KXI Options History — September 2021

Name: KXI Options Analytics - September 2021
Creator: Options Analysis Suite

In September 2021, KXI traded between $60.03 and $62.83. ATM implied volatility averaged 18.0%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 58.6% (HV 20d: 76.6%). Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2021-09-13: Highest Volume — 3 contracts
2021-09-21: Largest IV spike — 46.4% change
2021-09-21: Highest IV Rank — 17.2%
2021-09-21: Largest Expected Move — 7.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$61.69	$60.03	$62.83	$62.65	$60.03
ATM IV	18.0%	13.5%	26.8%	16.4%	26.5%
Expected Move	5.0%	3.7%	7.7%	4.7%	7.6%
HV 20d	76.6%	8.0%	104.4%	104.4%	9.6%
HV 60d	60.7%	60.5%	60.8%	60.7%	60.7%
IV Rank	10.3%	6.6%	17.2%	8.9%	17.0%
IV Percentile	78.4%	64.5%	96.0%	75.3%	95.6%
Term Structure	-3.5%	-8.0%	0.3%	-3.6%	-8.0%
Skew 25d	2.3%	1.0%	5.7%	1.8%	4.0%
Skew 10d	3.0%	-1.8%	10.2%	4.1%	-1.8%
Call IV 25d	18.7%	9.7%	30.2%	18.9%	30.2%
Put IV 25d	21.1%	15.3%	34.2%	20.7%	34.2%
Bid-Ask Spread %	155.52	145.95	169.03	156.85	167.25
Gamma HHI	0.69	0.53	1.00	1.00	0.55
Net GEX	-170	-689	478	0	-365
Net DEX	3.3K	-4.3K	10.3K	0	8.5K
Net VEX	-48	-78	0	0	-64
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.238	0	3	0	0
Total OI	3.333	0	5	0	5

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-09-01	$62.65	$0.00	16.4%	4.7%	104.4%	8.9%	0.0%	1.8%	-3.6%	0	0	0	156.85	N/A	N/A	0	0	0	0
2021-09-02	$62.69	$0.00	16.9%	3.8%	104.2%	9.4%	0.0%	1.6%	-1.9%	0	0	0	155.33	N/A	N/A	0	0	0	0
2021-09-03	$62.83	$0.00	17.3%	3.7%	104.1%	9.6%	0.0%	1.8%	-1.6%	0	0	0	156.21	N/A	N/A	2	0	0	0
2021-09-07	$62.37	$0.00	21.2%	4.0%	104.4%	12.8%	0.0%	1.5%	-2.2%	0	0	0	155.59	N/A	N/A	0	0	0	0
2021-09-08	$62.47	$0.00	13.9%	4.0%	103.8%	6.9%	0.0%	2.3%	-2.3%	478	-3.9K	-33	155.07	N/A	N/A	0	0	2	0
2021-09-09	$62.35	$0.00	14.6%	4.2%	103.9%	7.5%	0.0%	1.7%	-2.7%	465	-3.8K	-33	155.57	N/A	N/A	0	0	2	0
2021-09-10	$62.17	$0.00	14.2%	4.1%	103.4%	7.2%	0.0%	1.2%	-3.1%	458	-3.7K	-33	154.78	N/A	N/A	0	0	2	0
2021-09-13	$62.24	$0.00	14.3%	4.1%	103.2%	7.3%	0.0%	1.0%	-2.0%	471	-4.3K	-35	151.02	N/A	N/A	0	3	2	0
2021-09-14	$62.00	$0.00	14.2%	4.1%	103.4%	7.2%	0.0%	1.1%	-2.2%	463	-3.4K	-30	149.57	N/A	N/A	0	0	2	0
2021-09-15	$62.18	$0.00	13.5%	3.9%	103.3%	6.6%	0.0%	5.7%	-3.0%	-614	6.0K	-75	146.64	N/A	N/A	0	0	2	3
2021-09-16	$61.98	$0.00	15.2%	4.4%	103.5%	8.0%	0.0%	1.2%	0.3%	-582	5.7K	-78	145.95	N/A	N/A	0	0	2	3
2021-09-17	$61.53	$0.00	14.9%	4.3%	103.6%	7.8%	0.0%	1.6%	-0.7%	-514	6.6K	-75	147.25	N/A	N/A	0	0	2	3
2021-09-20	$60.76	$0.00	18.3%	5.2%	104.0%	10.4%	0.0%	2.4%	-5.4%	-519	8.5K	-69	146.36	N/A	N/A	0	0	2	3
2021-09-21	$61.28	$0.00	26.8%	7.7%	103.7%	17.2%	0.0%	2.5%	-5.1%	-269	5.7K	-75	161.23	N/A	N/A	0	0	2	3
2021-09-22	$61.27	$0.00	16.7%	4.8%	103.8%	9.2%	0.0%	2.0%	-3.6%	-492	7.3K	-71	152.56	N/A	N/A	0	0	2	3
2021-09-23	$61.52	$0.00	16.4%	4.7%	8.4%	9.0%	0.0%	2.6%	-3.2%	-579	7.0K	-73	152.93	N/A	N/A	0	0	2	3
2021-09-24	$61.34	$0.00	16.6%	4.8%	8.2%	9.1%	0.0%	1.8%	-3.5%	-689	8.0K	-68	153.10	N/A	N/A	0	0	2	3
2021-09-27	$61.04	$0.00	22.7%	6.5%	8.0%	13.9%	0.0%	3.4%	-5.8%	-391	6.8K	-71	168.57	N/A	N/A	0	0	2	3
2021-09-28	$60.21	$0.00	24.1%	6.9%	8.9%	15.1%	0.0%	3.5%	-6.4%	-524	10.3K	-60	165.07	N/A	N/A	0	0	2	3
2021-09-29	$60.64	$0.00	24.5%	7.0%	9.5%	15.4%	0.0%	4.4%	-7.3%	-376	7.5K	-68	169.03	N/A	N/A	0	0	2	3
2021-09-30	$60.03	$0.00	26.5%	7.6%	9.6%	17.0%	0.0%	4.0%	-8.0%	-365	8.5K	-64	167.25	N/A	N/A	0	0	2	3