KXI Options History — July 2024 In July 2024, KXI traded between $59.84 and $62.23. ATM implied volatility averaged 15.8%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 6.2% (HV 20d: 9.6%). Max pain ranged from $62.00 to $62.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 42.6% change2024-07-09 : Highest IV Rank — 40.7%2024-07-03 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $61.36 $59.84 $62.23 $59.84 $61.98 Max Pain $62.00 $62.00 $62.00 $62.00 $62.00 ATM IV 15.8% 13.0% 22.6% 15.5% 16.9% Expected Move 4.3% 3.4% 5.2% 4.4% 4.8% HV 20d 9.6% 8.5% 10.2% 9.9% 9.1% HV 60d 9.7% 9.4% 10.0% 9.7% 9.8% IV Rank 21.9% 14.2% 40.7% 21.1% 24.8% IV Percentile 44.7% 12.7% 90.1% 46.0% 61.9% Term Structure -3.0% -4.9% -0.8% -3.9% -4.7% Skew 25d -0.2% -7.4% 1.3% -0.5% -7.4% Skew 10d 1.2% -10.7% 10.6% 0.9% -2.9% Call IV 25d 17.5% 14.1% 21.1% 20.5% 20.6% Put IV 25d 17.3% 13.1% 21.5% 20.0% 13.2% Bid-Ask Spread % 163.41 140.98 174.21 140.98 163.86 Gamma HHI 0.85 0.75 1.00 0.75 1.00 Net GEX 803 -283 2.5K 1.0K -282 Net DEX -389 -6.3K 4.1K 97 4.0K Net VEX -21 -29 -15 -26 -16 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2.909 1 4 4 1
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 2024-07-01 $59.84 $62.00 15.5% 4.4% 9.9% 21.1% 0.0% -0.5% -3.9% 1.0K 97 -26 0.00 140.98 N/A N/A 0 0 3 1 2024-07-02 $60.11 $62.00 16.1% 4.6% 9.9% 22.8% 0.0% 0.6% -3.4% 1.1K -535 -27 0.00 141.91 N/A N/A 0 0 3 1 2024-07-03 $60.30 $62.00 18.0% 5.2% 9.4% 27.8% 0.0% 0.2% -4.9% 1.1K -1.1K -28 0.00 141.91 N/A N/A 0 0 3 1 2024-07-05 $60.89 $0.00 16.8% 3.4% 10.2% 24.5% 0.0% 0.8% -1.9% 1.3K -2.4K -29 0.00 174.21 N/A N/A 0 0 3 1 2024-07-08 $60.81 $0.00 19.2% 3.7% 9.9% 31.3% 0.0% 0.2% -2.0% 1.3K -2.1K -27 0.00 167.01 N/A N/A 0 0 3 1 2024-07-09 $60.69 $0.00 22.6% 3.7% 9.8% 40.7% 0.0% 0.1% -2.0% 1.2K -1.8K -25 0.00 165.81 N/A N/A 0 0 3 1 2024-07-10 $61.00 $0.00 13.0% 3.7% 9.9% 14.2% 0.0% 0.4% -0.8% 1.4K -2.5K -26 0.00 167.15 N/A N/A 0 0 3 1 2024-07-11 $61.08 $0.00 13.3% 3.8% 8.5% 15.1% 0.0% 0.3% -1.1% 1.4K -2.8K -26 0.00 168.32 N/A N/A 0 0 3 1 2024-07-12 $61.64 $0.00 13.0% 3.7% 8.9% 14.3% 0.0% 0.6% -2.6% 1.4K -4.5K -26 0.00 166.91 N/A N/A 0 0 3 1 2024-07-15 $61.20 $0.00 13.9% 4.0% 9.4% 16.7% 0.0% 0.0% -1.9% 1.4K -3.0K -22 0.00 168.64 N/A N/A 0 0 3 1 2024-07-16 $61.35 $0.00 15.1% 4.3% 9.3% 20.1% 0.0% 1.0% -3.5% 1.6K -3.3K -22 0.00 167.34 N/A N/A 0 0 3 1 2024-07-17 $62.23 $0.00 14.0% 4.0% 9.9% 16.8% 0.0% 0.7% -1.8% 1.5K -6.3K -22 0.00 166.18 N/A N/A 0 0 3 1 2024-07-18 $62.11 $0.00 14.1% 4.0% 9.9% 17.1% 0.0% 0.5% -2.6% 1.7K -5.9K -20 0.00 165.13 N/A N/A 0 0 3 1 2024-07-19 $61.84 $0.00 14.9% 4.3% 9.9% 19.5% 0.0% -0.2% -2.7% 2.5K -4.7K -17 0.00 165.28 N/A N/A 0 0 3 1 2024-07-22 $62.08 $0.00 15.0% 4.3% 10.0% 19.7% 0.0% 0.8% -3.0% -280 3.9K -16 0.00 166.02 N/A N/A 0 0 0 1 2024-07-23 $61.76 $0.00 14.9% 4.3% 9.7% 19.6% 0.0% -0.0% -3.0% -275 4.1K -16 0.00 166.67 N/A N/A 0 0 0 1 2024-07-24 $61.56 $0.00 15.5% 4.4% 9.6% 21.1% 0.0% 0.5% -3.8% -268 4.1K -15 0.00 166.99 N/A N/A 0 0 0 1 2024-07-25 $61.69 $0.00 14.8% 4.2% 9.5% 19.2% 0.0% 0.7% -3.2% -269 4.1K -15 0.00 166.20 N/A N/A 0 0 0 1 2024-07-26 $62.12 $0.00 16.3% 4.7% 9.3% 23.4% 0.0% -5.4% -3.4% -283 3.9K -16 0.00 164.53 N/A N/A 0 0 0 1 2024-07-29 $62.06 $0.00 16.8% 4.8% 8.9% 24.6% 0.0% 1.0% -4.2% -280 4.0K -16 0.00 166.71 N/A N/A 0 0 0 1 2024-07-30 $61.67 $0.00 17.5% 5.0% 9.1% 26.7% 0.0% 1.3% -4.8% -268 4.1K -15 0.00 167.22 N/A N/A 0 0 0 1 2024-07-31 $61.98 $0.00 16.9% 4.8% 9.1% 24.8% 0.0% -7.4% -4.7% -282 4.0K -16 0.00 163.86 N/A N/A 0 0 0 1
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