KRE Options History — December 2024

In December 2024, KRE traded between $60.00 and $67.47. ATM implied volatility averaged 28.5%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 2.5% (HV 20d: 26.0%). Max pain ranged from $60.00 to $63.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.21.

Notable Days

2024-12-19: Highest Volume — 226,063 contracts
2024-12-18: Largest IV spike — 11.3% change
2024-12-19: Highest IV Rank — 54.0%
2024-12-19: Largest Expected Move — 9.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.53	$60.00	$67.47	$67.47	$60.32
Max Pain	$60.93	$60.00	$63.00	$63.00	$61.00
ATM IV	28.5%	26.2%	32.1%	29.1%	29.0%
Expected Move	8.3%	7.9%	9.2%	8.7%	8.2%
HV 20d	26.0%	17.2%	51.8%	51.5%	23.4%
HV 60d	36.2%	35.3%	37.0%	35.9%	36.3%
IV Rank	35.5%	23.3%	54.0%	38.5%	38.0%
IV Percentile	40.4%	17.5%	79.8%	43.7%	43.7%
Term Structure	0.1%	-6.0%	2.8%	-0.0%	0.3%
VWIV	29.6%	27.6%	35.0%	32.4%	27.9%
Skew 25d	1.5%	-6.8%	3.6%	0.9%	2.4%
Skew 10d	4.9%	-0.2%	10.2%	2.6%	6.0%
Call IV 25d	28.0%	24.4%	32.2%	29.1%	28.2%
Put IV 25d	29.5%	25.0%	34.6%	30.0%	30.7%
Bid-Ask Spread %	14.81	2.42	24.10	19.75	21.60
Gamma HHI	0.09	0.06	0.33	0.10	0.10
Net GEX	-6.2M	-52.8M	55.0M	55.0M	-52.8M
Net DEX	-496.3M	-1.81B	750.0M	-1.81B	581.6M
Net VEX	-11.3M	-12.0M	-10.8M	-12.0M	-11.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.21	0.37	2.67	1.37	0.69
Total Volume	77,001.714	32,793	226,063	76,166	53,514
Total OI	1,990,777.667	1,530,478	2,269,618	2,084,542	1,589,000

Daily Data (21 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
2024-12-02	$67.47	$63.00	29.1%	8.7%	51.5%	38.5%	32.4%	0.9%	-0.0%	55.0M	-1.81B	-12.0M	1.37	19.75	32,202	43,964	923,086	1,161,456
2024-12-03	$66.48	$63.00	26.2%	8.4%	51.8%	23.3%	30.5%	3.3%	2.8%	31.8M	-1.49B	-11.7M	0.45	21.58	34,988	15,824	929,030	1,179,756
2024-12-04	$66.53	$63.00	26.9%	8.2%	51.8%	27.3%	29.0%	-6.8%	2.3%	31.5M	-1.53B	-11.4M	0.45	20.43	51,188	23,040	934,522	1,183,300
2024-12-05	$66.66	$60.00	27.6%	8.1%	24.0%	30.8%	29.1%	2.6%	0.5%	39.5M	-1.60B	-11.7M	1.91	3.19	13,219	25,210	956,261	1,189,631
2024-12-06	$66.49	$60.00	26.9%	8.0%	19.8%	26.9%	28.5%	1.1%	-6.0%	20.9M	-1.53B	-11.5M	0.51	3.20	40,323	20,484	959,972	1,199,484
2024-12-09	$65.65	$60.00	29.1%	8.2%	20.2%	38.5%	29.2%	1.6%	-3.3%	17.6M	-1.23B	-11.2M	1.38	3.05	16,800	23,145	944,340	1,176,090
2024-12-10	$65.63	$60.00	27.9%	8.3%	17.2%	32.1%	29.3%	-2.8%	0.9%	11.5M	-1.20B	-11.3M	0.62	5.06	27,566	16,977	944,124	1,187,113
2024-12-11	$66.06	$60.00	27.6%	8.1%	17.3%	30.7%	29.1%	0.9%	0.8%	22.9M	-1.34B	-10.9M	0.96	4.58	23,528	22,568	951,074	1,182,405
2024-12-12	$65.22	$60.00	27.1%	8.0%	17.9%	28.2%	28.3%	0.5%	0.9%	-5.8M	-1.06B	-10.8M	1.90	22.88	27,978	53,089	958,251	1,191,991
2024-12-13	$64.66	$60.00	26.8%	7.9%	17.8%	26.5%	28.0%	0.1%	1.1%	-19.2M	-833.2M	-10.8M	1.70	2.42	27,306	46,437	968,520	1,208,073
2024-12-16	$64.87	$60.00	28.1%	8.1%	17.9%	33.2%	28.8%	1.3%	-0.2%	-13.7M	-918.9M	-10.9M	0.60	21.41	32,912	19,877	955,266	1,216,297
2024-12-17	$63.47	$60.00	28.7%	8.3%	19.3%	36.4%	29.5%	1.4%	-0.3%	-39.5M	-438.8M	-11.0M	2.67	6.83	29,146	77,852	958,379	1,222,636
2024-12-18	$60.14	$60.00	31.9%	9.2%	26.7%	53.2%	31.6%	2.5%	-0.5%	-51.4M	750.0M	-11.2M	1.34	9.38	60,722	81,527	961,803	1,253,976
2024-12-19	$60.00	$60.00	32.1%	9.2%	26.8%	54.0%	32.4%	3.6%	-0.2%	-34.1M	657.1M	-11.5M	1.37	19.92	95,275	130,788	977,966	1,232,774
2024-12-20	$60.94	$60.00	30.1%	8.6%	26.5%	43.9%	30.2%	3.3%	0.2%	41.7M	137.1M	-11.6M	0.37	17.96	143,156	53,132	1,013,669	1,255,949
2024-12-23	$60.48	$62.00	29.3%	8.4%	24.7%	39.8%	35.0%	3.5%	0.7%	-34.4M	583.3M	-11.6M	1.97	18.78	19,380	38,252	442,736	1,087,742
2024-12-24	$60.83	$62.00	28.2%	8.0%	22.7%	34.0%	28.7%	3.0%	0.6%	-33.4M	454.6M	-11.3M	0.43	23.51	24,976	10,733	453,588	1,106,895
2024-12-26	$61.27	$62.00	28.0%	7.9%	22.9%	32.8%	27.9%	3.1%	0.8%	-22.8M	298.5M	-11.2M	2.25	24.10	21,647	48,765	459,502	1,113,038
2024-12-27	$60.34	$62.00	28.5%	8.0%	23.2%	35.3%	27.6%	2.5%	0.4%	-49.1M	596.4M	-11.1M	0.84	22.36	30,840	25,913	464,692	1,132,664
2024-12-30	$60.70	$61.50	29.6%	8.1%	23.4%	41.2%	28.2%	2.9%	-0.3%	-46.0M	503.7M	-11.0M	1.67	18.95	12,296	20,497	447,469	1,131,811
2024-12-31	$60.32	$61.00	29.0%	8.2%	23.4%	38.0%	27.9%	2.4%	0.3%	-52.8M	581.6M	-11.1M	0.69	21.60	31,729	21,785	452,334	1,136,666