KXI Options History — October 2023 In October 2023, KXI traded between $55.05 and $56.58. ATM implied volatility averaged 14.6%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 3.6% (HV 20d: 11.0%). Max pain ranged from $56.00 to $68.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 16 of 22 days.
Notable Days 2023-10-26 : Highest Volume — 17 contracts2023-10-27 : Largest IV spike — 47.8% change2023-10-09 : Highest IV Rank — 40.1%2023-10-04 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $56.06 $55.05 $56.58 $56.45 $56.17 Max Pain $57.64 $56.00 $68.00 $68.00 $56.00 ATM IV 14.6% 11.6% 23.5% 18.6% 12.2% Expected Move 3.8% 3.2% 5.6% 5.3% 3.5% HV 20d 11.0% 9.2% 13.0% 10.1% 13.0% HV 60d 9.7% 9.0% 10.8% 9.2% 10.8% IV Rank 16.4% 8.5% 40.1% 27.2% 10.0% IV Percentile 25.9% 4.4% 86.1% 57.9% 9.1% Term Structure 1.8% -8.7% 7.8% -7.2% 5.2% VWIV 13.5% 12.8% 14.2% 14.2% 12.8% Skew 25d 0.8% -6.0% 8.3% 8.3% -0.0% Skew 10d 0.1% -7.9% 13.5% 1.2% 1.3% Call IV 25d 17.6% 13.4% 21.1% 13.4% 21.1% Put IV 25d 18.4% 10.8% 23.8% 21.7% 21.1% Bid-Ask Spread % 133.71 127.61 137.16 134.02 136.63 Gamma HHI 0.45 0.28 0.62 0.51 0.41 Net GEX -2.0K -10.1K -464 -975 -8.6K Net DEX 27.6K 6.3K 49.2K 31.2K 34.5K Net VEX -40 -137 -19 -34 -115 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.136 0 17 0 0 Total OI 9.591 3 22 9 22
Daily Data (22 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 2023-10-02 $56.45 $68.00 18.6% 5.3% 10.1% 27.2% 0.0% 8.3% -7.2% -975 31.2K -34 0.00 134.02 N/A N/A 0 0 2 7 2023-10-03 $56.16 $68.00 15.3% 4.4% 9.6% 18.2% 0.0% -0.7% -8.7% -875 33.1K -28 0.00 131.78 N/A N/A 0 0 2 7 2023-10-04 $56.57 $68.00 19.4% 5.6% 10.2% 29.3% 0.0% 8.2% -3.7% -963 30.6K -35 0.00 135.07 N/A N/A 0 0 2 7 2023-10-05 $56.17 $56.00 15.9% 3.2% 10.3% 19.8% 0.0% -1.0% 2.1% -892 31.9K -31 0.00 135.71 N/A N/A 0 0 2 7 2023-10-06 $55.89 $56.00 21.1% 3.4% 10.2% 33.8% 0.0% 0.6% 3.0% -817 32.3K -29 0.00 127.61 N/A N/A 0 0 2 7 2023-10-09 $55.88 $56.00 23.5% 3.3% 9.2% 40.1% 0.0% -1.0% 2.4% -759 32.3K -28 0.00 131.40 N/A N/A 0 0 2 7 2023-10-10 $56.58 $56.00 21.6% 4.1% 10.6% 34.9% 0.0% -6.0% -4.6% -1.1K 31.3K -30 0.00 133.18 N/A N/A 0 0 2 7 2023-10-11 $56.45 $56.00 11.6% 3.3% 10.6% 8.5% 0.0% 0.8% 3.4% -809 31.1K -30 0.00 136.69 N/A N/A 0 1 2 7 2023-10-12 $55.61 $56.00 12.8% 3.7% 10.7% 11.6% 0.0% 0.5% -0.2% -740 33.2K -24 0.00 131.17 N/A N/A 0 0 2 7 2023-10-13 $55.67 $56.00 11.7% 3.4% 10.8% 8.7% 0.0% -2.3% 3.3% -597 32.6K -25 0.00 133.09 N/A N/A 0 0 2 7 2023-10-16 $56.20 $56.00 11.9% 3.4% 11.6% 9.2% 0.0% 1.6% 2.4% -692 32.0K -25 0.00 132.19 N/A N/A 0 0 2 7 2023-10-17 $56.29 $56.00 11.8% 3.4% 11.7% 8.9% 0.0% 1.0% 3.1% -780 26.2K -25 0.00 134.75 N/A N/A 0 0 2 6 2023-10-18 $56.29 $56.00 11.9% 3.4% 11.7% 9.4% 0.0% 0.7% 3.4% -757 26.2K -25 0.00 134.80 N/A N/A 0 0 2 6 2023-10-19 $55.91 $56.00 12.0% 3.5% 11.4% 9.7% 0.0% 0.5% 5.1% -789 26.7K -24 0.00 134.24 N/A N/A 0 0 2 6 2023-10-20 $55.78 $56.00 12.0% 3.4% 11.4% 9.5% 0.0% 0.6% 5.1% -682 27.2K -21 0.00 134.36 N/A N/A 0 0 2 6 2023-10-23 $55.84 $56.00 11.7% 3.4% 11.1% 8.8% 0.0% 0.8% 7.5% -464 6.3K -19 0.00 135.18 N/A N/A 0 1 1 2 2023-10-24 $56.20 $56.00 11.9% 3.4% 11.2% 9.2% 0.0% 1.7% 4.9% -824 7.2K -28 0.00 135.66 N/A N/A 0 0 1 3 2023-10-25 $56.17 $56.00 11.9% 3.4% 10.6% 9.2% 0.0% 0.2% 4.9% -829 7.3K -27 0.00 134.08 N/A N/A 0 0 1 3 2023-10-26 $55.91 $56.00 12.4% 3.5% 10.5% 10.5% 14.2% 0.4% 7.8% -906 7.8K -29 0.00 132.21 N/A N/A 0 17 1 3 2023-10-27 $55.05 $56.00 18.3% 5.2% 11.7% 26.2% 12.8% 1.6% -6.3% -9.4K 49.2K -137 0.00 130.53 N/A N/A 0 6 1 20 2023-10-30 $56.00 $56.00 11.8% 3.4% 13.0% 9.0% 0.0% 1.3% 7.1% -10.1K 37.5K -119 0.00 137.16 N/A N/A 0 0 1 21 2023-10-31 $56.17 $56.00 12.2% 3.5% 13.0% 10.0% 0.0% -0.0% 5.2% -8.6K 34.5K -115 0.00 136.63 N/A N/A 0 0 1 21
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