KXI Options History — May 2024 In May 2024, KXI traded between $60.05 and $62.81. ATM implied volatility averaged 20.0%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 11.6% (HV 20d: 8.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 49.9% change2024-05-14 : Highest IV Rank — 67.2%2024-05-28 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $61.54 $60.05 $62.81 $60.05 $61.57 ATM IV 20.0% 15.8% 32.3% 16.7% 20.5% Expected Move 4.9% 4.0% 6.6% 4.8% 5.9% HV 20d 8.4% 7.1% 10.2% 9.1% 10.2% HV 60d 8.6% 8.0% 9.1% 8.8% 9.1% IV Rank 33.4% 21.8% 67.2% 24.2% 34.7% IV Percentile 74.9% 49.2% 97.6% 61.1% 81.3% Term Structure -4.3% -13.1% -1.7% -1.7% -5.1% Skew 25d -1.6% -3.3% 1.1% 0.4% -3.0% Skew 10d -2.1% -6.4% 1.9% 1.1% -2.6% Call IV 25d 18.3% 14.6% 21.6% 20.9% 21.3% Put IV 25d 16.7% 14.5% 22.6% 21.3% 18.3% Bid-Ask Spread % 159.03 155.38 168.06 166.44 157.60 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 (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 2024-05-01 $60.05 $0.00 16.7% 4.8% 9.1% 24.2% 0.0% 0.4% -1.7% 0 0 0 0.00 166.44 N/A N/A 0 0 0 0 2024-05-02 $60.37 $0.00 19.4% 5.6% 9.0% 31.7% 0.0% 1.1% -2.8% 0 0 0 0.00 168.06 N/A N/A 0 0 0 0 2024-05-03 $60.70 $0.00 17.5% 5.0% 9.1% 26.7% 0.0% 0.9% -2.6% 0 0 0 0.00 166.91 N/A N/A 0 0 0 0 2024-05-06 $60.52 $0.00 22.2% 4.6% 9.2% 39.4% 0.0% -1.4% -2.6% 0 0 0 0.00 164.57 N/A N/A 0 0 0 0 2024-05-07 $61.06 $0.00 19.8% 4.0% 9.6% 32.9% 0.0% -1.4% -2.5% 0 0 0 0.00 161.26 N/A N/A 0 0 0 0 2024-05-08 $61.20 $0.00 22.4% 4.4% 9.2% 40.2% 0.0% -1.3% -5.0% 0 0 0 0.00 161.38 N/A N/A 0 0 0 0 2024-05-09 $61.70 $0.00 22.5% 4.3% 9.5% 40.3% 0.0% -0.1% -2.6% 0 0 0 0.00 157.66 N/A N/A 0 0 0 0 2024-05-10 $62.09 $0.00 21.8% 4.1% 7.6% 38.4% 0.0% 0.0% -2.9% 0 0 0 0.00 155.38 N/A N/A 0 0 0 0 2024-05-13 $61.96 $0.00 28.0% 4.5% 7.1% 55.3% 0.0% -1.8% -3.3% 0 0 0 0.00 156.65 N/A N/A 0 0 0 0 2024-05-14 $62.00 $0.00 32.3% 4.5% 7.1% 67.2% 0.0% -1.8% -2.4% 0 0 0 0.00 157.41 N/A N/A 0 0 0 0 2024-05-15 $62.18 $0.00 16.2% 4.6% 7.1% 23.0% 0.0% -1.6% -5.7% 0 0 0 0.00 156.32 N/A N/A 0 0 0 0 2024-05-16 $62.81 $0.00 15.8% 4.5% 7.4% 21.8% 0.0% -1.7% -3.1% 0 0 0 0.00 155.60 N/A N/A 0 0 0 0 2024-05-17 $62.75 $0.00 15.8% 4.5% 7.4% 21.9% 0.0% -2.0% -3.1% 0 0 0 0.00 156.00 N/A N/A 0 0 0 0 2024-05-20 $62.36 $0.00 16.2% 4.6% 7.1% 22.9% 0.0% -2.5% -5.1% 0 0 0 0.00 156.81 N/A N/A 0 0 0 0 2024-05-21 $62.48 $0.00 16.2% 4.7% 7.1% 23.1% 0.0% -2.0% -5.6% 0 0 0 0.00 156.47 N/A N/A 0 0 0 0 2024-05-22 $62.14 $0.00 17.7% 5.1% 7.5% 27.2% 0.0% -2.4% -5.4% 0 0 0 0.00 156.25 N/A N/A 0 0 0 0 2024-05-23 $61.52 $0.00 17.9% 5.1% 8.4% 27.6% 0.0% -2.8% -4.0% 0 0 0 0.00 157.93 N/A N/A 0 0 0 0 2024-05-24 $61.72 $0.00 18.1% 5.2% 8.4% 28.1% 0.0% -2.7% -4.1% 0 0 0 0.00 157.12 N/A N/A 0 0 0 0 2024-05-28 $61.17 $0.00 23.0% 6.6% 9.2% 41.6% 0.0% -2.9% -13.1% 0 0 0 0.00 158.18 N/A N/A 0 0 0 0 2024-05-29 $60.65 $0.00 20.6% 5.9% 9.7% 35.0% 0.0% -3.2% -5.2% 0 0 0 0.00 157.62 N/A N/A 0 0 0 0 2024-05-30 $60.93 $0.00 19.6% 5.6% 9.8% 32.5% 0.0% -3.3% -5.6% 0 0 0 0.00 157.06 N/A N/A 0 0 0 0 2024-05-31 $61.57 $0.00 20.5% 5.9% 10.2% 34.7% 0.0% -3.0% -5.1% 0 0 0 0.00 157.60 N/A N/A 0 0 0 0
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