KRE Options History — August 2024

In August 2024, KRE traded between $52.20 and $57.53. ATM implied volatility averaged 30.0%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded below realized volatility by 4.1% (HV 20d: 34.1%). Max pain ranged from $54.00 to $55.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.57.

Notable Days

2024-08-01: Highest Volume — 377,787 contracts
2024-08-05: Largest IV spike — 14.7% change
2024-08-05: Highest IV Rank — 100.0%
2024-08-05: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$54.68	$52.20	$57.53	$55.53	$57.53
Max Pain	$54.32	$54.00	$55.00	$55.00	$55.00
ATM IV	30.0%	25.2%	41.0%	32.5%	28.0%
Expected Move	8.7%	7.3%	11.2%	10.0%	8.2%
HV 20d	34.1%	25.4%	40.1%	36.5%	25.4%
HV 60d	28.1%	26.0%	29.0%	26.0%	28.5%
IV Rank	44.1%	18.4%	100.0%	65.7%	33.0%
IV Percentile	51.2%	11.9%	100.0%	84.1%	35.7%
Term Structure	0.2%	-1.6%	5.9%	-1.2%	0.3%
VWIV	31.2%	26.0%	40.9%	35.4%	28.6%
Skew 25d	4.0%	1.7%	8.0%	2.9%	3.4%
Skew 10d	8.2%	3.1%	18.4%	5.5%	6.9%
Call IV 25d	28.5%	24.4%	37.2%	31.5%	26.7%
Put IV 25d	32.5%	26.5%	45.2%	34.4%	30.1%
Bid-Ask Spread %	30.94	10.89	43.98	14.61	33.54
Gamma HHI	0.08	0.06	0.23	0.07	0.08
Net GEX	-32.2M	-199.4M	41.1M	-50.3M	41.1M
Net DEX	116.4M	-1.12B	1.25B	-50.2M	-854.4M
Net VEX	-15.3M	-17.1M	-14.4M	-16.0M	-14.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.57	0.26	5.44	2.14	0.40
Total Volume	117,331.091	41,423	377,787	377,787	56,994
Total OI	2,070,773.273	1,798,263	2,325,598	2,175,271	2,024,396

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
2024-08-01	$55.53	$55.00	32.5%	10.0%	36.5%	65.7%	35.4%	2.9%	-1.2%	-50.3M	-50.2M	-16.0M	2.14	14.61	120,245	257,542	709,202	1,466,069
2024-08-02	$53.89	$55.00	35.7%	10.8%	37.8%	84.9%	40.7%	6.3%	-0.7%	-199.4M	966.8M	-17.1M	5.44	10.89	57,579	313,341	722,303	1,545,386
2024-08-05	$52.20	$54.00	41.0%	11.2%	40.1%	100.0%	40.9%	8.0%	-1.6%	-74.7M	1.25B	-17.0M	4.50	16.97	30,360	136,570	673,798	1,467,692
2024-08-06	$52.75	$54.00	35.7%	10.1%	40.1%	72.7%	35.0%	6.6%	-0.7%	-78.0M	1.03B	-16.6M	0.91	25.59	37,273	34,046	685,464	1,496,947
2024-08-07	$52.30	$54.00	35.8%	10.4%	39.7%	73.0%	36.5%	6.6%	0.1%	-74.8M	1.15B	-16.5M	1.25	28.91	23,339	29,278	708,246	1,487,370
2024-08-08	$53.09	$54.00	32.9%	9.5%	36.8%	58.1%	34.0%	6.5%	0.5%	-68.5M	849.6M	-16.2M	0.85	29.41	37,162	31,441	718,438	1,497,917
2024-08-09	$52.77	$54.00	31.0%	9.0%	36.9%	48.2%	32.4%	4.7%	0.1%	-86.4M	932.5M	-16.0M	2.05	32.83	27,698	56,896	724,474	1,496,394
2024-08-12	$52.25	$54.00	32.0%	9.2%	36.1%	53.5%	32.0%	5.1%	0.1%	-68.2M	982.2M	-15.4M	1.59	34.10	34,728	55,329	706,919	1,467,721
2024-08-13	$52.89	$54.00	29.6%	8.5%	32.1%	41.0%	29.7%	4.9%	0.0%	-59.1M	719.4M	-15.4M	0.86	38.27	30,281	26,182	719,306	1,480,268
2024-08-14	$52.72	$54.00	27.4%	7.9%	31.6%	29.8%	27.3%	4.1%	0.1%	-59.6M	787.9M	-15.0M	1.08	35.19	38,949	41,963	731,652	1,481,665
2024-08-15	$54.09	$54.00	26.4%	7.7%	32.7%	24.6%	26.9%	1.8%	0.7%	-31.0M	88.4M	-14.6M	0.26	40.49	175,448	45,805	741,071	1,485,290
2024-08-16	$54.89	$54.00	25.9%	7.6%	33.2%	22.1%	27.5%	2.3%	0.6%	18.8M	-397.5M	-14.8M	1.25	39.04	40,856	51,207	830,403	1,495,195
2024-08-19	$55.41	$54.00	25.2%	7.3%	32.5%	18.4%	26.0%	2.1%	0.1%	-856.9K	-316.5M	-14.8M	0.76	43.98	26,045	19,837	630,492	1,167,771
2024-08-20	$54.55	$54.00	26.3%	7.6%	32.3%	24.2%	26.9%	2.6%	0.6%	-10.9M	-57.3M	-14.7M	0.83	29.09	22,603	18,820	645,183	1,168,428
2024-08-21	$54.66	$54.00	26.7%	7.7%	32.0%	26.0%	29.7%	2.5%	0.7%	-12.3M	-79.9M	-14.8M	3.94	29.52	14,505	57,212	652,590	1,178,756
2024-08-22	$55.03	$54.00	27.5%	7.9%	30.8%	30.1%	27.8%	3.3%	0.5%	-10.2M	-151.3M	-15.1M	0.85	30.58	28,133	23,843	656,485	1,218,375
2024-08-23	$57.47	$54.00	28.1%	8.1%	34.5%	33.6%	28.9%	1.7%	-0.1%	23.7M	-1.12B	-14.4M	0.83	33.95	147,802	122,837	675,259	1,224,049
2024-08-26	$57.53	$55.00	28.4%	8.1%	33.8%	35.0%	28.7%	2.9%	-1.1%	20.7M	-852.2M	-14.6M	2.14	34.09	29,601	63,381	667,382	1,224,461
2024-08-27	$56.81	$55.00	28.3%	8.0%	33.8%	34.2%	28.9%	3.5%	-0.5%	9.2M	-635.6M	-14.6M	0.45	32.62	45,194	20,346	674,700	1,246,913
2024-08-28	$57.23	$55.00	26.5%	8.4%	34.0%	25.0%	31.8%	3.5%	5.9%	25.6M	-784.2M	-14.6M	1.46	32.78	25,773	37,712	691,880	1,255,497
2024-08-29	$57.45	$55.00	29.0%	8.3%	28.0%	38.2%	30.7%	2.8%	-0.7%	36.9M	-903.9M	-14.5M	0.75	34.25	49,799	37,329	701,949	1,313,256
2024-08-30	$57.53	$55.00	28.0%	8.2%	25.4%	33.0%	28.6%	3.4%	0.3%	41.1M	-854.4M	-14.8M	0.40	33.54	40,667	16,327	703,222	1,321,174