KXI Options History — December 2022

In December 2022, KXI traded between $59.43 and $62.09. ATM implied volatility averaged 25.0%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 12.2% (HV 20d: 12.7%). Max pain ranged from $56.00 to $58.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-12-28: Highest Volume — 3 contracts
2022-12-14: Largest IV drop — 58.2% change
2022-12-12: Highest IV Rank — 80.3%
2022-12-02: Largest Expected Move — 7.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.46	$59.43	$62.09	$61.86	$59.53
Max Pain	$57.05	$56.00	$58.00	$56.00	$58.00
ATM IV	25.0%	15.8%	46.1%	24.0%	20.9%
Expected Move	5.4%	4.5%	7.0%	6.9%	6.0%
HV 20d	12.7%	10.5%	14.6%	14.2%	11.6%
HV 60d	16.7%	15.0%	19.0%	19.0%	15.1%
IV Rank	28.4%	6.5%	80.3%	26.4%	17.3%
IV Percentile	53.4%	6.7%	98.8%	74.2%	46.8%
Term Structure	-2.6%	-9.7%	7.9%	-8.6%	-4.0%
VWIV	18.1%	18.1%	18.1%	18.1%	18.1%
Skew 25d	0.2%	-5.2%	3.7%	0.7%	-2.8%
Skew 10d	-4.3%	-19.4%	9.6%	-19.4%	-15.6%
Call IV 25d	20.4%	15.6%	26.5%	26.2%	23.6%
Put IV 25d	20.6%	17.1%	26.9%	26.9%	20.9%
Bid-Ask Spread %	132.14	124.94	137.55	128.66	128.72
Gamma HHI	0.35	0.25	0.43	0.39	0.25
Net GEX	-37	-1.3K	1.2K	1.0K	287
Net DEX	-8.7K	-15.9K	-2.5K	-13.5K	-13.5K
Net VEX	-61	-104	-38	-71	-103
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	0.19	0	3	0	0
Total OI	12.762	12	16	12	16

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	Put Vol	Call OI	Put OI
2022-12-01	$61.86	$0.00	24.0%	6.9%	14.2%	26.4%	0.0%	0.7%	-8.6%	1.0K	-13.5K	-71	128.66	N/A	N/A	0	0	7	5
2022-12-02	$62.09	$0.00	24.3%	7.0%	13.5%	27.2%	0.0%	-0.1%	-9.7%	1.2K	-14.5K	-67	127.35	N/A	N/A	0	0	7	5
2022-12-05	$61.20	$56.00	29.4%	5.0%	14.4%	39.5%	0.0%	1.9%	-1.0%	687	-10.4K	-70	136.69	N/A	N/A	0	0	7	5
2022-12-06	$60.92	$56.00	31.4%	5.1%	14.6%	44.5%	0.0%	2.5%	-0.7%	599	-8.5K	-71	137.20	N/A	N/A	0	0	7	5
2022-12-07	$61.07	$56.00	28.8%	4.6%	14.6%	38.2%	0.0%	3.4%	1.0%	634	-9.2K	-72	131.52	N/A	N/A	0	0	7	5
2022-12-08	$61.23	$56.00	42.1%	5.1%	13.7%	70.5%	0.0%	3.6%	0.1%	696	-10.5K	-68	137.08	N/A	N/A	0	0	7	5
2022-12-09	$61.12	$56.00	36.4%	5.3%	10.6%	56.6%	0.0%	2.7%	-3.0%	584	-10.4K	-67	137.55	N/A	N/A	0	0	7	5
2022-12-12	$61.26	$56.00	46.1%	5.2%	10.5%	80.3%	0.0%	3.7%	-0.0%	704	-10.7K	-67	136.74	N/A	N/A	0	0	7	5
2022-12-13	$60.93	$56.00	40.2%	4.7%	10.8%	65.8%	0.0%	-0.7%	-4.1%	374	-11.1K	-49	129.05	N/A	N/A	0	0	7	5
2022-12-14	$60.87	$56.00	16.8%	4.8%	10.8%	8.8%	0.0%	-0.0%	-4.8%	376	-10.6K	-50	132.68	N/A	N/A	0	0	7	5
2022-12-15	$59.65	$56.00	17.3%	5.0%	13.3%	10.0%	18.1%	-1.1%	7.9%	-526	-5.0K	-50	132.73	N/A	N/A	0	1	7	5
2022-12-16	$59.50	$58.00	20.5%	5.9%	13.3%	17.9%	0.0%	-0.2%	-2.9%	-1.1K	-2.5K	-56	135.94	N/A	N/A	0	0	7	6
2022-12-19	$59.43	$58.00	18.4%	5.3%	13.1%	12.7%	0.0%	-0.4%	-2.4%	-1.0K	-2.8K	-57	131.52	N/A	N/A	0	0	7	6
2022-12-20	$59.52	$58.00	18.0%	5.2%	12.7%	11.8%	0.0%	-0.7%	-2.7%	-1.2K	-2.9K	-52	130.95	N/A	N/A	0	0	7	6
2022-12-21	$60.03	$58.00	18.2%	5.2%	12.8%	12.2%	0.0%	-0.6%	-2.3%	-662	-5.4K	-53	134.44	N/A	N/A	0	0	7	6
2022-12-22	$59.70	$58.00	15.8%	4.5%	12.6%	6.5%	0.0%	-1.5%	-2.4%	-1.2K	-5.8K	-41	124.94	N/A	N/A	0	0	7	6
2022-12-23	$59.95	$58.00	16.3%	4.7%	12.7%	6.6%	0.0%	-1.4%	-3.5%	-810	-7.1K	-39	129.66	N/A	N/A	0	0	7	6
2022-12-27	$60.27	$58.00	19.9%	5.7%	12.8%	14.7%	0.0%	-0.5%	-3.5%	-690	-7.1K	-45	130.97	N/A	N/A	0	0	7	6
2022-12-28	$59.59	$58.00	18.9%	5.4%	13.3%	12.4%	0.0%	-5.2%	-3.2%	-1.3K	-5.9K	-38	128.19	N/A	N/A	3	0	7	6
2022-12-29	$59.98	$58.00	20.6%	5.9%	11.7%	16.6%	0.0%	1.3%	-3.8%	641	-15.9K	-104	132.37	N/A	N/A	0	0	10	6
2022-12-30	$59.53	$58.00	20.9%	6.0%	11.6%	17.3%	0.0%	-2.8%	-4.0%	287	-13.5K	-103	128.72	N/A	N/A	0	0	10	6