KRE Options History — May 2022

In May 2022, KRE traded between $59.72 and $65.32. ATM implied volatility averaged 33.4%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 3.2% (HV 20d: 30.3%). Max pain ranged from $68.00 to $70.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.86.

Notable Days

  • 2022-05-19: Highest Volume — 186,806 contracts
  • 2022-05-05: Largest IV spike — 13.6% change
  • 2022-05-12: Highest IV Rank — 65.4%
  • 2022-05-02: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.84$59.72$65.32$62.54$64.34
Max Pain$69.24$68.00$70.00$68.00$68.00
ATM IV33.4%27.9%37.7%35.9%28.4%
Expected Move9.7%8.0%11.0%11.0%8.4%
HV 20d30.3%26.0%31.7%26.0%29.8%
HV 60d32.9%28.9%34.4%33.0%28.9%
IV Rank48.0%25.3%65.4%58.3%27.3%
IV Percentile83.8%47.6%96.8%95.6%51.6%
Term Structure-0.5%-1.7%0.4%-1.1%-0.1%
VWIV34.8%28.7%40.1%37.8%30.8%
Skew 25d7.6%6.0%9.7%9.0%6.2%
Skew 10d14.5%10.6%22.7%10.6%11.7%
Call IV 25d29.9%24.8%34.4%31.6%25.5%
Put IV 25d37.6%30.8%43.3%40.6%31.7%
Bid-Ask Spread %14.723.3843.0619.764.23
Gamma HHI0.080.060.180.060.07
Net GEX-50.7M-83.8M-39.1M-49.6M-40.1M
Net DEX1.17B694.5M1.51B1.19B694.9M
Net VEX-8.3M-9.6M-7.6M-7.8M-9.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.861.363.162.152.59
Total Volume80,108.28644,276186,80644,27682,960
Total OI815,804.619701,755934,655701,755925,369

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$62.54$68.0035.9%11.0%26.0%58.3%37.8%9.0%-1.1%-49.6M1.19B-7.8M2.1519.7614,05530,221190,212511,543
2022-05-03$63.44$68.0033.4%10.2%26.8%47.8%35.5%8.0%-0.1%-49.4M1.08B-7.8M1.5119.5621,38932,280194,042511,730
2022-05-04$65.32$68.0030.3%8.9%28.9%35.3%33.4%7.0%-1.7%-47.4M845.4M-8.1M1.4211.3529,20541,611204,038516,051
2022-05-05$63.09$70.0034.5%9.9%31.0%52.2%31.6%8.3%-0.3%-52.2M1.11B-8.1M1.6220.2424,12039,167214,974524,269
2022-05-06$62.51$70.0034.3%9.7%31.0%51.7%37.7%8.1%-1.2%-83.8M1.18B-8.0M1.7224.0622,74339,065220,520526,391
2022-05-09$61.74$70.0037.4%10.6%31.2%64.3%39.3%9.7%-0.5%-47.5M1.22B-7.9M1.4212.9828,70840,810220,259519,182
2022-05-10$60.72$70.0037.2%10.5%31.5%63.5%40.1%9.2%-0.9%-47.3M1.33B-7.7M1.9728.3829,43858,057227,534522,538
2022-05-11$60.15$70.0036.8%10.6%31.3%61.7%35.7%9.0%-0.4%-50.5M1.42B-7.8M1.573.6529,89546,985239,087547,037
2022-05-12$59.72$70.0037.7%10.8%30.3%65.4%38.8%8.8%0.3%-51.3M1.46B-7.8M1.4527.3632,93747,595242,910554,139
2022-05-13$60.60$70.0034.7%10.0%30.9%53.1%34.0%7.5%-0.2%-50.7M1.36B-7.9M1.3612.7231,79643,199250,984558,721
2022-05-16$59.81$70.0034.2%9.8%31.1%51.3%38.4%7.3%-0.5%-53.0M1.43B-7.6M2.0911.2827,68057,938249,496555,198
2022-05-17$61.98$70.0031.2%8.9%30.7%38.6%31.5%6.4%-0.4%-50.0M1.17B-7.8M1.396.0729,01140,236251,857562,705
2022-05-18$60.50$70.0034.9%10.0%31.0%53.9%34.7%7.3%-0.6%-53.6M1.36B-7.7M1.424.6726,92438,106254,802566,896
2022-05-19$60.04$70.0034.4%9.9%30.2%52.1%34.7%7.2%-1.2%-57.1M1.42B-7.6M1.8643.0665,379121,427256,178568,096
2022-05-20$59.77$69.0033.1%9.5%29.9%46.5%36.2%7.0%-0.9%-62.0M1.51B-8.9M1.876.0631,60959,111296,077637,931
2022-05-23$61.29$69.0032.2%9.3%31.7%43.1%33.5%7.1%-0.4%-47.2M1.13B-9.1M1.7029.3732,93756,085266,068605,698
2022-05-24$61.17$69.0032.4%9.4%30.2%43.6%34.1%7.2%-0.2%-46.6M1.17B-9.3M2.004.9925,97352,047275,242617,008
2022-05-25$62.10$69.0031.9%9.3%30.8%41.7%34.9%6.9%-0.6%-43.8M1.01B-9.4M3.1611.8317,44755,173280,862620,332
2022-05-26$63.47$68.0029.6%8.6%31.5%32.3%29.5%6.7%0.4%-42.4M830.1M-9.5M2.234.1729,68166,115282,471628,795
2022-05-27$64.24$68.0027.9%8.0%29.9%25.3%28.7%6.0%-0.3%-39.1M694.5M-9.6M2.573.3823,30959,850294,065640,590
2022-05-31$64.34$68.0028.4%8.4%29.8%27.3%30.8%6.2%-0.1%-40.1M694.9M-9.4M2.594.2323,08759,873290,384634,985