KRE Options History — August 2022

In August 2022, KRE traded between $62.84 and $68.67. ATM implied volatility averaged 25.7%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 3.5% (HV 20d: 22.2%). Max pain ranged from $64.00 to $65.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 3.96.

Notable Days

2022-08-04: Highest Volume — 84,814 contracts
2022-08-17: Largest IV spike — 16.9% change
2022-08-30: Highest IV Rank — 29.9%
2022-08-30: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$65.19	$62.84	$68.67	$63.90	$62.84
Max Pain	$64.74	$64.00	$65.00	$64.00	$65.00
ATM IV	25.7%	23.3%	29.0%	26.1%	28.4%
Expected Move	7.3%	6.7%	8.2%	7.4%	7.9%
HV 20d	22.2%	18.2%	25.0%	23.9%	22.1%
HV 60d	26.3%	25.4%	27.8%	27.8%	26.1%
IV Rank	16.2%	6.2%	29.9%	18.0%	27.3%
IV Percentile	19.9%	1.6%	53.6%	18.3%	48.0%
Term Structure	0.2%	-0.4%	1.1%	-0.3%	-0.2%
VWIV	27.5%	24.1%	43.5%	25.9%	28.7%
Skew 25d	5.7%	3.9%	17.7%	5.6%	6.0%
Skew 10d	10.8%	7.7%	23.8%	11.8%	11.9%
Call IV 25d	23.5%	21.3%	26.2%	24.0%	26.2%
Put IV 25d	29.2%	25.4%	42.2%	29.6%	32.2%
Bid-Ask Spread %	8.86	2.13	110.41	4.29	3.14
Gamma HHI	0.05	0.05	0.06	0.06	0.05
Net GEX	-24.3M	-50.0M	-5.7M	-21.1M	-50.0M
Net DEX	232.1M	-352.3M	845.5M	298.0M	845.5M
Net VEX	-9.9M	-10.5M	-9.1M	-10.4M	-9.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.96	0.30	31.54	1.48	3.30
Total Volume	38,618.087	10,307	84,814	40,907	74,429
Total OI	1,039,467.13	995,777	1,093,373	995,777	1,070,146

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-08-01	$63.90	$64.00	26.1%	7.4%	23.9%	18.0%	25.9%	5.6%	-0.3%	-21.1M	298.0M	-10.4M	1.48	4.29	16,478	24,429	293,605	702,172
2022-08-02	$63.32	$64.00	26.6%	7.6%	24.2%	19.9%	30.5%	5.9%	-0.3%	-23.8M	391.8M	-10.4M	1.84	3.78	18,741	34,412	294,388	704,625
2022-08-03	$64.00	$64.00	25.5%	7.2%	24.3%	15.4%	26.6%	5.5%	-0.3%	-22.3M	309.3M	-10.4M	1.14	3.36	22,216	25,395	298,430	715,435
2022-08-04	$63.31	$64.00	25.5%	7.5%	24.8%	15.4%	27.4%	5.4%	-0.2%	-24.1M	399.5M	-10.5M	5.60	3.85	12,844	71,970	304,286	717,604
2022-08-05	$64.10	$64.00	24.3%	7.1%	25.0%	10.5%	26.2%	4.8%	-0.2%	-26.2M	265.2M	-10.3M	1.54	2.75	14,453	22,305	305,318	748,747
2022-08-08	$64.21	$64.00	24.8%	7.2%	24.1%	12.6%	25.5%	5.2%	0.2%	-17.4M	248.6M	-10.1M	2.05	2.87	12,138	24,864	305,215	733,986
2022-08-09	$63.92	$65.00	24.4%	7.1%	24.3%	11.0%	28.3%	4.9%	0.6%	-19.1M	283.5M	-10.1M	3.42	2.50	2,756	9,432	306,820	736,187
2022-08-10	$65.74	$65.00	23.3%	6.8%	24.5%	6.2%	24.7%	4.2%	0.7%	-5.7M	-40.9M	-10.1M	0.30	2.13	58,353	17,468	308,048	740,306
2022-08-11	$66.42	$65.00	24.3%	7.2%	22.9%	10.4%	25.2%	4.2%	1.1%	-7.4M	-100.9M	-9.8M	0.60	2.70	52,767	31,832	292,134	742,567
2022-08-12	$67.51	$65.00	23.3%	6.8%	21.1%	6.2%	24.1%	3.9%	0.5%	-11.1M	-173.7M	-9.4M	2.86	3.03	5,026	14,378	274,332	763,823
2022-08-15	$67.83	$65.00	23.8%	6.9%	21.1%	8.3%	26.2%	4.4%	0.6%	-10.4M	-206.5M	-9.3M	0.83	4.19	10,878	9,012	274,940	761,780
2022-08-16	$68.67	$65.00	23.6%	6.8%	18.2%	7.7%	29.3%	4.7%	1.0%	-9.1M	-352.3M	-9.3M	31.54	2.94	2,569	81,037	285,283	765,559
2022-08-17	$67.81	$65.00	27.6%	7.9%	19.2%	24.1%	43.5%	17.7%	0.8%	-15.4M	-227.3M	-9.1M	1.86	110.41	10,168	18,866	285,901	769,846
2022-08-18	$67.94	$65.00	23.6%	6.7%	19.1%	7.7%	24.7%	4.8%	0.9%	-14.1M	-265.9M	-9.4M	2.96	2.41	7,452	22,043	291,913	780,662
2022-08-19	$66.83	$65.00	24.3%	6.8%	19.8%	10.3%	25.3%	4.6%	1.0%	-25.6M	-58.1M	-9.7M	1.59	2.54	9,871	15,717	297,859	795,514
2022-08-22	$65.12	$65.00	27.3%	7.6%	21.7%	22.6%	27.0%	5.4%	-0.2%	-28.9M	363.4M	-9.8M	12.51	9.56	2,591	32,420	278,703	727,409
2022-08-23	$64.94	$65.00	26.8%	7.5%	21.6%	20.8%	25.2%	5.4%	-0.1%	-32.9M	437.1M	-9.9M	1.92	3.46	3,851	7,397	279,956	739,624
2022-08-24	$64.81	$65.00	26.5%	7.3%	20.6%	19.4%	26.4%	5.5%	-0.1%	-35.0M	455.0M	-9.8M	1.23	2.74	5,199	6,382	280,334	748,129
2022-08-25	$65.66	$65.00	25.6%	7.1%	20.9%	15.6%	24.3%	5.1%	-0.4%	-31.6M	320.4M	-9.7M	1.03	8.52	10,163	10,501	282,290	751,894
2022-08-26	$64.10	$65.00	27.6%	7.7%	22.1%	24.2%	27.9%	5.9%	-0.2%	-38.5M	607.9M	-10.0M	1.70	6.40	3,818	6,489	289,893	760,459
2022-08-29	$63.26	$65.00	28.8%	8.1%	22.6%	29.1%	29.2%	5.9%	-0.4%	-44.0M	743.5M	-9.8M	4.84	10.56	4,004	19,393	288,541	755,936
2022-08-30	$63.07	$65.00	29.0%	8.2%	22.4%	29.9%	30.6%	6.6%	-0.0%	-46.1M	796.1M	-9.9M	4.96	5.55	3,640	18,069	290,125	767,020
2022-08-31	$62.84	$65.00	28.4%	7.9%	22.1%	27.3%	28.7%	6.0%	-0.2%	-50.0M	845.5M	-9.8M	3.30	3.14	17,303	57,126	292,884	777,262