KXI Options History — October 2021 In October 2021, KXI traded between $59.92 and $61.74. ATM implied volatility averaged 19.4%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 10.2% (HV 20d: 9.2%). Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.16.
Notable Days 2021-10-27 : Highest Volume — 8 contracts2021-10-13 : Largest IV drop — 57.4% change2021-10-12 : Highest IV Rank — 23.9%2021-10-01 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $60.79 $59.92 $61.74 $60.02 $61.74 ATM IV 19.4% 13.7% 35.1% 26.4% 15.1% Expected Move 4.4% 3.9% 7.6% 7.6% 4.3% HV 20d 9.2% 6.9% 10.7% 9.6% 6.9% HV 60d 60.6% 60.6% 60.7% 60.7% 60.6% IV Rank 11.3% 6.8% 23.9% 16.9% 7.9% IV Percentile 73.0% 56.6% 96.4% 95.2% 61.4% Term Structure -2.8% -7.8% -0.8% -7.8% -3.5% Skew 25d 0.3% -7.5% 4.5% 4.5% 0.7% Skew 10d 1.5% -7.6% 6.7% -1.3% 0.9% Call IV 25d 16.6% 14.1% 30.5% 30.5% 17.8% Put IV 25d 16.9% 9.2% 35.0% 35.0% 18.5% Bid-Ask Spread % 137.17 130.26 166.53 166.53 137.85 Gamma HHI 0.56 0.37 0.63 0.56 0.39 Net GEX -461 -776 446 -391 238 Net DEX 7.6K -3.2K 11.5K 8.4K -1.5K Net VEX -64 -109 -51 -66 -103 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.16 0.60 1.50 1.50 0.60 Total Volume 2.333 0 8 0 8 Total OI 5.429 5 8 5 8
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-10-01 $60.02 $0.00 26.4% 7.6% 9.6% 16.9% 0.0% 4.5% -7.8% -391 8.4K -66 0.00 166.53 N/A N/A 0 0 2 3 2021-10-04 $59.92 $0.00 29.5% 5.5% 9.4% 19.4% 0.0% 3.7% -4.2% -357 8.4K -63 0.00 146.27 N/A N/A 0 0 2 3 2021-10-05 $60.11 $0.00 22.7% 4.2% 9.4% 13.9% 0.0% 2.4% -2.2% -637 11.4K -51 0.00 134.84 N/A N/A 0 0 2 3 2021-10-06 $60.21 $0.00 22.2% 4.2% 9.4% 13.6% 0.0% 3.8% -1.2% -606 11.5K -53 0.00 130.26 N/A N/A 0 0 2 3 2021-10-07 $60.41 $0.00 24.1% 4.2% 9.6% 15.1% 0.0% 1.6% -3.0% -676 10.6K -54 0.00 132.91 N/A N/A 0 0 2 3 2021-10-08 $60.31 $0.00 25.5% 4.2% 9.6% 16.2% 0.0% 2.7% -2.1% -660 11.0K -52 0.00 135.41 N/A N/A 0 0 2 3 2021-10-11 $60.15 $0.00 31.8% 4.2% 9.5% 21.2% 0.0% 2.4% -2.5% -658 11.4K -51 0.00 134.09 N/A N/A 0 0 2 3 2021-10-12 $60.00 $0.00 35.1% 4.2% 9.5% 23.9% 0.0% 2.2% -4.0% -567 10.3K -52 0.00 133.76 N/A N/A 0 0 2 3 2021-10-13 $60.50 $0.00 15.0% 4.3% 10.0% 7.8% 0.0% 2.2% -2.4% -709 11.1K -51 0.00 135.13 N/A N/A 0 0 2 3 2021-10-14 $61.06 $0.00 13.7% 3.9% 10.7% 6.8% 0.0% 2.5% -2.2% -538 8.6K -57 0.00 135.84 N/A N/A 0 0 2 3 2021-10-15 $60.97 $0.00 14.3% 4.1% 10.4% 7.2% 0.0% 1.9% -2.3% -441 7.5K -64 0.00 136.11 N/A N/A 0 0 2 3 2021-10-18 $60.77 $0.00 14.4% 4.1% 9.4% 7.3% 0.0% 1.3% -2.7% -776 10.1K -55 0.00 137.68 N/A N/A 0 0 2 3 2021-10-19 $60.53 $0.00 14.4% 4.1% 9.0% 7.4% 0.0% 1.2% -2.6% -553 8.9K -57 0.00 136.68 N/A N/A 0 0 2 3 2021-10-20 $61.06 $0.00 14.6% 4.2% 9.6% 7.5% 0.0% -4.5% -0.8% -681 8.6K -60 1.50 134.47 N/A N/A 2 3 2 3 2021-10-21 $61.08 $0.00 14.4% 4.1% 9.4% 7.3% 0.0% -0.5% -2.5% -556 8.0K -59 1.50 138.15 N/A N/A 2 3 2 3 2021-10-22 $61.48 $0.00 14.5% 4.2% 9.7% 7.4% 0.0% -4.1% -1.2% -558 7.2K -61 1.50 136.41 N/A N/A 2 3 2 3 2021-10-25 $61.33 $0.00 15.0% 4.3% 9.6% 7.8% 0.0% -3.8% -2.7% -610 7.5K -60 1.50 134.22 N/A N/A 2 3 2 3 2021-10-26 $61.65 $0.00 14.8% 4.2% 8.2% 7.6% 0.0% -7.5% -3.1% -615 6.6K -62 1.50 134.84 N/A N/A 2 3 2 3 2021-10-27 $61.49 $0.00 15.2% 4.4% 7.9% 8.0% 0.0% -6.9% -3.3% 214 -2.1K -108 0.60 132.99 N/A N/A 5 3 5 3 2021-10-28 $61.73 $0.00 15.0% 4.3% 6.9% 7.8% 0.0% 0.5% -3.6% 446 -3.2K -109 0.60 136.20 N/A N/A 5 3 5 3 2021-10-29 $61.74 $0.00 15.1% 4.3% 6.9% 7.9% 0.0% 0.7% -3.5% 238 -1.5K -103 0.60 137.85 N/A N/A 5 3 5 3
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