable Days

  • 2022-02-24: Highest Volume — 79,597 contracts
  • 2022-02-17: Largest IV spike — 12.3% change
  • 2022-02-28: Highest IV Rank — 70.9%
  • 2022-02-28: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.66$70.46$75.81$72.61$74.09
Max Pain$73.58$73.00$75.00$75.00$74.00
ATM IV30.0%26.5%33.8%28.9%33.5%
Expected Move8.7%7.8%10.1%8.5%10.1%
HV 20d24.6%22.5%28.9%28.1%28.7%
HV 60d27.0%26.1%28.0%26.2%27.9%
IV Rank45.5%26.1%70.9%39.0%70.9%
IV Percentile65.7%29.8%88.9%59.5%87.3%
Term Structure0.0%-1.0%0.8%-0.0%0.1%
VWIV31.9%27.3%37.8%31.2%37.8%
Skew 25d6.9%5.6%8.4%6.3%7.4%
Skew 10d14.0%10.4%17.9%12.9%13.9%
Call IV 25d27.3%24.3%31.3%26.2%30.7%
Put IV 25d34.2%29.9%39.5%32.5%38.1%
Bid-Ask Spread %25.204.2761.338.3315.05
Gamma HHI0.060.060.070.060.06
Net GEX-10.3M-35.3M5.2M-14.3M-8.3M
Net DEX103.8M-233.6M612.5M225.5M66.4M
Net VEX-7.8M-8.2M-7.4M-8.1M-7.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.291.164.252.232.50
Total Volume42,137.15830,75979,59738,33045,857
Total OI742,321.895708,315810,130708,315738,806

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-02-01$72.61$75.0028.9%8.5%28.1%39.0%31.2%6.3%-0.0%-14.3M225.5M-8.1M2.238.3311,87826,452242,379465,936
2022-02-02$72.57$75.0027.8%8.1%25.1%33.0%27.3%6.0%0.4%-14.5M219.7M-8.0M1.166.0014,37116,661245,398470,321
2022-02-03$72.10$73.0029.7%8.7%25.1%43.3%34.1%6.8%0.0%-14.5M265.1M-8.2M1.6061.3317,17327,483250,209467,900
2022-02-04$73.58$73.0028.1%8.2%22.9%35.1%30.8%6.7%-0.1%-7.1M57.4M-8.0M1.7521.3112,19621,355253,586479,863
2022-02-07$73.77$73.0028.2%8.3%22.5%35.1%30.0%6.8%0.6%-5.7M35.4M-8.0M1.9210.7810,85520,787251,365476,562
2022-02-08$75.65$73.0027.0%7.9%24.4%28.7%29.1%5.9%0.5%5.2M-229.0M-7.9M1.8811.7913,77625,895252,792480,710
2022-02-09$74.93$73.0026.5%7.8%24.4%26.1%28.6%5.6%0.8%1.9M-143.1M-7.7M2.5124.3610,26925,766254,571483,750
2022-02-10$74.58$73.0028.2%8.1%24.3%35.3%30.8%6.7%0.1%-4.5M-55.5M-7.9M2.0944.4314,10729,499255,040493,358
2022-02-11$74.04$73.0031.2%9.0%24.3%51.5%33.4%6.3%0.5%-9.8M90.5M-8.2M2.4739.8310,99527,154254,927497,863
2022-02-14$73.59$73.0032.3%9.2%24.0%57.9%34.4%8.4%0.2%-12.5M119.3M-7.9M2.1114.0812,03725,354252,648498,754
2022-02-15$75.29$73.0029.7%8.5%25.0%43.3%33.5%6.8%-0.5%-3.7M-128.2M-7.7M1.8657.3310,75120,008254,636506,338
2022-02-16$75.81$73.0027.6%7.9%23.5%32.2%29.5%6.3%0.1%2.0M-233.6M-7.4M2.3417.5710,86525,429256,098510,287
2022-02-17$73.66$74.0031.0%8.9%23.9%50.7%29.2%7.3%0.0%-17.1M277.7M-7.9M4.2556.7810,27743,690277,651532,479
2022-02-18$73.71$74.0031.0%8.9%22.6%50.8%31.3%7.3%0.0%-10.8M192.2M-7.9M2.176.8914,65431,785268,358525,057
2022-02-22$73.37$74.0031.6%9.1%22.6%54.1%32.0%7.8%-0.4%-14.9M161.0M-7.7M1.674.2711,60419,341240,998479,289
2022-02-23$71.83$74.0033.6%9.7%23.6%64.9%34.4%8.1%-1.0%-25.4M382.0M-7.7M2.244.749,96022,345242,430483,217
2022-02-24$70.46$74.0033.8%9.9%24.0%66.1%37.6%8.2%-0.8%-35.3M612.5M-7.7M3.9660.0716,03963,558242,998486,919
2022-02-25$73.87$74.0030.0%8.6%28.9%46.1%31.4%6.4%-0.5%-6.2M56.9M-7.5M2.8713.9218,20452,176246,256484,367
2022-02-28$74.09$74.0033.5%10.1%28.7%70.9%37.8%7.4%0.1%-8.3M66.4M-7.7M2.5015.0513,08532,772247,777491,029