KRE Options History — July 2024 In July 2024, KRE traded between $47.94 and $59.23. ATM implied volatility averaged 27.7%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 2.1% (HV 20d: 25.6%). Max pain ranged from $48.00 to $54.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.44.
Notable Days 2024-07-16 : Highest Volume — 480,328 contracts2024-07-16 : Largest IV spike — 8.1% change2024-07-26 : Highest IV Rank — 65.8%2024-07-25 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $54.03 $47.94 $59.23 $48.94 $58.53 Max Pain $50.82 $48.00 $54.00 $48.00 $54.00 ATM IV 27.7% 23.0% 32.6% 23.7% 29.4% Expected Move 8.0% 6.5% 9.4% 6.7% 8.5% HV 20d 25.6% 19.1% 30.4% 19.6% 30.4% HV 60d 22.1% 18.8% 23.7% 21.4% 23.4% IV Rank 36.4% 8.0% 65.8% 12.5% 46.6% IV Percentile 37.0% 2.8% 84.5% 4.0% 50.0% Term Structure -0.7% -5.5% 0.5% 0.5% -5.4% VWIV 28.7% 23.0% 33.2% 25.5% 30.6% Skew 25d 1.2% -0.3% 2.3% 1.6% 1.9% Skew 10d 2.7% 1.0% 5.0% 4.0% 2.9% Call IV 25d 27.4% 22.2% 32.8% 23.4% 27.8% Put IV 25d 28.6% 24.5% 32.8% 25.0% 29.7% Bid-Ask Spread % 15.38 2.16 27.60 21.75 21.37 Gamma HHI 0.09 0.06 0.18 0.07 0.10 Net GEX 5.2M -59.2M 46.7M -23.4M 15.5M Net DEX -767.2M -1.94B 898.9M 414.5M -1.31B Net VEX -14.5M -15.0M -13.7M -14.9M -14.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.44 0.39 3.11 2.79 1.79 Total Volume 176,746.318 49,793 480,328 115,727 188,865 Total OI 2,003,423.818 1,779,446 2,295,318 1,779,446 2,094,836
Daily Data (22 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 2024-07-01 $48.94 $48.00 23.7% 6.7% 19.6% 12.5% 25.5% 1.6% 0.5% -23.4M 414.5M -14.9M 2.79 21.75 30,523 85,204 548,699 1,230,747 2024-07-02 $49.53 $48.00 23.0% 6.5% 19.4% 8.0% 23.0% 2.3% -0.1% -17.3M 210.4M -14.7M 1.59 27.60 37,760 60,136 554,285 1,269,026 2024-07-03 $48.77 $48.00 23.6% 6.7% 19.1% 11.6% 24.0% 1.6% -0.2% -30.3M 503.4M -15.0M 0.41 22.74 47,238 19,331 574,974 1,262,340 2024-07-05 $47.94 $48.00 23.8% 6.9% 20.2% 12.6% 24.1% 1.5% 0.2% -46.2M 886.3M -14.9M 1.69 3.84 29,061 49,112 582,055 1,253,631 2024-07-08 $48.02 $48.00 24.8% 7.2% 20.2% 18.7% 27.6% 1.9% 0.4% -59.2M 898.9M -14.9M 3.11 5.88 16,978 52,808 556,507 1,260,513 2024-07-09 $48.64 $48.00 24.8% 7.2% 20.6% 19.2% 25.6% 1.5% 0.2% -46.3M 654.3M -15.0M 0.63 2.16 30,616 19,177 568,814 1,302,738 2024-07-10 $49.77 $48.00 24.8% 7.2% 21.1% 19.0% 25.2% 1.3% 0.2% -12.3M 181.6M -14.8M 0.40 10.96 79,495 31,787 578,743 1,313,341 2024-07-11 $52.02 $48.00 25.7% 7.4% 25.4% 24.2% 26.2% 0.7% 0.2% 18.8M -772.3M -14.2M 0.39 14.29 160,403 63,155 620,885 1,320,951 2024-07-12 $52.34 $48.00 24.9% 7.2% 25.0% 19.2% 26.3% 0.9% 0.5% 31.1M -964.7M -14.0M 2.42 18.34 65,106 157,524 667,939 1,336,506 2024-07-15 $53.53 $50.00 26.6% 7.6% 25.3% 29.7% 27.3% 0.8% -0.1% 17.6M -1.02B -13.7M 0.41 21.40 259,434 107,335 613,691 1,351,518 2024-07-16 $56.00 $50.00 28.7% 8.2% 27.2% 42.7% 28.9% 0.6% -0.4% 46.7M -1.83B -13.7M 0.85 21.18 259,191 221,137 713,659 1,380,020 2024-07-17 $56.75 $51.00 28.9% 8.3% 27.2% 43.8% 29.6% 0.6% 0.0% 37.8M -1.94B -14.3M 0.86 18.42 178,106 153,415 747,615 1,473,909 2024-07-18 $55.73 $52.00 30.3% 8.7% 28.9% 51.9% 30.8% 1.4% -0.7% 22.3M -1.46B -14.9M 1.57 14.54 156,435 245,410 771,740 1,522,631 2024-07-19 $55.92 $52.00 31.4% 9.1% 28.8% 58.7% 32.5% 1.0% -0.6% 39.7M -1.38B -15.0M 1.32 21.20 76,768 101,058 755,488 1,539,830 2024-07-22 $57.05 $53.00 29.3% 8.4% 28.9% 45.8% 30.2% 1.6% -0.5% 11.0M -1.21B -14.1M 2.00 10.24 48,083 96,180 649,830 1,318,716 2024-07-23 $57.89 $54.00 29.9% 8.7% 28.9% 49.9% 30.7% 0.3% -0.8% 20.2M -1.47B -13.9M 0.71 14.84 85,091 60,759 647,985 1,345,411 2024-07-24 $57.05 $54.00 31.0% 9.0% 28.9% 56.3% 32.3% 1.1% -0.7% 1.8M -1.14B -15.0M 1.88 14.71 32,163 60,487 688,496 1,367,396 2024-07-25 $58.39 $54.00 31.8% 9.4% 29.1% 60.9% 33.2% 0.9% -0.6% 28.0M -1.63B -14.2M 0.83 14.89 106,231 87,884 698,517 1,394,646 2024-07-26 $59.23 $54.00 32.6% 9.1% 29.1% 65.8% 32.4% -0.3% -5.5% 31.9M -1.90B -14.1M 1.39 6.49 44,769 62,231 723,242 1,428,607 2024-07-29 $58.03 $54.00 30.1% 9.2% 30.3% 50.8% 33.2% 1.2% -0.5% 12.3M -1.22B -14.7M 2.22 14.48 34,742 77,162 665,428 1,351,694 2024-07-30 $58.52 $54.00 30.5% 9.1% 30.2% 53.2% 31.8% 2.0% -0.9% 15.4M -1.37B -14.1M 2.33 17.07 33,043 77,026 670,951 1,356,774 2024-07-31 $58.53 $54.00 29.4% 8.5% 30.4% 46.6% 30.6% 1.9% -5.4% 15.5M -1.31B -14.7M 1.79 21.37 67,801 121,064 689,853 1,404,983
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