KXI Options History — August 2013

Name: KXI Options Analytics - August 2013
Creator: Options Analysis Suite

In August 2013, KXI traded between $39.78 and $41.97. ATM implied volatility averaged 13.9%. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 6.1% (HV 20d: 7.8%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.00.

Notable Days

2013-08-01: Highest Volume — 80 contracts
2013-08-09: Largest IV spike — 292.5% change
2013-08-22: Largest Expected Move — 7.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.06	$39.78	$41.97	$41.77	$39.78
Max Pain	$42.00	$42.00	$42.00	$42.00	$42.00
ATM IV	13.9%	8.4%	33.3%	10.7%	12.4%
Expected Move	3.9%	2.5%	7.7%	3.1%	3.6%
HV 20d	7.8%	6.0%	9.7%	9.7%	7.8%
Term Structure	0.1%	-7.7%	2.4%	0.8%	0.4%
VWIV	11.4%	11.4%	11.4%	11.4%	11.4%
Skew 25d	0.7%	-16.4%	4.2%	1.4%	4.2%
Skew 10d	3.3%	-15.0%	13.2%	-1.6%	6.8%
Call IV 25d	14.5%	8.2%	36.1%	10.1%	10.8%
Put IV 25d	15.3%	9.0%	38.1%	11.5%	15.0%
Bid-Ask Spread %	83.29	51.65	177.09	58.00	64.78
Gamma HHI	0.27	0.20	1.00	1.00	0.23
Net GEX	-2.7K	-5.2K	3.9K	3.9K	1.4K
Net DEX	18.7K	-47.9K	78.4K	-47.9K	78.4K
Net VEX	-707	-836	-205	-205	-666
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.00	3.00	3.00	0.00
Total Volume	4.364	0	80	80	0
Total OI	101.273	20	116	20	116

Daily Data (22 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-08-01	$41.77	$0.00	10.7%	3.1%	9.7%	0.0%	0.0%	1.4%	0.8%	3.9K	-47.9K	-205	3.00	58.00	N/A	N/A	20	60	20	0
2013-08-02	$41.94	$0.00	8.6%	2.5%	9.5%	0.0%	0.0%	2.3%	1.9%	-4.3K	-17.4K	-765	0.00	74.51	N/A	N/A	0	0	40	60
2013-08-05	$41.97	$42.00	26.3%	7.2%	9.2%	0.0%	0.0%	1.6%	-5.9%	-1.8K	-18.6K	-749	0.00	108.88	N/A	N/A	0	0	40	60
2013-08-06	$41.95	$42.00	9.2%	3.0%	9.0%	0.0%	0.0%	1.8%	1.8%	-4.6K	-19.4K	-752	0.00	71.11	N/A	N/A	0	0	40	60
2013-08-07	$41.73	$42.00	9.3%	3.2%	9.0%	0.0%	0.0%	2.6%	1.4%	-4.7K	-7.3K	-758	0.00	66.61	N/A	N/A	0	0	40	60
2013-08-08	$41.93	$42.00	8.5%	3.1%	6.1%	0.0%	0.0%	2.0%	1.6%	-4.8K	-17.3K	-745	0.00	68.78	N/A	N/A	0	0	40	60
2013-08-09	$41.75	$42.00	33.3%	5.7%	6.0%	0.0%	0.0%	-16.4%	2.4%	-2.6K	-10.2K	-744	0.00	104.53	N/A	N/A	0	0	40	60
2013-08-12	$41.59	$42.00	9.4%	3.3%	6.0%	0.0%	0.0%	3.1%	1.3%	-5.1K	667	-732	0.00	65.68	N/A	N/A	0	0	40	60
2013-08-13	$41.71	$42.00	11.0%	3.4%	6.0%	0.0%	0.0%	1.8%	1.5%	-4.9K	-8.3K	-726	0.00	60.17	N/A	N/A	0	0	40	60
2013-08-14	$41.63	$42.00	8.4%	3.2%	6.1%	0.0%	0.0%	2.4%	1.5%	-5.2K	-612	-724	0.00	66.90	N/A	N/A	0	0	40	60
2013-08-15	$41.13	$42.00	12.7%	3.6%	7.4%	0.0%	0.0%	1.9%	0.8%	-4.5K	21.5K	-713	0.00	51.65	N/A	N/A	0	2	40	60
2013-08-16	$40.94	$42.00	13.5%	3.9%	7.4%	0.0%	0.0%	2.8%	1.3%	-5.2K	28.3K	-705	0.00	80.61	N/A	N/A	0	0	40	62
2013-08-19	$40.76	$42.00	12.1%	3.5%	7.5%	0.0%	0.0%	2.8%	-0.0%	-4.0K	41.6K	-686	0.00	63.56	N/A	N/A	0	0	40	62
2013-08-20	$40.77	$42.00	12.8%	3.7%	7.5%	0.0%	0.0%	0.9%	0.4%	-4.3K	40.6K	-692	0.00	63.24	N/A	N/A	0	0	40	62
2013-08-21	$40.42	$42.00	13.9%	4.0%	7.7%	0.0%	0.0%	-2.7%	0.4%	-4.8K	43.4K	-690	0.00	114.22	N/A	N/A	10	0	40	62
2013-08-22	$40.52	$42.00	27.0%	7.7%	7.8%	0.0%	0.0%	2.2%	-7.7%	-1.3K	28.9K	-836	0.00	177.09	N/A	N/A	0	0	50	62
2013-08-23	$40.77	$42.00	11.1%	3.2%	8.1%	0.0%	0.0%	3.9%	0.3%	-2.3K	34.9K	-766	0.00	76.78	N/A	N/A	0	0	50	62
2013-08-26	$40.48	$42.00	12.4%	3.6%	8.4%	0.0%	11.4%	2.9%	0.3%	-1.6K	47.2K	-736	0.00	71.95	N/A	N/A	4	0	50	62
2013-08-27	$40.03	$42.00	13.0%	3.7%	9.1%	0.0%	0.0%	3.5%	0.2%	1.4K	64.1K	-714	0.00	62.98	N/A	N/A	0	0	54	62
2013-08-28	$39.84	$42.00	12.8%	3.7%	8.7%	0.0%	0.0%	2.6%	1.0%	630	71.2K	-681	0.00	87.96	N/A	N/A	0	0	54	62
2013-08-29	$39.84	$42.00	17.8%	5.1%	8.1%	0.0%	0.0%	-11.1%	-2.5%	-1.7K	57.9K	-770	0.00	172.44	N/A	N/A	0	0	54	62
2013-08-30	$39.78	$42.00	12.4%	3.6%	7.8%	0.0%	0.0%	4.2%	0.4%	1.4K	78.4K	-666	0.00	64.78	N/A	N/A	0	0	54	62