KXI Options History — February 2024 In February 2024, KXI traded between $58.81 and $60.41. ATM implied volatility averaged 16.4%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 5.1% (HV 20d: 11.3%). Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-16 : Highest Volume — 4 contracts2024-02-07 : Largest IV drop — 36.9% change2024-02-06 : Highest IV Rank — 35.4%2024-02-23 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $59.85 $58.81 $60.41 $60.41 $59.78 ATM IV 16.4% 13.1% 20.7% 17.5% 17.5% Expected Move 4.4% 3.6% 5.1% 4.0% 5.0% HV 20d 11.3% 10.0% 12.5% 10.4% 11.4% HV 60d 11.3% 11.0% 11.6% 11.1% 11.3% IV Rank 23.7% 14.4% 35.4% 26.7% 26.6% IV Percentile 54.7% 14.3% 84.9% 68.3% 69.0% Term Structure -2.8% -5.7% 1.5% -2.4% -4.8% Skew 25d 0.6% -0.0% 1.1% 1.0% -0.0% Skew 10d -1.2% -9.6% 1.2% 1.2% -4.0% Call IV 25d 17.4% 14.2% 21.9% 14.2% 21.9% Put IV 25d 18.0% 15.2% 21.8% 15.2% 21.8% Bid-Ask Spread % 140.39 137.30 141.87 141.07 141.60 Gamma HHI 0.99 0.97 1.00 1.00 0.97 Net GEX 1.0K 0 2.2K 1.3K 0 Net DEX -13.9K -25.5K 0 -20.2K 0 Net VEX -5 -12 0 -12 0 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 0.25 0 4 0 0 Total OI 2.9 0 5 4 0
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 2024-02-01 $60.41 $0.00 17.5% 4.0% 10.4% 26.7% 0.0% 1.0% -2.4% 1.3K -20.2K -12 0.00 141.07 N/A N/A 0 0 4 0 2024-02-02 $60.34 $0.00 17.9% 3.6% 10.5% 27.8% 0.0% 0.6% 1.5% 1.4K -20.2K -11 0.00 138.76 N/A N/A 1 0 4 0 2024-02-05 $60.10 $0.00 19.8% 3.6% 10.4% 32.8% 0.0% 0.7% 0.3% 1.5K -25.4K -11 0.00 139.14 N/A N/A 0 0 5 0 2024-02-06 $60.17 $0.00 20.7% 3.7% 10.0% 35.4% 0.0% 0.6% 0.3% 1.5K -25.5K -11 0.00 139.52 N/A N/A 0 0 5 0 2024-02-07 $60.00 $0.00 13.1% 3.7% 10.0% 14.4% 0.0% 0.5% -1.9% 1.6K -25.0K -11 0.00 140.46 N/A N/A 0 0 5 0 2024-02-08 $59.83 $0.00 13.1% 3.8% 10.1% 14.5% 0.0% 0.6% -2.3% 1.7K -24.7K -10 0.00 138.79 N/A N/A 0 0 5 0 2024-02-09 $59.32 $0.00 15.3% 4.4% 10.6% 20.4% 0.0% 0.6% -2.1% 1.8K -22.7K -11 0.00 141.10 N/A N/A 0 0 5 0 2024-02-12 $59.75 $0.00 13.9% 4.0% 10.8% 16.7% 0.0% 1.1% -1.9% 1.8K -24.7K -7 0.00 138.70 N/A N/A 0 0 5 0 2024-02-13 $58.81 $0.00 14.4% 4.1% 11.8% 18.0% 0.0% 0.1% -2.6% 2.2K -21.0K -8 0.00 137.30 N/A N/A 0 0 5 0 2024-02-14 $58.98 $0.00 14.6% 4.2% 11.8% 18.6% 0.0% 0.6% -2.6% 2.2K -21.8K -6 0.00 140.33 N/A N/A 0 0 5 0 2024-02-15 $59.42 $0.00 16.2% 4.6% 12.1% 23.0% 0.0% 0.8% -3.3% 1.9K -23.2K -4 0.00 140.46 N/A N/A 0 0 5 0 2024-02-16 $59.42 $0.00 16.7% 4.8% 12.1% 24.3% 0.0% 0.5% -4.3% 2.1K -23.7K -1 0.00 139.35 N/A N/A 4 0 5 0 2024-02-20 $60.08 $0.00 16.0% 4.6% 12.5% 22.5% 0.0% 0.7% -3.9% 0 0 0 0.00 141.65 N/A N/A 0 0 0 0 2024-02-21 $60.16 $0.00 16.1% 4.6% 12.4% 22.8% 0.0% 0.7% -3.6% 0 0 0 0.00 141.54 N/A N/A 0 0 0 0 2024-02-22 $60.19 $0.00 17.3% 5.0% 12.0% 26.1% 0.0% 0.8% -4.8% 0 0 0 0.00 141.69 N/A N/A 0 0 0 0 2024-02-23 $60.36 $0.00 17.7% 5.1% 12.0% 27.1% 0.0% 0.5% -5.7% 0 0 0 0.00 141.84 N/A N/A 0 0 0 0 2024-02-26 $60.18 $0.00 16.8% 4.8% 11.7% 24.7% 0.0% 0.3% -2.6% 0 0 0 0.00 141.21 N/A N/A 0 0 0 0 2024-02-27 $59.99 $0.00 16.9% 4.9% 11.6% 25.0% 0.0% 0.7% -4.4% 0 0 0 0.00 141.50 N/A N/A 0 0 0 0 2024-02-28 $59.66 $0.00 17.5% 5.0% 11.7% 26.5% 0.0% 0.3% -5.2% 0 0 0 0.00 141.87 N/A N/A 0 0 0 0 2024-02-29 $59.78 $0.00 17.5% 5.0% 11.4% 26.6% 0.0% -0.0% -4.8% 0 0 0 0.00 141.60 N/A N/A 0 0 0 0
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