KRE Options History — April 2022

In April 2022, KRE traded between $62.02 and $68.10. ATM implied volatility averaged 31.0%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 3.9% (HV 20d: 27.0%). Max pain ranged from $68.00 to $71.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 2.91.

Notable Days

  • 2022-04-07: Highest Volume — 101,611 contracts
  • 2022-04-21: Largest IV spike — 9.8% change
  • 2022-04-26: Highest IV Rank — 57.8%
  • 2022-04-29: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.39$62.02$68.10$68.10$62.02
Max Pain$69.35$68.00$71.00$71.00$68.00
ATM IV31.0%27.6%35.8%28.5%35.5%
Expected Move9.0%7.9%10.6%8.4%10.6%
HV 20d27.0%24.4%31.6%31.6%25.7%
HV 60d32.1%31.3%32.9%32.7%32.9%
IV Rank37.9%24.2%57.8%27.8%56.3%
IV Percentile77.8%47.6%95.6%59.5%95.2%
Term Structure-0.2%-1.3%0.6%0.6%-1.3%
VWIV32.2%28.7%37.6%31.8%36.3%
Skew 25d7.4%6.1%10.0%6.1%9.2%
Skew 10d14.6%9.0%22.1%11.6%18.2%
Call IV 25d27.8%24.9%31.5%25.7%31.5%
Put IV 25d35.2%31.5%41.1%31.8%40.8%
Bid-Ask Spread %9.073.3529.024.727.24
Gamma HHI0.070.050.160.060.06
Net GEX-59.1M-77.4M-45.5M-62.6M-52.3M
Net DEX1.11B691.0M1.41B953.3M1.25B
Net VEX-7.9M-8.2M-7.7M-8.2M-7.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.910.994.944.783.10
Total Volume54,573.8510,926101,61172,92946,872
Total OI724,368.15671,359777,080738,154709,470

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$68.10$71.0028.5%8.4%31.6%27.8%31.8%6.1%0.6%-62.6M953.3M-8.2M4.784.7212,61360,316200,023538,131
2022-04-04$67.77$71.0027.8%8.1%29.4%25.0%29.4%6.3%0.3%-68.6M1.00B-8.2M4.0012.3810,55042,247194,944542,515
2022-04-05$66.97$71.0028.9%8.4%29.6%29.4%30.3%6.7%0.1%-68.9M1.10B-8.0M1.759.7828,76250,375196,204540,473
2022-04-06$66.10$71.0030.2%8.7%26.4%34.6%29.9%7.3%0.1%-68.1M1.23B-8.0M2.328.8126,16260,592199,053546,795
2022-04-07$65.35$70.0030.5%8.9%26.5%35.8%31.2%6.9%0.1%-69.5M1.37B-8.1M4.9417.1417,10884,503200,803563,081
2022-04-08$65.19$70.0030.2%8.7%26.3%34.7%30.2%6.8%0.4%-68.8M1.36B-8.0M1.9316.2813,94926,882205,698565,900
2022-04-11$65.41$69.0030.9%9.0%26.3%37.8%32.5%7.2%0.6%-68.7M1.28B-7.9M3.428.7410,53836,062199,978559,368
2022-04-12$64.43$69.0031.8%9.2%26.4%41.2%31.8%7.3%0.3%-69.0M1.41B-7.9M3.883.9213,90453,989201,046560,655
2022-04-13$65.58$69.0029.9%8.4%25.5%33.4%31.3%6.8%-0.3%-74.1M1.27B-8.0M2.295.7010,47824,035206,576570,504
2022-04-14$64.83$69.0029.4%8.4%25.6%31.4%34.2%6.6%-0.1%-77.4M1.29B-7.7M3.223.8213,87344,655207,968551,425
2022-04-18$64.70$69.0030.7%8.8%25.5%36.7%30.4%6.9%-0.1%-53.3M1.05B-7.8M1.973.3510,64720,978178,914503,163
2022-04-19$67.21$69.0028.4%8.1%29.2%27.5%31.4%6.5%0.5%-47.7M771.0M-7.9M4.833.4113,06163,053180,749506,293
2022-04-20$67.86$69.0027.6%7.9%28.1%24.2%28.7%6.6%0.1%-45.9M691.0M-7.9M1.8329.0218,51133,923185,631507,412
2022-04-21$66.19$69.0030.4%8.7%27.2%35.4%30.7%6.9%-0.4%-47.0M869.8M-7.8M2.704.3710,75529,023190,959509,368
2022-04-22$65.18$69.0032.5%9.4%27.4%44.3%32.4%7.4%-0.8%-45.8M987.9M-7.8M1.575.0512,45919,580192,997514,255
2022-04-25$64.97$69.0033.3%9.8%26.3%47.4%34.0%8.8%-0.6%-45.5M915.5M-7.8M3.048.8914,17743,090185,107486,252
2022-04-26$63.12$69.0035.8%10.5%27.6%57.8%37.6%10.0%-1.1%-47.4M1.11B-7.8M3.034.5114,52544,034189,195497,460
2022-04-27$63.07$68.0034.9%10.2%25.8%54.2%34.0%9.7%-0.8%-50.2M1.15B-7.9M0.994.385,4915,435189,931507,206
2022-04-28$63.83$68.0032.5%9.5%24.4%44.1%36.6%8.3%-0.8%-51.0M1.07B-7.9M2.6419.9812,15232,118192,400509,461
2022-04-29$62.02$68.0035.5%10.6%25.7%56.3%36.3%9.2%-1.3%-52.3M1.25B-7.8M3.107.2411,43535,437194,320515,150