KRE Options History — March 2023 In March 2023, KRE traded between $42.27 and $61.14. ATM implied volatility averaged 48.8%, placing in the 52.8% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 1.2% (HV 20d: 47.6%). Max pain ranged from $50.00 to $63.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 2.77.
Notable Days 2023-03-10 : Highest Volume — 740,264 contracts2023-03-13 : Largest IV spike — 59.7% change2023-03-10 : Highest IV Rank — 100.0%2023-03-13 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $48.79 $42.27 $61.14 $61.14 $43.72 Max Pain $55.61 $50.00 $63.00 $63.00 $50.00 ATM IV 48.8% 23.3% 80.6% 23.9% 45.5% Expected Move 13.8% 6.5% 21.4% 6.7% 13.4% HV 20d 47.6% 16.7% 67.9% 17.9% 67.6% HV 60d 34.9% 20.2% 44.2% 22.1% 44.2% IV Rank 52.8% 10.9% 100.0% 13.2% 41.6% IV Percentile 75.2% 9.1% 100.0% 11.5% 94.0% Term Structure -1.8% -4.9% 0.2% -0.2% -0.7% VWIV 48.0% 23.1% 72.3% 23.7% 47.1% Skew 25d 11.5% 4.5% 23.9% 5.1% 10.3% Skew 10d 22.5% 8.2% 47.2% 9.7% 21.9% Call IV 25d 43.7% 21.3% 67.2% 21.4% 41.6% Put IV 25d 55.3% 25.9% 91.1% 26.5% 51.9% Bid-Ask Spread % 7.90 2.42 25.17 3.54 2.46 Gamma HHI 0.10 0.07 0.14 0.12 0.09 Net GEX -58.7M -144.0M -21.4M -84.5M -33.4M Net DEX 2.35B 868.9M 3.52B 868.9M 2.17B Net VEX -10.6M -12.9M -8.3M -8.3M -12.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.77 0.52 17.05 15.50 0.52 Total Volume 271,095.652 38,041 740,264 38,041 268,214 Total OI 1,800,711.435 980,182 2,458,511 980,182 2,458,511
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2023-03-01 $61.14 $63.00 23.9% 6.7% 17.9% 13.2% 23.7% 5.1% -0.2% -84.5M 868.9M -8.3M 15.50 3.54 2,306 35,735 177,912 802,270 2023-03-02 $59.59 $63.00 24.4% 6.9% 17.2% 15.1% 24.8% 5.3% 0.2% -112.0M 1.26B -8.5M 1.23 5.09 24,335 29,858 177,929 821,474 2023-03-03 $60.28 $63.00 23.3% 6.5% 16.8% 10.9% 24.6% 4.7% -0.9% -96.5M 1.02B -8.6M 2.90 3.02 17,996 52,229 200,551 830,376 2023-03-06 $59.95 $62.00 23.5% 6.7% 16.7% 11.8% 23.1% 4.5% -0.0% -99.5M 1.06B -8.6M 1.53 9.19 16,805 25,643 209,600 840,019 2023-03-07 $58.08 $62.00 24.5% 7.0% 19.5% 15.5% 25.7% 4.6% -0.2% -132.8M 1.65B -8.4M 3.69 9.07 23,936 88,253 219,196 854,855 2023-03-08 $57.61 $60.00 24.3% 6.8% 18.6% 15.1% 25.9% 4.9% -0.3% -144.0M 1.84B -8.9M 17.05 11.58 8,706 148,458 237,185 889,138 2023-03-09 $53.06 $60.00 33.6% 9.3% 33.0% 54.1% 33.0% 10.2% -1.4% -95.3M 2.84B -8.4M 3.02 6.16 161,559 488,178 240,080 920,391 2023-03-10 $50.33 $60.00 50.4% 13.4% 36.4% 100.0% 46.3% 14.1% -3.3% -74.4M 3.20B -10.1M 1.45 10.15 301,895 438,369 380,832 1,058,406 2023-03-13 $44.82 $57.00 80.6% 21.4% 51.8% 100.0% 72.3% 23.9% -4.9% -44.9M 3.52B -9.4M 1.18 25.17 308,197 363,398 506,139 1,172,639 2023-03-14 $44.67 $55.00 69.9% 19.1% 51.2% 82.2% 63.4% 19.1% -2.5% -37.4M 3.43B -10.0M 1.00 17.77 143,553 143,151 653,213 1,225,337 2023-03-15 $44.55 $55.00 74.3% 20.2% 51.2% 89.6% 70.0% 20.2% -4.0% -35.5M 3.45B -10.6M 1.15 10.33 160,280 184,301 723,285 1,277,442 2023-03-16 $46.28 $55.00 62.5% 17.4% 54.2% 69.8% 58.7% 13.6% -2.1% -34.5M 3.02B -11.7M 0.66 16.75 245,629 161,305 794,039 1,285,062 2023-03-17 $43.33 $54.00 70.7% 19.7% 56.9% 83.6% 66.6% 16.1% -3.5% -34.9M 3.30B -11.3M 1.52 7.61 130,237 197,374 902,592 1,343,679 2023-03-20 $43.55 $53.00 60.7% 17.2% 57.1% 66.9% 60.1% 14.7% -1.8% -30.7M 2.47B -11.4M 0.72 6.30 139,643 100,064 726,301 1,186,340 2023-03-21 $46.20 $53.00 52.4% 15.0% 63.4% 53.1% 52.5% 10.0% -2.0% -21.4M 1.99B -12.5M 0.64 3.81 149,686 96,399 813,959 1,225,269 2023-03-22 $43.63 $51.00 53.7% 15.4% 65.2% 55.2% 58.2% 11.3% -2.2% -35.7M 2.50B -11.4M 1.21 7.11 85,112 103,077 885,533 1,256,573 2023-03-23 $42.27 $51.00 64.6% 18.7% 64.6% 73.4% 63.4% 15.2% -3.0% -42.0M 2.71B -11.3M 2.23 7.05 137,216 306,504 923,047 1,293,832 2023-03-24 $43.41 $51.00 61.4% 17.9% 66.5% 68.1% 60.7% 13.8% -2.7% -26.9M 2.49B -12.9M 0.74 7.53 144,892 107,031 977,294 1,392,371 2023-03-27 $44.16 $51.00 52.7% 15.3% 67.2% 53.6% 55.9% 11.8% -1.7% -29.0M 2.37B -12.8M 1.19 2.69 68,502 81,442 977,053 1,358,860 2023-03-28 $43.69 $50.00 50.0% 14.7% 66.9% 49.1% 54.8% 10.7% -0.3% -33.4M 2.47B -12.4M 1.25 3.83 66,740 83,581 1,009,531 1,384,289 2023-03-29 $44.41 $50.00 47.1% 13.9% 67.9% 44.4% 45.5% 10.5% -1.8% -31.0M 2.22B -12.6M 2.41 3.11 67,346 162,415 1,017,218 1,375,872 2023-03-30 $43.45 $50.00 49.3% 14.6% 67.8% 48.0% 48.8% 11.1% -2.6% -39.8M 2.30B -12.1M 0.90 2.42 87,291 78,359 1,053,572 1,357,297 2023-03-31 $43.72 $50.00 45.5% 13.4% 67.6% 41.6% 47.1% 10.3% -0.7% -33.4M 2.17B -12.1M 0.52 2.46 176,283 91,931 1,092,635 1,365,876
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