KXI Options History — February 2023 In February 2023, KXI traded between $58.89 and $60.98. ATM implied volatility averaged 17.1%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 5.5% (HV 20d: 11.6%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-02-08 : Largest IV drop — 31.1% change2023-02-07 : Highest IV Rank — 20.2%2023-02-28 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $59.77 $58.89 $60.98 $60.98 $58.89 ATM IV 17.1% 14.6% 22.1% 17.4% 18.7% Expected Move 4.5% 3.9% 5.4% 5.0% 5.4% HV 20d 11.6% 9.8% 14.4% 13.5% 11.4% HV 60d 12.6% 11.9% 13.6% 13.6% 11.9% IV Rank 7.5% 1.0% 20.2% 8.5% 11.2% IV Percentile 14.3% 0.8% 56.0% 11.5% 25.4% Term Structure -2.9% -5.9% -1.4% -4.2% -5.9% Skew 25d -2.7% -8.8% 1.9% 1.9% -3.2% Skew 10d -1.9% -9.8% 1.5% -1.6% 1.1% Call IV 25d 17.1% 14.8% 21.0% 20.0% 21.0% Put IV 25d 14.3% 10.7% 21.9% 21.9% 17.8% Bid-Ask Spread % 128.51 124.42 131.62 124.42 126.75 Gamma HHI 0.47 0.42 0.50 0.50 0.42 Net GEX 3.7K 2.9K 4.0K 3.5K 2.9K Net DEX -26.1K -34.6K -21.5K -34.6K -22.2K Net VEX -102 -119 -88 -119 -96 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10 10 10 10 10
Daily Data (19 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 2023-02-01 $60.98 $0.00 17.4% 5.0% 13.5% 8.5% 0.0% 1.9% -4.2% 3.5K -34.6K -119 0.00 124.42 N/A N/A 0 0 10 0 2023-02-02 $60.20 $0.00 18.9% 3.9% 14.3% 12.4% 0.0% 1.3% -1.4% 3.8K -30.4K -113 0.00 128.16 N/A N/A 0 0 10 0 2023-02-03 $59.89 $0.00 19.2% 3.9% 14.4% 13.0% 0.0% 1.2% -1.5% 3.8K -27.6K -111 0.00 129.91 N/A N/A 0 0 10 0 2023-02-06 $59.79 $0.00 21.6% 4.1% 11.6% 19.1% 0.0% -2.8% -1.8% 3.8K -26.8K -110 0.00 129.89 N/A N/A 0 0 10 0 2023-02-07 $59.57 $0.00 22.1% 4.0% 11.6% 20.2% 0.0% -3.2% -2.2% 3.6K -25.3K -107 0.00 128.62 N/A N/A 0 0 10 0 2023-02-08 $59.31 $0.00 15.2% 4.4% 11.6% 3.1% 0.0% -2.2% -1.8% 3.6K -23.9K -104 0.00 130.19 N/A N/A 0 0 10 0 2023-02-09 $59.17 $0.00 15.1% 4.3% 11.5% 2.9% 0.0% -1.8% -2.3% 3.5K -23.1K -104 0.00 128.62 N/A N/A 0 0 10 0 2023-02-10 $59.40 $0.00 15.6% 4.5% 11.7% 4.1% 0.0% -2.9% -1.9% 3.6K -23.7K -102 0.00 131.62 N/A N/A 0 0 10 0 2023-02-13 $60.22 $0.00 15.0% 4.3% 12.5% 2.7% 0.0% -0.3% -2.3% 3.9K -28.9K -107 0.00 128.90 N/A N/A 0 0 10 0 2023-02-14 $60.02 $0.00 14.8% 4.3% 12.5% 1.5% 0.0% -2.4% -2.3% 4.0K -27.5K -104 0.00 125.13 N/A N/A 0 0 10 0 2023-02-15 $59.92 $0.00 14.9% 4.3% 9.8% 1.7% 0.0% -3.1% -2.6% 4.0K -26.5K -101 0.00 129.65 N/A N/A 0 0 10 0 2023-02-16 $59.54 $0.00 15.0% 4.3% 10.1% 2.0% 0.0% -5.8% -2.9% 3.9K -23.6K -95 0.00 130.40 N/A N/A 0 0 10 0 2023-02-17 $60.13 $0.00 14.6% 4.2% 10.7% 1.0% 0.0% -1.1% -1.9% 4.0K -28.1K -102 0.00 127.75 N/A N/A 0 0 10 0 2023-02-21 $60.03 $0.00 16.7% 4.8% 10.7% 6.1% 0.0% -3.8% -3.0% 4.0K -27.2K -100 0.00 128.89 N/A N/A 0 0 10 0 2023-02-22 $59.91 $0.00 17.1% 4.9% 10.7% 7.1% 0.0% -4.7% -4.1% 3.9K -26.6K -99 0.00 127.64 N/A N/A 0 0 10 0 2023-02-23 $59.86 $0.00 16.6% 4.8% 10.6% 5.9% 0.0% -4.5% -3.9% 4.0K -25.5K -96 0.00 128.09 N/A N/A 0 0 10 0 2023-02-24 $59.27 $0.00 17.8% 5.1% 10.9% 9.0% 0.0% -5.6% -4.3% 3.6K -21.5K -88 0.00 129.22 N/A N/A 0 0 10 0 2023-02-27 $59.44 $0.00 18.4% 5.3% 11.0% 10.6% 0.0% -8.8% -4.8% 3.8K -23.0K -89 0.00 127.85 N/A N/A 0 0 10 0 2023-02-28 $58.89 $0.00 18.7% 5.4% 11.4% 11.2% 0.0% -3.2% -5.9% 2.9K -22.2K -96 0.00 126.75 N/A N/A 0 0 10 0
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