KXI Options History — June 2014 In June 2014, KXI traded between $44.81 and $45.95. ATM implied volatility averaged 8.2%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded above realized volatility by 2.0% (HV 20d: 6.2%). Max pain ranged from $44.00 to $46.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-06-05 : Highest Volume — 20 contracts2014-06-19 : Largest IV drop — 20.2% change2014-06-12 : Highest IV Rank — 15.8%2014-06-12 : Largest Expected Move — 3.0%Monthly Statistics Metric Avg Min Max Open Close Price $45.35 $44.81 $45.95 $45.37 $44.94 Max Pain $45.62 $44.00 $46.00 $44.00 $46.00 ATM IV 8.2% 6.5% 10.3% 8.7% 6.6% Expected Move 2.4% 1.8% 3.0% 2.5% 1.9% HV 20d 6.2% 4.7% 8.4% 6.7% 7.9% HV 60d 6.9% 6.4% 7.5% 7.3% 7.5% IV Rank 8.8% 3.0% 15.8% 10.6% 3.7% IV Percentile 7.4% 0.4% 37.8% 7.1% 1.6% Term Structure 1.4% 0.2% 4.7% 1.0% 2.0% VWIV 8.5% 8.5% 8.5% 8.5% 8.5% Skew 25d 3.3% 1.9% 5.3% 2.0% 2.5% Skew 10d 4.1% 1.8% 6.7% 5.1% 1.8% Call IV 25d 7.0% 4.2% 9.0% 8.4% 5.7% Put IV 25d 10.3% 8.2% 12.0% 10.4% 8.2% Bid-Ask Spread % 88.26 23.14 144.06 99.92 116.18 Gamma HHI 0.34 0.23 0.59 0.39 0.29 Net GEX -1.4K -10.2K 10.4K -8.1K -3.9K Net DEX 12.2K -108.9K 164.9K -3.6K 164.9K Net VEX -580 -695 -297 -656 -297 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 2.571 0 20 0 0 Total OI 184.762 114 230 188 114
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 2014-06-02 $45.37 $44.00 8.7% 2.5% 6.7% 10.6% 0.0% 2.0% 1.0% -8.1K -3.6K -656 0.00 99.92 N/A N/A 0 0 40 148 2014-06-03 $45.33 $44.00 9.1% 2.6% 6.7% 11.9% 0.0% 2.0% 0.8% -7.4K 1.8K -653 0.00 100.98 N/A N/A 0 0 40 148 2014-06-04 $45.35 $44.00 9.0% 2.6% 6.6% 11.4% 0.0% 2.2% 0.8% -7.8K -2.6K -640 0.00 101.43 N/A N/A 0 0 40 148 2014-06-05 $45.45 $44.00 8.8% 2.5% 5.7% 10.9% 0.0% 1.9% 0.9% -10.2K -11.9K -629 0.00 101.92 N/A N/A 20 0 40 148 2014-06-06 $45.47 $46.00 8.5% 2.6% 5.7% 9.8% 0.0% 2.0% 0.5% 365 -35.9K -683 0.00 34.15 N/A N/A 0 0 60 148 2014-06-09 $45.45 $46.00 9.1% 2.7% 5.7% 11.7% 0.0% 3.2% 0.5% -2.7K -31.4K -648 0.00 26.15 N/A N/A 0 0 60 148 2014-06-10 $45.55 $46.00 8.7% 2.9% 5.4% 10.4% 0.0% 2.9% 0.4% -4.5K -51.9K -609 0.00 23.14 N/A N/A 0 2 60 148 2014-06-11 $45.47 $46.00 9.0% 2.9% 5.4% 11.6% 0.0% 3.0% 0.9% -4.3K -35.7K -656 0.00 24.85 N/A N/A 0 0 60 150 2014-06-12 $45.26 $46.00 10.3% 3.0% 5.7% 15.8% 8.5% 3.0% 0.9% -727 -15.6K -695 0.00 28.27 N/A N/A 20 0 60 150 2014-06-13 $45.20 $46.00 9.7% 2.8% 5.6% 13.7% 0.0% 4.0% 0.3% 2.8K -33.0K -682 0.00 71.15 N/A N/A 0 0 80 150 2014-06-16 $45.38 $46.00 8.8% 2.5% 4.8% 10.9% 0.0% 4.6% 2.1% 2.2K -35.3K -647 0.00 87.18 N/A N/A 0 0 80 150 2014-06-17 $45.34 $46.00 8.6% 2.5% 4.7% 10.1% 0.0% 5.0% 2.4% 694 -33.9K -636 0.00 74.09 N/A N/A 0 0 80 150 2014-06-18 $45.74 $46.00 8.3% 2.4% 5.2% 9.1% 0.0% 3.7% 1.5% 4.0K -67.5K -646 0.00 121.80 N/A N/A 0 0 80 150 2014-06-19 $45.91 $46.00 6.6% 1.9% 5.2% 3.5% 0.0% 5.3% 4.7% 5.3K -108.9K -672 0.00 129.27 N/A N/A 10 0 80 150 2014-06-20 $45.95 $46.00 6.6% 1.9% 5.1% 3.5% 0.0% 4.3% 4.2% 10.4K -92.7K -642 0.00 131.27 N/A N/A 0 2 80 150 2014-06-23 $45.74 $46.00 7.4% 2.1% 5.5% 6.1% 0.0% 2.9% 0.2% 5.2K 33.0K -578 0.00 144.06 N/A N/A 0 0 60 74 2014-06-24 $44.96 $46.00 7.9% 2.3% 8.4% 7.7% 0.0% 4.0% 0.8% -1.3K 134.1K -444 0.00 106.36 N/A N/A 0 0 40 74 2014-06-25 $44.88 $46.00 7.2% 2.1% 8.4% 5.4% 0.0% 4.1% 1.5% -3.1K 159.0K -366 0.00 103.47 N/A N/A 0 0 40 74 2014-06-26 $44.81 $46.00 7.1% 2.0% 8.0% 5.1% 0.0% 3.7% 1.0% -3.8K 162.4K -356 0.00 112.64 N/A N/A 0 0 40 74 2014-06-27 $44.88 $46.00 6.5% 1.8% 7.9% 3.0% 0.0% 2.4% 1.5% -3.4K 160.6K -355 0.00 115.20 N/A N/A 0 0 40 74 2014-06-30 $44.94 $46.00 6.6% 1.9% 7.9% 3.7% 0.0% 2.5% 2.0% -3.9K 164.9K -297 0.00 116.18 N/A N/A 0 0 40 74
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