KXI Options History — April 2022 In April 2022, KXI traded between $62.76 and $64.49. ATM implied volatility averaged 22.5%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 10.6% (HV 20d: 11.9%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-04-05 : Highest Volume — 7 contracts2022-04-13 : Largest IV drop — 65.9% change2022-04-12 : Highest IV Rank — 35.1%2022-04-29 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $63.44 $62.76 $64.49 $62.76 $62.77 ATM IV 22.5% 14.4% 50.0% 17.9% 21.8% Expected Move 4.8% 3.7% 6.2% 3.7% 6.2% HV 20d 11.9% 8.8% 18.8% 18.8% 13.3% HV 60d 15.6% 15.2% 16.0% 15.6% 16.0% IV Rank 13.0% 6.5% 35.1% 9.4% 12.4% IV Percentile 65.2% 19.5% 97.6% 59.0% 77.3% Term Structure -2.9% -5.8% -0.4% -4.8% -5.8% Skew 25d 1.6% 0.1% 4.3% 2.0% 1.1% Skew 10d 1.8% 0.3% 3.5% 1.6% 1.7% Call IV 25d 18.3% 14.3% 24.3% 21.0% 24.3% Put IV 25d 19.9% 16.3% 25.4% 23.1% 25.4% Bid-Ask Spread % 132.26 127.11 137.21 128.47 134.82 Gamma HHI 0.55 0.36 0.72 0.72 0.51 Net GEX 1.2K 359 2.4K 2.4K 440 Net DEX -19.2K -32.7K -9.1K -24.9K -9.1K Net VEX -25 -40 -14 -20 -24 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 4.2 0 7 5 2 Total OI 3.8 2 6 5 2
Daily Data (20 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 2022-04-01 $62.76 $0.00 17.9% 3.7% 18.8% 9.4% 0.0% 2.0% -4.8% 2.4K -24.9K -20 0.00 128.47 N/A N/A 5 0 5 0 2022-04-04 $62.76 $0.00 24.3% 4.4% 16.6% 14.5% 0.0% 2.1% -2.9% 2.3K -27.7K -40 0.00 135.94 N/A N/A 5 0 6 0 2022-04-05 $62.80 $0.00 25.6% 4.5% 15.2% 15.5% 0.0% 1.4% -3.0% 2.2K -27.7K -38 0.00 137.21 N/A N/A 7 0 6 0 2022-04-06 $63.05 $0.00 27.2% 4.7% 13.3% 16.8% 0.0% 1.7% -3.0% 2.1K -28.6K -37 0.00 135.41 N/A N/A 7 0 6 0 2022-04-07 $63.78 $0.00 27.6% 4.6% 11.5% 17.1% 0.0% 2.3% -1.9% 1.9K -32.0K -29 0.00 132.77 N/A N/A 7 0 6 0 2022-04-08 $63.82 $0.00 25.9% 4.2% 9.9% 15.8% 0.0% 1.5% -2.6% 1.7K -32.7K -29 0.00 130.26 N/A N/A 7 0 6 0 2022-04-11 $63.71 $0.00 40.4% 4.9% 10.2% 27.4% 0.0% 1.0% -2.7% 1.9K -31.8K -26 0.00 135.78 N/A N/A 7 0 6 0 2022-04-12 $63.27 $0.00 50.0% 5.2% 9.2% 35.1% 0.0% 1.3% -4.1% 2.1K -30.0K -29 0.00 135.11 N/A N/A 7 0 6 0 2022-04-13 $63.71 $0.00 17.1% 4.9% 9.2% 8.6% 0.0% 1.5% -2.9% 1.9K -32.2K -23 0.00 135.64 N/A N/A 7 0 6 0 2022-04-14 $63.70 $0.00 16.9% 4.8% 8.8% 8.4% 0.0% 1.2% -3.0% 770 -15.3K -24 0.00 136.18 N/A N/A 7 0 3 0 2022-04-18 $62.90 $0.00 17.5% 5.0% 10.1% 8.9% 0.0% 0.8% -3.1% 462 -9.3K -24 0.00 134.37 N/A N/A 2 0 2 0 2022-04-19 $63.55 $0.00 14.4% 4.1% 10.5% 6.5% 0.0% 1.9% -0.9% 573 -10.7K -18 0.00 129.35 N/A N/A 2 0 2 0 2022-04-20 $64.49 $0.00 15.4% 4.4% 11.3% 7.3% 0.0% 1.9% -2.1% 402 -11.4K -14 0.00 128.32 N/A N/A 2 0 2 0 2022-04-21 $64.29 $0.00 16.3% 4.7% 10.7% 7.9% 0.0% 0.3% -2.5% 359 -10.6K -20 0.00 128.39 N/A N/A 2 0 2 0 2022-04-22 $64.01 $0.00 16.6% 4.8% 11.0% 8.2% 0.0% 1.0% -0.4% 434 -10.3K -20 0.00 127.46 N/A N/A 2 0 2 0 2022-04-25 $63.84 $0.00 17.4% 5.0% 11.1% 8.9% 0.0% 2.9% -2.3% 566 -10.5K -18 0.00 127.11 N/A N/A 2 0 2 0 2022-04-26 $62.88 $0.00 17.8% 5.1% 12.6% 9.2% 0.0% 0.1% -3.9% 429 -9.4K -23 0.00 128.60 N/A N/A 2 0 2 0 2022-04-27 $63.00 $0.00 21.2% 6.1% 11.8% 11.9% 0.0% 2.2% -4.3% 417 -9.2K -24 0.00 133.99 N/A N/A 0 0 2 0 2022-04-28 $63.64 $0.00 18.3% 5.3% 12.3% 9.6% 0.0% 4.3% -1.9% 571 -10.4K -18 0.00 130.13 N/A N/A 2 0 2 0 2022-04-29 $62.77 $0.00 21.8% 6.2% 13.3% 12.4% 0.0% 1.1% -5.8% 440 -9.1K -24 0.00 134.82 N/A N/A 2 0 2 0
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