KXI Options History — June 2024 In June 2024, KXI traded between $60.11 and $62.58. ATM implied volatility averaged 17.1%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 6.3% (HV 20d: 10.8%). Max pain ranged from $62.00 to $62.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-05 : Highest Volume — 3 contracts2024-06-12 : Largest IV drop — 32.4% change2024-06-10 : Highest IV Rank — 48.8%2024-06-03 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $61.27 $60.11 $62.58 $61.86 $60.11 Max Pain $62.00 $62.00 $62.00 $62.00 $62.00 ATM IV 17.1% 12.9% 25.6% 21.5% 15.6% Expected Move 4.4% 3.7% 6.2% 6.2% 4.5% HV 20d 10.8% 10.1% 11.3% 10.2% 10.7% HV 60d 9.5% 9.0% 9.9% 9.0% 9.8% IV Rank 25.5% 13.9% 48.8% 37.6% 21.3% IV Percentile 50.2% 12.3% 94.4% 85.7% 47.2% Term Structure -3.4% -9.3% -1.1% -5.3% -3.3% Skew 25d -0.3% -4.6% 1.1% -3.5% 0.3% Skew 10d -0.5% -6.8% 1.2% -6.8% 0.4% Call IV 25d 17.5% 14.6% 24.0% 22.7% 19.1% Put IV 25d 17.2% 14.7% 19.5% 19.2% 19.3% Bid-Ask Spread % 143.88 140.58 157.07 157.07 141.81 Gamma HHI 0.95 0.75 1.00 1.00 0.75 Net GEX 1.1K 0 1.5K 0 1.0K Net DEX -5.7K -10.0K 0 0 -824 Net VEX -20 -34 0 0 -28 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 0.211 0 3 0 0 Total OI 2.684 0 4 0 4
Daily Data (19 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 2024-06-03 $61.86 $0.00 21.5% 6.2% 10.2% 37.6% 0.0% -3.5% -5.3% 0 0 0 0.00 157.07 N/A N/A 0 0 0 0 2024-06-04 $62.39 $0.00 18.2% 5.2% 10.4% 28.5% 0.0% -3.5% -6.4% 0 0 0 0.00 156.18 N/A N/A 0 0 0 0 2024-06-05 $62.26 $0.00 21.2% 6.1% 10.1% 36.7% 0.0% -4.6% -9.3% 0 0 0 0.00 155.64 N/A N/A 3 0 0 0 2024-06-06 $62.58 $62.00 23.2% 4.4% 10.2% 42.4% 0.0% -0.8% -3.5% 1.5K -10.0K -25 0.00 141.82 N/A N/A 0 0 3 0 2024-06-07 $62.16 $62.00 23.1% 3.8% 10.2% 42.0% 0.0% -1.0% -2.4% 1.5K -8.9K -24 0.00 142.38 N/A N/A 0 0 3 0 2024-06-10 $61.88 $62.00 25.6% 4.4% 10.1% 48.8% 0.0% -1.0% -3.6% 1.5K -8.2K -23 0.00 142.02 N/A N/A 0 0 3 0 2024-06-11 $61.00 $62.00 19.5% 3.7% 11.3% 32.1% 0.0% 1.0% -1.1% 1.4K -7.9K -23 0.00 140.58 N/A N/A 0 0 3 0 2024-06-12 $60.75 $62.00 13.2% 3.8% 11.3% 14.7% 0.0% 0.8% -2.3% 1.3K -7.3K -23 0.00 140.83 N/A N/A 0 0 3 0 2024-06-13 $60.67 $62.00 12.9% 3.7% 11.2% 13.9% 0.0% 0.9% -2.3% 1.3K -7.1K -22 0.00 141.51 N/A N/A 0 0 3 0 2024-06-14 $60.55 $62.00 13.1% 3.8% 10.4% 14.5% 0.0% 1.1% -3.0% 1.3K -6.8K -21 0.00 141.43 N/A N/A 0 0 3 0 2024-06-17 $61.20 $62.00 13.7% 3.9% 11.3% 16.2% 0.0% 0.9% -2.4% 1.4K -8.2K -22 0.00 141.25 N/A N/A 0 0 3 0 2024-06-18 $61.11 $62.00 13.8% 4.0% 11.2% 16.5% 0.0% 0.8% -2.0% 1.4K -8.0K -21 0.00 141.72 N/A N/A 0 0 3 0 2024-06-20 $60.84 $62.00 14.0% 4.0% 11.2% 16.9% 0.0% 0.8% -2.0% 1.4K -7.3K -20 0.00 140.71 N/A N/A 0 0 3 0 2024-06-21 $60.87 $62.00 13.9% 4.0% 11.1% 16.6% 0.0% 0.8% -2.4% 1.4K -7.3K -20 0.00 140.78 N/A N/A 0 0 3 0 2024-06-24 $61.44 $62.00 16.1% 4.6% 11.1% 22.6% 0.0% 0.7% -2.8% 1.5K -8.6K -19 0.00 141.44 N/A N/A 0 0 3 0 2024-06-25 $61.14 $62.00 14.7% 4.2% 11.2% 18.9% 0.0% 0.4% -2.9% 1.5K -7.8K -19 0.00 141.12 N/A N/A 0 1 3 0 2024-06-26 $60.89 $62.00 15.1% 4.3% 10.8% 20.0% 0.0% 0.8% -3.2% 1.2K -2.9K -34 0.00 143.26 N/A N/A 0 0 3 1 2024-06-27 $60.49 $62.00 16.6% 4.7% 10.7% 24.0% 0.0% -0.2% -3.6% 1.2K -1.7K -31 0.00 142.25 N/A N/A 0 0 3 1 2024-06-28 $60.11 $62.00 15.6% 4.5% 10.7% 21.3% 0.0% 0.3% -3.3% 1.0K -824 -28 0.00 141.81 N/A N/A 0 0 3 1
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