KXI Options History — July 2013

In July 2013, KXI traded between $40.74 and $41.68. ATM implied volatility averaged 10.8%. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 1.0% (HV 20d: 9.8%). Net GEX was positive for 11 of 16 trading days. Term structure was in contango for 14 of 16 days. Put/call ratio averaged 0.00.

Notable Days

  • 2013-07-16: Highest Volume — 20 contracts
  • 2013-07-29: Largest IV drop — 15.3% change
  • 2013-07-10: Largest Expected Move — 3.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.43$40.74$41.68$40.74$41.51
ATM IV10.8%9.7%11.6%11.2%11.0%
Expected Move3.1%2.8%3.5%3.5%3.2%
HV 20d9.8%9.8%9.8%9.8%9.8%
Term Structure0.4%-1.8%1.2%0.1%-0.0%
Skew 25d1.3%0.3%2.6%2.6%1.1%
Skew 10d1.6%-0.4%2.6%2.4%2.3%
Call IV 25d8.7%7.7%10.8%10.3%8.0%
Put IV 25d10.0%8.6%12.9%12.9%9.1%
Bid-Ask Spread %126.25116.50139.62116.76130.78
Gamma HHI1.001.001.001.001.00
Net GEX2.8K04.2K04.2K
Net DEX-31.0K-47.8K00-46.2K
Net VEX-145-21600-205
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.2502000
Total OI13.75020020

Daily Data (16 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-07-10$40.74$0.0011.2%3.5%0.0%0.0%0.0%2.6%0.1%0000.00116.76N/AN/A0000
2013-07-11$41.55$0.0011.6%3.3%0.0%0.0%0.0%0.6%0.2%0000.00116.50N/AN/A0000
2013-07-12$41.35$0.0011.1%3.2%0.0%0.0%0.0%1.5%0.5%0000.00120.18N/AN/A0000
2013-07-15$41.53$0.0011.4%3.3%0.0%0.0%0.0%1.2%0.2%0000.00121.53N/AN/A0000
2013-07-16$41.45$0.0011.4%3.3%0.0%0.0%0.0%2.6%0.3%0000.00119.40N/AN/A20000
2013-07-17$41.49$0.0011.0%3.2%0.0%0.0%0.0%1.0%0.7%3.9K-45.3K-2160.00122.32N/AN/A00200
2013-07-18$41.51$0.0011.0%3.2%0.0%0.0%0.0%1.4%0.7%3.9K-46.0K-2140.00123.50N/AN/A00200
2013-07-19$41.65$0.0010.5%3.0%0.0%0.0%0.0%1.7%1.0%3.9K-46.3K-2150.00123.88N/AN/A00200
2013-07-22$41.67$0.0010.7%3.1%0.0%0.0%0.0%0.9%0.4%4.0K-47.8K-2110.00125.46N/AN/A00200
2013-07-23$41.68$0.0010.3%3.0%0.0%0.0%0.0%0.3%0.4%4.0K-47.2K-2110.00129.91N/AN/A00200
2013-07-24$41.40$0.0010.2%2.9%0.0%0.0%0.0%1.0%0.7%4.0K-44.4K-2110.00131.73N/AN/A00200
2013-07-25$41.49$0.0010.5%3.0%0.0%0.0%0.0%1.5%0.8%4.2K-44.8K-2100.00129.18N/AN/A00200
2013-07-26$41.40$0.0011.4%3.3%0.0%0.0%0.0%1.6%-1.8%4.2K-43.4K-2100.00133.06N/AN/A00200
2013-07-29$41.23$0.009.7%2.8%0.0%0.0%0.0%0.9%1.2%4.2K-42.8K-2080.00139.62N/AN/A00200
2013-07-30$41.23$0.0010.5%3.0%0.0%0.0%0.0%0.9%0.6%4.2K-42.4K-2070.00136.18N/AN/A00200
2013-07-31$41.51$0.0011.0%3.2%9.8%0.0%0.0%1.1%-0.0%4.2K-46.2K-2050.00130.78N/AN/A00200