KRE Options History — October 2024

In October 2024, KRE traded between $54.53 and $60.41. ATM implied volatility averaged 35.0%, placing in the 69.2% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 9.7% (HV 20d: 25.3%). Max pain ranged from $55.00 to $58.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.94.

Notable Days

2024-10-31: Highest Volume — 189,202 contracts
2024-10-07: Largest IV spike — 16.8% change
2024-10-31: Highest IV Rank — 89.4%
2024-10-31: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.79	$54.53	$60.41	$54.75	$59.34
Max Pain	$56.09	$55.00	$58.00	$56.50	$58.00
ATM IV	35.0%	29.9%	38.9%	30.4%	38.9%
Expected Move	10.7%	8.8%	14.0%	9.0%	14.0%
HV 20d	25.3%	24.3%	27.9%	24.6%	26.3%
HV 60d	27.1%	24.2%	30.0%	30.0%	24.4%
IV Rank	69.2%	42.8%	89.4%	45.4%	89.4%
IV Percentile	90.8%	58.3%	99.6%	65.5%	99.6%
Term Structure	-0.2%	-2.3%	6.9%	4.9%	-1.6%
VWIV	37.7%	30.3%	49.2%	31.4%	49.2%
Skew 25d	3.5%	0.9%	5.2%	2.9%	3.9%
Skew 10d	8.1%	-7.6%	23.9%	0.0%	7.2%
Call IV 25d	33.5%	27.1%	37.4%	29.3%	37.4%
Put IV 25d	36.9%	30.1%	41.3%	32.2%	41.3%
Bid-Ask Spread %	10.99	2.29	19.70	19.70	9.97
Gamma HHI	0.07	0.05	0.15	0.06	0.05
Net GEX	1.8M	-74.5M	77.2M	-48.8M	9.2M
Net DEX	-530.4M	-1.73B	543.6M	497.9M	-797.2M
Net VEX	-13.4M	-14.2M	-12.6M	-13.9M	-13.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.94	0.19	2.13	1.35	0.47
Total Volume	90,671.391	32,929	189,202	80,567	189,202
Total OI	1,812,380.696	1,642,701	2,014,947	1,642,701	1,912,713

Daily Data (23 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
2024-10-01	$54.75	$56.50	30.4%	9.0%	24.6%	45.4%	31.4%	2.9%	4.9%	-48.8M	497.9M	-13.9M	1.35	19.70	34,302	46,265	530,353	1,112,348
2024-10-02	$54.53	$56.00	29.9%	8.8%	24.4%	42.8%	30.3%	3.2%	5.1%	-55.0M	543.6M	-13.8M	0.60	2.29	30,414	18,330	543,170	1,132,668
2024-10-03	$54.56	$55.00	31.3%	10.2%	24.3%	49.8%	36.4%	0.9%	6.1%	-51.2M	541.6M	-14.2M	1.29	19.40	19,289	24,849	564,502	1,138,922
2024-10-04	$55.84	$55.00	30.4%	9.9%	24.9%	45.3%	34.5%	3.0%	6.9%	-35.7M	93.0M	-13.6M	0.39	8.04	77,770	30,264	574,413	1,153,311
2024-10-07	$55.55	$55.00	35.5%	10.2%	24.9%	71.8%	35.4%	5.2%	-1.5%	-31.4M	87.2M	-13.7M	0.19	8.45	30,530	5,918	607,926	1,149,939
2024-10-08	$55.53	$55.00	34.8%	9.9%	24.3%	68.0%	35.5%	4.0%	-1.2%	-28.7M	93.1M	-13.8M	0.87	11.23	24,937	21,651	636,116	1,149,209
2024-10-09	$56.20	$55.00	35.8%	10.1%	24.4%	73.1%	34.3%	4.2%	-0.5%	-4.0M	-186.9M	-13.8M	0.68	14.89	28,353	19,344	652,947	1,148,220
2024-10-10	$56.00	$55.00	35.0%	9.9%	24.5%	68.9%	34.3%	5.1%	-0.3%	-10.0M	-126.8M	-13.7M	1.15	7.67	15,314	17,615	668,125	1,157,193
2024-10-11	$58.00	$55.00	35.4%	10.0%	26.1%	71.4%	36.0%	3.4%	-1.2%	48.0M	-904.1M	-13.0M	0.98	14.47	81,873	79,986	672,661	1,162,254
2024-10-14	$58.59	$55.00	35.8%	10.2%	25.7%	73.1%	35.5%	2.9%	-1.3%	53.6M	-1.05B	-13.1M	0.50	16.97	46,628	23,381	687,334	1,169,440
2024-10-15	$59.19	$55.00	36.0%	10.3%	25.8%	74.1%	36.8%	4.1%	-1.0%	68.6M	-1.25B	-13.1M	0.87	14.36	86,082	75,117	706,553	1,176,894
2024-10-16	$60.09	$56.00	35.6%	10.2%	26.1%	72.2%	36.3%	4.0%	-1.2%	67.4M	-1.55B	-12.8M	0.56	11.61	63,405	35,209	718,618	1,217,948
2024-10-17	$60.41	$56.00	35.4%	10.2%	24.6%	71.2%	35.6%	3.5%	-1.6%	77.2M	-1.73B	-12.6M	1.58	14.49	41,770	65,931	738,206	1,228,477
2024-10-18	$59.70	$56.00	35.7%	10.4%	24.3%	72.5%	35.8%	3.7%	-1.7%	24.2M	-1.32B	-12.8M	0.42	11.83	86,311	36,581	752,865	1,262,082
2024-10-21	$57.91	$57.00	35.8%	10.8%	26.0%	73.2%	37.5%	3.1%	-1.7%	-1.1M	-408.0M	-13.4M	0.73	7.47	81,271	59,649	656,114	1,079,158
2024-10-22	$58.61	$57.00	35.1%	10.7%	25.6%	69.9%	37.0%	3.4%	-2.0%	-5.8M	-515.3M	-13.3M	0.46	7.73	43,509	19,980	622,574	1,117,923
2024-10-23	$58.52	$57.00	35.4%	10.9%	24.8%	71.2%	38.5%	3.1%	-2.2%	-5.9M	-522.2M	-13.1M	0.81	7.45	40,176	32,683	641,353	1,124,659
2024-10-24	$58.94	$57.00	35.2%	10.9%	24.8%	70.0%	39.9%	3.4%	-2.2%	4.8M	-688.5M	-13.1M	1.04	9.83	23,505	24,448	659,884	1,142,021
2024-10-25	$57.88	$57.00	36.7%	11.7%	25.8%	77.7%	41.3%	3.2%	-2.3%	-74.5M	-233.4M	-13.6M	1.99	9.45	32,903	65,380	672,987	1,149,884
2024-10-28	$59.78	$57.00	37.0%	12.5%	27.9%	79.4%	44.9%	3.4%	-1.1%	13.3M	-988.2M	-12.9M	2.13	7.62	30,983	66,077	645,038	1,151,712
2024-10-29	$59.11	$57.00	36.8%	12.6%	25.5%	78.6%	44.1%	3.1%	-1.0%	7.0M	-728.7M	-13.4M	1.72	9.86	26,057	44,703	666,126	1,165,733
2024-10-30	$60.06	$57.50	37.6%	13.4%	25.7%	82.6%	46.7%	3.5%	-1.6%	20.0M	-1.07B	-13.3M	0.75	7.90	78,450	59,047	678,086	1,186,097
2024-10-31	$59.34	$58.00	38.9%	14.0%	26.3%	89.4%	49.2%	3.9%	-1.6%	9.2M	-797.2M	-13.3M	0.47	9.97	128,509	60,693	690,947	1,221,766