KXI Options History — July 2023

Name: KXI Options Analytics - July 2023
Creator: Options Analysis Suite

In July 2023, KXI traded between $60.41 and $62.55. ATM implied volatility averaged 15.3%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 6.5% (HV 20d: 8.8%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

2023-07-12: Highest Volume — 1 contracts
2023-07-12: Largest IV drop — 33.8% change
2023-07-10: Highest IV Rank — 26.9%
2023-07-05: Largest Expected Move — 4.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$61.53	$60.41	$62.55	$61.47	$62.08
Max Pain	$58.00	$58.00	$58.00	$58.00	$58.00
ATM IV	15.3%	12.8%	20.8%	15.4%	15.8%
Expected Move	4.0%	3.2%	4.7%	4.4%	4.5%
HV 20d	8.8%	7.9%	10.5%	10.2%	7.9%
HV 60d	9.7%	9.5%	9.9%	9.5%	9.8%
IV Rank	16.1%	9.3%	26.9%	15.1%	18.5%
IV Percentile	18.9%	2.0%	61.1%	17.1%	24.2%
Term Structure	-2.9%	-4.5%	-1.9%	-2.0%	-4.2%
Skew 25d	-2.1%	-6.3%	1.3%	1.1%	0.3%
Skew 10d	-1.7%	-13.9%	1.6%	-6.9%	0.7%
Call IV 25d	15.7%	12.7%	19.7%	18.2%	19.0%
Put IV 25d	13.6%	8.6%	20.0%	19.4%	19.3%
Bid-Ask Spread %	130.75	127.04	133.75	128.86	131.54
Gamma HHI	0.55	0.46	0.62	0.52	0.56
Net GEX	346	-857	1.2K	780	-751
Net DEX	7.2K	-83	16.3K	1.2K	16.3K
Net VEX	-54	-63	-47	-55	-47
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.05	0	1	0	0
Total OI	8.45	6	10	9	6

Daily Data (20 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	Put Vol	Call OI	Put OI
2023-07-03	$61.47	$58.00	15.4%	4.4%	10.2%	15.1%	0.0%	1.1%	-2.0%	780	1.2K	-55	128.86	N/A	N/A	0	4	5
2023-07-05	$61.13	$58.00	16.3%	4.7%	10.3%	17.1%	0.0%	0.4%	-3.8%	922	2.9K	-56	131.01	N/A	N/A	0	4	5
2023-07-06	$60.75	$0.00	16.7%	3.6%	10.5%	17.9%	0.0%	-2.5%	-2.6%	1.1K	4.7K	-55	129.01	N/A	N/A	0	4	5
2023-07-07	$60.41	$0.00	17.9%	3.2%	9.2%	20.6%	0.0%	-1.8%	-2.2%	1.2K	6.4K	-53	128.29	N/A	N/A	0	4	5
2023-07-10	$60.41	$0.00	20.8%	3.2%	8.9%	26.9%	0.0%	-1.9%	-1.9%	1.2K	6.6K	-51	127.04	N/A	N/A	0	4	5
2023-07-11	$60.50	$0.00	20.2%	3.2%	8.9%	25.5%	0.0%	-2.3%	-2.4%	1.2K	6.1K	-50	128.85	N/A	N/A	0	4	5
2023-07-12	$61.03	$0.00	13.4%	3.8%	9.3%	10.6%	0.0%	-3.8%	-2.6%	1.0K	3.5K	-51	131.59	N/A	N/A	1	4	5
2023-07-13	$61.53	$0.00	12.8%	3.7%	9.5%	9.3%	0.0%	-2.4%	-2.8%	611	3.1K	-63	129.75	N/A	N/A	0	4	6
2023-07-14	$61.56	$0.00	12.9%	3.7%	9.4%	11.0%	0.0%	-5.7%	-2.6%	613	3.1K	-63	132.18	N/A	N/A	0	4	6
2023-07-17	$61.38	$0.00	14.0%	4.0%	8.5%	13.9%	0.0%	-6.3%	-2.9%	770	3.9K	-61	131.07	N/A	N/A	0	4	6
2023-07-18	$61.31	$0.00	13.7%	3.9%	8.6%	13.2%	0.0%	-6.0%	-2.8%	849	4.2K	-58	130.76	N/A	N/A	0	4	6
2023-07-19	$61.73	$0.00	13.2%	3.8%	8.3%	11.8%	0.0%	-4.4%	-3.0%	630	2.0K	-56	131.08	N/A	N/A	0	4	6
2023-07-20	$61.80	$0.00	14.0%	4.0%	8.3%	13.7%	0.0%	-4.5%	-2.7%	564	1.7K	-56	133.75	N/A	N/A	0	4	6
2023-07-21	$62.09	$0.00	14.3%	4.1%	8.4%	14.7%	0.0%	-2.7%	-2.6%	314	-83	-52	133.07	N/A	N/A	0	4	6
2023-07-24	$62.13	$0.00	14.6%	4.2%	8.2%	15.3%	0.0%	-2.1%	-2.6%	-793	16.0K	-51	132.55	N/A	N/A	0	1	5
2023-07-25	$62.22	$0.00	14.8%	4.3%	8.2%	16.0%	0.0%	0.8%	-2.5%	-812	15.8K	-50	132.88	N/A	N/A	0	1	5
2023-07-26	$62.38	$0.00	14.9%	4.3%	8.2%	16.1%	0.0%	1.3%	-3.0%	-825	15.6K	-50	131.75	N/A	N/A	0	1	5
2023-07-27	$62.09	$0.00	15.3%	4.4%	8.0%	17.3%	0.0%	-0.1%	-4.5%	-771	16.1K	-50	128.96	N/A	N/A	0	1	5
2023-07-28	$62.55	$0.00	15.5%	4.5%	8.3%	17.7%	0.0%	0.5%	-3.6%	-857	15.2K	-50	131.07	N/A	N/A	0	1	5
2023-07-31	$62.08	$0.00	15.8%	4.5%	7.9%	18.5%	0.0%	0.3%	-4.2%	-751	16.3K	-47	131.54	N/A	N/A	0	1	5