KXI Options History — November 2021 In November 2021, KXI traded between $60.35 and $63.10. ATM implied volatility averaged 16.6%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 9.6% (HV 20d: 7.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2021-11-01 : Highest Volume — 8 contracts2021-11-24 : Largest IV spike — 28.9% change2021-11-24 : Highest IV Rank — 12.8%2021-11-24 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $62.44 $60.35 $63.10 $61.89 $60.35 ATM IV 16.6% 13.9% 21.3% 15.7% 20.7% Expected Move 4.5% 3.9% 6.1% 4.5% 5.9% HV 20d 7.0% 5.9% 10.8% 6.8% 10.8% HV 60d 40.5% 7.9% 60.6% 60.6% 9.4% IV Rank 9.1% 7.0% 12.8% 8.4% 12.4% IV Percentile 66.3% 49.8% 86.9% 63.3% 84.5% Term Structure -3.5% -6.8% -1.9% -3.8% -6.8% Skew 25d 1.5% -7.7% 6.4% 0.5% 2.7% Skew 10d 1.1% -4.6% 2.0% 1.3% 1.9% Call IV 25d 17.1% 13.4% 24.7% 18.9% 21.3% Put IV 25d 18.5% 11.1% 26.4% 19.5% 24.0% Bid-Ask Spread % 131.24 127.07 140.94 137.46 127.07 Gamma HHI 0.37 0.36 0.39 0.37 0.39 Net GEX 580 99 1.4K 471 139 Net DEX -6.6K -10.3K 2.6K -3.8K 2.6K Net VEX -99 -108 -85 -108 -85 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.60 0.60 0.60 0.60 Total Volume 8 8 8 8 8 Total OI 8 8 8 8 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 2021-11-01 $61.89 $0.00 15.7% 4.5% 6.8% 8.4% 0.0% 0.5% -3.8% 471 -3.8K -108 0.60 137.46 N/A N/A 5 3 5 3 2021-11-02 $62.13 $0.00 16.3% 4.7% 6.8% 8.9% 0.0% 0.9% -5.0% 329 -4.7K -106 0.60 137.73 N/A N/A 5 3 5 3 2021-11-03 $62.77 $0.00 16.1% 4.6% 7.5% 8.7% 0.0% -7.7% -4.1% 635 -7.4K -106 0.60 134.24 N/A N/A 5 3 5 3 2021-11-04 $62.74 $0.00 16.6% 3.9% 7.5% 9.1% 0.0% -1.2% -1.9% 918 -7.7K -101 0.60 128.88 N/A N/A 5 3 5 3 2021-11-05 $63.10 $0.00 17.0% 3.9% 7.5% 9.4% 0.0% 1.8% -2.1% 1.4K -10.3K -94 0.60 129.03 N/A N/A 5 3 5 3 2021-11-08 $62.78 $0.00 19.2% 4.0% 7.8% 11.2% 0.0% 2.3% -1.9% 744 -7.8K -103 0.60 129.38 N/A N/A 5 3 5 3 2021-11-09 $62.94 $0.00 19.2% 4.1% 7.6% 11.2% 0.0% 2.2% -2.3% 851 -8.7K -100 0.60 129.26 N/A N/A 5 3 5 3 2021-11-10 $62.80 $0.00 13.9% 4.0% 7.4% 7.0% 0.0% 1.5% -2.2% 499 -8.4K -102 0.60 128.81 N/A N/A 5 3 5 3 2021-11-11 $62.78 $0.00 14.6% 4.2% 6.9% 7.5% 0.0% 2.2% -2.5% 1.2K -8.3K -95 0.60 131.07 N/A N/A 5 3 5 3 2021-11-12 $62.97 $0.00 14.0% 4.0% 6.8% 7.0% 0.0% 2.1% -2.6% 587 -8.8K -101 0.60 129.66 N/A N/A 5 3 5 3 2021-11-15 $63.04 $0.00 14.6% 4.2% 6.6% 7.5% 0.0% 1.4% -3.1% 431 -9.5K -99 0.60 129.81 N/A N/A 5 3 5 3 2021-11-16 $62.85 $0.00 14.5% 4.2% 6.5% 7.4% 0.0% 1.7% -3.2% 447 -8.6K -99 0.60 128.60 N/A N/A 5 3 5 3 2021-11-17 $62.69 $0.00 14.9% 4.3% 6.2% 7.8% 0.0% 2.0% -2.8% 711 -7.7K -95 0.60 130.97 N/A N/A 5 3 5 3 2021-11-18 $62.49 $0.00 14.9% 4.3% 6.3% 7.8% 0.0% 1.9% -3.0% 593 -6.6K -97 0.60 130.54 N/A N/A 5 3 5 3 2021-11-19 $62.30 $0.00 14.9% 4.3% 6.2% 7.7% 0.0% 1.9% -3.0% 267 -5.7K -100 0.60 128.68 N/A N/A 5 3 5 3 2021-11-22 $62.50 $0.00 15.1% 4.3% 6.1% 7.9% 0.0% 6.4% -3.1% 704 -6.4K -95 0.60 127.87 N/A N/A 5 3 5 3 2021-11-23 $62.54 $0.00 16.5% 4.7% 5.9% 9.0% 0.0% 2.1% -3.7% 504 -6.7K -94 0.60 131.32 N/A N/A 5 3 5 3 2021-11-24 $62.28 $0.00 21.3% 6.1% 6.1% 12.8% 0.0% 1.7% -5.3% 190 -7.0K -103 0.60 140.94 N/A N/A 5 3 5 3 2021-11-26 $61.64 $0.00 19.8% 5.7% 7.1% 11.6% 0.0% 1.5% -5.5% 99 -4.3K -99 0.60 133.41 N/A N/A 5 3 5 3 2021-11-29 $61.76 $0.00 18.9% 5.4% 7.1% 10.9% 0.0% 2.6% -4.9% 462 -2.6K -90 0.60 131.31 N/A N/A 5 3 5 3 2021-11-30 $60.35 $0.00 20.7% 5.9% 10.8% 12.4% 0.0% 2.7% -6.8% 139 2.6K -85 0.60 127.07 N/A N/A 5 3 5 3
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