KXI Options History — March 2022

In March 2022, KXI traded between $58.30 and $62.52. ATM implied volatility averaged 22.4%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 2.4% (HV 20d: 20.0%). Max pain ranged from $59.00 to $59.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-03-01: Highest Volume — 4 contracts
  • 2022-03-04: Largest IV spike — 43.4% change
  • 2022-03-07: Highest IV Rank — 21.9%
  • 2022-03-11: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.71$58.30$62.52$61.40$62.36
Max Pain$59.00$59.00$59.00$59.00$59.00
ATM IV22.4%17.5%33.5%21.8%19.0%
Expected Move6.2%3.8%10.4%6.2%3.9%
HV 20d20.0%15.5%23.1%16.1%19.2%
HV 60d14.6%12.4%15.7%12.8%15.6%
IV Rank13.0%9.0%21.9%12.5%10.2%
IV Percentile77.7%56.6%95.6%82.1%66.1%
Term Structure-4.2%-13.4%8.4%-5.7%-5.3%
VWIV17.4%15.6%18.9%17.7%15.6%
Skew 25d2.4%-6.3%10.6%0.5%0.9%
Skew 10d2.2%-4.5%15.5%1.6%1.1%
Call IV 25d21.5%16.2%23.8%22.8%21.5%
Put IV 25d23.9%17.0%34.3%23.3%22.4%
Bid-Ask Spread %130.54104.05149.32125.73131.16
Gamma HHI0.770.700.870.780.77
Net GEX1.9K1.2K3.5K1.8K2.4K
Net DEX-16.2K-23.2K-9.4K-18.7K-22.7K
Net VEX-38-47-26-47-26
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume44444
Total OI55555

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$61.40$0.0021.8%6.2%16.1%12.5%0.0%0.5%-5.7%1.8K-18.7K-470.00125.73N/AN/A4050
2022-03-02$61.72$0.0020.8%6.0%16.2%11.7%0.0%1.9%-0.7%1.9K-19.5K-450.00129.05N/AN/A4050
2022-03-03$61.56$0.0020.7%5.9%15.5%11.6%0.0%1.4%-1.4%1.9K-18.3K-460.00129.68N/AN/A4050
2022-03-04$60.88$0.0029.7%8.5%15.8%18.8%0.0%2.4%-3.6%1.5K-16.4K-460.00134.11N/AN/A4050
2022-03-07$59.56$0.0033.5%9.6%17.3%21.9%0.0%3.2%-4.2%1.5K-12.8K-440.00141.20N/AN/A4050
2022-03-08$58.64$0.0021.3%8.6%17.8%12.1%0.0%-0.1%-4.0%1.4K-10.6K-410.00131.34N/AN/A4050
2022-03-09$60.02$0.0022.2%9.4%20.2%12.8%0.0%2.2%-3.1%1.6K-13.5K-430.00135.76N/AN/A4050
2022-03-10$59.00$0.0020.7%8.3%20.7%11.6%0.0%1.5%-1.8%1.5K-10.5K-390.00130.57N/AN/A4050
2022-03-11$58.30$0.0023.5%10.4%20.8%13.9%0.0%0.2%-5.2%1.3K-9.4K-390.00133.52N/AN/A4050
2022-03-14$58.65$59.0029.5%5.3%21.0%18.7%17.7%6.4%-11.6%1.2K-11.1K-390.00104.05N/AN/A4050
2022-03-15$59.80$59.0024.9%5.0%22.5%15.0%18.9%10.6%-12.8%1.3K-13.0K-400.00111.04N/AN/A4050
2022-03-16$60.10$59.0028.6%4.9%22.6%18.0%15.6%9.4%-13.4%1.4K-13.8K-400.00111.10N/AN/A4050
2022-03-17$60.76$0.0024.5%9.2%22.9%14.7%0.0%9.1%8.4%1.7K-14.9K-390.00133.27N/AN/A4050
2022-03-18$61.17$0.0017.7%4.2%23.0%9.2%0.0%1.6%-2.9%2.3K-17.0K-390.00129.46N/AN/A4050
2022-03-21$61.01$0.0020.6%4.7%23.0%11.6%0.0%2.1%-3.9%2.0K-16.4K-370.00137.26N/AN/A4050
2022-03-22$61.41$0.0017.5%4.0%22.9%9.0%0.0%1.8%-3.2%2.4K-18.1K-360.00128.99N/AN/A4050
2022-03-23$60.88$0.0022.0%5.0%23.1%12.6%0.0%-6.3%-3.1%3.5K-15.7K-360.00142.40N/AN/A4050
2022-03-24$61.08$0.0020.3%4.6%22.0%11.3%0.0%1.5%-4.4%2.0K-16.8K-360.00136.51N/AN/A4050
2022-03-25$61.39$0.0019.6%5.8%19.5%10.7%0.0%1.3%1.1%2.1K-17.9K-350.00149.32N/AN/A4050
2022-03-28$61.61$0.0020.8%4.3%19.0%11.7%0.0%1.8%-6.3%2.1K-18.8K-330.00136.08N/AN/A4050
2022-03-29$62.44$0.0018.0%3.8%19.3%9.4%0.0%1.4%-4.2%2.4K-23.0K-270.00129.00N/AN/A4050
2022-03-30$62.52$0.0017.9%3.8%19.2%9.3%0.0%1.0%-4.8%2.3K-23.2K-260.00131.90N/AN/A4050
2022-03-31$62.36$0.0019.0%3.9%19.2%10.2%0.0%0.9%-5.3%2.4K-22.7K-260.00131.16N/AN/A4050