KXI Options History — August 2022

In August 2022, KXI traded between $58.26 and $61.51. ATM implied volatility averaged 20.3%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 9.3% (HV 20d: 11.0%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-08-03: Highest Volume — 6 contracts
  • 2022-08-10: Largest IV drop — 33.5% change
  • 2022-08-30: Highest IV Rank — 25.5%
  • 2022-08-30: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.20$58.26$61.51$60.57$58.26
Max Pain$65.00$65.00$65.00$65.00$65.00
ATM IV20.3%15.9%26.2%20.4%23.4%
Expected Move5.5%4.6%6.8%5.8%6.7%
HV 20d11.0%8.9%12.1%11.9%11.7%
HV 60d16.7%14.8%19.4%19.4%15.2%
IV Rank9.4%2.3%25.5%6.1%24.8%
IV Percentile53.3%22.7%84.9%53.4%76.6%
Term Structure-3.0%-5.9%-1.0%-4.7%-4.1%
VWIV26.3%21.1%39.9%21.1%39.9%
Skew 25d0.8%-9.5%2.1%1.7%-9.5%
Skew 10d0.1%-15.6%2.2%1.6%2.1%
Call IV 25d21.0%17.0%25.8%23.6%25.8%
Put IV 25d21.7%16.1%26.9%25.3%16.3%
Bid-Ask Spread %132.45124.13136.09131.63130.39
Gamma HHI0.610.480.720.590.51
Net GEX2.1K1.2K2.9K1.2K1.3K
Net DEX-14.2K-19.4K-7.9K-12.0K-7.9K
Net VEX-92-112-62-80-62
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.5650655
Total OI10.696611611

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$60.57$0.0020.4%5.8%11.9%6.1%0.0%1.7%-4.7%1.2K-12.0K-800.00131.63N/AN/A5060
2022-08-02$60.23$0.0021.7%6.2%11.6%7.2%0.0%0.8%-5.1%1.9K-14.9K-990.00132.79N/AN/A50100
2022-08-03$60.35$0.0022.1%6.3%11.5%7.6%0.0%1.6%-4.8%2.0K-15.3K-1000.00134.67N/AN/A60100
2022-08-04$60.02$65.0022.4%4.8%11.7%7.9%21.1%1.5%-1.1%2.1K-16.2K-1120.00134.19N/AN/A50110
2022-08-05$59.79$65.0022.7%4.8%11.8%8.1%21.8%2.1%-1.8%2.0K-13.2K-940.00134.09N/AN/A50110
2022-08-08$59.82$65.0025.3%5.1%11.4%10.3%22.6%1.4%-1.7%2.1K-14.1K-980.00133.11N/AN/A50110
2022-08-09$59.73$65.0026.2%5.0%11.5%11.1%0.0%1.2%-2.2%2.1K-13.6K-960.00134.86N/AN/A00110
2022-08-10$60.42$65.0017.4%5.0%12.0%3.6%0.0%1.9%-1.4%2.3K-15.5K-1020.00133.63N/AN/A00110
2022-08-11$60.26$65.0017.4%5.0%11.6%3.6%0.0%1.2%-1.7%2.3K-15.2K-990.00133.30N/AN/A00110
2022-08-12$60.67$65.0016.8%4.8%11.7%3.1%0.0%1.9%-1.9%2.5K-15.3K-1010.00133.79N/AN/A00110
2022-08-15$61.04$65.0017.2%4.9%11.4%3.4%0.0%1.6%-2.3%2.6K-17.0K-1020.00134.11N/AN/A00110
2022-08-16$61.51$65.0016.8%4.8%10.4%3.1%0.0%1.9%-2.3%2.9K-19.1K-1080.00133.09N/AN/A00110
2022-08-17$61.45$65.0018.1%5.2%9.1%4.2%0.0%1.4%-3.1%2.8K-19.4K-1100.00134.96N/AN/A00110
2022-08-18$61.38$65.0017.7%5.1%8.9%3.9%0.0%1.5%-2.9%2.8K-18.7K-1060.00135.18N/AN/A00110
2022-08-19$61.07$65.0015.9%4.6%9.3%2.3%0.0%1.3%-2.3%2.7K-15.5K-960.00129.60N/AN/A00110
2022-08-22$60.42$65.0020.4%5.8%10.2%6.1%0.0%-5.8%-3.9%2.3K-14.9K-920.00130.07N/AN/A00110
2022-08-23$60.11$65.0020.1%5.8%10.4%5.9%0.0%1.8%-3.4%2.2K-13.7K-880.00136.09N/AN/A00110
2022-08-24$60.20$65.0017.2%4.9%9.9%9.8%0.0%1.5%-1.0%2.1K-11.6K-770.00124.13N/AN/A00110
2022-08-25$60.41$65.0020.3%5.8%9.2%17.3%0.0%1.7%-4.8%2.3K-13.7K-850.00133.47N/AN/A00110
2022-08-26$59.08$65.0021.4%6.1%12.1%20.2%0.0%1.0%-3.1%1.7K-11.3K-790.00125.95N/AN/A00110
2022-08-29$59.07$65.0022.2%6.4%11.6%22.0%0.0%1.6%-4.2%1.7K-10.0K-730.00130.98N/AN/A00110
2022-08-30$58.66$65.0023.6%6.8%11.7%25.5%0.0%2.1%-5.9%1.3K-8.5K-640.00132.20N/AN/A00110
2022-08-31$58.26$65.0023.4%6.7%11.7%24.8%39.9%-9.5%-4.1%1.3K-7.9K-620.00130.39N/AN/A50110