KXI Options History — September 2023 In September 2023, KXI traded between $56.81 and $59.73. ATM implied volatility averaged 16.1%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 6.3% (HV 20d: 9.8%). Max pain ranged from $61.00 to $68.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-13 : Highest Volume — 1 contracts2023-09-11 : Largest IV spike — 102.8% change2023-09-11 : Highest IV Rank — 62.9%2023-09-26 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $58.69 $56.81 $59.73 $59.73 $57.02 Max Pain $67.65 $61.00 $68.00 $61.00 $68.00 ATM IV 16.1% 9.6% 33.3% 17.0% 16.9% Expected Move 4.1% 2.7% 5.4% 4.9% 4.8% HV 20d 9.8% 9.2% 10.5% 9.2% 9.9% HV 60d 8.9% 8.7% 9.1% 8.7% 9.0% IV Rank 19.9% 3.1% 62.9% 21.8% 22.6% IV Percentile 30.4% 2.4% 96.0% 40.1% 45.6% Term Structure -2.0% -6.0% 6.2% -5.2% -4.1% Skew 25d -0.4% -3.2% 6.0% 4.3% 1.4% Skew 10d 1.3% 0.1% 2.8% 0.8% 0.9% Call IV 25d 14.8% 11.8% 19.7% 11.8% 18.6% Put IV 25d 14.4% 11.5% 20.0% 16.1% 20.0% Bid-Ask Spread % 137.34 133.81 139.56 133.97 133.81 Gamma HHI 0.43 0.34 0.56 0.42 0.39 Net GEX -867 -1.1K -527 -1.1K -814 Net DEX 25.4K 21.0K 30.2K 23.1K 29.2K Net VEX -43 -55 -31 -55 -38 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 0.05 0 1 0 0 Total OI 8.65 8 9 9 9
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-09-01 $59.73 $61.00 17.0% 4.9% 9.2% 21.8% 0.0% 4.3% -5.2% -1.1K 23.1K -55 0.00 133.97 N/A N/A 0 0 2 7 2023-09-05 $59.04 $68.00 14.1% 3.9% 9.5% 14.3% 0.0% -0.6% -2.7% -975 26.3K -51 0.00 138.85 N/A N/A 0 0 2 7 2023-09-06 $58.88 $68.00 14.2% 3.8% 9.5% 14.5% 0.0% 0.0% -1.8% -938 26.6K -50 0.00 138.07 N/A N/A 0 0 2 7 2023-09-07 $58.98 $68.00 15.4% 3.9% 9.5% 17.6% 0.0% 0.0% -2.5% -960 26.4K -49 0.00 139.20 N/A N/A 0 0 2 7 2023-09-08 $59.02 $68.00 16.4% 3.9% 9.5% 20.3% 0.0% -1.2% -2.5% -976 26.3K -48 0.00 139.28 N/A N/A 0 0 2 7 2023-09-11 $59.58 $68.00 33.3% 3.7% 10.4% 62.9% 0.0% -1.5% -6.0% -1.1K 24.6K -47 0.00 138.05 N/A N/A 0 0 2 7 2023-09-12 $59.16 $68.00 23.8% 3.8% 10.5% 39.0% 0.0% -2.4% -1.1% -1.0K 25.8K -46 0.00 137.25 N/A N/A 0 0 2 7 2023-09-13 $59.16 $68.00 13.6% 3.9% 9.9% 13.0% 0.0% -2.5% -1.3% -1.0K 26.1K -45 0.00 139.34 N/A N/A 1 0 2 7 2023-09-14 $59.65 $68.00 12.7% 3.6% 10.4% 10.8% 0.0% -1.6% -2.1% -1.1K 25.1K -45 0.00 138.25 N/A N/A 0 0 2 7 2023-09-15 $59.30 $68.00 14.7% 4.2% 10.2% 16.8% 0.0% -2.3% -2.6% -1.0K 25.8K -44 0.00 137.76 N/A N/A 0 0 2 7 2023-09-18 $59.33 $68.00 13.9% 4.0% 10.1% 14.6% 0.0% -2.9% -2.3% -589 21.3K -41 0.00 138.69 N/A N/A 0 0 2 6 2023-09-19 $59.27 $68.00 14.1% 4.1% 10.0% 15.2% 0.0% -3.2% -2.4% -588 21.6K -41 0.00 138.22 N/A N/A 0 0 2 6 2023-09-20 $59.35 $68.00 15.7% 4.5% 9.6% 19.4% 0.0% -2.1% -2.5% -527 21.0K -41 0.00 139.56 N/A N/A 0 0 2 6 2023-09-21 $58.73 $68.00 14.1% 4.0% 9.7% 15.1% 0.0% -1.6% -2.1% -629 23.1K -40 0.00 136.62 N/A N/A 0 0 2 6 2023-09-22 $58.46 $68.00 10.2% 2.9% 9.7% 4.8% 0.0% -0.9% 6.2% -667 24.0K -37 0.00 137.78 N/A N/A 0 0 2 6 2023-09-25 $57.90 $68.00 9.6% 2.7% 9.7% 3.1% 0.0% 0.8% 5.4% -747 26.0K -34 0.00 136.88 N/A N/A 0 0 2 6 2023-09-26 $57.44 $68.00 18.9% 5.4% 9.7% 27.7% 0.0% 2.5% -5.5% -769 27.4K -31 0.00 134.53 N/A N/A 0 0 2 6 2023-09-27 $56.81 $68.00 16.2% 4.6% 9.5% 20.6% 0.0% 0.1% -3.4% -727 28.8K -41 0.00 135.75 N/A N/A 0 0 2 7 2023-09-28 $57.09 $68.00 17.4% 5.0% 9.9% 23.8% 0.0% 6.0% -2.5% -1.1K 30.2K -35 0.00 135.02 N/A N/A 0 0 2 7 2023-09-29 $57.02 $68.00 16.9% 4.8% 9.9% 22.6% 0.0% 1.4% -4.1% -814 29.2K -38 0.00 133.81 N/A N/A 0 0 2 7
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