KXI Options History — May 2022 In May 2022, KXI traded between $57.87 and $62.87. ATM implied volatility averaged 23.6%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 3.5% (HV 20d: 20.1%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-05-02 : Highest Volume — 2 contracts2022-05-09 : Largest IV spike — 38.8% change2022-05-09 : Highest IV Rank — 27.0%2022-05-09 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $60.50 $57.87 $62.87 $61.78 $60.74 ATM IV 23.6% 18.3% 40.2% 22.0% 24.0% Expected Move 6.3% 5.2% 7.9% 6.3% 6.9% HV 20d 20.1% 14.2% 25.3% 14.2% 24.7% HV 60d 18.3% 16.2% 20.5% 16.3% 19.4% IV Rank 12.0% 7.0% 27.0% 12.5% 10.8% IV Percentile 77.1% 53.8% 96.4% 78.1% 83.3% Term Structure -3.0% -5.0% -0.5% -3.6% -4.9% Skew 25d 3.0% -0.1% 7.0% 2.9% 3.3% Skew 10d 2.0% -0.4% 3.7% 2.2% 3.1% Call IV 25d 22.2% 16.9% 28.9% 21.9% 26.2% Put IV 25d 25.2% 20.8% 30.4% 24.8% 29.5% Bid-Ask Spread % 127.44 121.28 131.25 127.23 129.35 Gamma HHI 0.51 0.50 0.55 0.51 0.50 Net GEX 507 429 700 527 536 Net DEX -6.9K -9.0K -4.3K -8.0K -7.2K Net VEX -24 -26 -23 -25 -23 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 2 2 2 2 2 Total OI 2 2 2 2 2
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 2022-05-02 $61.78 $0.00 22.0% 6.3% 14.2% 12.5% 0.0% 2.9% -3.6% 527 -8.0K -25 0.00 127.23 N/A N/A 2 0 2 0 2022-05-03 $61.72 $0.00 21.3% 6.1% 14.2% 11.8% 0.0% 1.5% -4.1% 477 -8.2K -25 0.00 129.43 N/A N/A 2 0 2 0 2022-05-04 $62.87 $0.00 22.6% 6.5% 15.8% 12.7% 0.0% -0.1% -3.0% 494 -9.0K -23 0.00 129.93 N/A N/A 2 0 2 0 2022-05-05 $61.50 $0.00 27.9% 6.2% 17.6% 17.1% 0.0% 1.7% -2.8% 429 -7.8K -26 0.00 126.01 N/A N/A 2 0 2 0 2022-05-06 $61.27 $0.00 29.0% 6.0% 16.9% 17.9% 0.0% 1.9% -2.9% 468 -7.4K -26 0.00 127.00 N/A N/A 2 0 2 0 2022-05-09 $61.03 $0.00 40.2% 7.9% 16.9% 27.0% 0.0% 2.3% -5.0% 436 -7.2K -25 0.00 129.58 N/A N/A 2 0 2 0 2022-05-10 $60.60 $0.00 28.2% 5.9% 17.0% 17.3% 0.0% 2.4% -3.1% 519 -7.0K -25 0.00 124.34 N/A N/A 2 0 2 0 2022-05-11 $60.63 $0.00 21.1% 6.0% 16.9% 11.5% 0.0% 7.0% -0.5% 472 -7.0K -25 0.00 126.45 N/A N/A 2 0 2 0 2022-05-12 $60.35 $0.00 20.3% 5.8% 16.6% 10.9% 0.0% 1.8% -2.3% 528 -6.7K -25 0.00 126.80 N/A N/A 2 0 2 0 2022-05-13 $61.61 $0.00 18.3% 5.2% 18.5% 8.2% 0.0% 4.4% -0.8% 619 -8.2K -23 0.00 130.36 N/A N/A 2 0 2 0 2022-05-16 $61.84 $0.00 19.4% 5.6% 18.2% 8.8% 0.0% 3.8% -0.8% 438 -7.8K -24 0.00 127.99 N/A N/A 2 0 2 0 2022-05-17 $61.58 $0.00 19.4% 5.6% 17.7% 7.0% 0.0% 3.6% -4.1% 501 -8.0K -24 0.00 130.66 N/A N/A 2 0 2 0 2022-05-18 $58.58 $0.00 26.5% 7.6% 23.7% 12.9% 0.0% 4.6% -2.8% 450 -5.2K -24 0.00 125.38 N/A N/A 2 0 2 0 2022-05-19 $57.87 $0.00 24.2% 6.9% 23.8% 11.0% 0.0% 4.2% -1.5% 459 -4.6K -23 0.00 126.03 N/A N/A 2 0 2 0 2022-05-20 $57.87 $0.00 19.7% 5.7% 23.9% 7.2% 0.0% 0.4% -2.0% 510 -4.3K -23 0.00 123.28 N/A N/A 2 0 2 0 2022-05-23 $58.80 $0.00 20.1% 5.8% 25.0% 7.5% 0.0% 1.0% -5.0% 560 -5.3K -24 0.00 125.13 N/A N/A 2 0 2 0 2022-05-24 $59.54 $0.00 22.7% 6.5% 25.3% 9.7% 0.0% 3.3% -0.7% 700 -5.7K -23 0.00 121.28 N/A N/A 2 0 2 0 2022-05-25 $59.54 $0.00 23.1% 6.6% 25.3% 10.0% 0.0% 4.1% -4.1% 494 -6.0K -24 0.00 128.87 N/A N/A 2 0 2 0 2022-05-26 $60.15 $0.00 23.1% 6.6% 25.3% 10.0% 0.0% 3.8% -4.1% 503 -6.6K -23 0.00 129.92 N/A N/A 2 0 2 0 2022-05-27 $60.53 $0.00 23.1% 6.6% 25.2% 10.1% 0.0% 4.1% -4.5% 530 -7.0K -23 0.00 131.25 N/A N/A 2 0 2 0 2022-05-31 $60.74 $0.00 24.0% 6.9% 24.7% 10.8% 0.0% 3.3% -4.9% 536 -7.2K -23 0.00 129.35 N/A N/A 2 0 2 0
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