KRE Options History — October 2022

In October 2022, KRE traded between $59.46 and $64.11. ATM implied volatility averaged 32.2%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 1.5% (HV 20d: 30.7%). Max pain ranged from $62.00 to $64.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.70.

Notable Days

  • 2022-10-28: Highest Volume — 148,150 contracts
  • 2022-10-04: Largest IV drop — 6.3% change
  • 2022-10-12: Highest IV Rank — 57.2%
  • 2022-10-12: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.71$59.46$64.11$60.20$64.11
Max Pain$62.31$62.00$64.00$64.00$62.00
ATM IV32.2%28.3%35.7%32.0%28.4%
Expected Move9.3%8.5%10.0%9.5%8.7%
HV 20d30.7%27.1%33.8%27.7%31.2%
HV 60d25.9%24.0%27.1%24.8%27.0%
IV Rank42.3%22.1%57.2%42.3%22.7%
IV Percentile70.6%36.5%92.1%71.0%38.5%
Term Structure-0.5%-1.9%0.2%-0.4%0.1%
VWIV34.0%29.5%39.2%34.5%29.5%
Skew 25d5.4%3.9%6.6%6.4%4.3%
Skew 10d10.8%7.6%13.4%12.1%9.8%
Call IV 25d29.8%26.4%32.4%28.8%26.4%
Put IV 25d35.2%30.6%39.0%35.2%30.7%
Bid-Ask Spread %6.953.7512.823.754.70
Gamma HHI0.070.050.110.080.06
Net GEX-36.4M-73.5M-16.1M-43.1M-16.1M
Net DEX632.8M208.9M1.09B872.9M208.9M
Net VEX-9.2M-9.5M-8.9M-8.9M-9.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.700.972.761.090.97
Total Volume96,666.90554,794148,15054,794110,012
Total OI1,001,637.143909,3531,070,982909,3531,040,385

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$60.20$64.0032.0%9.5%27.7%42.3%34.5%6.4%-0.4%-43.1M872.9M-8.9M1.093.7526,16828,626272,343637,010
2022-10-04$62.52$64.0030.0%8.8%30.5%34.0%31.8%5.6%-0.1%-26.3M484.3M-9.0M1.694.3438,94265,905276,045639,805
2022-10-05$62.40$63.5030.7%8.9%29.7%36.9%32.0%5.9%-0.1%-28.9M533.8M-9.3M1.434.0642,41760,493284,119670,040
2022-10-06$61.73$62.0032.4%9.0%29.1%43.9%38.4%6.3%0.0%-33.2M634.1M-9.4M2.173.7729,94264,992289,623674,258
2022-10-07$60.31$62.0033.2%9.6%29.5%47.2%39.2%6.6%-0.4%-47.3M914.6M-9.4M1.939.4232,42262,491290,686692,808
2022-10-10$60.32$62.0033.8%9.7%29.2%49.6%37.9%6.6%0.1%-50.0M894.4M-9.3M1.246.0028,71735,512284,975680,691
2022-10-11$59.83$62.0034.8%9.8%27.1%53.6%36.9%6.4%-0.8%-54.8M1000.0M-9.2M1.114.1027,85330,788286,958688,721
2022-10-12$60.10$62.0035.7%10.0%27.1%57.2%35.4%6.6%-1.1%-53.1M926.8M-9.3M2.178.2732,01169,325287,024690,197
2022-10-13$62.45$62.0034.3%9.8%30.3%51.5%35.7%6.2%0.2%-34.9M523.8M-9.3M2.456.3042,297103,720289,312694,872
2022-10-14$61.55$62.0034.5%9.8%30.4%52.5%34.6%5.7%-0.9%-40.8M667.4M-9.5M2.7612.3329,49581,470293,329733,456
2022-10-17$63.07$62.0033.0%9.4%31.3%46.3%33.5%5.0%-1.1%-29.2M420.7M-9.3M1.044.0032,44133,869289,456711,708
2022-10-18$63.02$62.0032.7%9.4%31.3%45.0%33.1%4.8%-1.2%-29.3M434.7M-9.2M1.465.1538,27955,909295,080714,682
2022-10-19$61.54$63.0033.1%9.5%32.0%46.6%34.8%4.9%-1.1%-42.8M647.7M-9.1M1.5412.8235,40054,662303,273722,307
2022-10-20$59.46$62.0034.0%9.8%33.7%50.3%33.9%5.1%-1.9%-73.5M1.09B-9.1M1.498.6338,11056,605309,594740,254
2022-10-21$60.59$62.0033.0%9.6%33.4%46.1%33.1%5.2%-1.2%-35.7M808.1M-9.2M1.766.2138,84468,174320,283750,699
2022-10-24$61.51$62.0032.5%9.6%33.8%43.9%33.0%4.8%0.1%-30.1M615.3M-9.4M1.8111.8034,04061,623290,247723,980
2022-10-25$62.44$62.0030.7%9.1%33.3%35.9%31.9%4.5%0.1%-24.2M440.1M-9.3M1.764.2732,75757,576295,102742,088
2022-10-26$62.54$62.0030.0%8.9%32.1%33.0%32.4%4.5%0.1%-24.8M435.1M-9.2M1.988.3932,75764,737295,475738,058
2022-10-27$62.38$62.0029.5%8.9%31.0%27.5%31.4%3.9%0.0%-26.0M457.0M-9.1M1.888.6335,56966,905295,758738,501
2022-10-28$63.80$62.0028.3%8.5%31.7%22.1%30.3%4.1%0.0%-20.7M276.0M-9.2M2.059.0448,56899,582297,349763,829
2022-10-31$64.11$62.0028.4%8.7%31.2%22.7%29.5%4.3%0.1%-16.1M208.9M-9.3M0.974.7055,82954,183310,084730,301