KXI Options History — August 2014 In August 2014, KXI traded between $43.38 and $44.84. ATM implied volatility averaged 9.8%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 0.4% (HV 20d: 9.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days.
Notable Days 2014-08-01 : Highest Volume — 2 contracts2014-08-14 : Largest IV spike — 34.1% change2014-08-07 : Highest IV Rank — 26.3%2014-08-07 : Largest Expected Move — 4.0%Monthly Statistics Metric Avg Min Max Open Close Price $44.21 $43.38 $44.84 $43.49 $44.67 ATM IV 9.8% 7.6% 13.2% 12.6% 8.9% Expected Move 3.5% 3.2% 4.0% 3.8% 3.4% HV 20d 9.5% 6.3% 10.1% 9.5% 6.4% HV 60d 8.3% 8.1% 8.4% 8.1% 8.4% IV Rank 15.2% 7.9% 26.3% 24.4% 12.1% IV Percentile 37.5% 5.6% 91.7% 86.9% 18.7% Term Structure 0.9% -0.1% 2.4% -0.1% 1.1% Skew 25d 4.6% 2.5% 6.7% 4.0% 2.5% Skew 10d 5.5% 1.3% 11.9% 5.4% 1.8% Call IV 25d 7.5% 5.4% 10.5% 9.9% 6.7% Put IV 25d 12.1% 8.9% 15.9% 14.0% 9.2% Bid-Ask Spread % 43.05 33.25 47.53 47.53 40.54 Gamma HHI 0.54 0.36 0.69 0.41 0.67 Net GEX 9.2K 1.1K 17.1K 2.4K 14.9K Net DEX -3.1K -33.3K 30.9K 21.8K -20.3K Net VEX -490 -542 -436 -541 -436 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.095 0 2 2 0 Total OI 93.905 92 94 92 94
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 2014-08-01 $43.49 $0.00 12.6% 3.8% 9.5% 24.4% 0.0% 4.0% -0.1% 2.4K 21.8K -541 0.00 47.53 N/A N/A 0 2 48 44 2014-08-04 $43.57 $0.00 11.0% 3.6% 9.6% 19.1% 0.0% 4.7% 0.7% 1.4K 26.5K -520 0.00 46.50 N/A N/A 0 0 48 46 2014-08-05 $43.42 $0.00 12.0% 3.8% 9.6% 22.5% 0.0% 5.4% 0.8% 1.1K 30.9K -535 0.00 45.85 N/A N/A 0 0 48 46 2014-08-06 $43.63 $0.00 12.0% 3.9% 9.6% 22.5% 0.0% 6.4% -0.1% 2.3K 24.0K -542 0.00 43.84 N/A N/A 0 0 48 46 2014-08-07 $43.38 $0.00 13.2% 4.0% 9.6% 26.3% 0.0% 5.4% 0.3% 1.1K 27.7K -519 0.00 39.19 N/A N/A 0 0 48 46 2014-08-08 $43.63 $0.00 12.2% 3.8% 9.9% 23.1% 0.0% 6.7% 0.8% 2.2K 23.2K -510 0.00 45.54 N/A N/A 0 0 48 46 2014-08-11 $43.95 $0.00 10.3% 3.7% 10.1% 16.7% 0.0% 4.5% 1.1% 5.4K 6.2K -509 0.00 46.24 N/A N/A 0 0 48 46 2014-08-12 $43.90 $0.00 10.2% 3.8% 9.8% 16.4% 0.0% 6.0% 1.2% 4.5K 11.0K -500 0.00 44.43 N/A N/A 0 0 48 46 2014-08-13 $44.05 $0.00 7.7% 3.6% 9.8% 8.4% 0.0% 6.1% 1.6% 6.7K 1.9K -487 0.00 43.39 N/A N/A 0 0 48 46 2014-08-14 $44.23 $0.00 10.3% 3.6% 9.9% 17.0% 0.0% 6.4% 1.7% 8.2K -3.8K -499 0.00 46.48 N/A N/A 0 0 48 46 2014-08-15 $44.31 $0.00 9.1% 3.4% 9.5% 12.9% 0.0% 4.2% 2.4% 8.9K -4.6K -498 0.00 36.26 N/A N/A 0 0 48 46 2014-08-18 $44.62 $0.00 9.2% 3.4% 9.8% 13.1% 0.0% 5.3% 0.4% 13.4K -20.5K -500 0.00 33.25 N/A N/A 0 0 48 46 2014-08-19 $44.69 $0.00 9.1% 3.3% 9.8% 13.0% 0.0% 4.4% 0.8% 14.8K -26.5K -501 0.00 41.98 N/A N/A 0 0 48 46 2014-08-20 $44.59 $0.00 8.8% 3.3% 9.8% 11.8% 0.0% 4.3% 0.8% 13.5K -18.7K -473 0.00 46.57 N/A N/A 0 0 48 46 2014-08-21 $44.73 $0.00 8.9% 3.4% 9.9% 12.2% 0.0% 4.3% 0.4% 15.1K -24.3K -470 0.00 44.31 N/A N/A 0 0 48 46 2014-08-22 $44.50 $0.00 8.5% 3.3% 9.7% 10.8% 0.0% 2.9% 1.1% 11.9K -14.0K -455 0.00 42.58 N/A N/A 0 0 48 46 2014-08-25 $44.84 $0.00 7.6% 3.2% 10.1% 7.9% 0.0% 3.5% 0.9% 17.1K -27.7K -463 0.00 44.75 N/A N/A 0 0 48 46 2014-08-26 $44.80 $0.00 8.1% 3.2% 10.1% 9.6% 0.0% 3.3% 1.0% 16.2K -33.3K -461 0.00 40.89 N/A N/A 0 0 48 46 2014-08-27 $44.76 $0.00 7.6% 3.2% 9.6% 7.9% 0.0% 2.6% 1.3% 15.8K -24.2K -445 0.00 42.77 N/A N/A 0 0 48 46 2014-08-28 $44.73 $0.00 8.7% 3.4% 6.3% 11.6% 0.0% 3.5% 1.0% 15.6K -21.1K -436 0.00 41.09 N/A N/A 0 0 48 46 2014-08-29 $44.67 $0.00 8.9% 3.4% 6.4% 12.1% 0.0% 2.5% 1.1% 14.9K -20.3K -436 0.00 40.54 N/A N/A 0 0 48 46
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