KRE Options History — September 2024

In September 2024, KRE traded between $54.13 and $58.91. ATM implied volatility averaged 29.6%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 6.6% (HV 20d: 23.0%). Max pain ranged from $55.00 to $57.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 2.19.

Notable Days

  • 2024-09-10: Highest Volume — 200,983 contracts
  • 2024-09-19: Largest IV drop — 7.5% change
  • 2024-09-04: Highest IV Rank — 54.0%
  • 2024-09-04: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.10$54.13$58.91$56.95$56.47
Max Pain$55.70$55.00$57.00$55.00$57.00
ATM IV29.6%26.4%32.1%31.1%29.1%
Expected Move8.5%7.6%9.8%9.4%8.4%
HV 20d23.0%21.2%25.2%22.4%22.4%
HV 60d29.1%28.6%29.7%28.6%29.2%
IV Rank41.2%24.6%54.0%49.1%38.8%
IV Percentile53.0%18.3%79.0%73.0%48.4%
Term Structure-0.0%-5.3%5.4%-0.6%5.4%
VWIV30.7%26.5%34.8%33.3%30.2%
Skew 25d3.2%1.6%4.6%4.1%2.1%
Skew 10d6.8%3.3%16.4%7.6%16.4%
Call IV 25d28.3%25.3%31.0%29.4%28.1%
Put IV 25d31.6%27.9%34.7%33.5%30.3%
Bid-Ask Spread %10.102.2633.1133.112.38
Gamma HHI0.070.050.130.070.06
Net GEX-33.8M-93.5M66.6M3.9M-30.3M
Net DEX-45.4M-1.22B688.5M-597.3M-2.6M
Net VEX-14.3M-15.3M-13.2M-14.7M-13.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.190.3210.540.520.32
Total Volume84,004.232,684200,983112,10951,978
Total OI1,938,845.61,616,0442,191,2571,966,9741,646,294

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$56.95$55.0031.1%9.4%22.4%49.1%33.3%4.1%-0.6%3.9M-597.3M-14.7M0.5233.1173,86138,248668,3081,298,666
2024-09-04$56.34$55.0032.1%9.8%22.9%54.0%34.8%4.3%0.0%-24.5M-229.6M-14.6M3.3230.1114,16547,066618,2971,314,677
2024-09-05$55.89$55.0032.0%9.0%22.9%53.5%34.5%4.0%-5.3%-35.6M-18.3M-15.0M2.858.8627,08377,205632,2721,344,242
2024-09-06$54.91$55.0032.0%9.0%23.6%53.6%32.6%4.6%0.5%-74.0M394.1M-15.3M2.234.2720,15044,879652,9461,387,502
2024-09-09$55.30$55.0031.4%9.0%23.5%50.5%32.2%3.6%0.2%-57.7M182.1M-14.7M1.023.7016,50116,824626,1431,384,807
2024-09-10$54.53$55.0031.6%8.8%23.8%51.4%33.2%4.5%-0.7%-77.2M526.8M-15.0M4.183.4338,765162,218632,7341,396,102
2024-09-11$54.13$55.0030.1%8.7%23.7%43.9%31.1%4.4%0.2%-92.8M688.5M-14.9M10.549.3112,601132,854638,6181,426,640
2024-09-12$54.25$55.0029.5%8.5%23.7%40.9%30.4%3.6%0.2%-93.5M640.6M-15.0M4.713.3515,40372,487640,5191,440,794
2024-09-13$55.58$55.0029.7%8.4%23.5%41.6%30.2%4.0%-0.4%-52.3M99.1M-14.8M0.803.0537,67029,971644,8831,451,316
2024-09-16$56.53$55.0030.3%8.6%23.7%44.5%31.6%3.4%0.2%-23.8M-298.8M-14.4M1.352.5533,17544,689656,6831,420,933
2024-09-17$56.89$55.0031.8%9.1%23.6%52.5%33.1%2.8%-0.7%-12.8M-442.7M-14.4M1.332.2647,69563,216666,0271,430,323
2024-09-18$57.41$56.0030.8%8.8%22.8%47.5%31.3%2.6%-1.0%2.8M-619.8M-14.2M1.0923.3079,55787,016671,1771,447,099
2024-09-19$58.91$56.0028.5%8.2%24.3%35.5%29.6%2.2%-0.2%66.6M-1.22B-13.7M0.502.5553,51126,993697,3781,476,673
2024-09-20$58.00$56.0026.6%7.6%25.2%25.5%27.5%1.6%0.1%37.3M-872.7M-13.7M0.756.0632,71624,407703,8991,487,358
2024-09-23$56.94$56.0026.8%7.7%21.2%26.7%27.1%2.5%-0.0%-23.0M-50.6M-13.8M1.245.0918,69223,183508,0271,108,017
2024-09-24$56.13$57.0026.4%7.6%21.7%24.6%26.5%2.6%0.2%-39.6M108.2M-13.4M1.3328.4814,03518,649515,4261,116,993
2024-09-25$55.28$57.0027.1%7.9%21.9%27.9%28.4%2.7%0.2%-54.6M364.8M-13.6M1.583.0419,93831,427522,1591,127,223
2024-09-26$55.78$57.0027.3%7.9%22.0%29.2%28.4%2.4%0.9%-45.9M206.3M-13.4M2.962.6919,78258,521532,7371,145,599
2024-09-27$55.86$57.0027.8%8.0%21.9%32.0%28.8%2.7%0.7%-48.1M232.0M-13.8M1.1524.3824,67528,278538,6281,158,793
2024-09-30$56.47$57.0029.1%8.4%22.4%38.8%30.2%2.1%5.4%-30.3M-2.6M-13.2M0.322.3839,47112,507516,6851,129,609