KXI Options History — May 2014 In May 2014, KXI traded between $44.34 and $45.40. ATM implied volatility averaged 9.9%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 2.8%. IV traded above realized volatility by 2.7% (HV 20d: 7.2%). Max pain ranged from $41.00 to $44.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-05-05 : Highest Volume — 36 contracts2014-05-09 : Largest IV drop — 17.6% change2014-05-01 : Highest IV Rank — 19.1%2014-05-01 : Largest Expected Move — 3.2%Monthly Statistics Metric Avg Min Max Open Close Price $44.93 $44.34 $45.40 $44.62 $45.40 Max Pain $43.00 $41.00 $44.00 $44.00 $44.00 ATM IV 9.9% 8.4% 11.3% 11.3% 8.4% Expected Move 2.8% 2.4% 3.2% 3.2% 2.4% HV 20d 7.2% 6.3% 8.2% 7.6% 6.9% HV 60d 7.9% 7.3% 8.3% 8.2% 7.3% IV Rank 14.5% 9.4% 19.1% 19.1% 9.4% IV Percentile 26.0% 3.6% 61.8% 61.8% 3.6% Term Structure 0.6% -1.0% 1.6% -1.0% 1.6% VWIV 13.9% 9.8% 17.3% 17.3% 14.4% Skew 25d 2.6% 1.9% 3.6% 2.6% 1.9% Skew 10d 6.0% 1.9% 8.7% 5.4% 1.9% Call IV 25d 9.3% 8.0% 10.3% 10.3% 8.0% Put IV 25d 11.9% 9.9% 13.1% 12.9% 9.9% Bid-Ask Spread % 62.48 27.68 95.50 60.95 89.13 Gamma HHI 0.34 0.22 0.53 0.22 0.48 Net GEX 7.2K 4.0K 11.1K 5.2K 4.0K Net DEX -116.0K -145.9K -88.8K -109.3K -112.6K Net VEX -539 -633 -408 -633 -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 6.476 0 36 0 30 Total OI 115.429 98 158 112 158
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 2014-05-01 $44.62 $44.00 11.3% 3.2% 7.6% 19.1% 0.0% 2.6% -1.0% 5.2K -109.3K -633 0.00 60.95 N/A N/A 0 0 48 64 2014-05-02 $44.45 $44.00 10.5% 3.0% 7.8% 16.5% 0.0% 2.8% -0.1% 7.9K -109.5K -608 0.00 71.05 N/A N/A 0 0 48 64 2014-05-05 $44.45 $41.00 10.6% 3.0% 7.7% 16.9% 17.3% 2.6% 0.2% 8.5K -113.7K -579 0.00 47.18 N/A N/A 0 36 48 64 2014-05-06 $44.34 $41.00 10.9% 3.0% 7.8% 17.9% 0.0% 3.3% 0.3% 7.7K -101.0K -623 0.00 27.68 N/A N/A 0 0 48 60 2014-05-07 $44.78 $41.00 9.9% 2.8% 8.2% 14.4% 0.0% 2.6% 1.0% 9.2K -130.1K -524 0.00 41.98 N/A N/A 0 0 48 60 2014-05-08 $44.75 $41.00 11.2% 3.2% 7.9% 18.7% 0.0% 2.8% -0.1% 7.1K -121.9K -562 0.00 34.52 N/A N/A 0 0 48 60 2014-05-09 $44.87 $41.00 9.2% 2.9% 7.0% 12.2% 0.0% 3.6% 0.2% 7.6K -128.5K -541 0.00 44.10 N/A N/A 0 0 48 60 2014-05-12 $45.12 $41.00 10.4% 2.9% 6.9% 16.2% 0.0% 2.6% 0.7% 9.6K -140.8K -483 0.00 52.33 N/A N/A 0 0 48 60 2014-05-13 $45.08 $41.00 9.2% 2.8% 6.9% 12.0% 9.8% 2.5% 0.8% 9.9K -145.0K -465 0.00 60.78 N/A N/A 0 2 48 60 2014-05-14 $45.05 $44.00 9.8% 2.8% 6.8% 14.3% 0.0% 2.3% 1.3% 11.1K -140.2K -477 0.00 53.26 N/A N/A 0 0 48 62 2014-05-15 $44.87 $44.00 10.3% 3.0% 6.6% 15.9% 0.0% 2.7% 1.0% 7.8K -128.1K -522 0.00 52.35 N/A N/A 0 0 48 62 2014-05-16 $45.26 $44.00 9.5% 2.7% 7.1% 13.1% 0.0% 1.9% 1.1% 8.5K -144.8K -459 0.00 59.44 N/A N/A 0 0 48 62 2014-05-19 $45.13 $44.00 10.1% 2.9% 7.2% 15.2% 0.0% 3.0% 1.1% 9.5K -145.9K -443 0.00 75.59 N/A N/A 8 0 48 58 2014-05-20 $44.90 $44.00 9.8% 2.8% 7.5% 14.3% 0.0% 2.9% 1.0% 7.4K -107.2K -408 0.00 53.52 N/A N/A 0 20 40 58 2014-05-21 $45.09 $44.00 9.6% 2.8% 7.5% 13.6% 0.0% 2.4% 0.8% 4.7K -90.5K -608 0.00 75.46 N/A N/A 0 0 40 78 2014-05-22 $45.08 $44.00 9.9% 2.8% 7.5% 14.5% 0.0% 2.6% 0.7% 4.6K -89.8K -604 0.00 78.26 N/A N/A 0 0 40 78 2014-05-23 $45.09 $44.00 9.3% 2.7% 7.5% 12.5% 0.0% 2.2% 0.8% 5.5K -91.3K -588 0.00 84.79 N/A N/A 0 0 40 78 2014-05-27 $45.09 $44.00 9.5% 2.7% 6.3% 13.2% 0.0% 2.0% 0.8% 6.0K -93.8K -566 0.00 87.42 N/A N/A 0 20 40 78 2014-05-28 $44.94 $44.00 9.3% 2.7% 6.4% 12.6% 0.0% 2.8% 0.6% 5.1K -88.8K -582 0.00 66.76 N/A N/A 0 0 40 98 2014-05-29 $45.23 $44.00 9.2% 2.6% 6.8% 12.1% 14.4% 2.0% 0.8% 4.9K -102.9K -540 0.00 95.50 N/A N/A 0 20 40 98 2014-05-30 $45.40 $44.00 8.4% 2.4% 6.9% 9.4% 0.0% 1.9% 1.6% 4.0K -112.6K -514 0.00 89.13 N/A N/A 0 30 40 118
« Apr 2014 | All History | Jun 2014 » Home KXI History May 2014