KXI Options History — October 2014

In October 2014, KXI traded between $42.30 and $44.84. ATM implied volatility averaged 16.6%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 3.3% (HV 20d: 13.3%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 1.19.

Notable Days

  • 2014-10-14: Highest Volume — 158 contracts
  • 2014-10-16: Largest IV drop — 81.3% change
  • 2014-10-13: Highest IV Rank — 100.0%
  • 2014-10-14: Largest Expected Move — 3.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.55$42.30$44.84$43.41$44.84
Max Pain$46.00$46.00$46.00$46.00$46.00
ATM IV16.6%6.3%52.9%16.7%8.8%
Expected Move3.5%3.0%3.9%3.5%3.1%
HV 20d13.3%9.9%15.9%9.9%15.0%
HV 60d10.2%8.9%11.3%8.9%10.9%
IV Rank39.5%2.3%100.0%51.0%7.7%
IV Percentile54.3%0.8%100.0%98.4%26.6%
Term Structure2.9%-3.7%7.3%-3.0%1.2%
VWIV10.2%9.0%11.7%9.8%10.6%
Skew 25d3.4%1.9%4.7%3.5%2.8%
Skew 10d6.1%3.5%7.6%6.6%3.5%
Call IV 25d10.1%8.8%12.8%9.9%9.2%
Put IV 25d13.5%12.0%15.8%13.4%12.0%
Bid-Ask Spread %60.8249.4678.5664.5050.24
Gamma HHI0.220.190.260.250.22
Net GEX7.2K-6.4K21.4K-5.7K21.4K
Net DEX30.4K-216.5K153.5K143.4K-216.5K
Net VEX-1.3K-1.4K-1.1K-1.1K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.001.500.001.50
Total Volume62.34801580120
Total OI199.217160228160220

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-10-01$43.41$46.0016.7%3.5%9.9%51.0%0.0%3.5%-3.0%-5.7K143.4K-1.1K0.0064.50N/AN/A006892
2014-10-02$43.43$46.0019.5%3.4%9.9%63.4%0.0%3.1%-3.4%-6.4K153.5K-1.1K0.0068.13N/AN/A006892
2014-10-03$43.61$46.0019.6%3.3%9.9%63.4%0.0%3.0%-3.7%-5.5K140.9K-1.1K0.0064.73N/AN/A006892
2014-10-06$43.77$46.0020.7%3.4%9.9%68.5%0.0%3.6%4.8%-3.7K128.7K-1.1K0.0057.03N/AN/A1206892
2014-10-07$43.44$46.0020.9%3.4%10.1%69.4%0.0%2.8%3.7%-2.8K128.7K-1.1K0.0063.42N/AN/A007892
2014-10-08$44.16$46.0019.9%3.4%11.8%65.0%9.8%4.3%2.3%3.5K77.9K-1.2K1.3349.92N/AN/A54727892
2014-10-09$43.49$46.0021.9%3.6%12.8%73.8%0.0%3.9%1.5%-1.3K116.3K-1.2K0.0059.94N/AN/A007892
2014-10-10$43.71$46.0025.0%3.7%12.9%87.4%10.6%3.8%1.6%634105.1K-1.2K1.5049.46N/AN/A48727892
2014-10-13$43.02$46.0031.2%3.9%13.6%100.0%0.0%3.3%7.3%-3.6K149.8K-1.1K0.0056.76N/AN/A5007892
2014-10-14$43.16$46.0039.6%3.9%13.5%100.0%11.6%2.9%3.9%9.5K32.7K-1.4K0.8454.84N/AN/A867212692
2014-10-15$42.72$46.0052.9%3.8%13.8%100.0%11.7%2.6%6.4%6.8K81.0K-1.4K1.2965.02N/AN/A567212692
2014-10-16$42.30$46.009.9%3.8%13.9%9.9%0.0%1.9%4.6%7.2K102.1K-1.3K0.0078.56N/AN/A0013692
2014-10-17$42.90$46.008.5%3.6%15.2%6.9%0.0%4.7%6.4%8.9K52.9K-1.4K0.0068.03N/AN/A0013692
2014-10-20$43.39$46.007.6%3.7%15.9%5.1%0.0%3.6%4.7%11.9K1.1K-1.4K0.0060.04N/AN/A0012892
2014-10-21$43.49$46.007.1%3.4%15.5%4.1%10.2%3.6%3.5%12.9K-14.0K-1.4K1.5063.62N/AN/A487212892
2014-10-22$43.43$46.007.7%3.5%15.1%5.2%9.7%3.0%3.9%12.5K-9.7K-1.4K1.5065.52N/AN/A487212892
2014-10-23$43.40$46.007.7%3.4%14.4%5.2%9.5%3.1%3.4%11.5K-28.8K-1.4K1.5070.55N/AN/A487212892
2014-10-24$43.63$46.006.6%3.5%14.4%3.0%9.4%3.9%4.0%13.9K-37.8K-1.3K1.5061.58N/AN/A487212892
2014-10-27$43.84$46.007.2%3.5%14.5%4.3%0.0%3.5%4.2%15.3K-61.3K-1.3K0.0057.13N/AN/A0012892
2014-10-28$44.23$46.006.3%3.4%14.8%2.3%0.0%4.0%4.7%19.2K-103.7K-1.3K0.0055.81N/AN/A0012892
2014-10-29$44.02$46.007.5%3.4%14.4%4.9%9.0%4.0%2.7%19.2K-109.6K-1.3K1.5057.94N/AN/A487212892
2014-10-30$44.38$46.008.5%3.0%14.6%7.0%9.9%3.3%2.5%20.1K-134.4K-1.3K1.5056.17N/AN/A487212892
2014-10-31$44.84$46.008.8%3.1%15.0%7.7%10.6%2.8%1.2%21.4K-216.5K-1.2K1.5050.24N/AN/A487212892