KRE Options History — February 2024

In February 2024, KRE traded between $46.61 and $49.25. ATM implied volatility averaged 32.4%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded below realized volatility by 1.7% (HV 20d: 34.1%). Max pain ranged from $48.00 to $50.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.82.

Notable Days

  • 2024-02-01: Highest Volume — 557,968 contracts
  • 2024-02-06: Largest IV spike — 7.6% change
  • 2024-02-13: Highest IV Rank — 21.9%
  • 2024-02-13: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.88$46.61$49.25$48.39$48.11
Max Pain$48.95$48.00$50.00$50.00$48.00
ATM IV32.4%30.6%34.5%33.5%30.6%
Expected Move9.2%8.5%9.9%9.7%8.9%
HV 20d34.1%29.5%39.4%29.8%31.3%
HV 60d32.1%29.9%32.9%32.9%30.5%
IV Rank17.6%12.7%21.9%21.7%12.7%
IV Percentile49.6%36.9%61.5%56.3%36.9%
Term Structure-0.1%-1.1%1.1%-0.4%-1.0%
VWIV33.5%31.4%36.9%34.5%31.8%
Skew 25d3.8%1.7%6.5%5.2%1.7%
Skew 10d7.4%3.6%12.1%10.2%3.6%
Call IV 25d30.9%28.7%33.2%31.0%30.4%
Put IV 25d34.7%32.0%37.5%36.3%32.0%
Bid-Ask Spread %2.281.873.973.972.21
Gamma HHI0.080.060.110.090.08
Net GEX-70.7M-95.6M-26.1M-95.6M-64.0M
Net DEX1.10B502.8M1.66B1.40B780.0M
Net VEX-17.2M-18.0M-16.1M-16.1M-16.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.820.663.331.941.20
Total Volume152,655.8541,450557,968557,96872,689
Total OI2,166,797.551,898,3002,385,0471,898,3002,143,439

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-02-01$48.39$50.0033.5%9.7%29.8%21.7%34.5%5.2%-0.4%-95.6M1.40B-16.1M1.943.97190,078367,890637,7621,260,538
2024-02-02$48.34$49.0031.7%9.1%29.6%18.6%32.5%4.7%-0.2%-90.4M1.31B-16.9M1.692.1099,830168,671752,9301,404,926
2024-02-05$47.66$49.0031.5%8.9%29.5%17.4%32.6%5.0%-0.4%-77.9M1.35B-16.5M1.581.8747,99275,661695,5311,323,150
2024-02-06$46.80$49.0033.9%9.8%29.5%21.2%36.9%6.5%0.2%-80.3M1.58B-16.7M2.632.9482,730217,721717,7341,330,713
2024-02-07$46.83$49.0033.7%9.7%29.6%20.6%35.7%5.1%-0.1%-85.7M1.61B-17.2M2.442.4185,695208,792773,0951,439,353
2024-02-08$47.05$49.0032.3%9.3%29.7%18.2%32.9%4.5%0.0%-77.2M1.49B-17.3M1.462.0457,24283,491818,1551,471,323
2024-02-09$47.78$49.0031.4%9.0%30.4%16.6%34.1%4.1%0.1%-67.6M1.16B-17.5M1.611.9852,20383,837828,8281,487,551
2024-02-12$49.11$49.0032.4%9.3%32.1%18.3%32.8%2.0%0.6%-50.9M535.5M-17.3M0.662.27114,19975,289767,2411,465,221
2024-02-13$46.61$49.0034.5%9.9%36.5%21.9%35.6%4.1%1.1%-93.1M1.66B-17.3M3.012.0152,372157,557788,8241,488,221
2024-02-14$47.59$49.0032.5%9.3%37.5%18.5%35.7%3.5%1.1%-86.1M1.28B-17.8M2.722.0321,17457,687801,2541,537,761
2024-02-15$49.25$49.0033.2%9.5%39.4%19.8%33.8%2.8%1.0%-51.5M502.8M-17.8M0.982.1585,38183,918807,3001,540,878
2024-02-16$48.83$49.0033.6%9.6%38.4%20.4%36.1%3.1%0.9%-58.2M761.0M-18.0M1.142.1144,48450,812832,5851,552,462
2024-02-20$48.27$49.0033.9%9.5%37.4%19.6%33.3%5.1%-0.3%-56.1M817.7M-17.7M1.661.9219,97733,097676,7361,395,188
2024-02-21$47.95$49.0032.7%9.0%37.4%17.3%33.3%4.2%-1.1%-66.3M944.5M-17.6M3.332.4214,89149,629691,2601,412,090
2024-02-22$48.09$49.0032.2%8.8%37.0%15.5%32.0%3.3%-0.6%-66.1M872.3M-17.5M1.422.0517,16124,289696,8261,421,870
2024-02-23$47.95$49.0031.0%8.5%36.9%13.5%31.5%2.8%-0.6%-26.1M926.5M-17.3M2.492.3018,62146,414704,4441,426,716
2024-02-26$47.50$49.0031.4%8.9%36.7%14.2%31.4%3.0%-0.9%-76.6M1.08B-17.0M1.822.3017,57231,995675,6691,384,174
2024-02-27$47.97$49.0030.9%8.8%36.7%13.3%31.9%2.5%-1.1%-69.0M886.6M-16.8M1.162.0930,85635,693679,1831,391,903
2024-02-28$47.55$48.0030.8%9.0%36.6%13.1%32.4%2.1%-0.6%-75.2M1.02B-16.8M1.512.3630,14745,380703,2081,409,909
2024-02-29$48.11$48.0030.6%8.9%31.3%12.7%31.8%1.7%-1.0%-64.0M780.0M-16.8M1.202.2132,99939,690722,4351,421,004