KRE Options History — December 2022

In December 2022, KRE traded between $56.77 and $64.16. ATM implied volatility averaged 25.4%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 0.1% (HV 20d: 25.5%). 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 18 of 21 days. Put/call ratio averaged 4.78.

Notable Days

  • 2022-12-16: Highest Volume — 203,588 contracts
  • 2022-12-05: Largest IV spike — 14.9% change
  • 2022-12-12: Highest IV Rank — 19.6%
  • 2022-12-07: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.23$56.77$64.16$64.16$58.64
Max Pain$63.57$62.00$65.00$65.00$62.00
ATM IV25.4%22.5%27.1%23.4%25.8%
Expected Move7.4%6.9%7.8%7.3%7.4%
HV 20d25.5%23.0%30.6%25.6%23.5%
HV 60d28.1%26.2%29.4%27.9%26.2%
IV Rank12.1%0.0%19.6%0.6%14.0%
IV Percentile11.7%0.0%24.6%0.8%15.5%
Term Structure0.4%-0.6%1.0%0.1%1.0%
VWIV25.7%21.0%27.6%26.0%26.2%
Skew 25d4.1%3.3%4.5%4.4%4.3%
Skew 10d7.1%0.2%9.1%8.0%7.9%
Call IV 25d23.5%20.8%25.2%21.2%23.3%
Put IV 25d27.5%24.8%29.6%25.6%27.6%
Bid-Ask Spread %4.842.389.033.763.03
Gamma HHI0.110.070.430.070.08
Net GEX-80.1M-176.5M-27.6M-27.6M-58.4M
Net DEX1.18B338.1M1.86B338.1M930.9M
Net VEX-8.9M-9.5M-8.3M-8.3M-8.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.780.3621.202.303.05
Total Volume45,377.816,939203,58856,9776,939
Total OI1,152,113.9521,036,2801,287,6501,125,3521,055,506

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$64.16$65.0023.4%7.3%25.6%0.6%26.0%4.4%0.1%-27.6M338.1M-8.3M2.303.7617,25139,726300,053825,299
2022-12-02$63.88$65.0022.5%7.0%25.4%0.0%26.6%4.0%0.0%-29.0M372.3M-8.7M0.604.0516,4139,785313,754850,563
2022-12-05$60.67$64.0025.8%7.4%30.6%14.2%27.3%4.5%0.3%-69.9M1.05B-9.0M7.866.7717,393136,705320,850850,678
2022-12-06$60.17$64.0026.4%7.7%30.5%16.7%27.1%4.2%0.7%-86.8M1.29B-9.5M0.947.6315,18014,279328,748903,836
2022-12-07$60.14$64.0026.7%7.8%30.5%17.7%27.6%4.0%0.6%-85.0M1.28B-9.5M0.939.0311,51810,733337,141909,185
2022-12-08$60.09$64.0026.1%7.7%29.9%15.4%26.7%4.2%0.7%-88.1M1.30B-9.4M2.215.615,67612,524333,998911,998
2022-12-09$60.09$64.0025.9%7.6%23.9%14.5%26.6%4.0%0.8%-92.7M1.29B-9.3M2.564.893,7899,695336,166912,444
2022-12-12$60.64$64.0027.1%7.7%24.4%19.6%27.5%4.3%-0.5%-81.0M1.13B-9.1M0.626.797,7304,827332,906905,084
2022-12-13$59.66$64.0025.4%7.3%24.7%12.2%26.5%3.8%-0.2%-94.0M1.37B-8.9M0.767.4021,20416,203337,403906,966
2022-12-14$58.39$64.0024.8%7.3%25.4%9.7%25.7%3.9%0.8%-102.6M1.62B-8.8M1.796.7612,29422,004353,352914,825
2022-12-15$57.47$64.0025.5%7.5%25.4%12.8%26.8%3.7%0.7%-110.2M1.76B-8.6M5.606.8210,19457,048366,060906,102
2022-12-16$57.06$64.0025.6%7.4%24.8%13.0%26.7%3.3%0.3%-176.5M1.86B-8.9M6.722.3826,363177,225373,555914,095
2022-12-19$56.77$64.0026.2%7.5%24.2%15.5%26.5%4.2%0.4%-78.0M1.48B-9.0M1.653.274,7007,748285,001770,392
2022-12-20$57.23$63.0025.5%7.3%24.4%12.7%24.5%4.1%0.3%-78.1M1.29B-8.9M0.363.0012,8714,660286,977761,097
2022-12-21$57.95$63.0024.1%6.9%24.3%6.6%24.2%3.8%0.4%-73.8M1.11B-8.9M21.202.582,96362,801289,769759,945
2022-12-22$57.66$63.0025.6%7.4%24.3%13.2%21.0%4.1%-0.6%-76.0M1.17B-8.9M9.805.295,27551,673291,141762,030
2022-12-23$58.16$63.0024.4%7.0%24.3%8.2%24.9%3.4%0.6%-71.6M1.04B-8.9M4.402.522,52511,102294,094764,480
2022-12-27$58.28$63.0025.2%7.2%23.3%11.4%23.8%4.4%0.8%-68.4M1.01B-8.6M8.823.321,1269,926283,406752,874
2022-12-28$57.89$62.0026.2%7.5%23.0%15.6%21.8%4.3%0.6%-74.4M1.09B-8.6M17.673.364,07171,936283,917761,420
2022-12-29$58.88$62.0025.1%7.2%23.5%11.0%26.1%4.1%1.0%-59.9M895.8M-8.6M0.473.3211,4485,411287,035760,248
2022-12-30$58.64$62.0025.8%7.4%23.5%14.0%26.2%4.3%1.0%-58.4M930.9M-8.5M3.053.031,7155,224294,012761,494