KRE Options History — March 2024

In March 2024, KRE traded between $47.34 and $50.16. ATM implied volatility averaged 29.9%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 3.3% (HV 20d: 26.6%). 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 17 of 20 days. Put/call ratio averaged 1.49.

Notable Days

  • 2024-03-06: Highest Volume — 311,823 contracts
  • 2024-03-12: Largest IV drop — 5.3% change
  • 2024-03-06: Highest IV Rank — 17.3%
  • 2024-03-06: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.71$47.34$50.16$47.59$50.16
Max Pain$49.35$48.00$50.00$48.00$49.00
ATM IV29.9%27.1%33.4%31.9%27.2%
Expected Move8.6%7.6%9.5%9.4%7.6%
HV 20d26.6%20.5%32.0%29.7%26.8%
HV 60d29.1%27.2%31.3%30.5%29.0%
IV Rank8.9%2.8%17.3%15.1%3.1%
IV Percentile26.6%2.8%53.2%44.8%4.0%
Term Structure0.7%-0.7%4.2%-0.7%0.5%
VWIV30.6%27.0%34.4%33.1%27.2%
Skew 25d1.3%0.0%2.8%2.8%1.2%
Skew 10d3.2%0.6%5.1%5.1%3.2%
Call IV 25d29.6%27.0%32.7%31.4%27.0%
Put IV 25d30.9%27.5%34.5%34.2%28.2%
Bid-Ask Spread %2.902.006.042.322.03
Gamma HHI0.070.050.120.080.06
Net GEX-47.7M-116.3M-3.3M-87.9M-21.3M
Net DEX562.2M-59.8M1.32B1.04B-59.8M
Net VEX-16.9M-17.2M-16.5M-16.9M-16.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.490.942.652.111.02
Total Volume95,370.332,499311,823124,27560,449
Total OI2,106,812.31,822,8242,376,3862,155,8081,926,581

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$47.59$48.0031.9%9.4%29.7%15.1%33.1%2.8%-0.7%-87.9M1.04B-16.9M2.112.3239,93584,340730,9051,424,903
2024-03-04$47.55$49.0032.5%9.1%29.7%16.1%32.3%2.2%-0.1%-73.7M1.04B-16.6M1.962.8129,41057,779722,9671,427,796
2024-03-05$49.30$49.0032.6%9.3%32.0%16.2%33.1%1.3%-0.1%-37.6M344.6M-16.6M0.946.0480,51975,842725,2321,445,411
2024-03-06$49.55$49.0033.4%9.5%31.1%17.3%34.4%1.8%3.9%-39.6M315.6M-16.9M1.843.91109,837201,986737,4961,485,324
2024-03-07$49.53$49.0033.1%9.4%31.1%15.6%32.9%1.3%4.2%-33.1M307.7M-17.1M1.472.9637,28054,923768,9261,530,314
2024-03-08$49.64$50.0032.7%9.4%31.1%14.8%33.4%1.0%0.2%-34.2M272.0M-17.1M1.614.0150,62081,254773,3031,550,551
2024-03-11$49.39$50.0031.9%9.2%30.9%10.9%32.9%1.5%0.3%-45.8M423.1M-17.2M1.162.8429,22933,850762,8511,548,104
2024-03-12$48.84$50.0030.2%8.8%29.6%7.8%31.4%1.5%0.6%-63.3M652.0M-17.1M1.752.9234,53260,450780,0431,563,763
2024-03-13$48.78$50.0028.9%8.5%22.4%5.5%30.3%1.5%0.7%-57.6M625.2M-16.9M1.772.7220,95537,080792,3161,565,489
2024-03-14$47.34$50.0030.0%8.8%24.0%8.4%31.4%1.4%0.7%-116.3M1.32B-17.1M1.273.0660,93277,150802,4711,573,915
2024-03-15$47.83$50.0029.6%8.7%20.7%7.7%31.8%1.4%0.8%-81.3M954.0M-17.0M2.652.5525,44267,380817,2521,544,425
2024-03-18$47.36$50.0029.4%8.5%20.8%7.8%30.6%2.2%0.1%-59.1M977.7M-16.9M1.952.4413,85227,025573,9111,248,913
2024-03-19$47.41$50.0028.6%8.2%20.5%6.1%28.8%1.8%0.4%-61.8M961.5M-16.9M1.722.2333,06356,743581,4401,254,909
2024-03-20$49.13$49.0028.4%8.1%24.1%5.8%28.7%0.8%0.1%-27.7M298.9M-16.8M0.963.3449,63647,534604,7871,290,237
2024-03-21$49.59$49.0027.1%7.8%24.2%2.8%28.0%0.0%0.1%-3.3M60.8M-16.7M1.162.2646,51653,850629,6871,291,775
2024-03-22$48.53$49.0027.7%7.9%25.6%4.1%28.3%0.6%0.5%-15.8M513.3M-16.9M1.552.5218,24328,327649,5221,309,387
2024-03-25$48.56$49.0028.1%7.9%25.3%5.1%28.4%0.8%0.1%-39.1M532.3M-16.9M1.012.0022,51422,736613,9731,267,450
2024-03-26$48.34$49.0027.8%7.8%25.1%4.5%28.2%0.7%0.6%-40.1M604.3M-16.8M0.942.2516,71315,786628,1121,276,681
2024-03-27$49.80$49.0027.2%7.7%26.9%3.1%27.0%0.8%0.4%-14.5M59.3M-16.5M0.992.8121,92321,771636,9281,278,196
2024-03-28$50.16$49.0027.2%7.6%26.8%3.1%27.2%1.2%0.5%-21.3M-59.8M-16.5M1.022.0329,90930,540643,9461,282,635