KXI Options History — June 2023 In June 2023, KXI traded between $59.58 and $61.23. ATM implied volatility averaged 18.8%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 7.4% (HV 20d: 11.4%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-07 : Highest Volume — 1 contracts2023-06-14 : Largest IV drop — 60.5% change2023-06-13 : Highest IV Rank — 59.2%2023-06-02 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $60.55 $59.58 $61.23 $60.14 $61.23 Max Pain $58.00 $58.00 $58.00 $58.00 $58.00 ATM IV 18.8% 13.3% 35.6% 21.2% 13.3% Expected Move 4.1% 3.6% 6.1% 6.1% 3.8% HV 20d 11.4% 9.3% 12.9% 9.3% 10.9% HV 60d 9.8% 9.3% 10.3% 9.7% 9.6% IV Rank 22.4% 10.5% 59.2% 27.8% 10.5% IV Percentile 35.7% 2.4% 96.4% 58.7% 2.8% Term Structure -2.6% -6.3% -1.1% -5.2% -1.9% Skew 25d -0.1% -3.3% 2.1% 2.1% 1.1% Skew 10d -4.6% -10.3% 1.4% 0.2% -10.3% Call IV 25d 15.8% 13.3% 22.5% 22.5% 17.3% Put IV 25d 15.8% 10.8% 24.6% 24.6% 18.4% Bid-Ask Spread % 133.16 129.78 135.47 135.02 130.74 Gamma HHI 0.49 0.42 0.55 0.49 0.53 Net GEX 771 485 1.0K 845 836 Net DEX 6.4K 2.3K 11.8K 8.8K 2.3K Net VEX -59 -70 -46 -49 -59 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 0.095 0 1 0 0 Total OI 8.286 7 9 7 9
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 2023-06-01 $60.14 $0.00 21.2% 6.1% 9.3% 27.8% 0.0% 2.1% -5.2% 845 8.8K -49 0.00 135.02 N/A N/A 0 0 3 4 2023-06-02 $60.84 $0.00 21.3% 6.1% 10.7% 27.9% 0.0% 1.6% -6.3% 780 6.0K -53 0.00 133.98 N/A N/A 0 0 3 4 2023-06-05 $60.55 $58.00 25.1% 4.0% 9.9% 36.2% 0.0% 1.6% -1.7% 868 7.1K -50 0.00 134.71 N/A N/A 0 0 3 4 2023-06-06 $60.47 $58.00 24.3% 4.0% 9.9% 34.6% 0.0% 1.5% -1.8% 895 7.3K -49 0.00 135.47 N/A N/A 0 0 3 4 2023-06-07 $59.58 $58.00 22.3% 3.7% 10.8% 30.1% 0.0% -1.3% -2.0% 934 9.2K -46 0.00 131.77 N/A N/A 0 1 3 4 2023-06-08 $60.01 $58.00 21.5% 3.6% 11.4% 28.4% 0.0% -0.9% -2.7% 627 11.3K -60 0.00 129.78 N/A N/A 0 0 3 5 2023-06-09 $59.89 $58.00 23.7% 3.7% 11.4% 33.3% 0.0% -0.6% -2.7% 585 11.3K -60 0.00 132.14 N/A N/A 0 0 3 5 2023-06-12 $59.81 $58.00 31.4% 3.8% 11.3% 50.1% 0.0% -1.2% -3.0% 690 11.8K -58 0.00 132.74 N/A N/A 0 0 3 5 2023-06-13 $60.11 $58.00 35.6% 3.6% 11.6% 59.2% 0.0% -3.0% -1.1% 749 10.2K -57 0.00 132.61 N/A N/A 0 0 3 5 2023-06-14 $60.46 $58.00 14.0% 4.0% 11.9% 12.1% 0.0% -3.3% -3.2% 485 9.9K -47 0.00 133.87 N/A N/A 1 0 3 5 2023-06-15 $61.17 $58.00 13.8% 3.9% 12.9% 11.5% 0.0% -0.0% -2.3% 616 2.4K -70 0.00 133.51 N/A N/A 0 0 4 5 2023-06-16 $61.18 $58.00 13.8% 4.0% 12.8% 11.6% 0.0% -0.6% -2.2% 605 2.4K -69 0.00 133.45 N/A N/A 0 0 4 5 2023-06-20 $60.69 $58.00 14.1% 4.0% 12.9% 12.2% 0.0% -2.9% -1.9% 783 4.6K -68 0.00 133.10 N/A N/A 0 0 4 5 2023-06-21 $60.88 $58.00 13.8% 3.9% 12.7% 11.4% 0.0% -1.3% -1.8% 786 3.7K -66 0.00 133.12 N/A N/A 0 0 4 5 2023-06-22 $61.00 $58.00 13.8% 4.0% 12.6% 11.5% 0.0% 1.1% -2.1% 728 3.3K -66 0.00 133.68 N/A N/A 0 0 4 5 2023-06-23 $60.78 $58.00 13.9% 4.0% 12.4% 11.7% 0.0% 0.6% -2.4% 799 4.3K -66 0.00 134.14 N/A N/A 0 0 4 5 2023-06-26 $60.75 $58.00 14.5% 4.2% 12.1% 13.1% 0.0% 1.0% -2.2% 851 4.6K -64 0.00 133.67 N/A N/A 0 0 4 5 2023-06-27 $60.94 $58.00 14.2% 4.1% 12.1% 12.4% 0.0% 1.2% -1.9% 834 3.7K -63 0.00 133.17 N/A N/A 0 0 4 5 2023-06-28 $60.59 $58.00 15.3% 4.4% 10.1% 14.9% 0.0% 0.6% -2.9% 882 5.5K -61 0.00 133.84 N/A N/A 0 0 4 5 2023-06-29 $60.50 $58.00 13.3% 3.8% 10.1% 10.5% 0.0% 0.7% -3.2% 1.0K 5.7K -60 0.00 131.89 N/A N/A 0 0 4 5 2023-06-30 $61.23 $58.00 13.3% 3.8% 10.9% 10.5% 0.0% 1.1% -1.9% 836 2.3K -59 0.00 130.74 N/A N/A 0 0 4 5
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