KRE Options History — February 2023

In February 2023, KRE traded between $61.14 and $64.69. ATM implied volatility averaged 23.4%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 1.6% (HV 20d: 21.7%). Max pain ranged from $60.00 to $63.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 5.25.

Notable Days

  • 2023-02-02: Highest Volume — 67,617 contracts
  • 2023-02-21: Largest IV spike — 12.2% change
  • 2023-02-22: Highest IV Rank — 21.4%
  • 2023-02-22: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.03$61.14$64.69$63.39$61.73
Max Pain$62.16$60.00$63.00$60.00$63.00
ATM IV23.4%20.5%26.0%20.5%23.3%
Expected Move6.7%6.1%7.3%6.1%6.6%
HV 20d21.7%18.8%25.3%25.0%19.1%
HV 60d23.1%22.0%24.9%24.9%22.0%
IV Rank11.2%0.0%21.4%0.0%11.0%
IV Percentile9.4%0.0%26.6%0.0%9.1%
Term Structure0.3%-1.1%1.0%0.4%0.4%
VWIV25.1%22.2%27.4%22.2%23.3%
Skew 25d4.9%3.9%6.3%5.5%5.1%
Skew 10d9.5%7.6%12.2%9.2%9.3%
Call IV 25d21.1%18.6%22.8%18.6%21.0%
Put IV 25d26.0%23.8%29.1%24.1%26.1%
Bid-Ask Spread %14.775.0653.7153.715.47
Gamma HHI0.080.070.110.080.11
Net GEX-50.3M-75.1M-25.8M-29.9M-70.4M
Net DEX404.7M2.0M885.6M158.8M713.9M
Net VEX-8.4M-8.8M-7.8M-8.0M-8.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.251.1523.653.3723.65
Total Volume27,251.8957,64567,61715,65245,549
Total OI1,011,824.053940,9121,077,744968,059968,839

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-02-01$63.39$60.0020.5%6.1%25.0%0.0%22.2%5.5%0.4%-29.9M158.8M-8.0M3.3753.713,58412,068177,491790,568
2023-02-02$64.34$60.0021.2%6.4%25.3%2.7%27.4%4.5%0.1%-27.7M27.2M-7.9M6.4516.959,07758,540178,762799,347
2023-02-03$64.45$60.0021.4%6.4%24.4%3.5%25.2%4.5%0.1%-25.8M2.0M-7.8M15.7413.143,66057,610184,184805,064
2023-02-06$64.03$61.0023.1%6.7%23.0%10.0%24.4%4.7%0.4%-40.4M182.2M-8.2M4.8516.793,95519,177179,837826,774
2023-02-07$64.69$61.0022.4%6.4%22.6%7.5%24.7%4.0%-0.0%-32.5M54.5M-8.0M2.2315.263,0936,882183,888842,621
2023-02-08$64.12$61.0023.3%6.8%23.0%10.9%25.8%4.2%0.3%-40.0M166.3M-8.3M8.2921.473,52729,223186,259845,630
2023-02-09$63.22$62.0024.6%7.1%23.9%16.3%27.2%5.0%0.3%-58.2M379.9M-8.8M4.5818.676,04827,714189,890864,853
2023-02-10$63.02$63.0024.1%7.0%23.8%14.1%26.9%4.5%0.6%-56.1M398.7M-8.8M2.236.683,1056,910194,154875,084
2023-02-13$63.48$63.0024.7%7.1%23.8%16.6%26.9%4.9%0.3%-42.3M291.9M-8.5M1.159.4514,47416,619192,402862,115
2023-02-14$63.39$63.0023.1%6.7%23.6%10.1%25.2%4.5%0.0%-47.4M326.7M-8.5M3.0512.897,34322,373192,723875,968
2023-02-15$63.95$63.0021.6%6.2%19.0%4.2%23.9%3.9%0.9%-37.5M194.7M-8.1M2.5324.2214,27636,068191,142874,976
2023-02-16$63.00$63.0022.6%6.4%20.2%8.1%23.5%4.2%1.0%-51.1M392.8M-8.3M1.6410.215,2108,561194,925871,626
2023-02-17$63.09$63.0022.7%6.4%18.8%8.4%22.3%4.5%1.0%-37.6M387.4M-8.4M3.1512.354,29113,506198,361879,383
2023-02-21$61.84$63.0025.4%7.1%19.4%19.3%26.5%6.0%-0.4%-67.1M752.8M-8.7M3.765.693,55813,364171,164769,748
2023-02-22$61.14$63.0026.0%7.3%19.4%21.4%27.0%6.3%-0.3%-75.1M885.6M-8.7M4.4519.713,59015,973172,944779,443
2023-02-23$61.72$63.0025.0%6.9%19.6%17.5%26.2%6.2%-1.1%-70.9M766.2M-8.7M2.326.955,69213,185177,411792,557
2023-02-24$61.41$63.0025.1%6.9%19.7%18.0%24.4%5.7%0.7%-73.5M831.9M-8.7M3.365.941,7535,892179,448791,673
2023-02-27$61.59$63.0024.1%6.8%19.4%14.2%24.8%5.5%0.2%-72.9M776.9M-8.4M2.915.063,1539,183176,457786,946
2023-02-28$61.73$63.0023.3%6.6%19.1%11.0%23.3%5.1%0.4%-70.4M713.9M-8.2M23.655.471,84843,701177,612791,227