KXI Options History — March 2014 In March 2014, KXI traded between $41.98 and $43.19. ATM implied volatility averaged 10.5%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded above realized volatility by 1.2% (HV 20d: 9.2%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-03-05 : Highest Volume — 20 contracts2014-03-13 : Largest IV spike — 14.1% change2014-03-14 : Highest IV Rank — 20.9%2014-03-14 : Largest Expected Move — 3.4%Monthly Statistics Metric Avg Min Max Open Close Price $42.47 $41.98 $43.19 $42.05 $43.19 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 10.5% 9.7% 11.8% 11.7% 9.9% Expected Move 3.0% 2.8% 3.4% 3.4% 2.8% HV 20d 9.2% 8.0% 10.9% 10.9% 9.1% HV 60d 11.3% 10.7% 11.8% 11.4% 10.7% IV Rank 16.3% 13.7% 20.9% 20.4% 14.3% IV Percentile 36.5% 19.3% 69.6% 63.6% 23.1% Term Structure 0.5% -0.6% 1.3% -0.6% 0.7% Skew 25d 3.0% 2.4% 3.7% 3.1% 2.4% Skew 10d 6.4% 4.4% 9.7% 8.2% 6.5% Call IV 25d 9.5% 8.8% 10.7% 10.7% 9.1% Put IV 25d 12.5% 11.3% 13.8% 13.8% 11.5% Bid-Ask Spread % 46.17 28.05 93.75 59.04 67.91 Gamma HHI 0.35 0.25 0.56 0.41 0.28 Net GEX 11.9K -958 32.7K 9.7K 4.5K Net DEX -42.4K -87.6K -7.0K -31.1K -42.9K Net VEX -607 -706 -503 -503 -572 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 2.857 0 20 2 0 Total OI 102.857 80 122 80 82
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 2014-03-03 $42.05 $41.00 11.7% 3.4% 10.9% 20.4% 0.0% 3.1% -0.6% 9.7K -31.1K -503 0.00 59.04 N/A N/A 0 2 50 30 2014-03-04 $42.66 $41.00 10.5% 3.0% 9.2% 16.6% 0.0% 2.9% 0.2% 12.2K -69.0K -511 0.00 67.39 N/A N/A 0 0 50 32 2014-03-05 $42.70 $41.00 10.9% 3.1% 9.2% 17.7% 0.0% 3.0% -0.2% 13.2K -68.5K -503 0.00 55.80 N/A N/A 0 20 50 32 2014-03-06 $42.81 $41.00 10.1% 2.9% 9.2% 15.2% 0.0% 3.1% 0.1% 10.2K -63.1K -594 0.00 93.75 N/A N/A 0 0 50 52 2014-03-07 $42.74 $41.00 10.5% 3.1% 8.7% 16.6% 0.0% 3.1% 0.5% 12.4K -63.7K -585 0.00 30.23 N/A N/A 20 0 50 52 2014-03-10 $42.74 $41.00 10.7% 3.1% 8.0% 17.3% 0.0% 3.3% 0.4% 20.6K -87.6K -706 0.00 28.05 N/A N/A 0 0 70 52 2014-03-11 $42.52 $41.00 10.4% 3.0% 8.4% 16.0% 0.0% 3.2% 0.5% 19.0K -68.9K -698 0.00 30.90 N/A N/A 0 0 70 52 2014-03-12 $42.42 $41.00 9.7% 2.9% 8.1% 13.8% 0.0% 3.3% 0.8% 21.2K -60.8K -692 0.00 34.05 N/A N/A 18 0 70 52 2014-03-13 $41.98 $41.00 11.1% 3.2% 9.0% 18.4% 0.0% 3.7% 0.4% 13.7K -19.1K -665 0.00 36.88 N/A N/A 0 0 70 52 2014-03-14 $42.02 $41.00 11.8% 3.4% 8.9% 20.9% 0.0% 3.2% -0.1% 14.4K -25.9K -676 0.00 29.25 N/A N/A 0 0 70 52 2014-03-17 $42.23 $41.00 11.1% 3.2% 9.0% 18.5% 0.0% 3.5% 0.7% 22.4K -41.6K -643 0.00 36.64 N/A N/A 0 0 70 52 2014-03-18 $42.44 $41.00 9.9% 2.8% 9.1% 14.4% 0.0% 3.0% 0.9% 32.7K -59.3K -639 0.00 33.82 N/A N/A 0 0 70 52 2014-03-19 $42.03 $41.00 10.8% 3.1% 9.7% 17.5% 0.0% 3.2% 0.5% 17.5K -25.1K -620 0.00 46.35 N/A N/A 0 0 70 52 2014-03-20 $41.99 $41.00 9.8% 2.8% 9.5% 14.2% 0.0% 2.8% 1.0% 9.6K -17.8K -588 0.00 50.41 N/A N/A 0 0 70 52 2014-03-21 $42.11 $41.00 9.7% 2.8% 9.6% 13.7% 0.0% 2.5% 1.3% 7.2K -40.0K -608 0.00 53.83 N/A N/A 0 0 70 52 2014-03-24 $42.22 $41.00 10.9% 3.1% 9.2% 17.7% 0.0% 2.5% 0.3% -958 -7.0K -582 0.00 39.55 N/A N/A 0 0 40 42 2014-03-25 $42.58 $41.00 10.1% 2.9% 9.7% 15.1% 0.0% 3.3% 0.7% 1.8K -18.1K -589 0.00 39.56 N/A N/A 0 0 40 42 2014-03-26 $42.63 $41.00 9.9% 2.9% 9.7% 14.6% 0.0% 2.5% 0.9% 1.8K -21.5K -581 0.00 44.58 N/A N/A 0 0 40 42 2014-03-27 $42.80 $41.00 10.0% 2.9% 9.7% 14.9% 0.0% 2.6% 0.6% 2.7K -26.8K -589 0.00 39.29 N/A N/A 0 0 40 42 2014-03-28 $42.96 $41.00 10.0% 2.9% 9.7% 14.9% 0.0% 3.2% 0.7% 3.5K -33.3K -595 0.00 52.22 N/A N/A 0 0 40 42 2014-03-31 $43.19 $41.00 9.9% 2.8% 9.1% 14.3% 0.0% 2.4% 0.7% 4.5K -42.9K -572 0.00 67.91 N/A N/A 0 0 40 42
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