KXI Options History — April 2024

In April 2024, KXI traded between $58.05 and $60.63. ATM implied volatility averaged 16.7%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 8.0% (HV 20d: 8.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days.

Notable Days

  • 2024-04-10: Largest IV drop — 41.3% change
  • 2024-04-08: Highest IV Rank — 42.7%
  • 2024-04-03: Largest Expected Move — 4.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.47$58.05$60.63$60.63$60.16
ATM IV16.7%13.6%23.4%16.6%16.8%
Expected Move4.4%3.8%4.9%4.8%4.8%
HV 20d8.6%7.4%10.4%7.5%9.6%
HV 60d9.4%8.9%9.9%9.1%8.9%
IV Rank24.3%15.8%42.7%24.2%24.7%
IV Percentile55.4%16.3%92.1%61.5%63.1%
Term Structure-1.1%-4.7%13.6%-4.3%-1.5%
Skew 25d0.7%-0.0%1.5%0.2%0.3%
Skew 10d0.1%-2.9%1.4%0.9%0.9%
Call IV 25d17.5%14.8%21.5%20.1%20.2%
Put IV 25d18.2%15.6%21.8%20.3%20.6%
Bid-Ask Spread %161.91141.21167.83141.44167.26
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$60.63$0.0016.6%4.8%7.5%24.2%0.0%0.2%-4.3%0000.00141.44N/AN/A0000
2024-04-02$60.19$0.0016.8%4.8%7.9%24.7%0.0%0.1%-4.7%0000.00141.21N/AN/A0000
2024-04-03$59.69$0.0017.2%4.9%8.5%25.7%0.0%0.3%-4.6%0000.00141.82N/AN/A0000
2024-04-04$59.38$0.0020.5%4.2%8.3%34.8%0.0%0.7%-1.2%0000.00163.16N/AN/A0000
2024-04-05$59.29$0.0019.1%3.9%7.6%30.9%0.0%0.8%-1.2%0000.00165.69N/AN/A0000
2024-04-08$59.32$0.0023.4%4.3%7.6%42.7%0.0%1.0%-2.3%0000.00165.32N/AN/A0000
2024-04-09$59.56$0.0023.3%3.8%7.5%42.6%0.0%0.6%-1.3%0000.00165.68N/AN/A0000
2024-04-10$59.22$0.0013.7%3.9%7.5%16.1%0.0%1.2%-1.2%0000.00165.81N/AN/A0000
2024-04-11$59.17$0.0013.6%3.9%7.4%15.8%0.0%0.8%-1.3%0000.00162.02N/AN/A0000
2024-04-12$58.38$0.0015.5%4.4%8.0%21.1%0.0%0.4%-4.3%0000.00163.41N/AN/A0000
2024-04-15$58.05$0.0015.3%4.4%8.1%20.4%0.0%0.4%-2.3%0000.00162.38N/AN/A0000
2024-04-16$58.05$0.0015.3%4.4%7.9%20.6%0.0%0.9%-2.5%0000.00164.32N/AN/A0000
2024-04-17$58.30$0.0015.5%4.4%8.1%21.0%0.0%0.9%-2.7%0000.00162.59N/AN/A0000
2024-04-18$58.67$0.0015.1%4.3%8.5%19.9%0.0%1.5%13.6%0000.00162.38N/AN/A0000
2024-04-19$59.13$0.0015.4%4.4%9.1%20.9%0.0%1.5%-1.0%0000.00165.52N/AN/A0000
2024-04-22$59.89$0.0015.1%4.3%10.3%20.1%0.0%0.7%-1.2%0000.00165.74N/AN/A0000
2024-04-23$60.08$0.0015.4%4.4%10.3%20.8%0.0%0.9%-0.7%0000.00167.09N/AN/A0000
2024-04-24$60.35$0.0015.4%4.4%10.4%20.8%0.0%0.9%-0.3%0000.00167.83N/AN/A0000
2024-04-25$60.18$0.0015.6%4.5%10.1%21.4%0.0%0.5%-0.6%0000.00167.40N/AN/A0000
2024-04-26$60.24$0.0015.7%4.5%10.1%21.7%0.0%0.4%1.2%0000.00166.60N/AN/A0000
2024-04-29$60.31$0.0016.5%4.7%9.9%23.9%0.0%-0.0%0.4%0000.00167.31N/AN/A0000
2024-04-30$60.16$0.0016.8%4.8%9.6%24.7%0.0%0.3%-1.5%0000.00167.26N/AN/A0000