KRE Options History — January 2023

In January 2023, KRE traded between $58.08 and $61.80. ATM implied volatility averaged 24.0%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 3.0% (HV 20d: 21.0%). Max pain ranged from $57.00 to $62.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 7.19.

Notable Days

  • 2023-01-18: Highest Volume — 122,764 contracts
  • 2023-01-06: Largest IV drop — 8.1% change
  • 2023-01-05: Highest IV Rank — 20.9%
  • 2023-01-05: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.76$58.08$61.80$58.30$61.80
Max Pain$59.05$57.00$62.00$62.00$59.00
ATM IV24.0%21.7%27.4%27.1%21.7%
Expected Move7.0%6.3%7.9%7.8%6.6%
HV 20d21.0%16.2%24.0%23.5%24.0%
HV 60d25.1%24.2%26.7%26.2%24.5%
IV Rank7.9%0.0%20.9%19.4%0.0%
IV Percentile7.2%0.0%30.2%27.4%0.0%
Term Structure-0.0%-0.7%0.6%-0.3%0.3%
VWIV25.5%21.8%30.0%26.7%24.3%
Skew 25d4.3%3.5%4.8%4.2%4.4%
Skew 10d8.2%6.3%9.5%7.7%8.7%
Call IV 25d21.9%19.7%25.3%25.0%20.1%
Put IV 25d26.2%23.5%29.7%29.3%24.5%
Bid-Ask Spread %9.902.3722.262.374.25
Gamma HHI0.090.070.110.090.09
Net GEX-57.7M-105.2M-34.2M-60.2M-46.7M
Net DEX741.3M451.0M1.25B958.7M451.0M
Net VEX-8.2M-8.9M-7.7M-8.3M-8.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.191.0618.561.074.26
Total Volume43,428.4510,789122,76410,78925,676
Total OI1,035,753.75834,8431,260,5081,009,985960,804

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-01-03$58.30$62.0027.1%7.8%23.5%19.4%26.7%4.2%-0.3%-60.2M958.7M-8.3M1.072.375,2115,578273,372736,613
2023-01-04$58.88$62.0026.4%7.5%16.2%16.5%26.6%4.0%-0.1%-54.3M833.3M-8.1M6.163.494,15725,608274,821738,598
2023-01-05$58.08$58.0027.4%7.9%16.6%20.9%30.0%4.3%-0.3%-67.2M1.04B-8.2M4.4212.1012,34654,559276,568741,482
2023-01-06$59.77$57.0025.2%7.3%19.8%11.5%27.1%4.3%-0.2%-46.1M705.5M-8.2M2.319.967,90418,289281,613778,586
2023-01-09$59.16$58.0026.2%7.5%20.1%15.8%26.1%4.2%0.1%-65.1M830.0M-8.1M1.0616.6817,00418,090275,185779,692
2023-01-10$59.50$58.0025.4%7.4%20.2%12.4%26.7%4.3%0.4%-59.5M732.5M-8.1M1.883.155,1159,610284,632785,927
2023-01-11$59.86$59.0024.9%7.2%20.1%10.4%24.8%4.2%0.1%-54.2M650.5M-7.9M10.1122.263,73637,771285,587791,695
2023-01-12$60.50$59.0023.2%6.8%19.6%2.9%25.1%3.5%0.6%-45.3M495.8M-7.7M5.0714.539,65748,949288,423807,911
2023-01-13$60.73$59.0021.8%6.3%17.7%0.0%21.8%3.5%0.2%-51.1M474.1M-7.8M6.7515.3210,83973,143292,608835,461
2023-01-17$60.28$59.0022.9%6.6%16.8%4.2%27.8%4.5%-0.7%-58.6M613.9M-7.8M10.8111.014,78451,714287,082873,382
2023-01-18$58.20$59.0024.0%6.9%21.3%9.0%25.1%4.5%-0.4%-99.1M1.17B-7.9M11.9611.909,469113,295290,050872,631
2023-01-19$58.14$59.0024.1%6.9%21.2%9.4%26.3%4.7%-0.5%-105.2M1.25B-8.4M14.998.364,24863,667295,242925,120
2023-01-20$59.53$59.0022.9%6.6%22.5%4.6%24.2%4.5%0.2%-34.2M874.4M-8.3M2.093.627,46615,608297,720962,788
2023-01-23$60.70$59.0023.0%6.8%23.1%4.8%25.4%4.6%-0.1%-39.3M504.3M-8.1M11.184.674,70352,602166,115668,728
2023-01-24$59.97$59.0022.9%6.8%23.5%4.3%24.4%4.8%-0.0%-53.7M684.7M-8.5M12.9912.333,32743,230168,175712,788
2023-01-25$60.05$59.0022.8%6.8%23.4%3.9%24.2%4.4%-0.1%-56.8M707.5M-8.7M3.775.093,69413,924169,104741,111
2023-01-26$60.33$59.0022.2%6.6%23.4%1.4%24.9%4.4%-0.2%-53.5M658.2M-8.7M2.0011.387,31714,612172,100748,594
2023-01-27$60.98$59.0021.9%6.5%23.4%0.3%23.1%4.4%0.0%-45.9M523.9M-8.7M12.3121.432,03725,071176,866759,894
2023-01-30$60.50$59.0023.4%7.1%23.0%6.3%26.3%4.8%0.0%-57.7M668.9M-8.9M18.564.011,76732,792172,781765,226
2023-01-31$61.80$59.0021.7%6.6%24.0%0.0%24.3%4.4%0.3%-46.7M451.0M-8.6M4.264.254,88120,795174,027786,777