KXI Options History — September 2013 In September 2013, KXI traded between $39.94 and $42.34. ATM implied volatility averaged 14.3%. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 4.9% (HV 20d: 9.4%). Max pain ranged from $42.00 to $42.50. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2013-09-17 : Highest Volume — 20 contracts2013-09-12 : Largest IV spike — 193.5% change2013-09-03 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $41.19 $39.94 $42.34 $39.94 $41.21 Max Pain $42.38 $42.00 $42.50 $42.00 $42.50 ATM IV 14.3% 9.6% 35.7% 35.7% 14.2% Expected Move 4.1% 2.9% 10.2% 10.2% 4.1% HV 20d 9.4% 8.1% 10.8% 8.1% 10.1% HV 60d 9.5% 9.0% 9.8% 9.0% 9.6% Term Structure -1.0% -14.1% 2.3% -14.1% -4.0% VWIV 9.7% 9.7% 9.7% 9.7% 9.7% Skew 25d -0.9% -17.4% 7.3% 1.6% -1.6% Skew 10d 1.2% -17.5% 9.3% 2.5% -8.4% Call IV 25d 15.3% 6.9% 48.5% 48.5% 14.8% Put IV 25d 14.4% 7.8% 50.1% 50.1% 13.3% Bid-Ask Spread % 83.72 43.29 176.22 176.22 104.90 Gamma HHI 0.33 0.20 0.54 0.20 0.36 Net GEX 2.1K -41.2K 19.9K -1.1K 12.2K Net DEX -26.3K -134.5K 73.6K 42.7K -58.3K Net VEX -670 -760 -557 -760 -630 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.2 0 20 0 0 Total OI 118 112 136 116 116
Daily Data (20 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 2013-09-03 $39.94 $42.00 35.7% 10.2% 8.1% 0.0% 0.0% 1.6% -14.1% -1.1K 42.7K -760 0.00 176.22 N/A N/A 0 0 54 62 2013-09-04 $40.06 $42.00 12.2% 3.5% 8.3% 0.0% 0.0% 7.3% 1.2% -501 53.4K -699 0.00 83.22 N/A N/A 0 0 54 62 2013-09-05 $39.99 $42.00 12.0% 3.4% 8.2% 0.0% 0.0% 3.9% 0.4% 2.7K 73.6K -638 0.00 68.96 N/A N/A 0 0 54 62 2013-09-06 $40.15 $0.00 12.1% 3.6% 8.1% 0.0% 0.0% -17.4% 2.2% 2.8K 63.4K -672 0.00 73.95 N/A N/A 0 0 54 62 2013-09-09 $40.55 $0.00 11.9% 3.5% 9.1% 0.0% 0.0% 4.1% 1.4% 4.5K 50.0K -651 0.00 60.18 N/A N/A 0 0 54 62 2013-09-10 $40.77 $0.00 10.2% 3.3% 9.4% 0.0% 0.0% 3.6% 1.6% 4.2K 38.5K -662 0.00 54.19 N/A N/A 0 0 54 62 2013-09-11 $40.92 $0.00 9.6% 3.1% 9.5% 0.0% 0.0% 3.4% 1.7% 5.0K 32.2K -653 0.00 58.27 N/A N/A 0 0 54 62 2013-09-12 $40.85 $0.00 28.3% 8.1% 9.5% 0.0% 0.0% -16.5% -9.0% -1.2K -10.6K -717 0.00 123.36 N/A N/A 0 0 54 62 2013-09-13 $41.22 $0.00 28.7% 8.2% 9.1% 0.0% 0.0% -17.4% -12.7% -991 -18.4K -734 0.00 110.38 N/A N/A 0 0 54 62 2013-09-16 $41.51 $0.00 10.7% 3.1% 9.3% 0.0% 0.0% 2.6% 1.4% -6.5K -3.5K -644 0.00 58.16 N/A N/A 0 0 54 62 2013-09-17 $41.60 $0.00 11.0% 3.2% 9.1% 0.0% 9.7% 2.6% 1.9% -12.4K -14.6K -643 0.00 43.29 N/A N/A 20 0 54 62 2013-09-18 $42.34 $42.50 10.4% 3.0% 10.8% 0.0% 0.0% 1.1% 2.0% -3.3K -134.5K -701 0.00 67.82 N/A N/A 0 0 74 62 2013-09-19 $42.31 $42.50 10.0% 2.9% 10.1% 0.0% 0.0% 1.6% 2.3% -6.3K -115.1K -704 0.00 71.32 N/A N/A 0 0 70 62 2013-09-20 $42.04 $42.50 10.6% 3.0% 10.6% 0.0% 0.0% 1.6% 2.0% -41.2K -78.0K -708 0.00 67.94 N/A N/A 0 0 70 62 2013-09-23 $41.95 $42.50 13.4% 3.8% 10.5% 0.0% 0.0% -0.7% -2.2% 19.9K -122.8K -557 0.00 113.11 N/A N/A 0 0 70 42 2013-09-24 $41.66 $42.50 10.8% 3.1% 10.5% 0.0% 0.0% 2.0% 0.8% 17.0K -87.2K -664 0.00 65.55 N/A N/A 0 0 70 42 2013-09-25 $41.49 $42.50 10.9% 3.1% 9.7% 0.0% 0.0% 2.4% 0.9% 15.0K -73.4K -647 0.00 66.81 N/A N/A 0 4 70 42 2013-09-26 $41.59 $42.50 11.8% 3.4% 9.3% 0.0% 0.0% -4.5% 1.1% 16.5K -91.0K -651 0.00 135.10 N/A N/A 0 0 70 46 2013-09-27 $41.60 $42.50 11.6% 3.3% 9.3% 0.0% 0.0% 3.2% 0.7% 15.4K -73.4K -668 0.00 71.67 N/A N/A 0 0 70 46 2013-09-30 $41.21 $42.50 14.2% 4.1% 10.1% 0.0% 0.0% -1.6% -4.0% 12.2K -58.3K -630 0.00 104.90 N/A N/A 0 0 70 46
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