KXI Options History — August 2024 In August 2024, KXI traded between $61.25 and $65.06. ATM implied volatility averaged 15.0%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 3.6% (HV 20d: 11.4%). Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-06 : Highest Volume — 3 contracts2024-08-06 : Largest IV drop — 61.0% change2024-08-05 : Highest IV Rank — 66.7%2024-08-06 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $63.31 $61.25 $65.06 $62.09 $64.87 ATM IV 15.0% 11.2% 32.1% 18.4% 14.4% Expected Move 4.4% 3.7% 6.3% 5.3% 4.1% HV 20d 11.4% 8.9% 12.5% 9.1% 11.1% HV 60d 10.5% 9.7% 10.8% 9.8% 10.1% IV Rank 19.7% 9.2% 66.7% 29.0% 18.1% IV Percentile 30.2% 2.8% 97.6% 75.0% 29.8% Term Structure -1.9% -5.9% 0.8% -5.9% -2.5% VWIV 12.7% 12.7% 12.7% 12.7% 12.7% Skew 25d 1.8% -6.6% 16.9% -6.6% 0.6% Skew 10d 5.7% -10.8% 23.4% -10.8% 0.9% Call IV 25d 15.4% 9.0% 20.8% 20.8% 17.7% Put IV 25d 17.2% 14.2% 25.9% 14.2% 18.3% Bid-Ask Spread % 162.38 155.23 177.56 163.56 155.83 Gamma HHI 0.63 0.39 1.00 1.00 0.62 Net GEX -555 -3.8K 754 -284 747 Net DEX 1.5K -4.7K 12.1K 4.0K -4.1K Net VEX -51 -63 -16 -16 -60 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 0.227 0 3 0 0 Total OI 4.364 1 6 1 4
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 2024-08-01 $62.09 $0.00 18.4% 5.3% 9.1% 29.0% 0.0% -6.6% -5.9% -284 4.0K -16 0.00 163.56 N/A N/A 0 0 0 1 2024-08-02 $62.56 $0.00 21.1% 6.0% 8.9% 36.4% 12.7% -2.9% -5.5% -267 3.9K -16 0.00 160.98 N/A N/A 0 2 0 1 2024-08-05 $61.25 $0.00 32.1% 5.6% 11.9% 66.7% 0.0% 4.5% -1.9% -2.1K 12.1K -23 0.00 175.33 N/A N/A 0 0 0 3 2024-08-06 $61.94 $0.00 12.5% 6.3% 12.5% 12.9% 0.0% 16.9% -2.6% -2.5K 10.1K -24 0.00 177.56 N/A N/A 3 0 0 3 2024-08-07 $61.97 $0.00 12.6% 3.9% 12.4% 13.2% 0.0% 0.4% -1.4% -1.9K 6.0K -59 0.00 161.47 N/A N/A 0 0 3 3 2024-08-08 $62.28 $0.00 11.8% 5.1% 12.5% 11.0% 0.0% 9.6% -1.2% -2.2K 4.7K -60 0.00 175.69 N/A N/A 0 0 3 3 2024-08-09 $62.30 $0.00 15.6% 4.0% 12.1% 21.4% 0.0% 1.3% 0.6% -2.2K 4.8K -56 0.00 162.66 N/A N/A 0 0 3 3 2024-08-12 $61.91 $0.00 11.2% 3.9% 12.0% 9.2% 0.0% 0.7% -1.3% -3.8K 7.1K -53 0.00 163.75 N/A N/A 0 0 3 3 2024-08-13 $62.41 $0.00 13.8% 3.9% 12.3% 16.5% 0.0% 1.1% 0.8% -1.6K 5.2K -53 0.00 164.28 N/A N/A 0 0 3 3 2024-08-14 $62.78 $0.00 12.9% 3.7% 11.4% 14.0% 0.0% 0.9% -1.1% -875 4.3K -56 0.00 164.12 N/A N/A 0 0 3 3 2024-08-15 $63.19 $0.00 13.0% 3.7% 11.6% 14.2% 0.0% 0.8% 0.5% -744 2.8K -55 0.00 163.94 N/A N/A 0 0 3 3 2024-08-16 $63.34 $0.00 13.0% 3.7% 11.4% 14.2% 0.0% 1.2% 0.5% -716 2.0K -57 0.00 163.66 N/A N/A 0 0 3 3 2024-08-19 $63.70 $0.00 13.0% 3.7% 11.5% 14.3% 0.0% 1.2% -1.4% 599 -1.7K -58 0.00 159.69 N/A N/A 0 0 3 1 2024-08-20 $63.72 $0.00 13.2% 3.8% 11.3% 14.9% 0.0% 1.0% -2.1% 600 -1.7K -58 0.00 159.66 N/A N/A 0 0 3 1 2024-08-21 $64.22 $0.00 14.0% 4.0% 11.3% 17.1% 0.0% 1.2% -1.5% 672 -2.8K -60 0.00 159.55 N/A N/A 0 0 3 1 2024-08-22 $64.09 $0.00 13.3% 3.8% 11.4% 15.0% 0.0% 1.4% -2.1% 641 -2.6K -60 0.00 160.04 N/A N/A 0 0 3 1 2024-08-23 $64.58 $0.00 13.6% 3.9% 11.5% 15.7% 0.0% 2.4% -2.1% 702 -3.7K -62 0.00 157.93 N/A N/A 0 0 3 1 2024-08-26 $64.91 $0.00 14.5% 4.2% 11.5% 18.4% 0.0% 2.6% -2.4% 739 -4.4K -63 0.00 155.50 N/A N/A 0 0 3 1 2024-08-27 $65.06 $0.00 14.8% 4.2% 11.0% 19.1% 0.0% 0.9% -2.8% 754 -4.7K -62 0.00 155.75 N/A N/A 0 0 3 1 2024-08-28 $64.84 $0.00 15.3% 4.4% 11.2% 20.6% 0.0% 0.5% -2.8% 726 -4.2K -60 0.00 156.06 N/A N/A 0 0 3 1 2024-08-29 $64.77 $0.00 15.3% 4.4% 11.2% 20.5% 0.0% 0.4% -3.5% 731 -3.9K -60 0.00 155.23 N/A N/A 0 0 3 1 2024-08-30 $64.87 $0.00 14.4% 4.1% 11.1% 18.1% 0.0% 0.6% -2.5% 747 -4.1K -60 0.00 155.83 N/A N/A 0 0 3 1
« Jul 2024 | All History | Sep 2024 » Home KXI History August 2024