KXI Options History — August 2023

In August 2023, KXI traded between $59.30 and $61.75. ATM implied volatility averaged 15.1%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 7.1% (HV 20d: 8.0%). Max pain ranged from $61.00 to $61.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-18: Highest Volume — 4 contracts
  • 2023-08-15: Largest IV spike — 81.2% change
  • 2023-08-08: Highest IV Rank — 29.9%
  • 2023-08-30: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.56$59.30$61.75$61.75$60.16
Max Pain$61.00$61.00$61.00$61.00$61.00
ATM IV15.1%8.4%20.4%16.1%16.9%
Expected Move3.9%2.4%5.6%4.6%4.8%
HV 20d8.0%6.9%9.1%8.1%9.1%
HV 60d9.6%9.0%9.9%9.8%9.1%
IV Rank16.8%0.0%29.9%19.2%21.4%
IV Percentile26.4%0.0%59.5%26.2%39.7%
Term Structure-0.5%-6.3%5.0%-4.9%-2.5%
VWIV10.8%10.8%10.8%10.8%10.8%
Skew 25d-0.2%-7.3%7.3%0.5%-6.3%
Skew 10d-1.1%-6.7%5.7%-1.5%1.1%
Call IV 25d14.0%6.8%20.1%19.3%17.8%
Put IV 25d13.8%8.3%20.5%19.8%11.5%
Bid-Ask Spread %131.01123.00138.39130.30136.95
Gamma HHI0.410.320.620.540.44
Net GEX-1.0K-1.9K-639-694-1.1K
Net DEX20.8K17.0K23.4K17.0K21.7K
Net VEX-53-60-47-48-56
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.2610400
Total OI7.5226969

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$61.75$0.0016.1%4.6%8.1%19.2%0.0%0.5%-4.9%-69417.0K-480.00130.30N/AN/A0015
2023-08-02$61.65$0.0016.9%4.8%7.9%21.1%0.0%0.4%-4.7%-69217.2K-490.00130.96N/AN/A0015
2023-08-03$61.38$0.0018.3%2.6%7.7%24.7%10.8%0.2%4.0%-65617.8K-470.00129.97N/AN/A0115
2023-08-04$61.02$61.0018.3%3.5%7.7%24.8%0.0%-0.4%4.8%-1.0K21.4K-560.00126.82N/AN/A0016
2023-08-07$61.38$61.0020.2%2.6%7.9%29.5%0.0%0.5%4.6%-1.3K20.0K-540.00129.38N/AN/A0016
2023-08-08$61.17$61.0020.4%2.6%8.1%29.9%0.0%0.6%4.4%-1.3K20.8K-520.00127.86N/AN/A0016
2023-08-09$61.30$61.009.1%2.6%7.5%1.4%0.0%0.6%4.6%-1.3K20.3K-530.00129.54N/AN/A0016
2023-08-10$61.24$61.008.9%2.5%6.9%0.9%0.0%-1.1%3.1%-1.4K20.9K-520.00124.78N/AN/A0016
2023-08-11$61.18$61.008.6%2.5%6.9%0.1%0.0%0.7%5.0%-1.4K20.7K-510.00129.31N/AN/A0016
2023-08-14$61.00$61.008.4%2.4%6.9%0.0%0.0%0.0%4.5%-1.4K21.4K-490.00129.04N/AN/A0016
2023-08-15$60.33$61.0015.2%4.4%7.9%17.2%0.0%-7.3%-2.4%-1.1K23.4K-480.00128.27N/AN/A1016
2023-08-16$60.22$61.0014.8%4.2%7.3%16.1%0.0%-2.9%-2.9%-91719.5K-600.00124.94N/AN/A0026
2023-08-17$59.72$61.0014.3%4.1%7.7%15.0%0.0%-1.2%-1.8%-84520.9K-580.00123.00N/AN/A0026
2023-08-18$60.00$61.0015.1%4.3%7.7%16.8%0.0%-0.0%-2.6%-90920.6K-590.00126.88N/AN/A0426
2023-08-21$59.81$61.0012.1%3.5%7.7%9.2%0.0%2.0%4.7%-97222.2K-550.00133.96N/AN/A0026
2023-08-22$59.30$61.0014.5%4.1%7.9%15.3%0.0%3.5%-3.6%-77222.5K-550.00134.10N/AN/A0026
2023-08-23$59.80$61.0015.8%4.5%8.6%18.6%0.0%3.6%-3.2%-80422.0K-530.00135.65N/AN/A0026
2023-08-24$59.45$61.0014.9%4.3%8.7%16.5%0.0%4.0%-5.4%-72522.5K-520.00131.22N/AN/A0026
2023-08-25$59.87$61.0016.1%4.6%8.6%19.4%0.0%-0.9%-3.5%-63921.4K-520.00138.39N/AN/A0026
2023-08-28$60.05$61.0016.9%4.8%8.6%21.4%0.0%-4.0%-3.9%-70821.0K-510.00137.65N/AN/A0026
2023-08-29$60.49$61.0016.2%4.6%9.0%19.6%0.0%-5.1%-2.5%-1.2K21.1K-570.00136.87N/AN/A0027
2023-08-30$60.50$61.0019.4%5.6%9.0%27.8%0.0%7.3%-6.3%-1.9K21.0K-560.00137.43N/AN/A0027
2023-08-31$60.16$61.0016.9%4.8%9.1%21.4%0.0%-6.3%-2.5%-1.1K21.7K-560.00136.95N/AN/A0027