KRE Options History — November 2022

In November 2022, KRE traded between $62.03 and $65.50. ATM implied volatility averaged 26.4%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 1.8% (HV 20d: 28.3%). Max pain ranged from $62.00 to $65.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 3.71.

Notable Days

  • 2022-11-01: Highest Volume — 93,499 contracts
  • 2022-11-10: Largest IV drop — 6.8% change
  • 2022-11-01: Highest IV Rank — 21.4%
  • 2022-11-01: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.64$62.03$65.50$63.98$64.13
Max Pain$64.71$62.00$65.00$62.00$65.00
ATM IV26.4%23.9%28.1%28.1%23.9%
Expected Move7.8%6.9%8.6%8.6%7.3%
HV 20d28.3%26.1%31.2%28.4%27.0%
HV 60d27.8%26.7%28.5%27.0%28.2%
IV Rank14.0%2.7%21.4%21.4%2.7%
IV Percentile17.4%2.0%33.7%33.7%2.0%
Term Structure0.2%-1.1%1.6%0.0%-0.2%
VWIV28.8%24.3%35.8%30.4%27.1%
Skew 25d4.1%3.1%4.9%4.1%4.2%
Skew 10d8.0%4.9%10.4%7.8%4.9%
Call IV 25d24.5%21.8%26.7%26.4%21.8%
Put IV 25d28.6%26.0%30.5%30.5%26.0%
Bid-Ask Spread %7.833.4917.234.444.41
Gamma HHI0.060.050.070.060.06
Net GEX-27.1M-46.4M-8.4M-17.0M-27.9M
Net DEX351.1M7.5M663.7M228.6M322.2M
Net VEX-8.6M-9.2M-8.0M-9.1M-8.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.710.8826.382.0510.26
Total Volume70,648.193,72693,49993,49940,812
Total OI1,092,001.2861,032,4871,164,0901,044,7541,101,816

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$63.98$62.0028.1%8.6%28.4%21.4%30.4%4.1%0.0%-17.0M228.6M-9.1M2.054.4430,68962,810311,092733,662
2022-11-02$62.55$62.0027.9%8.4%29.7%20.3%28.9%3.4%0.4%-29.4M477.2M-9.1M1.397.5034,02047,222314,876731,871
2022-11-03$62.03$65.0028.1%8.3%29.5%21.0%29.6%3.8%0.2%-35.8M581.2M-9.0M1.2414.9031,52339,110316,389746,514
2022-11-04$63.31$65.0026.7%8.1%29.0%15.1%28.7%3.1%0.3%-23.7M352.7M-8.9M0.8814.3837,72733,044318,321752,366
2022-11-07$63.68$65.0027.0%8.0%29.0%16.4%28.8%3.5%1.0%-19.2M277.5M-8.8M1.1412.4725,74629,336319,328751,381
2022-11-08$63.73$65.0027.5%8.2%28.7%18.6%30.6%3.8%0.9%-19.3M269.8M-8.8M2.5214.4724,40861,398320,332759,713
2022-11-09$62.53$65.0028.0%8.3%29.8%20.9%33.1%3.9%1.0%-34.4M549.6M-9.2M2.4512.9424,74160,521320,818801,994
2022-11-10$65.50$65.0026.1%7.9%31.2%12.5%35.8%4.0%1.6%-8.4M7.5M-8.9M2.026.1625,87752,326321,206811,792
2022-11-11$65.09$65.0026.0%7.7%30.7%12.1%28.9%3.6%1.5%-11.9M41.4M-8.7M1.626.1624,24139,325322,969803,018
2022-11-14$64.48$65.0026.8%7.8%29.9%15.6%27.2%4.1%0.2%-18.6M170.7M-8.5M1.4214.0431,63844,983318,619796,971
2022-11-15$64.56$65.0026.5%7.6%29.9%14.4%29.7%4.4%0.6%-18.7M166.2M-8.6M2.005.1426,11152,135325,319804,059
2022-11-16$63.52$65.0026.7%7.6%29.2%14.9%28.9%4.5%1.0%-30.1M375.9M-8.6M2.1417.2325,37454,306325,989813,776
2022-11-17$62.31$65.0027.8%7.9%27.1%19.8%27.7%4.4%0.4%-46.4M663.7M-8.7M1.934.0831,85961,435329,702823,095
2022-11-18$62.97$65.0026.7%7.6%26.6%15.2%26.7%4.2%0.3%-40.0M489.4M-8.6M2.113.4925,30253,495336,903827,187
2022-11-21$63.22$65.0026.6%7.5%26.2%14.8%26.3%4.9%-0.8%-35.4M497.2M-8.3M1.973.9827,20653,648276,127756,360
2022-11-22$64.08$65.0025.5%7.2%26.1%9.9%25.3%4.5%-0.8%-27.9M351.8M-8.2M1.413.6430,80943,408279,497769,632
2022-11-23$63.97$65.0024.7%7.0%26.1%6.4%25.4%4.5%-0.8%-28.0M346.1M-8.1M1.214.0738,30246,344283,215771,379
2022-11-25$64.51$65.0024.2%6.9%26.2%4.1%24.3%4.4%-1.1%-18.3M206.2M-8.1M2.923.819502,776297,954776,980
2022-11-28$62.95$65.0025.3%7.7%26.5%9.1%31.9%4.6%-0.2%-42.0M546.1M-8.2M8.793.653,41630,028296,008777,184
2022-11-29$63.36$65.0025.0%7.4%26.6%7.7%30.0%4.7%-0.7%-37.4M451.1M-8.1M26.383.502,74772,464297,720788,893
2022-11-30$64.13$65.0023.9%7.3%27.0%2.7%27.1%4.2%-0.2%-27.9M322.2M-8.0M10.264.413,62637,186298,393803,423