KXI Options History — February 2015

Name: KXI Options Analytics - February 2015
Creator: Options Analysis Suite

In February 2015, KXI traded between $45.66 and $47.13. ATM implied volatility averaged 18.3%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 6.0% (HV 20d: 12.2%). Max pain ranged from $45.00 to $46.00. Net GEX was positive for 0 of 19 trading days. Put/call ratio averaged 0.88.

Notable Days

2015-02-03: Highest Volume — 48 contracts
2015-02-10: Largest IV drop — 19.9% change
2015-02-09: Highest IV Rank — 29.9%
2015-02-09: Largest Expected Move — 5.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.46	$45.66	$47.13	$45.99	$47.13
Max Pain	$45.53	$45.00	$46.00	$45.00	$46.00
ATM IV	18.3%	16.4%	20.6%	17.5%	20.0%
Expected Move	5.2%	4.7%	5.9%	5.0%	5.7%
HV 20d	12.2%	10.4%	14.0%	14.0%	10.4%
HV 60d	11.4%	11.1%	11.5%	11.1%	11.4%
IV Rank	25.4%	21.7%	29.9%	23.8%	28.7%
IV Percentile	92.4%	87.7%	96.0%	92.1%	95.6%
VWIV	19.2%	16.8%	22.8%	18.0%	22.8%
Bid-Ask Spread %	166.44	143.94	176.90	176.31	158.39
Gamma HHI	0.49	0.37	0.56	0.43	0.56
Net GEX	-6.5K	-9.5K	-1.6K	-1.6K	-8.9K
Net DEX	-37.4K	-58.9K	934	-31.6K	-58.9K
Net VEX	-329	-413	-265	-378	-265
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.88	0.67	1.00	1.00	0.83
Total Volume	38.316	0	48	0	44
Total OI	79.053	66	88	66	88

Daily Data (19 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
2015-02-02	$45.99	$45.00	17.5%	5.0%	14.0%	23.8%	0.0%	0.0%	0.0%	-1.6K	-31.6K	-378	0.00	176.31	N/A	N/A	0	0	30	36
2015-02-03	$46.30	$45.00	18.5%	5.3%	12.9%	25.8%	18.0%	0.0%	0.0%	-1.9K	-47.4K	-323	1.00	152.14	N/A	N/A	24	24	30	36
2015-02-04	$46.16	$45.00	16.4%	4.7%	12.9%	21.7%	16.8%	0.0%	0.0%	-2.0K	-38.9K	-344	1.00	172.17	N/A	N/A	24	24	30	36
2015-02-05	$46.30	$45.00	19.4%	5.6%	12.3%	27.6%	18.8%	0.0%	0.0%	-1.7K	-45.9K	-340	1.00	151.78	N/A	N/A	24	24	30	36
2015-02-06	$45.86	$45.00	17.5%	5.0%	11.8%	23.9%	18.0%	0.0%	0.0%	-1.9K	-27.6K	-359	0.67	174.56	N/A	N/A	24	16	30	36
2015-02-09	$45.66	$45.50	20.6%	5.9%	11.8%	29.9%	20.1%	0.0%	0.0%	-4.6K	934	-413	0.67	143.94	N/A	N/A	24	16	30	46
2015-02-10	$46.22	$45.50	16.5%	4.7%	12.5%	22.0%	17.8%	0.0%	0.0%	-5.8K	-20.6K	-355	0.92	173.37	N/A	N/A	24	22	30	46
2015-02-11	$46.28	$45.50	17.2%	4.9%	12.5%	23.2%	18.5%	0.0%	0.0%	-7.8K	-16.0K	-374	0.92	176.90	N/A	N/A	24	22	30	52
2015-02-12	$46.57	$45.50	17.0%	4.9%	12.6%	22.9%	17.5%	0.0%	0.0%	-8.7K	-43.3K	-300	0.92	172.68	N/A	N/A	24	22	30	52
2015-02-13	$46.28	$45.50	18.3%	5.3%	12.7%	25.5%	18.6%	0.0%	0.0%	-7.0K	-25.0K	-383	0.92	164.04	N/A	N/A	24	22	30	52
2015-02-17	$46.42	$45.50	17.8%	5.1%	12.4%	24.5%	18.5%	0.0%	0.0%	-8.5K	-32.0K	-314	0.92	168.93	N/A	N/A	24	22	30	52
2015-02-18	$46.55	$45.50	18.1%	5.2%	12.4%	25.1%	18.6%	0.0%	0.0%	-8.8K	-43.0K	-276	0.92	174.09	N/A	N/A	24	22	30	52
2015-02-19	$46.51	$45.50	17.9%	5.1%	12.2%	24.7%	18.2%	0.0%	0.0%	-7.4K	-36.4K	-328	0.00	169.63	N/A	N/A	0	8	30	52
2015-02-20	$46.73	$46.00	18.3%	5.2%	12.0%	25.4%	0.0%	0.0%	0.0%	-9.5K	-38.2K	-333	0.00	171.22	N/A	N/A	0	0	30	58
2015-02-23	$46.81	$46.00	18.4%	5.3%	11.9%	25.6%	20.5%	0.0%	0.0%	-9.5K	-44.2K	-308	0.83	169.12	N/A	N/A	24	20	30	58
2015-02-24	$47.06	$46.00	18.9%	5.4%	12.1%	26.6%	20.9%	0.0%	0.0%	-9.1K	-56.7K	-283	0.83	164.24	N/A	N/A	24	20	30	58
2015-02-25	$46.88	$46.00	19.3%	5.5%	12.0%	27.3%	21.5%	0.0%	0.0%	-9.4K	-47.4K	-296	0.83	164.23	N/A	N/A	24	20	30	58
2015-02-26	$47.10	$46.00	19.8%	5.7%	11.3%	28.4%	22.1%	0.0%	0.0%	-9.0K	-58.5K	-271	0.83	164.71	N/A	N/A	24	20	30	58
2015-02-27	$47.13	$46.00	20.0%	5.7%	10.4%	28.7%	22.8%	0.0%	0.0%	-8.9K	-58.9K	-265	0.83	158.39	N/A	N/A	24	20	30	58