KRE Options History — June 2022

In June 2022, KRE traded between $56.89 and $64.72. ATM implied volatility averaged 31.7%, placing in the 40.9% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 2.8% (HV 20d: 28.9%). Max pain ranged from $62.00 to $68.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.76.

Notable Days

  • 2022-06-14: Highest Volume — 162,774 contracts
  • 2022-06-13: Largest IV spike — 12.7% change
  • 2022-06-13: Highest IV Rank — 63.0%
  • 2022-06-13: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.27$56.89$64.72$63.74$58.03
Max Pain$62.95$62.00$68.00$68.00$62.00
ATM IV31.7%27.5%37.1%29.2%33.0%
Expected Move9.1%7.8%10.7%8.8%9.3%
HV 20d28.9%24.4%32.1%29.6%30.3%
HV 60d28.5%27.3%29.5%28.3%28.6%
IV Rank40.9%23.5%63.0%30.6%46.0%
IV Percentile71.3%38.1%95.2%59.5%80.2%
Term Structure-0.0%-1.2%0.7%-0.3%0.0%
VWIV32.8%28.5%38.1%31.0%33.9%
Skew 25d6.8%5.8%7.9%6.5%7.1%
Skew 10d12.9%11.1%15.0%11.7%13.6%
Call IV 25d28.8%24.7%33.8%26.2%29.7%
Put IV 25d35.6%31.0%41.7%32.6%36.9%
Bid-Ask Spread %12.373.0042.5230.0910.21
Gamma HHI0.070.060.090.070.07
Net GEX-45.7M-73.5M-29.3M-42.3M-34.1M
Net DEX1.16B671.8M2.06B788.8M1.09B
Net VEX-10.5M-11.4M-9.3M-9.4M-11.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.761.103.493.491.90
Total Volume98,031.8164,452162,77483,29676,010
Total OI1,009,181.286888,9081,208,430929,251971,731

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$63.74$68.0029.2%8.8%29.6%30.6%31.0%6.5%-0.3%-42.3M788.8M-9.4M3.4930.0918,55864,738292,331636,920
2022-06-02$64.49$63.0027.7%8.0%27.9%24.4%28.9%6.2%-0.1%-41.5M682.1M-9.3M2.6911.6724,03964,690292,520647,644
2022-06-03$63.91$63.0027.5%7.9%25.1%23.5%31.8%5.8%-0.3%-43.5M763.4M-9.3M1.7724.6941,63473,888297,180649,160
2022-06-06$64.33$63.0027.6%8.1%24.9%24.2%32.3%6.6%0.7%-44.6M727.5M-9.6M1.367.5050,53868,613305,530670,699
2022-06-07$64.72$63.0027.5%7.8%24.4%23.5%28.5%6.7%-0.2%-43.5M671.8M-10.2M1.254.4044,67956,015330,718702,610
2022-06-08$63.67$63.0028.2%8.0%24.4%26.5%33.5%6.8%-0.2%-48.5M863.2M-10.2M2.004.5829,88559,872331,902704,485
2022-06-09$61.88$63.0030.0%8.7%26.5%33.9%31.8%7.1%0.5%-59.6M1.17B-10.1M1.739.5127,55647,656334,659712,343
2022-06-10$59.61$63.0032.9%9.4%29.7%45.9%32.0%7.2%-0.1%-63.5M1.58B-9.9M2.426.5034,78384,104335,767718,069
2022-06-13$57.96$63.0037.1%10.7%30.8%63.0%38.1%7.9%0.2%-70.0M1.79B-9.6M1.856.3454,101100,014340,872724,456
2022-06-14$58.45$63.0035.9%10.3%30.7%58.0%33.8%7.2%-1.2%-68.3M1.74B-10.4M1.567.3763,68499,090363,786748,583
2022-06-15$59.21$63.0033.2%9.5%28.1%47.0%33.6%6.1%-0.7%-73.5M1.66B-11.0M1.7113.1843,30374,251393,169781,249
2022-06-16$56.89$63.0036.4%10.5%30.2%60.2%38.1%7.0%-0.5%-68.6M2.06B-10.6M1.2742.5243,75355,626398,729789,230
2022-06-17$57.74$62.0034.3%9.8%30.8%51.6%34.3%6.0%0.3%-33.9M1.91B-10.8M1.3318.6631,14141,561410,614797,816
2022-06-21$58.37$62.0033.0%9.5%31.1%46.3%36.5%7.2%-0.1%-33.2M988.5M-10.9M1.5327.4225,42839,024285,017603,891
2022-06-22$58.37$62.0032.7%9.5%29.5%45.1%31.2%6.9%0.1%-33.1M995.1M-10.8M1.473.0039,57458,096286,553604,012
2022-06-23$57.53$63.0033.1%9.5%29.8%46.7%35.6%6.7%0.3%-36.1M1.13B-10.9M1.5410.5235,35954,452299,854624,865
2022-06-24$59.56$63.0031.2%8.8%32.1%38.8%30.1%6.4%0.6%-29.3M870.5M-11.4M1.813.9129,03052,513302,950633,647
2022-06-27$59.53$63.0031.1%8.8%30.9%38.6%29.8%7.0%-0.0%-30.8M876.3M-11.4M1.108.7444,62049,000302,182638,630
2022-06-28$59.18$62.0031.9%9.1%30.3%41.6%32.9%6.9%-0.0%-29.3M898.0M-11.4M1.474.0035,44252,242315,585641,995
2022-06-29$58.58$62.0032.6%9.1%30.3%44.5%31.7%7.2%0.1%-33.5M1.01B-11.3M1.774.8925,29944,807318,216652,638
2022-06-30$58.03$62.0033.0%9.3%30.3%46.0%33.9%7.1%0.0%-34.1M1.09B-11.1M1.9010.2126,19849,812319,234652,497