KXI Options History — September 2022 In September 2022, KXI traded between $53.76 and $59.25. ATM implied volatility averaged 25.6%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 8.1% (HV 20d: 17.6%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-09-16 : Highest Volume — 6 contracts2022-09-14 : Largest IV drop — 54.0% change2022-09-13 : Highest IV Rank — 85.0%2022-09-30 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $56.49 $53.76 $59.25 $57.98 $53.76 Max Pain $60.48 $60.00 $65.00 $65.00 $60.00 ATM IV 25.6% 18.4% 48.0% 25.3% 25.7% Expected Move 6.0% 4.9% 7.4% 7.3% 7.4% HV 20d 17.6% 11.7% 21.9% 11.7% 21.9% HV 60d 15.0% 13.5% 16.0% 15.2% 16.0% IV Rank 30.4% 12.9% 85.0% 29.6% 30.5% IV Percentile 72.5% 35.7% 99.2% 84.1% 84.1% Term Structure -3.3% -10.9% 0.2% -7.3% -3.5% VWIV 27.2% 18.0% 36.2% 20.4% 36.2% Skew 25d 1.7% -0.0% 2.5% 1.7% 1.9% Skew 10d 1.5% -3.0% 5.0% 2.0% -3.0% Call IV 25d 22.4% 18.1% 27.9% 26.7% 27.7% Put IV 25d 24.1% 20.0% 29.6% 28.5% 29.6% Bid-Ask Spread % 132.48 126.58 137.10 130.23 131.10 Gamma HHI 0.42 0.29 0.56 0.47 0.56 Net GEX 743 -663 1.8K 1.4K -663 Net DEX -2.4K -11.5K 15.2K -8.8K 15.2K Net VEX -64 -102 -42 -68 -76 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 1.714 0 6 0 2 Total OI 10.762 8 13 11 13
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 2022-09-01 $57.98 $65.00 25.3% 7.3% 11.7% 29.6% 0.0% 1.7% -7.3% 1.4K -8.8K -68 0.00 130.23 N/A N/A 0 0 11 0 2022-09-02 $57.33 $65.00 24.0% 6.9% 12.2% 26.4% 0.0% 0.4% -4.2% 1.1K -5.8K -49 0.00 128.12 N/A N/A 0 0 11 0 2022-09-06 $57.35 $60.00 29.4% 5.4% 12.2% 39.5% 20.4% -0.0% -3.2% 1.1K -6.3K -55 0.00 132.17 N/A N/A 5 0 11 0 2022-09-07 $57.94 $60.00 28.9% 4.9% 12.9% 38.3% 18.0% 2.4% 0.2% 1.2K -7.6K -58 0.00 133.60 N/A N/A 5 0 11 0 2022-09-08 $57.79 $60.00 28.8% 5.0% 12.0% 38.1% 0.0% 2.2% -1.2% 1.2K -7.2K -57 0.00 132.40 N/A N/A 0 0 11 0 2022-09-09 $58.86 $60.00 31.0% 5.0% 14.0% 43.6% 0.0% 2.5% -1.8% 1.6K -9.9K -70 0.00 137.10 N/A N/A 0 0 11 0 2022-09-12 $59.25 $60.00 39.9% 5.1% 14.0% 65.1% 0.0% 2.0% -1.2% 1.8K -11.5K -71 0.00 136.53 N/A N/A 0 0 11 0 2022-09-13 $57.45 $60.00 48.0% 5.6% 17.2% 85.0% 20.1% 0.9% -1.7% 1.1K -7.7K -59 0.00 132.47 N/A N/A 5 0 11 0 2022-09-14 $56.08 $60.00 22.1% 6.3% 18.3% 21.8% 0.0% 0.3% -10.9% 898 -5.5K -45 0.00 134.67 N/A N/A 0 0 11 0 2022-09-15 $55.94 $60.00 21.5% 6.2% 18.3% 20.3% 0.0% 0.1% -2.6% 872 -5.2K -45 0.00 134.30 N/A N/A 0 0 11 0 2022-09-16 $56.83 $60.00 19.9% 5.7% 19.6% 16.4% 21.3% 2.0% -0.9% 904 -5.0K -44 0.00 135.97 N/A N/A 6 0 11 0 2022-09-19 $57.11 $60.00 19.8% 5.7% 19.9% 16.2% 0.0% 2.1% -2.6% 1.1K -8.0K -61 0.00 136.73 N/A N/A 0 0 8 0 2022-09-20 $56.68 $60.00 19.8% 5.7% 19.7% 16.2% 0.0% 2.0% -2.9% 1.0K -7.4K -55 0.00 133.64 N/A N/A 0 0 8 0 2022-09-21 $56.37 $60.00 20.0% 5.7% 19.8% 16.5% 0.0% 2.0% -2.6% 909 -5.9K -46 0.00 131.66 N/A N/A 0 0 8 0 2022-09-22 $56.50 $60.00 18.4% 5.3% 19.8% 12.9% 0.0% 2.5% -2.9% 933 -6.1K -48 0.00 128.22 N/A N/A 0 0 8 0 2022-09-23 $54.98 $60.00 22.4% 6.4% 21.4% 22.6% 0.0% 2.0% -3.4% 713 -5.0K -42 0.00 133.98 N/A N/A 0 5 8 0 2022-09-26 $54.82 $60.00 21.8% 6.2% 20.3% 21.0% 30.4% 1.4% -3.4% -403 10.9K -102 0.00 130.16 N/A N/A 2 0 8 5 2022-09-27 $54.10 $60.00 23.9% 6.9% 20.6% 26.3% 33.3% 2.3% -3.6% -359 12.1K -99 0.00 131.92 N/A N/A 2 0 8 5 2022-09-28 $54.93 $60.00 22.2% 6.4% 21.7% 22.1% 31.3% 2.4% -3.8% -439 11.5K -102 0.00 126.58 N/A N/A 2 0 8 5 2022-09-29 $54.34 $60.00 25.6% 7.3% 21.8% 30.3% 33.5% 1.9% -5.7% -347 12.0K -98 0.00 130.60 N/A N/A 2 0 8 5 2022-09-30 $53.76 $60.00 25.7% 7.4% 21.9% 30.5% 36.2% 1.9% -3.5% -663 15.2K -76 0.00 131.10 N/A N/A 2 0 8 5
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