KRE Options History — June 2024

In June 2024, KRE traded between $46.09 and $48.89. ATM implied volatility averaged 25.6%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 7.5% (HV 20d: 18.1%). Max pain ranged from $48.00 to $50.00. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 1.88.

Notable Days

2024-06-28: Highest Volume — 291,957 contracts
2024-06-07: Largest IV drop — 7.2% change
2024-06-17: Highest IV Rank — 34.2%
2024-06-04: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.16	$46.09	$48.89	$48.02	$48.89
Max Pain	$49.21	$48.00	$50.00	$49.00	$48.00
ATM IV	25.6%	23.9%	27.3%	26.7%	23.9%
Expected Move	7.5%	6.8%	8.2%	7.9%	6.8%
HV 20d	18.1%	16.4%	20.0%	16.4%	20.0%
HV 60d	22.2%	20.5%	23.6%	23.3%	21.4%
IV Rank	23.5%	13.6%	34.2%	29.7%	13.6%
IV Percentile	8.1%	4.0%	17.1%	9.9%	4.0%
Term Structure	0.4%	-0.3%	1.4%	0.3%	0.6%
VWIV	26.3%	24.4%	28.2%	27.3%	24.5%
Skew 25d	2.1%	1.0%	3.8%	3.8%	1.4%
Skew 10d	4.2%	2.6%	6.6%	6.6%	3.6%
Call IV 25d	24.8%	22.9%	27.3%	24.8%	23.4%
Put IV 25d	26.9%	24.8%	29.1%	28.6%	24.8%
Bid-Ask Spread %	7.28	1.98	21.89	1.98	21.22
Gamma HHI	0.11	0.07	0.25	0.07	0.19
Net GEX	-75.6M	-141.6M	32.3M	-57.8M	32.3M
Net DEX	1.29B	287.8M	1.86B	1.07B	287.8M
Net VEX	-15.1M	-15.7M	-14.8M	-15.7M	-15.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.88	0.56	5.40	0.89	1.23
Total Volume	100,649.947	35,407	291,957	113,033	291,957
Total OI	1,995,781.737	1,693,554	2,165,515	1,991,290	1,837,133

Daily Data (19 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
2024-06-03	$48.02	$49.00	26.7%	7.9%	16.4%	29.7%	27.3%	3.8%	0.3%	-57.8M	1.07B	-15.7M	0.89	1.98	59,654	53,379	687,545	1,303,745
2024-06-04	$47.16	$49.00	26.7%	8.2%	16.8%	30.1%	26.9%	3.4%	0.6%	-74.5M	1.40B	-15.4M	1.80	2.36	41,804	75,079	688,023	1,304,792
2024-06-05	$47.27	$49.00	25.3%	7.9%	16.9%	22.0%	28.2%	3.0%	0.2%	-79.4M	1.38B	-15.2M	1.52	2.02	14,808	22,525	688,929	1,334,373
2024-06-06	$47.39	$50.00	25.8%	7.6%	17.0%	25.2%	26.2%	2.6%	0.1%	-76.6M	1.32B	-15.3M	2.08	2.75	25,338	52,694	696,711	1,348,638
2024-06-07	$47.23	$50.00	24.0%	7.1%	16.7%	13.9%	24.4%	2.1%	0.6%	-79.5M	1.41B	-15.2M	1.02	2.36	17,487	17,920	709,518	1,376,331
2024-06-10	$46.59	$50.00	25.3%	7.4%	17.0%	22.1%	26.5%	2.5%	0.6%	-87.1M	1.63B	-14.9M	5.40	2.36	10,415	56,290	675,491	1,347,429
2024-06-11	$46.39	$50.00	26.6%	7.8%	17.0%	29.9%	27.1%	1.9%	0.6%	-88.4M	1.69B	-15.0M	1.41	2.40	33,755	47,751	680,598	1,365,113
2024-06-12	$47.20	$50.00	25.3%	7.6%	18.1%	21.8%	26.5%	1.5%	1.3%	-76.1M	1.34B	-15.1M	0.56	3.11	91,083	50,996	711,436	1,387,721
2024-06-13	$46.84	$50.00	25.8%	7.7%	17.9%	25.0%	27.2%	1.0%	1.4%	-95.7M	1.55B	-15.2M	1.67	2.54	44,198	73,681	722,910	1,405,010
2024-06-14	$46.09	$50.00	25.9%	7.6%	18.4%	25.7%	26.6%	1.6%	1.0%	-112.4M	1.86B	-15.0M	2.14	2.82	32,585	69,735	736,326	1,403,577
2024-06-17	$46.72	$49.00	27.3%	7.9%	19.3%	34.2%	27.9%	1.8%	0.0%	-94.7M	1.49B	-15.0M	2.25	2.83	18,618	41,909	698,806	1,381,995
2024-06-18	$47.03	$49.00	26.1%	7.5%	19.6%	26.9%	26.4%	1.7%	0.0%	-93.2M	1.28B	-14.9M	2.68	2.50	35,274	94,630	709,819	1,375,080
2024-06-20	$47.03	$49.00	25.7%	7.4%	19.6%	24.5%	25.9%	1.6%	0.2%	-100.0M	1.31B	-15.1M	3.20	2.18	13,180	42,236	729,028	1,420,440
2024-06-21	$46.97	$49.00	26.1%	7.5%	19.4%	26.5%	26.5%	1.1%	-0.3%	-141.6M	1.33B	-14.9M	2.22	2.39	29,690	65,961	734,209	1,431,306
2024-06-24	$47.66	$49.00	25.1%	7.2%	18.4%	20.9%	25.5%	1.8%	0.1%	-54.6M	945.3M	-14.9M	1.59	17.97	33,015	52,634	466,535	1,227,019
2024-06-25	$47.00	$49.00	24.8%	7.2%	18.9%	18.9%	24.7%	1.7%	0.4%	-67.4M	1.16B	-14.8M	0.60	21.13	58,675	35,263	485,710	1,239,375
2024-06-26	$47.06	$48.00	25.1%	7.3%	18.8%	20.9%	26.7%	1.9%	0.1%	-59.8M	1.14B	-15.1M	0.82	21.89	42,848	35,152	531,891	1,254,971
2024-06-27	$47.48	$48.00	24.2%	7.0%	17.7%	15.1%	24.5%	2.7%	0.5%	-29.5M	947.9M	-15.0M	2.59	21.51	36,238	93,892	560,284	1,262,036
2024-06-28	$48.89	$48.00	23.9%	6.8%	20.0%	13.6%	24.5%	1.4%	0.6%	32.3M	287.8M	-15.0M	1.23	21.22	130,911	161,046	581,894	1,255,239