KXI Options History — October 2022 In October 2022, KXI traded between $53.32 and $57.03. ATM implied volatility averaged 24.2%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 3.9% (HV 20d: 20.3%). Max pain ranged from $53.00 to $60.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-10-28 : Highest Volume — 46 contracts2022-10-12 : Largest IV drop — 32.8% change2022-10-11 : Highest IV Rank — 49.9%2022-10-03 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $54.79 $53.32 $57.03 $54.38 $56.86 Max Pain $55.33 $53.00 $60.00 $60.00 $53.00 ATM IV 24.2% 19.9% 33.6% 28.5% 24.5% Expected Move 6.4% 5.7% 8.2% 8.2% 7.0% HV 20d 20.3% 17.8% 23.9% 22.4% 17.8% HV 60d 17.2% 16.2% 18.0% 16.2% 18.0% IV Rank 26.9% 16.3% 49.9% 37.3% 27.6% IV Percentile 72.2% 42.5% 96.4% 90.1% 79.4% Term Structure -2.1% -10.1% 12.5% -10.1% -5.2% VWIV 28.2% 20.2% 36.9% 36.9% 32.2% Skew 25d 2.1% 1.3% 3.3% 2.0% 1.5% Skew 10d 2.0% -3.5% 3.2% -1.7% 1.9% Call IV 25d 23.8% 21.0% 29.1% 29.1% 27.2% Put IV 25d 25.8% 22.5% 31.0% 31.0% 28.7% Bid-Ask Spread % 131.12 124.28 135.56 127.24 135.03 Gamma HHI 0.55 0.46 0.75 0.47 0.58 Net GEX 1.5K -1.2K 9.6K -533 5.1K Net DEX -41.5K -197.5K 15.9K 13.5K -192.2K Net VEX -115 -265 -67 -86 -165 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 15.524 2 46 2 46 Total OI 24.143 13 52 13 52
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 2022-10-03 $54.38 $60.00 28.5% 8.2% 22.4% 37.3% 36.9% 2.0% -10.1% -533 13.5K -86 0.00 127.24 N/A N/A 2 0 8 5 2022-10-04 $55.40 $60.00 22.4% 6.4% 23.6% 22.6% 32.9% 3.3% -6.0% -627 11.4K -93 0.00 126.74 N/A N/A 2 0 8 5 2022-10-05 $55.13 $60.00 22.0% 6.3% 23.2% 21.5% 32.6% 2.1% -2.5% -1.2K 14.9K -73 0.00 124.28 N/A N/A 2 0 8 5 2022-10-06 $54.09 $0.00 27.7% 5.9% 23.9% 35.5% 0.0% 1.9% -1.9% -468 13.1K -89 0.00 132.25 N/A N/A 2 0 8 5 2022-10-07 $53.32 $0.00 28.5% 6.0% 22.8% 37.4% 0.0% 1.7% -2.7% -492 14.4K -82 0.00 129.52 N/A N/A 2 0 8 5 2022-10-10 $53.41 $0.00 31.4% 6.1% 22.5% 44.5% 0.0% 2.9% -3.3% -567 15.9K -76 0.00 130.63 N/A N/A 2 0 8 5 2022-10-11 $53.45 $0.00 33.6% 6.2% 20.5% 49.9% 0.0% 1.7% -2.6% -493 14.5K -82 0.00 129.62 N/A N/A 2 0 8 5 2022-10-12 $53.82 $0.00 22.6% 6.5% 19.3% 23.0% 0.0% 2.3% -3.5% -504 14.2K -83 0.00 133.96 N/A N/A 2 0 8 5 2022-10-13 $54.36 $0.00 22.8% 6.5% 19.7% 23.4% 0.0% 1.5% -5.6% -574 13.7K -82 0.00 130.76 N/A N/A 2 0 8 5 2022-10-14 $53.64 $0.00 23.1% 6.6% 19.1% 24.3% 0.0% 1.8% -5.0% -512 14.4K -80 0.00 132.08 N/A N/A 2 0 8 5 2022-10-17 $54.43 $0.00 23.3% 6.7% 19.9% 24.7% 0.0% 2.5% -5.4% -542 13.1K -83 0.00 133.50 N/A N/A 2 0 8 5 2022-10-18 $54.79 $0.00 22.3% 6.4% 20.0% 22.2% 0.0% 2.2% -3.3% -596 12.6K -83 0.00 133.38 N/A N/A 2 0 8 5 2022-10-19 $54.32 $0.00 22.7% 6.5% 20.1% 23.3% 0.0% 1.7% -3.0% -632 13.6K -78 0.00 132.69 N/A N/A 2 0 8 5 2022-10-20 $53.83 $0.00 22.9% 6.6% 20.2% 23.6% 0.0% 1.9% 8.1% -619 14.9K -73 0.00 134.82 N/A N/A 2 0 8 5 2022-10-21 $54.65 $0.00 20.4% 5.8% 18.9% 17.6% 20.2% 2.9% 12.5% -1.0K 15.6K -67 0.00 126.09 N/A N/A 42 0 8 5 2022-10-24 $55.18 $53.00 23.2% 6.6% 19.2% 24.4% 25.7% 2.7% 7.7% 9.6K -152.3K -265 0.00 135.56 N/A N/A 41 0 47 5 2022-10-25 $56.01 $53.00 21.6% 6.2% 19.1% 20.5% 22.7% 2.4% -2.5% 8.1K -174.8K -228 0.00 131.66 N/A N/A 41 0 47 5 2022-10-26 $56.37 $53.00 19.9% 5.7% 18.6% 16.3% 23.7% 1.3% -2.9% 6.5K -189.1K -182 0.00 127.97 N/A N/A 41 0 47 5 2022-10-27 $56.21 $53.00 23.1% 6.6% 18.1% 24.3% 29.7% 1.4% -3.4% 6.8K -176.3K -201 0.00 134.22 N/A N/A 41 0 47 5 2022-10-28 $57.03 $53.00 22.0% 6.3% 18.0% 21.4% 24.9% 2.0% -3.4% 4.7K -197.5K -162 0.00 131.60 N/A N/A 46 0 47 5 2022-10-31 $56.86 $53.00 24.5% 7.0% 17.8% 27.6% 32.2% 1.5% -5.2% 5.1K -192.2K -165 0.00 135.03 N/A N/A 46 0 47 5
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