KXI Options History — January 2015 In January 2015, KXI traded between $43.75 and $46.45. ATM implied volatility averaged 16.1%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 3.4% (HV 20d: 12.6%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 1.38.
Notable Days 2015-01-28 : Highest Volume — 48 contracts2015-01-06 : Largest IV spike — 41.5% change2015-01-12 : Highest IV Rank — 30.1%2015-01-12 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $45.33 $43.75 $46.45 $44.45 $45.56 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 16.1% 11.1% 20.7% 15.6% 18.9% Expected Move 4.6% 3.2% 5.9% 4.5% 5.4% HV 20d 12.6% 10.8% 14.2% 10.8% 14.1% HV 60d 10.6% 10.1% 11.4% 11.4% 10.9% IV Rank 21.1% 11.5% 30.1% 20.1% 26.5% IV Percentile 90.2% 78.2% 96.4% 91.7% 94.4% VWIV 15.7% 12.2% 17.6% 15.6% 17.6% Bid-Ask Spread % 168.25 131.65 183.77 167.96 170.80 Gamma HHI 0.36 0.34 0.43 0.35 0.43 Net GEX -3.5K -4.6K -1.6K -3.5K -1.6K Net DEX 1.6K -34.7K 51.5K 22.3K -31.4K Net VEX -388 -463 -322 -463 -337 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.38 1.00 1.50 1.50 1.00 Total Volume 25.3 0 48 40 48 Total OI 58.8 58 66 58 66
Daily Data (20 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 2015-01-02 $44.45 $45.00 15.6% 4.5% 10.8% 20.1% 15.6% 0.0% 0.0% -3.5K 22.3K -463 1.50 167.96 N/A N/A 16 24 22 36 2015-01-05 $43.85 $45.00 11.1% 3.2% 11.6% 11.5% 0.0% 0.0% 0.0% -3.1K 51.3K -416 0.00 164.16 N/A N/A 0 0 22 36 2015-01-06 $43.75 $45.00 15.7% 4.5% 11.5% 20.4% 16.2% 0.0% 0.0% -2.8K 51.5K -422 0.00 161.61 N/A N/A 0 2 22 36 2015-01-07 $44.34 $45.00 14.9% 4.3% 12.8% 18.9% 0.0% 0.0% 0.0% -3.3K 34.9K -432 0.00 171.59 N/A N/A 0 0 22 36 2015-01-08 $45.07 $45.00 15.4% 4.4% 14.2% 19.8% 14.3% 0.0% 0.0% -3.4K 10.2K -438 1.50 174.52 N/A N/A 16 24 22 36 2015-01-09 $44.93 $45.00 17.9% 5.1% 14.0% 24.6% 15.0% 0.0% 0.0% -3.2K 10.6K -423 1.50 160.93 N/A N/A 16 24 22 36 2015-01-12 $44.88 $45.00 20.7% 5.9% 14.0% 30.1% 17.4% 0.0% 0.0% -3.1K 16.9K -424 1.50 131.65 N/A N/A 16 24 22 36 2015-01-13 $44.88 $45.00 16.4% 4.7% 13.2% 21.8% 14.8% 0.0% 0.0% -3.4K 13.2K -419 1.50 168.37 N/A N/A 16 24 22 36 2015-01-14 $44.97 $45.00 16.3% 4.7% 12.7% 21.6% 16.2% 0.0% 0.0% -3.8K 15.0K -404 1.50 173.68 N/A N/A 16 24 22 36 2015-01-15 $45.31 $45.00 17.6% 5.1% 13.0% 24.1% 15.7% 0.0% 0.0% -3.2K 9.0K -414 1.50 165.37 N/A N/A 16 24 22 36 2015-01-16 $45.70 $45.00 12.9% 3.7% 13.1% 14.9% 0.0% 0.0% 0.0% -4.3K -8.6K -380 0.00 183.77 N/A N/A 0 0 22 36 2015-01-20 $45.77 $45.00 17.1% 4.9% 11.8% 23.1% 0.0% 0.0% 0.0% -3.8K -7.0K -380 0.00 170.93 N/A N/A 0 0 22 36 2015-01-21 $46.08 $45.00 17.1% 4.9% 11.8% 23.1% 0.0% 0.0% 0.0% -3.8K -15.3K -364 0.00 177.12 N/A N/A 0 0 22 36 2015-01-22 $46.45 $45.00 12.2% 3.5% 12.0% 13.7% 12.2% 0.0% 0.0% -4.6K -31.6K -322 1.50 162.01 N/A N/A 16 24 22 36 2015-01-23 $46.31 $45.00 16.1% 4.6% 12.0% 21.1% 15.8% 0.0% 0.0% -4.4K -22.2K -324 1.50 165.65 N/A N/A 16 24 22 36 2015-01-26 $46.33 $45.00 16.5% 4.7% 12.0% 22.0% 0.0% 0.0% 0.0% -4.4K -28.6K -322 0.00 179.69 N/A N/A 0 0 22 36 2015-01-27 $46.13 $45.00 16.2% 4.6% 12.1% 21.4% 0.0% 0.0% 0.0% -4.5K -22.9K -333 0.00 175.16 N/A N/A 0 0 22 36 2015-01-28 $45.65 $45.00 16.0% 4.6% 12.6% 21.0% 16.3% 0.0% 0.0% -3.8K 199 -363 1.00 171.03 N/A N/A 24 24 22 36 2015-01-29 $46.27 $45.00 16.4% 4.7% 13.2% 21.7% 16.5% 0.0% 0.0% -1.9K -34.7K -372 1.00 169.04 N/A N/A 24 24 30 36 2015-01-30 $45.56 $45.00 18.9% 5.4% 14.1% 26.5% 17.6% 0.0% 0.0% -1.6K -31.4K -337 1.00 170.80 N/A N/A 24 24 30 36
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