KXI Options History — December 2013

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

In December 2013, KXI traded between $41.77 and $43.21. ATM implied volatility averaged 11.4%. The 30-day expected move averaged 3.2%. IV traded above realized volatility by 3.3% (HV 20d: 8.1%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.25.

Notable Days

2013-12-11: Highest Volume — 20 contracts
2013-12-30: Largest IV spike — 44.4% change
2013-12-05: Largest Expected Move — 3.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.64	$41.77	$43.21	$42.98	$43.09
Max Pain	$42.56	$42.00	$43.00	$42.00	$43.00
ATM IV	11.4%	7.7%	14.4%	12.8%	11.1%
Expected Move	3.2%	2.2%	3.9%	3.7%	3.2%
HV 20d	8.1%	6.1%	10.2%	6.9%	10.0%
HV 60d	9.7%	9.3%	9.9%	9.8%	9.7%
Term Structure	1.1%	-3.7%	11.7%	-0.9%	1.0%
VWIV	9.9%	8.0%	13.1%	13.1%	8.0%
Skew 25d	1.2%	-16.8%	3.6%	3.0%	2.6%
Skew 10d	3.1%	-1.8%	6.5%	6.5%	2.5%
Call IV 25d	10.9%	6.6%	25.9%	10.3%	7.4%
Put IV 25d	12.1%	9.1%	15.5%	13.3%	10.0%
Bid-Ask Spread %	67.64	33.46	148.71	67.42	89.59
Gamma HHI	0.29	0.20	0.46	0.30	0.27
Net GEX	6.5K	-17.5K	13.2K	12.6K	8.5K
Net DEX	-33.2K	-131.5K	89.7K	-107.9K	-35.0K
Net VEX	-449	-608	-371	-417	-441
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	0.50	0.50	0.00
Total Volume	2.571	0	20	2	12
Total OI	150.476	46	206	178	60

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-12-02	$42.98	$42.00	12.8%	3.7%	6.9%	0.0%	13.1%	3.0%	-0.9%	12.6K	-107.9K	-417	0.00	67.42	N/A	N/A	0	2	60	118
2013-12-03	$42.93	$42.00	12.4%	3.6%	6.9%	0.0%	0.0%	2.9%	-0.8%	11.3K	-104.4K	-415	0.00	84.61	N/A	N/A	0	0	60	120
2013-12-04	$42.86	$42.00	12.7%	3.6%	6.9%	0.0%	0.0%	2.2%	-2.5%	11.7K	-99.1K	-408	0.00	64.76	N/A	N/A	0	0	60	120
2013-12-05	$42.62	$42.00	13.6%	3.9%	6.4%	0.0%	0.0%	3.2%	-2.2%	10.5K	-69.1K	-409	0.00	61.41	N/A	N/A	0	0	60	120
2013-12-06	$43.06	$0.00	12.1%	3.0%	6.1%	0.0%	0.0%	2.1%	0.3%	12.8K	-126.6K	-371	0.00	37.47	N/A	N/A	0	6	60	120
2013-12-09	$43.21	$0.00	12.6%	3.0%	6.2%	0.0%	0.0%	2.2%	0.3%	9.7K	-131.5K	-375	0.00	47.54	N/A	N/A	0	0	60	126
2013-12-10	$42.96	$0.00	14.4%	3.5%	6.5%	0.0%	0.0%	-0.4%	-3.7%	3.9K	-62.1K	-439	0.00	90.84	N/A	N/A	0	0	60	126
2013-12-11	$42.75	$0.00	14.1%	3.4%	6.7%	0.0%	0.0%	1.7%	0.5%	12.4K	-87.5K	-383	0.00	33.46	N/A	N/A	0	20	60	126
2013-12-12	$42.27	$0.00	11.8%	3.4%	7.5%	0.0%	0.0%	0.9%	0.5%	5.9K	10.1K	-608	0.00	53.09	N/A	N/A	0	0	60	146
2013-12-13	$42.19	$0.00	11.8%	3.4%	7.1%	0.0%	0.0%	1.0%	0.7%	6.3K	38.5K	-578	0.00	51.07	N/A	N/A	0	0	60	146
2013-12-16	$42.34	$0.00	11.2%	3.2%	7.2%	0.0%	0.0%	3.6%	10.1%	1.6K	-25.1K	-557	0.00	65.78	N/A	N/A	0	0	60	146
2013-12-17	$41.77	$0.00	12.1%	3.5%	8.3%	0.0%	0.0%	1.1%	0.5%	-17.5K	89.7K	-479	0.00	57.17	N/A	N/A	0	0	40	146
2013-12-18	$42.26	$0.00	11.2%	3.2%	9.7%	0.0%	0.0%	2.0%	0.4%	1.4K	27.5K	-470	0.00	59.38	N/A	N/A	0	0	40	146
2013-12-19	$42.20	$0.00	11.0%	3.2%	9.6%	0.0%	0.0%	2.2%	0.8%	1.2K	41.0K	-448	0.00	58.32	N/A	N/A	0	0	40	146
2013-12-20	$42.33	$0.00	9.3%	2.7%	9.6%	0.0%	0.0%	2.4%	1.7%	13.2K	30.3K	-433	0.00	58.96	N/A	N/A	0	0	40	146
2013-12-23	$42.45	$0.00	9.1%	2.6%	9.7%	0.0%	8.6%	2.2%	1.6%	1.3K	-396	-405	0.50	49.09	N/A	N/A	8	4	20	26
2013-12-24	$42.51	$43.00	9.0%	2.6%	9.7%	0.0%	0.0%	2.9%	1.2%	6.1K	-7.8K	-459	0.00	71.93	N/A	N/A	0	0	28	30
2013-12-26	$42.69	$43.00	8.4%	2.4%	9.8%	0.0%	8.0%	3.5%	1.1%	7.3K	-13.4K	-451	0.00	84.90	N/A	N/A	2	0	28	30
2013-12-27	$42.95	$43.00	7.7%	2.2%	10.1%	0.0%	0.0%	1.6%	1.3%	10.3K	-30.4K	-443	0.00	84.89	N/A	N/A	0	0	30	30
2013-12-30	$43.08	$43.00	11.1%	3.2%	10.2%	0.0%	0.0%	-16.8%	11.7%	5.2K	-33.6K	-448	0.00	148.71	N/A	N/A	0	0	30	30
2013-12-31	$43.09	$43.00	11.1%	3.2%	10.0%	0.0%	0.0%	2.6%	1.0%	8.5K	-35.0K	-441	0.00	89.59	N/A	N/A	0	12	30	30