KXI Options History — March 2024 In March 2024, KXI traded between $59.48 and $61.00. ATM implied volatility averaged 19.3%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 11.1% (HV 20d: 8.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 61.2% change2024-03-11 : Highest IV Rank — 75.3%2024-03-01 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $60.38 $59.48 $61.00 $59.66 $61.00 ATM IV 19.3% 13.2% 35.2% 19.8% 14.4% Expected Move 4.2% 3.6% 5.7% 5.7% 4.1% HV 20d 8.2% 7.0% 10.1% 9.3% 7.1% HV 60d 10.3% 8.9% 11.4% 11.4% 9.0% IV Rank 31.6% 14.7% 75.3% 32.8% 18.0% IV Percentile 58.5% 15.1% 98.4% 81.3% 32.5% Term Structure -2.2% -5.4% 1.8% -5.4% -2.7% Skew 25d 0.6% -0.1% 1.1% 0.7% 0.5% Skew 10d 0.4% -2.4% 1.1% -2.4% 0.4% Call IV 25d 16.2% 14.5% 22.3% 22.3% 17.9% Put IV 25d 16.8% 14.9% 23.0% 23.0% 18.4% Bid-Ask Spread % 141.64 140.76 142.92 141.19 140.98 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2024-03-01 $59.66 $0.00 19.8% 5.7% 9.3% 32.8% 0.0% 0.7% -5.4% 0 0 0 0.00 141.19 N/A N/A 0 0 0 0 2024-03-04 $59.48 $0.00 23.0% 4.0% 9.4% 41.7% 0.0% 0.5% -2.4% 0 0 0 0.00 141.17 N/A N/A 0 0 0 0 2024-03-05 $59.57 $0.00 23.7% 3.7% 9.3% 43.6% 0.0% 0.3% -1.7% 0 0 0 0.00 140.76 N/A N/A 0 0 0 0 2024-03-06 $59.98 $0.00 22.0% 3.6% 9.7% 38.9% 0.0% 0.5% -0.9% 0 0 0 0.00 141.47 N/A N/A 0 0 0 0 2024-03-07 $60.48 $0.00 26.2% 4.1% 10.1% 50.5% 0.0% 0.7% -2.5% 0 0 0 0.00 141.53 N/A N/A 0 0 0 0 2024-03-08 $60.26 $0.00 27.1% 4.1% 10.1% 52.8% 0.0% 0.4% -2.7% 0 0 0 0.00 141.30 N/A N/A 0 0 0 0 2024-03-11 $60.52 $0.00 35.2% 3.8% 9.6% 75.3% 0.0% 0.5% 1.8% 0 0 0 0.00 142.92 N/A N/A 0 0 0 0 2024-03-12 $60.80 $0.00 33.9% 3.7% 9.4% 71.7% 0.0% 0.6% -2.1% 0 0 0 0.00 141.47 N/A N/A 0 0 0 0 2024-03-13 $60.92 $0.00 13.2% 3.8% 7.1% 14.7% 0.0% 0.8% -2.0% 0 0 0 0.00 141.04 N/A N/A 0 0 0 0 2024-03-14 $60.34 $0.00 14.4% 4.1% 8.1% 18.2% 0.0% -0.1% -1.7% 0 0 0 0.00 141.47 N/A N/A 0 0 0 0 2024-03-15 $60.21 $0.00 15.2% 4.4% 7.8% 20.3% 0.0% 0.9% -2.5% 0 0 0 0.00 142.03 N/A N/A 0 0 0 0 2024-03-18 $60.47 $0.00 15.6% 4.5% 7.9% 21.5% 0.0% 1.1% -2.3% 0 0 0 0.00 142.28 N/A N/A 0 0 0 0 2024-03-19 $60.51 $0.00 13.7% 3.9% 7.0% 16.2% 0.0% 0.8% -1.4% 0 0 0 0.00 141.36 N/A N/A 0 0 0 0 2024-03-20 $60.70 $0.00 14.0% 4.0% 7.0% 16.8% 0.0% 0.7% -2.2% 0 0 0 0.00 141.93 N/A N/A 0 0 0 0 2024-03-21 $60.70 $0.00 13.6% 3.9% 7.0% 16.0% 0.0% 0.7% -1.6% 0 0 0 0.00 142.03 N/A N/A 0 0 0 0 2024-03-22 $60.42 $0.00 15.4% 4.4% 7.2% 20.9% 0.0% 0.1% -3.0% 0 0 0 0.00 141.85 N/A N/A 0 0 0 0 2024-03-25 $60.26 $0.00 15.6% 4.5% 7.2% 21.4% 0.0% 0.3% -3.2% 0 0 0 0.00 142.21 N/A N/A 0 0 0 0 2024-03-26 $60.45 $0.00 16.3% 4.7% 7.1% 23.2% 0.0% 0.6% -3.4% 0 0 0 0.00 141.89 N/A N/A 0 0 0 0 2024-03-27 $60.84 $0.00 14.3% 4.1% 7.1% 17.7% 0.0% 0.5% -2.6% 0 0 0 0.00 141.83 N/A N/A 0 0 0 0 2024-03-28 $61.00 $0.00 14.4% 4.1% 7.1% 18.0% 0.0% 0.5% -2.7% 0 0 0 0.00 140.98 N/A N/A 0 0 0 0
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