KXI Options History — November 2022

In November 2022, KXI traded between $55.66 and $61.50. ATM implied volatility averaged 22.6%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 6.4% (HV 20d: 16.2%). Max pain ranged from $53.00 to $53.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-11-16: Highest Volume — 48 contracts
2022-11-09: Largest IV drop — 24.0% change
2022-11-07: Highest IV Rank — 38.7%
2022-11-02: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.73	$55.66	$61.50	$56.80	$61.50
Max Pain	$53.00	$53.00	$53.00	$53.00	$53.00
ATM IV	22.6%	17.1%	29.0%	24.9%	24.1%
Expected Move	6.1%	4.9%	7.5%	7.2%	6.9%
HV 20d	16.2%	14.7%	18.8%	16.8%	15.6%
HV 60d	18.8%	18.0%	19.4%	18.0%	19.0%
IV Rank	23.0%	9.5%	38.7%	28.7%	26.8%
IV Percentile	58.9%	17.5%	92.5%	80.6%	75.0%
Term Structure	-4.9%	-9.4%	-0.7%	-5.9%	-8.7%
VWIV	33.8%	32.8%	34.9%	34.9%	32.8%
Skew 25d	1.0%	-0.9%	2.4%	1.7%	1.1%
Skew 10d	-0.6%	-13.4%	3.5%	1.8%	-1.9%
Call IV 25d	22.4%	18.3%	29.3%	27.7%	25.0%
Put IV 25d	23.4%	17.4%	29.4%	29.4%	26.1%
Bid-Ask Spread %	131.26	121.63	134.61	134.61	129.07
Gamma HHI	0.45	0.25	0.73	0.63	0.37
Net GEX	2.4K	-644	9.5K	6.3K	877
Net DEX	-121.6K	-236.7K	-5.2K	-192.8K	-11.0K
Net VEX	-107	-199	-67	-175	-78
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	31.952	0	48	46	0
Total OI	35.048	12	53	52	12

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2022-11-01	$56.80	$53.00	24.9%	7.2%	16.8%	28.7%	34.9%	1.7%	-5.9%	6.3K	-192.8K	-175	134.61	N/A	N/A	46	47	5
2022-11-02	$56.04	$53.00	26.1%	7.5%	17.4%	31.6%	32.8%	-0.0%	-4.0%	7.2K	-174.0K	-179	133.39	N/A	N/A	46	47	5
2022-11-03	$55.66	$0.00	25.4%	5.7%	16.1%	29.8%	0.0%	1.4%	-9.4%	9.5K	-170.4K	-199	130.92	N/A	N/A	46	47	5
2022-11-04	$56.66	$0.00	25.5%	5.7%	15.9%	30.1%	0.0%	1.4%	-0.7%	5.0K	-191.3K	-150	129.31	N/A	N/A	46	47	5
2022-11-07	$57.16	$0.00	29.0%	5.8%	16.1%	38.7%	0.0%	1.9%	-2.0%	3.5K	-201.9K	-120	133.02	N/A	N/A	46	47	5
2022-11-08	$57.45	$0.00	28.6%	5.5%	16.0%	37.7%	0.0%	0.9%	-2.0%	3.5K	-209.9K	-111	128.37	N/A	N/A	46	47	5
2022-11-09	$56.83	$0.00	21.8%	6.2%	16.8%	21.0%	0.0%	1.8%	-4.0%	6.4K	-191.2K	-139	130.96	N/A	N/A	46	47	5
2022-11-10	$58.40	$0.00	19.2%	5.5%	18.8%	14.7%	0.0%	2.4%	-2.6%	2.9K	-217.8K	-97	128.55	N/A	N/A	46	47	5
2022-11-11	$58.70	$0.00	17.1%	4.9%	17.7%	9.5%	0.0%	-0.9%	-3.2%	-568	-232.2K	-67	121.63	N/A	N/A	46	47	5
2022-11-14	$58.62	$0.00	20.4%	5.9%	17.4%	17.7%	0.0%	0.1%	-4.7%	1.6K	-229.2K	-92	131.75	N/A	N/A	47	47	5
2022-11-15	$58.78	$0.00	20.6%	5.9%	17.3%	18.1%	0.0%	1.8%	-2.7%	984	-233.1K	-88	132.47	N/A	N/A	47	48	5
2022-11-16	$58.99	$0.00	20.4%	5.8%	16.7%	17.6%	0.0%	1.1%	-3.7%	1.5K	-236.7K	-107	132.99	N/A	N/A	48	48	5
2022-11-17	$58.97	$0.00	20.7%	5.9%	16.1%	18.4%	0.0%	1.4%	-3.5%	-644	-7.2K	-78	133.84	N/A	N/A	47	8	5
2022-11-18	$59.39	$0.00	20.8%	6.0%	15.6%	18.6%	0.0%	0.4%	-5.9%	-90	-9.1K	-84	133.75	N/A	N/A	47	8	5
2022-11-21	$59.93	$0.00	21.1%	6.0%	15.6%	19.3%	0.0%	1.1%	-6.5%	-26	-5.2K	-77	133.66	N/A	N/A	7	7	5
2022-11-22	$60.40	$0.00	18.2%	5.2%	15.2%	12.3%	0.0%	1.2%	-5.1%	443	-7.3K	-83	131.67	N/A	N/A	7	7	5
2022-11-23	$60.84	$0.00	20.6%	5.9%	15.2%	18.0%	0.0%	1.0%	-5.4%	618	-8.6K	-83	133.15	N/A	N/A	7	7	5
2022-11-25	$60.94	$0.00	21.9%	6.3%	15.0%	21.3%	0.0%	1.0%	-6.3%	661	-9.1K	-81	130.62	N/A	N/A	0	7	5
2022-11-28	$60.75	$0.00	23.7%	6.8%	14.7%	25.6%	0.0%	-0.2%	-7.8%	539	-8.4K	-82	130.43	N/A	N/A	0	7	5
2022-11-29	$60.42	$0.00	24.5%	7.0%	14.8%	27.7%	0.0%	0.1%	-8.6%	389	-7.1K	-80	132.32	N/A	N/A	0	7	5
2022-11-30	$61.50	$0.00	24.1%	6.9%	15.6%	26.8%	0.0%	1.1%	-8.7%	877	-11.0K	-78	129.07	N/A	N/A	0	7	5