KXI Options History — September 2024 In September 2024, KXI traded between $65.00 and $66.13. ATM implied volatility averaged 16.4%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 9.0% (HV 20d: 7.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 75.7% change2024-09-18 : Highest IV Rank — 42.9%2024-09-18 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $65.54 $65.00 $66.13 $65.30 $65.75 ATM IV 16.4% 12.7% 23.4% 18.4% 15.6% Expected Move 4.4% 3.6% 6.7% 5.3% 4.5% HV 20d 7.4% 6.4% 8.3% 7.1% 7.9% HV 60d 9.6% 9.2% 10.2% 10.2% 9.2% IV Rank 23.7% 13.3% 42.9% 29.0% 21.3% IV Percentile 49.3% 10.3% 93.7% 75.4% 47.6% Term Structure -2.5% -7.9% 1.4% -5.2% -3.3% Skew 25d 0.8% 0.2% 1.2% 0.5% 0.4% Skew 10d 1.3% 0.7% 4.3% 1.3% 0.9% Call IV 25d 17.2% 14.2% 27.5% 19.6% 18.9% Put IV 25d 18.0% 15.0% 27.9% 20.1% 19.3% Bid-Ask Spread % 141.00 137.22 155.02 154.99 138.59 Gamma HHI 0.63 0.61 0.64 0.63 0.64 Net GEX 826 637 1.1K 781 1.1K Net DEX -5.3K -6.5K -3.3K -5.1K -6.1K Net VEX -58 -62 -55 -62 -55 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4 4 4 4 4
Daily Data (20 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 2024-09-03 $65.30 $0.00 18.4% 5.3% 7.1% 29.0% 0.0% 0.5% -5.2% 781 -5.1K -62 0.00 154.99 N/A N/A 0 0 3 1 2024-09-04 $65.58 $0.00 17.2% 4.9% 6.4% 25.8% 0.0% 0.7% -4.7% 774 -5.6K -61 0.00 155.02 N/A N/A 0 0 3 1 2024-09-05 $65.47 $0.00 20.0% 3.8% 6.6% 33.4% 0.0% 0.8% 0.4% 769 -5.5K -61 0.00 137.76 N/A N/A 0 0 3 1 2024-09-06 $65.27 $0.00 18.6% 3.9% 6.8% 29.5% 0.0% 1.0% -1.3% 703 -5.1K -61 0.00 137.22 N/A N/A 0 0 3 1 2024-09-09 $65.79 $0.00 19.4% 3.9% 7.1% 31.8% 0.0% 0.6% -1.2% 738 -6.2K -61 0.00 137.62 N/A N/A 0 0 3 1 2024-09-10 $65.66 $0.00 20.3% 4.0% 6.5% 34.4% 0.0% 0.8% -2.2% 936 -6.5K -60 0.00 138.15 N/A N/A 0 0 3 1 2024-09-11 $65.18 $0.00 13.5% 3.9% 7.1% 15.6% 0.0% 0.9% -2.3% 779 -5.5K -59 0.00 138.31 N/A N/A 0 0 3 1 2024-09-12 $65.63 $0.00 12.7% 3.6% 7.2% 13.3% 0.0% 1.2% -1.0% 923 -6.2K -60 0.00 138.32 N/A N/A 0 0 3 1 2024-09-13 $65.77 $0.00 13.6% 3.9% 7.0% 15.9% 0.0% 0.8% -1.7% 888 -5.9K -59 0.00 137.98 N/A N/A 0 0 3 1 2024-09-16 $66.13 $0.00 13.5% 3.9% 7.1% 15.7% 0.0% 1.0% 1.4% 649 -5.7K -59 0.00 137.83 N/A N/A 0 0 3 1 2024-09-17 $65.57 $0.00 13.3% 3.8% 8.0% 15.2% 0.0% 0.2% -2.4% 828 -5.3K -58 0.00 137.90 N/A N/A 0 0 3 1 2024-09-18 $65.23 $0.00 23.4% 6.7% 8.3% 42.9% 0.0% 0.5% -7.9% 637 -4.9K -58 0.00 150.16 N/A N/A 0 0 3 1 2024-09-19 $65.25 $0.00 14.6% 4.2% 7.9% 18.5% 0.0% 0.9% -2.0% 853 -4.1K -57 0.00 139.06 N/A N/A 0 0 3 1 2024-09-20 $65.00 $0.00 14.1% 4.0% 8.0% 17.1% 0.0% 0.8% -1.9% 810 -3.3K -55 0.00 139.29 N/A N/A 0 0 3 1 2024-09-23 $65.46 $0.00 14.3% 4.1% 8.0% 17.9% 0.0% 1.2% -2.2% 874 -4.6K -55 0.00 138.75 N/A N/A 0 0 3 1 2024-09-24 $65.53 $0.00 14.4% 4.1% 7.8% 18.1% 0.0% 1.2% -2.6% 925 -4.6K -55 0.00 138.67 N/A N/A 0 0 3 1 2024-09-25 $65.49 $0.00 16.3% 4.7% 7.8% 23.3% 0.0% 0.6% -3.5% 918 -4.5K -55 0.00 139.15 N/A N/A 0 0 3 1 2024-09-26 $65.81 $0.00 19.9% 5.7% 7.8% 33.2% 0.0% 1.0% -4.4% 682 -5.9K -57 0.00 146.92 N/A N/A 0 0 3 1 2024-09-27 $65.95 $0.00 15.6% 4.5% 7.8% 21.4% 0.0% 1.0% -2.8% 958 -5.8K -57 0.00 138.38 N/A N/A 0 0 3 1 2024-09-30 $65.75 $0.00 15.6% 4.5% 7.9% 21.3% 0.0% 0.4% -3.3% 1.1K -6.1K -55 0.00 138.59 N/A N/A 0 0 3 1
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