KXI Options History — August 2021

In August 2021, KXI traded between $61.64 and $62.32. ATM implied volatility averaged 16.1%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 88.3% (HV 20d: 104.4%). Net GEX was positive for 0 of 5 trading days. Term structure was in contango for 0 of 5 days.

Notable Days

  • 2021-08-30: Largest IV spike — 6.0% change
  • 2021-08-31: Highest IV Rank — 9.2%
  • 2021-08-31: Largest Expected Move — 4.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.06$61.64$62.32$62.01$62.30
ATM IV16.1%15.5%16.8%15.5%16.8%
Expected Move4.6%4.4%4.8%4.4%4.8%
HV 20d104.4%104.4%104.6%104.4%104.4%
HV 60d60.8%60.8%60.9%60.8%60.8%
IV Rank8.7%8.2%9.2%8.2%9.2%
IV Percentile75.5%72.9%78.5%72.9%78.5%
Term Structure-3.0%-3.9%-2.0%-2.0%-3.9%
Skew 25d2.0%1.5%2.3%1.8%2.2%
Skew 10d4.0%3.8%4.2%3.8%4.2%
Call IV 25d17.8%17.0%18.7%17.0%18.7%
Put IV 25d19.8%18.8%20.9%18.8%20.9%
Bid-Ask Spread %157.11156.44157.59157.10157.03
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (5 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-25$62.01$0.0015.5%4.4%104.4%8.2%0.0%1.8%-2.0%0000.00157.10N/AN/A0000
2021-08-26$61.64$0.0015.8%4.5%104.6%8.5%0.0%1.5%-2.6%0000.00156.44N/AN/A0000
2021-08-27$62.04$0.0015.8%4.5%104.4%8.5%0.0%2.3%-3.0%0000.00157.37N/AN/A0000
2021-08-30$62.32$0.0016.7%4.8%104.4%9.2%0.0%2.2%-3.4%0000.00157.59N/AN/A0000
2021-08-31$62.30$0.0016.8%4.8%104.4%9.2%0.0%2.2%-3.9%0000.00157.03N/AN/A0000