KXI Options History — February 2022 In February 2022, KXI traded between $61.11 and $63.75. ATM implied volatility averaged 19.4%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 7.9% (HV 20d: 11.5%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2022-02-01 : Highest Volume — 4 contracts2022-02-11 : Largest IV spike — 131.0% change2022-02-11 : Highest IV Rank — 20.9%2022-02-11 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $62.79 $61.11 $63.75 $63.02 $61.98 ATM IV 19.4% 14.0% 32.2% 19.9% 19.8% Expected Move 5.2% 4.0% 9.2% 5.7% 5.7% HV 20d 11.5% 9.6% 16.1% 11.2% 16.1% HV 60d 11.5% 10.9% 12.8% 10.9% 12.8% IV Rank 10.6% 6.2% 20.9% 10.9% 10.9% IV Percentile 66.0% 27.5% 95.6% 76.9% 73.7% Term Structure -3.2% -9.2% -0.2% -9.2% -3.4% Skew 25d 2.6% -3.7% 11.8% -3.7% 1.7% Skew 10d 2.0% -3.2% 9.6% -3.2% 2.3% Call IV 25d 20.3% 13.0% 42.7% 26.2% 21.5% Put IV 25d 22.9% 15.9% 43.2% 22.5% 23.1% Bid-Ask Spread % 130.48 118.83 149.03 134.40 126.40 Gamma HHI 0.76 0.71 0.82 0.74 0.80 Net GEX 1.7K 1.1K 2.0K 1.6K 1.8K Net DEX -22.0K -24.2K -15.8K -22.5K -19.9K Net VEX -47 -53 -42 -52 -46 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 4 4 4 4 4 Total OI 5 5 5 5 5
Daily Data (19 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 2022-02-01 $63.02 $0.00 19.9% 5.7% 11.2% 10.9% 0.0% -3.7% -9.2% 1.6K -22.5K -52 0.00 134.40 N/A N/A 4 0 5 0 2022-02-02 $63.75 $0.00 20.3% 5.8% 11.7% 11.3% 0.0% 6.9% -4.1% 1.4K -24.2K -47 0.00 136.19 N/A N/A 4 0 5 0 2022-02-03 $63.38 $0.00 19.7% 4.1% 11.7% 10.8% 0.0% 6.4% -2.1% 1.5K -23.8K -47 0.00 127.74 N/A N/A 4 0 5 0 2022-02-04 $63.03 $0.00 23.7% 5.7% 11.7% 14.1% 0.0% 11.8% -7.2% 1.6K -21.4K -51 0.00 118.83 N/A N/A 4 0 5 0 2022-02-07 $63.02 $0.00 21.2% 4.1% 11.6% 12.0% 0.0% 1.7% -1.2% 1.7K -22.9K -49 0.00 128.24 N/A N/A 4 0 5 0 2022-02-08 $63.12 $0.00 21.0% 4.1% 11.2% 11.8% 0.0% 2.0% -1.1% 1.7K -23.2K -48 0.00 128.55 N/A N/A 4 0 5 0 2022-02-09 $63.24 $0.00 14.6% 4.2% 11.2% 6.7% 0.0% -0.0% -2.7% 1.7K -24.0K -45 0.00 129.30 N/A N/A 4 0 5 0 2022-02-10 $62.61 $0.00 14.0% 4.0% 11.7% 6.2% 0.0% 3.7% -3.0% 1.8K -22.0K -50 0.00 128.50 N/A N/A 4 0 5 0 2022-02-11 $62.74 $0.00 32.2% 9.2% 11.7% 20.9% 0.0% 0.5% -8.8% 1.1K -20.6K -53 0.00 149.03 N/A N/A 4 0 5 0 2022-02-14 $62.40 $0.00 25.5% 7.3% 11.8% 15.5% 0.0% 2.9% -2.8% 1.3K -19.4K -52 0.00 147.61 N/A N/A 4 0 5 0 2022-02-15 $62.61 $0.00 15.4% 4.4% 10.1% 7.3% 0.0% 1.8% -2.4% 1.8K -22.4K -47 0.00 129.07 N/A N/A 4 0 5 0 2022-02-16 $62.97 $0.00 15.4% 4.4% 9.8% 7.4% 0.0% 2.0% -2.2% 1.8K -23.4K -44 0.00 131.05 N/A N/A 4 0 5 0 2022-02-17 $63.17 $0.00 16.4% 4.7% 9.6% 8.1% 0.0% 2.2% -2.8% 1.7K -23.6K -43 0.00 130.63 N/A N/A 4 0 5 0 2022-02-18 $63.19 $0.00 16.5% 4.7% 9.6% 8.2% 0.0% 1.7% -2.2% 1.6K -23.6K -43 0.00 128.31 N/A N/A 4 0 5 0 2022-02-22 $62.54 $0.00 17.7% 5.1% 10.2% 9.2% 0.0% 1.6% -3.2% 1.8K -21.8K -45 0.00 129.49 N/A N/A 4 0 5 0 2022-02-23 $62.38 $0.00 17.8% 5.1% 9.9% 9.3% 0.0% 0.6% -1.2% 1.6K -20.7K -47 0.00 127.14 N/A N/A 4 0 5 0 2022-02-24 $61.11 $0.00 19.4% 5.6% 11.7% 10.6% 0.0% 2.6% -0.2% 2.0K -15.8K -49 0.00 124.26 N/A N/A 4 0 5 0 2022-02-25 $62.83 $0.00 17.9% 5.1% 15.4% 9.3% 0.0% 2.9% -1.7% 2.0K -22.3K -42 0.00 124.45 N/A N/A 4 0 5 0 2022-02-28 $61.98 $0.00 19.8% 5.7% 16.1% 10.9% 0.0% 1.7% -3.4% 1.8K -19.9K -46 0.00 126.40 N/A N/A 4 0 5 0
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