KRE Options History — November 2024

In November 2024, KRE traded between $58.14 and $69.28. ATM implied volatility averaged 31.3%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 17.7% (HV 20d: 48.9%). Max pain ranged from $58.00 to $62.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.84.

Notable Days

  • 2024-11-12: Highest Volume — 437,136 contracts
  • 2024-11-06: Largest IV drop — 20.8% change
  • 2024-11-05: Highest IV Rank — 90.5%
  • 2024-11-01: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.39$58.14$69.28$58.61$68.08
Max Pain$60.05$58.00$62.00$58.00$62.00
ATM IV31.3%29.1%39.1%38.8%29.2%
Expected Move9.1%8.4%14.1%14.1%8.7%
HV 20d48.9%25.9%54.3%25.9%51.7%
HV 60d34.4%24.4%36.7%24.4%36.1%
IV Rank49.8%38.5%90.5%88.9%39.0%
IV Percentile63.4%46.0%99.6%99.2%46.0%
Term Structure-0.1%-1.7%3.2%-1.6%-0.4%
VWIV32.3%30.0%48.5%48.5%30.6%
Skew 25d1.7%0.5%4.2%3.3%1.4%
Skew 10d4.5%1.7%8.6%6.4%4.0%
Call IV 25d30.9%28.8%37.6%37.6%29.1%
Put IV 25d32.6%29.8%40.9%40.9%30.5%
Bid-Ask Spread %25.5410.1039.5310.1013.64
Gamma HHI0.080.060.140.070.11
Net GEX50.5M-28.9M105.6M-28.9M36.2M
Net DEX-2.12B-3.45B-245.6M-616.6M-2.12B
Net VEX-12.4M-13.8M-10.0M-13.8M-12.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.171.691.090.55
Total Volume134,38542,508437,136122,02243,959
Total OI2,129,158.41,898,1682,506,6461,986,8082,149,309

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$58.61$58.0038.8%14.1%25.9%88.9%48.5%3.3%-1.6%-28.9M-616.6M-13.8M1.0910.1058,48063,542750,3121,236,496
2024-11-04$58.14$58.0038.8%10.3%26.1%89.0%35.3%4.1%-1.1%-8.2M-245.6M-13.4M1.4626.1252,98677,423687,3981,210,770
2024-11-05$58.92$58.0039.1%10.4%26.3%90.5%35.9%4.2%-1.7%-8.3M-417.1M-13.6M0.3826.79125,28147,435685,6531,249,384
2024-11-06$67.03$58.0031.0%9.0%51.9%48.4%32.3%1.2%0.1%62.7M-3.45B-10.0M1.0539.40200,912210,777742,1301,259,670
2024-11-07$64.59$58.0029.1%8.4%54.3%38.5%30.6%0.8%-0.4%52.4M-2.48B-11.4M1.0835.83101,696109,422761,2671,311,760
2024-11-08$65.15$58.0029.1%8.6%53.3%38.6%30.6%0.7%0.1%73.0M-2.66B-11.7M1.1936.8468,14681,221797,8641,350,826
2024-11-11$67.04$60.0029.4%8.9%53.9%40.0%30.7%1.7%3.2%49.0M-3.05B-10.8M0.6439.5379,24551,087751,0621,325,236
2024-11-12$66.63$60.0032.1%9.3%54.1%54.0%33.2%0.7%0.2%43.9M-2.87B-11.9M0.1723.13375,04562,091784,2131,349,554
2024-11-13$66.45$60.0030.6%8.9%54.0%46.5%32.0%0.5%0.5%82.8M-3.14B-12.9M0.7031.7055,32738,8401,112,1421,362,061
2024-11-14$65.86$60.0029.4%8.6%54.3%40.3%30.4%0.8%0.7%75.1M-2.88B-13.0M0.5933.4547,74728,1261,128,7561,372,783
2024-11-15$65.66$61.0030.3%8.8%54.0%44.8%31.7%1.1%0.6%53.1M-2.82B-13.0M0.8028.9157,99446,3381,128,2301,378,416
2024-11-18$65.81$61.0029.6%8.5%52.4%40.9%30.5%1.5%-0.4%49.5M-1.66B-12.8M0.3720.9444,13116,318912,5901,113,810
2024-11-19$65.33$61.0029.8%8.6%52.6%42.1%30.3%2.3%-0.3%42.1M-1.51B-12.4M0.4321.7059,65825,674928,5701,122,484
2024-11-20$65.06$61.0030.8%8.8%52.6%47.4%31.0%2.8%-0.4%37.6M-1.42B-12.4M0.8621.2423,49120,235932,8781,136,241
2024-11-21$66.25$61.0030.5%8.7%52.8%45.6%30.8%1.9%1.6%60.0M-1.79B-12.5M1.6924.2027,48146,399940,7041,149,216
2024-11-22$67.68$61.0029.5%8.5%52.3%40.8%30.2%1.3%-0.6%82.2M-2.28B-12.3M1.1523.4843,06349,576952,2231,167,742
2024-11-25$69.28$61.0029.7%8.6%51.9%41.6%30.7%1.3%-0.4%105.6M-2.64B-12.6M0.7417.2276,04556,515936,2011,142,321
2024-11-26$68.22$62.0029.3%8.6%52.1%39.4%30.0%1.5%-0.4%75.2M-2.24B-12.2M0.7118.8442,99530,491953,8811,169,784
2024-11-27$68.03$62.0029.5%8.7%52.1%40.6%30.5%1.5%-0.5%76.0M-2.15B-12.3M1.2217.6819,17823,330961,1651,178,066
2024-11-29$68.08$62.0029.2%8.7%51.7%39.0%30.6%1.4%-0.4%36.2M-2.12B-12.4M0.5513.6428,41015,549963,1921,186,117