KRE Options History — July 2022

In July 2022, KRE traded between $56.75 and $63.86. ATM implied volatility averaged 29.6%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 2.7% (HV 20d: 26.9%). Max pain ranged from $59.00 to $65.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 2.18.

Notable Days

  • 2022-07-14: Highest Volume — 117,981 contracts
  • 2022-07-15: Largest IV drop — 9.1% change
  • 2022-07-05: Highest IV Rank — 45.4%
  • 2022-07-05: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.20$56.75$63.86$59.15$63.86
Max Pain$62.65$59.00$65.00$62.00$64.00
ATM IV29.6%25.2%32.8%31.5%25.2%
Expected Move8.4%7.0%9.2%8.6%7.0%
HV 20d26.9%23.6%31.0%31.0%24.4%
HV 60d28.7%28.4%29.1%28.9%28.4%
IV Rank32.2%14.1%45.4%40.1%14.1%
IV Percentile52.7%11.5%79.4%73.0%11.5%
Term Structure-0.2%-1.1%0.4%-0.1%0.2%
VWIV30.6%25.5%33.9%31.9%25.5%
Skew 25d6.3%4.6%7.4%6.7%4.6%
Skew 10d12.3%9.2%15.7%13.0%9.2%
Call IV 25d26.8%23.4%29.5%28.5%23.4%
Put IV 25d33.0%27.9%36.9%35.1%27.9%
Bid-Ask Spread %3.672.684.754.023.58
Gamma HHI0.070.060.090.060.06
Net GEX-30.2M-57.1M-13.2M-33.6M-20.1M
Net DEX809.3M294.5M1.34B911.1M294.5M
Net VEX-10.8M-11.2M-10.4M-11.2M-10.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.181.273.843.011.54
Total Volume60,197.3541,182117,98177,70848,048
Total OI986,365.5952,8591,046,970955,5931,027,964

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$59.15$62.0031.5%8.6%31.0%40.1%31.9%6.7%-0.1%-33.6M911.1M-11.2M3.014.0219,35958,349307,888647,705
2022-07-05$59.02$59.0032.8%9.2%30.9%45.4%33.8%7.4%-0.1%-34.0M971.4M-11.0M1.973.5819,13837,690302,628650,231
2022-07-06$58.91$59.0032.4%9.1%30.7%43.6%33.9%6.9%-0.3%-34.7M966.4M-11.0M1.594.0921,82934,688304,176651,685
2022-07-07$59.40$59.0031.3%9.0%30.8%39.3%32.4%6.9%-0.1%-31.0M893.7M-11.0M1.743.9120,25335,174306,689655,031
2022-07-08$59.38$59.0029.4%8.5%30.5%31.6%31.1%6.1%-0.1%-31.7M904.7M-10.9M2.804.5017,43548,752308,463656,755
2022-07-11$58.56$59.0031.0%8.6%29.3%38.1%31.1%6.8%-0.7%-38.2M1.01B-10.6M2.644.4314,35337,834308,437650,083
2022-07-12$58.58$59.0032.0%8.9%26.3%42.0%27.4%6.5%-1.0%-38.5M1.01B-10.6M1.354.7531,63442,832309,869652,818
2022-07-13$57.69$65.0032.4%9.0%24.9%43.9%29.3%7.0%-1.1%-46.5M1.22B-10.5M3.203.7319,15961,342324,727669,497
2022-07-14$56.75$65.0032.6%9.1%25.3%44.7%32.4%7.0%-1.0%-57.1M1.34B-10.4M3.424.5926,71591,266322,119677,563
2022-07-15$58.68$65.0029.7%8.4%27.8%32.6%32.9%6.3%-0.6%-36.5M1.03B-10.9M2.573.1915,83840,679325,852721,118
2022-07-18$58.88$65.0030.1%8.6%23.6%34.5%31.7%6.4%0.0%-33.5M974.1M-10.8M2.113.5516,80935,443291,024674,467
2022-07-19$61.07$65.0028.3%8.1%26.3%26.8%29.3%6.0%0.3%-23.7M683.0M-11.0M1.712.8116,96029,008294,437683,723
2022-07-20$61.72$64.0028.1%8.0%26.3%25.9%33.2%5.9%0.3%-20.4M605.6M-11.0M1.403.3622,09230,962301,095686,306
2022-07-21$61.63$64.0027.5%7.9%26.3%23.7%28.6%5.9%0.2%-21.6M618.6M-11.0M1.272.9620,07825,460302,213690,960
2022-07-22$60.96$64.0027.4%7.8%26.0%23.2%29.1%5.9%0.4%-13.2M712.1M-10.8M1.973.0917,02633,621302,704694,590
2022-07-25$62.17$64.0028.0%8.0%24.0%25.5%31.2%6.0%-0.1%-21.8M542.5M-10.9M1.892.6814,23626,946300,970690,617
2022-07-26$61.79$64.0028.4%8.2%24.2%27.5%31.5%6.0%0.1%-25.8M605.1M-10.8M3.842.8517,90468,687301,285697,143
2022-07-27$63.07$64.0027.3%7.7%24.9%22.8%29.2%5.6%0.1%-19.2M425.7M-10.8M1.894.1215,36829,008301,517711,661
2022-07-28$62.83$64.0026.3%7.4%24.5%18.8%27.3%5.1%0.1%-22.4M465.7M-10.7M1.713.6115,48026,492302,856718,444
2022-07-29$63.86$64.0025.2%7.0%24.4%14.1%25.5%4.6%0.2%-20.1M294.5M-10.6M1.543.5818,94129,107304,030723,934