KXI Options History — January 2024 In January 2024, KXI traded between $58.38 and $59.78. ATM implied volatility averaged 18.0%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 6.7% (HV 20d: 11.3%). Max pain ranged from $58.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-26 : Largest IV spike — 201.0% change2024-01-26 : Highest IV Rank — 100.0%2024-01-26 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $59.11 $58.38 $59.78 $59.41 $59.33 Max Pain $58.19 $58.00 $60.00 $60.00 $58.00 ATM IV 18.0% 14.4% 44.2% 17.2% 19.6% Expected Move 4.8% 3.8% 12.7% 4.9% 5.6% HV 20d 11.3% 6.7% 14.3% 14.1% 8.3% HV 60d 11.4% 10.6% 12.1% 12.1% 10.6% IV Rank 28.2% 18.1% 100.0% 26.1% 32.4% IV Percentile 56.4% 29.0% 100.0% 63.5% 80.6% Term Structure -4.0% -28.1% -0.2% -0.7% -7.3% Skew 25d -0.6% -30.8% 1.9% 1.9% 0.2% Skew 10d 0.6% -10.6% 1.6% 1.2% 1.0% Call IV 25d 19.1% 14.5% 59.4% 17.7% 21.7% Put IV 25d 18.5% 15.5% 28.6% 19.6% 21.9% Bid-Ask Spread % 138.41 134.29 143.73 135.16 138.33 Gamma HHI 0.74 0.54 1.00 0.56 1.00 Net GEX 1.2K 702 2.0K 786 1.7K Net DEX -14.1K -18.7K -10.4K -18.7K -16.7K Net VEX -25 -34 -16 -16 -17 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.619 4 5 5 4
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 2024-01-02 $59.41 $60.00 17.2% 4.9% 14.1% 26.1% 0.0% 1.9% -0.7% 786 -18.7K -16 0.00 135.16 N/A N/A 0 0 4 1 2024-01-03 $59.25 $60.00 19.6% 5.6% 14.2% 32.7% 0.0% 1.2% -5.5% 880 -13.2K -34 0.00 137.29 N/A N/A 0 0 4 1 2024-01-04 $59.22 $58.00 18.2% 3.9% 14.0% 28.8% 0.0% 1.0% -0.4% 872 -13.0K -33 0.00 140.26 N/A N/A 0 0 4 1 2024-01-05 $58.96 $58.00 17.9% 3.8% 14.0% 27.8% 0.0% 0.7% -2.4% 830 -11.7K -32 0.00 137.06 N/A N/A 0 0 4 1 2024-01-08 $59.50 $58.00 22.0% 3.9% 14.3% 39.4% 0.0% 0.9% -0.2% 726 -14.2K -29 0.00 138.42 N/A N/A 0 0 4 1 2024-01-09 $59.37 $58.00 20.6% 3.9% 14.2% 35.5% 0.0% 0.8% -1.0% 802 -13.6K -29 0.00 138.97 N/A N/A 0 0 4 1 2024-01-10 $59.39 $58.00 15.0% 4.3% 14.2% 19.8% 0.0% 1.1% -3.4% 839 -13.7K -29 0.00 139.17 N/A N/A 0 0 4 1 2024-01-11 $59.34 $58.00 15.2% 4.4% 14.2% 20.4% 0.0% 1.0% -3.2% 832 -13.4K -29 0.00 139.97 N/A N/A 0 0 4 1 2024-01-12 $59.50 $58.00 15.0% 4.3% 13.2% 19.9% 0.0% 0.6% -3.6% 702 -14.0K -27 0.00 139.47 N/A N/A 0 0 4 1 2024-01-16 $58.97 $58.00 14.5% 4.2% 13.3% 18.6% 0.0% 0.5% -3.0% 1.1K -11.8K -27 0.00 139.27 N/A N/A 0 0 4 1 2024-01-17 $58.80 $58.00 14.4% 4.1% 13.3% 18.3% 0.0% 1.0% -3.2% 1.2K -11.2K -27 0.00 138.32 N/A N/A 0 0 4 1 2024-01-18 $58.73 $58.00 14.5% 4.2% 13.0% 18.5% 0.0% 1.4% -1.6% 1.3K -11.0K -26 0.00 137.28 N/A N/A 0 0 4 1 2024-01-19 $58.66 $58.00 14.4% 4.1% 12.9% 18.1% 0.0% 0.7% -1.7% 1.2K -10.4K -25 0.00 137.19 N/A N/A 0 0 4 1 2024-01-22 $58.47 $58.00 17.1% 4.9% 6.7% 25.7% 0.0% 0.9% -3.2% 1.8K -14.0K -24 0.00 139.39 N/A N/A 0 0 4 0 2024-01-23 $58.80 $58.00 15.1% 4.3% 6.7% 20.1% 0.0% 1.3% -2.8% 1.8K -15.2K -23 0.00 138.44 N/A N/A 0 0 4 0 2024-01-24 $58.38 $58.00 17.0% 4.9% 6.9% 25.5% 0.0% 0.4% -4.3% 1.8K -13.7K -23 0.00 138.48 N/A N/A 0 0 4 0 2024-01-25 $58.71 $58.00 14.7% 4.2% 7.0% 19.0% 0.0% 0.9% -1.9% 2.0K -15.2K -22 0.00 134.29 N/A N/A 0 0 4 0 2024-01-26 $59.25 $58.00 44.2% 12.7% 7.6% 100.0% 0.0% -30.8% -28.1% 923 -14.6K -22 0.00 143.73 N/A N/A 0 0 4 0 2024-01-29 $59.58 $58.00 16.2% 4.6% 7.8% 23.0% 0.0% 1.2% -4.0% 1.7K -17.8K -17 0.00 138.68 N/A N/A 0 0 4 0 2024-01-30 $59.78 $58.00 16.2% 4.6% 7.9% 23.0% 0.0% 1.0% -3.3% 1.6K -18.4K -16 0.00 137.47 N/A N/A 0 0 4 0 2024-01-31 $59.33 $58.00 19.6% 5.6% 8.3% 32.4% 0.0% 0.2% -7.3% 1.7K -16.7K -17 0.00 138.33 N/A N/A 0 0 4 0
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