KXI Options History — March 2015

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

In March 2015, KXI traded between $45.19 and $47.19. ATM implied volatility averaged 44.3%, placing in the 57.1% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 33.5% (HV 20d: 10.8%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 0 of 15 trading days. Put/call ratio averaged 0.83.

Notable Days

2015-03-02: Highest Volume — 44 contracts
2015-03-20: Largest IV drop — 100.0% change
2015-03-16: Highest IV Rank — 100.0%
2015-03-19: Largest Expected Move — 37.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.11	$45.19	$47.19	$47.19	$46.36
Max Pain	$46.00	$46.00	$46.00	$46.00	$46.00
ATM IV	44.3%	21.2%	130.6%	21.2%	130.6%
Expected Move	12.7%	6.1%	37.4%	6.1%	37.4%
HV 20d	10.8%	8.1%	14.0%	8.4%	14.0%
HV 60d	12.0%	11.3%	12.5%	11.4%	12.5%
IV Rank	57.1%	31.0%	100.0%	31.0%	100.0%
IV Percentile	98.2%	96.4%	100.0%	97.2%	100.0%
VWIV	24.5%	23.7%	25.5%	23.7%	24.6%
Bid-Ask Spread %	179.29	162.45	190.88	162.45	173.07
Gamma HHI	0.57	0.38	1.00	0.57	1.00
Net GEX	-9.3K	-13.2K	-32	-9.0K	-32
Net DEX	-8.7K	-102.0K	50.5K	-65.6K	-102.0K
Net VEX	-181	-257	0	-228	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.83	0.83	0.83	0.83
Total Volume	14.667	0	44	44	0
Total OI	86.933	80	88	88	80

Daily Data (15 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
2015-03-02	$47.19	$46.00	21.2%	6.1%	8.4%	31.0%	23.7%	0.0%	0.0%	-9.0K	-65.6K	-228	0.83	162.45	N/A	N/A	24	20	30	58
2015-03-03	$46.96	$46.00	21.8%	6.3%	8.2%	32.2%	24.4%	0.0%	0.0%	-9.6K	-54.9K	-238	0.83	165.57	N/A	N/A	24	20	30	58
2015-03-04	$46.77	$46.00	21.6%	6.2%	8.1%	31.8%	24.3%	0.0%	0.0%	-10.3K	-47.4K	-237	0.83	170.64	N/A	N/A	24	20	30	58
2015-03-05	$46.95	$46.00	22.7%	6.5%	8.1%	33.9%	25.5%	0.0%	0.0%	-9.7K	-56.5K	-219	0.83	166.08	N/A	N/A	24	20	30	58
2015-03-06	$46.10	$46.00	21.8%	6.2%	10.5%	32.1%	24.6%	0.0%	0.0%	-11.7K	-10.3K	-257	0.83	178.69	N/A	N/A	24	20	30	58
2015-03-09	$46.25	$46.00	23.4%	6.7%	10.0%	35.3%	0.0%	0.0%	0.0%	-12.2K	-23.6K	-214	0.00	182.39	N/A	N/A	0	0	30	58
2015-03-10	$45.46	$46.00	23.9%	6.9%	11.7%	36.3%	0.0%	0.0%	0.0%	-12.4K	30.9K	-228	0.00	189.39	N/A	N/A	0	0	30	58
2015-03-11	$45.19	$46.00	25.6%	7.3%	10.9%	39.6%	0.0%	0.0%	0.0%	-11.8K	50.5K	-219	0.00	190.88	N/A	N/A	0	0	30	58
2015-03-12	$45.59	$46.00	25.5%	7.3%	11.4%	39.4%	0.0%	0.0%	0.0%	-13.2K	20.0K	-199	0.00	189.63	N/A	N/A	0	0	30	58
2015-03-13	$45.38	$46.00	50.2%	14.4%	11.2%	87.2%	0.0%	0.0%	0.0%	-7.0K	38.4K	-208	0.00	182.85	N/A	N/A	0	0	30	58
2015-03-16	$45.86	$46.00	65.1%	18.7%	11.8%	100.0%	0.0%	0.0%	0.0%	-7.1K	20.5K	-156	0.00	187.15	N/A	N/A	0	0	30	58
2015-03-17	$45.66	$46.00	75.7%	21.7%	11.8%	100.0%	0.0%	0.0%	0.0%	-7.6K	27.7K	-134	0.00	188.24	N/A	N/A	0	0	30	58
2015-03-18	$46.22	$46.00	91.5%	26.2%	12.7%	100.0%	0.0%	0.0%	0.0%	-8.5K	-3.2K	-103	0.00	175.27	N/A	N/A	0	0	30	58
2015-03-19	$45.74	$46.00	130.6%	37.4%	13.1%	100.0%	0.0%	0.0%	0.0%	-9.7K	45.7K	-71	0.00	187.05	N/A	N/A	0	0	22	58
2015-03-20	$46.36	$46.00	0.0%	0.0%	14.0%	0.0%	0.0%	0.0%	0.0%	-32	-102.0K	0	0.00	173.07	N/A	N/A	0	0	22	58