KXI Options History — February 2014 In February 2014, KXI traded between $39.84 and $42.45. ATM implied volatility averaged 10.9%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded below realized volatility by 2.5% (HV 20d: 13.4%). Max pain ranged from $41.00 to $43.50. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2014-02-26 : Highest Volume — 8 contracts2014-02-18 : Largest IV spike — 83.0% change2014-02-18 : Highest IV Rank — 40.4%2014-02-18 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $41.50 $39.84 $42.45 $39.84 $42.45 Max Pain $41.53 $41.00 $43.50 $43.50 $41.00 ATM IV 10.9% 7.5% 17.7% 13.8% 9.9% Expected Move 3.2% 2.7% 5.1% 4.0% 2.8% HV 20d 13.4% 10.6% 14.7% 12.4% 10.6% HV 60d 11.0% 10.4% 11.3% 10.6% 11.2% IV Rank 17.9% 6.7% 40.4% 27.5% 14.4% IV Percentile 41.2% 1.4% 94.8% 89.5% 24.2% Term Structure 0.7% -0.5% 2.9% 0.0% 0.2% VWIV 10.8% 9.5% 12.4% 10.6% 9.5% Skew 25d 2.9% 0.8% 4.8% 2.7% 2.3% Skew 10d 2.4% -28.0% 10.5% -6.4% 6.7% Call IV 25d 10.3% 7.1% 29.5% 11.1% 9.3% Put IV 25d 13.2% 11.2% 30.3% 13.8% 11.6% Bid-Ask Spread % 81.90 43.55 135.84 99.78 63.66 Gamma HHI 0.34 0.22 0.56 0.27 0.45 Net GEX -7.9K -52.5K 13.6K -4.9K 13.6K Net DEX 78.0K -60.9K 175.6K 174.3K -60.9K Net VEX -535 -601 -474 -481 -514 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 0.842 0 8 0 0 Total OI 99.368 72 110 106 80
Daily Data (19 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 2014-02-03 $39.84 $43.50 13.8% 4.0% 12.4% 27.5% 0.0% 2.7% 0.0% -4.9K 174.3K -481 0.00 99.78 N/A N/A 0 0 44 62 2014-02-04 $40.06 $43.50 11.9% 3.4% 12.8% 21.2% 0.0% 2.8% 0.6% -5.0K 175.6K -474 0.00 105.64 N/A N/A 0 0 44 62 2014-02-05 $40.20 $43.50 12.5% 3.6% 12.8% 23.0% 0.0% 4.8% 0.5% -5.4K 173.0K -482 0.00 72.70 N/A N/A 0 0 44 62 2014-02-06 $40.69 $43.50 11.8% 3.4% 13.7% 20.7% 0.0% 3.9% -0.1% -7.4K 156.9K -528 0.00 99.36 N/A N/A 0 0 44 62 2014-02-07 $41.16 $41.00 10.0% 3.1% 14.5% 14.7% 0.0% 2.0% 1.5% -9.9K 141.4K -552 0.00 92.22 N/A N/A 0 0 44 62 2014-02-10 $41.27 $41.00 7.5% 2.7% 14.4% 6.7% 0.0% 1.8% 2.9% -11.3K 134.7K -544 0.00 97.49 N/A N/A 0 0 44 62 2014-02-11 $41.63 $41.00 9.6% 3.0% 14.7% 13.4% 10.6% 2.6% 0.8% -14.3K 110.7K -574 0.00 97.32 N/A N/A 4 0 44 62 2014-02-12 $41.54 $41.00 9.3% 3.0% 14.4% 12.5% 0.0% 4.5% 1.7% -12.0K 108.5K -591 0.00 101.85 N/A N/A 0 0 48 62 2014-02-13 $41.63 $41.00 10.5% 3.0% 14.4% 16.3% 0.0% 3.2% 1.0% -13.3K 99.4K -593 0.00 93.35 N/A N/A 0 0 48 62 2014-02-14 $41.84 $41.00 9.7% 2.8% 14.5% 13.7% 0.0% 3.3% 0.9% -16.5K 77.1K -601 0.00 100.61 N/A N/A 0 0 48 62 2014-02-18 $41.81 $41.00 17.7% 5.1% 14.4% 40.4% 0.0% 0.8% 0.3% -3.2K 53.0K -598 0.00 135.84 N/A N/A 0 0 48 62 2014-02-19 $41.69 $41.00 11.1% 3.2% 14.1% 18.5% 0.0% 2.3% 0.4% -19.4K 102.3K -543 0.00 76.91 N/A N/A 0 0 48 62 2014-02-20 $41.93 $41.00 10.5% 3.0% 14.2% 16.4% 0.0% 2.8% 0.7% -52.5K 77.6K -542 0.00 43.55 N/A N/A 0 0 48 62 2014-02-21 $41.87 $41.00 10.5% 3.0% 14.0% 16.3% 0.0% 2.9% 0.7% -18.0K 84.5K -528 0.00 53.12 N/A N/A 0 0 48 62 2014-02-24 $42.19 $41.00 10.9% 3.1% 12.7% 17.7% 12.4% 3.2% -0.5% 5.7K -28.6K -508 0.00 51.36 N/A N/A 4 0 42 30 2014-02-25 $42.17 $41.00 10.7% 3.1% 12.7% 17.1% 0.0% 3.0% -0.1% 6.2K -25.5K -498 0.00 54.51 N/A N/A 0 0 42 30 2014-02-26 $42.19 $41.00 10.3% 2.9% 12.6% 15.7% 9.5% 2.9% 0.4% 5.9K -25.2K -483 0.00 59.82 N/A N/A 8 0 42 30 2014-02-27 $42.30 $41.00 9.4% 2.7% 10.6% 12.9% 0.0% 3.3% 0.6% 12.0K -47.4K -528 0.00 56.95 N/A N/A 0 0 50 30 2014-02-28 $42.45 $41.00 9.9% 2.8% 10.6% 14.4% 0.0% 2.3% 0.2% 13.6K -60.9K -514 0.00 63.66 N/A N/A 0 0 50 30
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