KXI Options History — June 2022 In June 2022, KXI traded between $55.23 and $60.49. ATM implied volatility averaged 23.2%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 1.1% (HV 20d: 22.1%). Max pain ranged from $59.00 to $59.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-06-01 : Highest Volume — 2 contracts2022-06-08 : Largest IV drop — 36.0% change2022-06-07 : Highest IV Rank — 15.0%2022-06-16 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $57.75 $55.23 $60.49 $59.94 $57.75 Max Pain $59.00 $59.00 $59.00 $59.00 $59.00 ATM IV 23.2% 18.6% 29.0% 23.4% 23.7% Expected Move 6.2% 5.1% 7.6% 6.7% 6.8% HV 20d 22.1% 18.4% 25.0% 25.0% 20.3% HV 60d 19.0% 17.9% 20.0% 19.1% 20.0% IV Rank 9.5% 6.0% 15.0% 10.3% 9.0% IV Percentile 74.5% 51.0% 93.2% 80.9% 79.3% Term Structure -0.8% -4.8% 26.7% -2.1% -4.6% VWIV 21.8% 15.0% 28.5% 19.1% 25.0% Skew 25d 2.0% -0.5% 4.7% 4.7% 1.6% Skew 10d 2.3% -2.6% 4.0% 3.2% 2.0% Call IV 25d 22.6% 17.8% 27.6% 23.7% 27.4% Put IV 25d 24.6% 18.3% 30.0% 28.4% 29.1% Bid-Ask Spread % 130.23 124.50 136.70 124.50 128.56 Gamma HHI 0.53 0.51 0.58 0.57 0.54 Net GEX 570 367 878 794 620 Net DEX -4.5K -7.0K -2.3K -6.3K -4.4K Net VEX -18 -22 -14 -22 -17 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 2022-06-01 $59.94 $0.00 23.4% 6.7% 25.0% 10.3% 0.0% 4.7% -2.1% 794 -6.3K -22 0.00 124.50 N/A N/A 2 0 2 0 2022-06-02 $60.49 $59.00 26.5% 5.1% 24.3% 12.9% 19.1% -0.5% -4.3% 878 -7.0K -21 0.00 130.71 N/A N/A 2 0 2 0 2022-06-03 $59.97 $59.00 25.3% 5.4% 23.2% 11.9% 17.4% 3.5% 0.6% 556 -6.6K -22 0.00 131.50 N/A N/A 2 0 2 0 2022-06-06 $59.85 $59.00 28.3% 5.4% 23.2% 14.4% 17.2% 3.9% -0.1% 604 -6.5K -22 0.00 132.93 N/A N/A 2 0 2 0 2022-06-07 $59.93 $59.00 29.0% 5.4% 23.2% 15.0% 20.2% -0.2% -2.4% 707 -6.2K -21 0.00 131.48 N/A N/A 2 0 2 0 2022-06-08 $59.21 $59.00 18.6% 5.3% 23.5% 6.3% 15.0% 3.7% 2.8% 577 -5.7K -21 0.00 126.18 N/A N/A 2 0 2 0 2022-06-09 $57.82 $59.00 19.9% 5.7% 24.8% 7.3% 20.4% 0.8% -4.1% 529 -4.8K -21 0.00 127.78 N/A N/A 2 0 2 0 2022-06-10 $57.42 $59.00 22.6% 6.5% 24.8% 8.8% 21.3% 3.1% -1.4% 484 -4.3K -20 0.00 134.59 N/A N/A 2 0 2 0 2022-06-13 $55.98 $59.00 21.3% 6.1% 24.5% 7.7% 20.7% 2.4% -0.8% 445 -2.9K -16 0.00 124.90 N/A N/A 2 0 2 0 2022-06-14 $55.30 $59.00 24.1% 6.9% 24.4% 10.1% 24.6% 2.8% -3.4% 371 -2.5K -15 0.00 127.21 N/A N/A 2 0 2 0 2022-06-15 $55.83 $59.00 24.6% 7.0% 25.0% 10.4% 26.7% 0.5% -4.7% 394 -2.9K -16 0.00 134.93 N/A N/A 2 0 2 0 2022-06-16 $55.23 $59.00 26.6% 7.6% 18.7% 12.1% 28.5% 2.4% 26.7% 367 -2.6K -16 0.00 136.70 N/A N/A 2 0 2 0 2022-06-17 $55.30 $59.00 22.9% 6.6% 18.4% 9.0% 25.8% 2.4% 3.4% 375 -2.3K -14 0.00 131.13 N/A N/A 2 0 2 0 2022-06-21 $56.36 $59.00 22.3% 6.4% 19.9% 8.5% 24.3% 1.8% -1.7% 479 -2.9K -16 0.00 130.64 N/A N/A 2 0 2 0 2022-06-22 $56.51 $59.00 19.3% 5.5% 18.9% 6.0% 21.0% 2.1% -1.0% 531 -2.9K -15 0.00 127.00 N/A N/A 2 0 2 0 2022-06-23 $57.15 $59.00 22.8% 6.5% 18.8% 8.9% 22.9% 2.1% -3.3% 566 -3.6K -17 0.00 132.92 N/A N/A 2 0 2 0 2022-06-24 $58.51 $59.00 22.2% 6.4% 20.9% 8.4% 21.5% 1.7% -4.8% 669 -5.1K -19 0.00 133.82 N/A N/A 2 0 2 0 2022-06-27 $58.49 $59.00 20.7% 5.9% 20.5% 7.2% 20.5% 1.8% -3.9% 698 -5.1K -18 0.00 129.10 N/A N/A 2 0 2 0 2022-06-28 $57.72 $59.00 21.3% 6.1% 20.7% 7.6% 21.6% 0.7% -4.2% 652 -4.2K -17 0.00 129.46 N/A N/A 2 0 2 0 2022-06-29 $57.90 $59.00 21.2% 6.1% 20.7% 6.8% 22.5% 0.7% -4.5% 679 -4.4K -17 0.00 128.69 N/A N/A 2 0 2 0 2022-06-30 $57.75 $59.00 23.7% 6.8% 20.3% 9.0% 25.0% 1.6% -4.6% 620 -4.4K -17 0.00 128.56 N/A N/A 2 0 2 0
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