KXI Options History — April 2023

In April 2023, KXI traded between $62.22 and $64.38. ATM implied volatility averaged 15.2%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 6.7% (HV 20d: 8.5%). Max pain ranged from $57.00 to $60.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days.

Notable Days

  • 2023-04-11: Highest Volume — 1 contracts
  • 2023-04-13: Largest IV spike — 117.2% change
  • 2023-04-13: Highest IV Rank — 46.6%
  • 2023-04-13: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.18$62.22$64.38$62.38$64.38
Max Pain$59.44$57.00$60.00$57.00$60.00
ATM IV15.2%9.7%29.8%9.7%15.1%
Expected Move4.3%2.8%8.5%2.8%4.3%
HV 20d8.5%6.3%11.2%11.2%6.8%
HV 60d10.5%9.9%11.9%11.9%9.9%
IV Rank14.5%2.5%46.6%2.5%14.5%
IV Percentile13.5%0.8%92.5%0.8%8.7%
Term Structure-2.1%-10.7%4.1%2.9%-0.4%
VWIV14.8%14.8%14.8%14.8%14.8%
Skew 25d-0.3%-9.9%1.5%-1.7%0.5%
Skew 10d-2.3%-9.6%2.5%-0.4%0.1%
Call IV 25d17.3%14.1%36.2%16.9%17.1%
Put IV 25d17.0%13.5%26.3%15.2%17.6%
Bid-Ask Spread %130.39123.73149.09125.57129.65
Gamma HHI0.780.561.000.721.00
Net GEX3.5K4426.6K6.2K453
Net DEX-39.2K-55.2K-15.3K-45.7K-16.5K
Net VEX-43-62-21-60-21
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0530100
Total OI8.842411104

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$62.38$57.009.7%2.8%11.2%2.5%0.0%-1.7%2.9%6.2K-45.7K-600.00125.57N/AN/A00100
2023-04-04$62.22$57.0010.1%2.9%10.1%3.4%0.0%-1.9%4.1%6.6K-43.6K-620.00129.43N/AN/A00100
2023-04-05$62.64$57.0017.8%5.1%10.2%20.4%0.0%-5.0%-4.8%5.8K-48.0K-560.00129.16N/AN/A00100
2023-04-06$62.66$0.0017.2%3.8%9.8%18.9%0.0%1.4%-2.2%4.5K-46.1K-580.00127.48N/AN/A00100
2023-04-10$62.50$0.009.7%4.6%9.7%2.7%0.0%1.2%-2.8%4.3K-43.9K-570.00135.33N/AN/A00100
2023-04-11$62.77$0.0020.4%3.9%9.5%26.0%14.8%1.5%-2.8%4.6K-47.2K-510.00129.39N/AN/A01100
2023-04-12$62.69$60.0013.7%3.9%9.6%11.4%0.0%1.1%-3.0%4.6K-46.0K-560.00128.35N/AN/A00101
2023-04-13$63.02$60.0029.8%8.5%9.5%46.6%0.0%-9.9%-10.7%2.5K-41.5K-620.00149.09N/AN/A00101
2023-04-14$62.74$60.0013.5%3.9%9.5%11.0%0.0%0.7%-2.9%4.6K-46.5K-510.00130.76N/AN/A00101
2023-04-17$62.95$60.0013.9%4.0%8.6%11.7%0.0%1.3%-3.0%4.4K-48.4K-450.00131.34N/AN/A00101
2023-04-18$63.14$60.0013.7%3.9%7.7%11.4%0.0%1.2%-2.5%4.4K-51.0K-390.00129.80N/AN/A00101
2023-04-19$63.16$60.0014.1%4.0%7.8%12.2%0.0%1.1%-3.0%4.4K-51.2K-370.00130.54N/AN/A00101
2023-04-20$63.17$60.0013.8%4.0%7.8%11.6%0.0%0.3%2.5%4.5K-51.9K-350.00123.73N/AN/A00101
2023-04-21$63.81$60.0013.8%3.9%7.2%11.5%0.0%1.1%-1.9%3.2K-55.2K-260.00130.41N/AN/A00101
2023-04-24$64.08$60.0014.3%4.1%6.4%12.8%0.0%1.0%-2.3%471-16.0K-220.00124.87N/AN/A0031
2023-04-25$64.09$60.0017.5%5.0%6.3%19.7%0.0%0.9%-2.9%442-15.3K-270.00134.78N/AN/A0031
2023-04-26$63.79$60.0015.4%4.4%6.8%15.0%0.0%-2.3%-3.0%496-15.4K-240.00128.76N/AN/A0031
2023-04-27$64.31$60.0014.4%4.1%6.9%12.9%0.0%1.1%-1.4%467-16.4K-210.00129.04N/AN/A0031
2023-04-28$64.38$60.0015.1%4.3%6.8%14.5%0.0%0.5%-0.4%453-16.5K-210.00129.65N/AN/A0031