KXI Options History — October 2024 In October 2024, KXI traded between $62.73 and $65.51. ATM implied volatility averaged 16.9%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 8.9% (HV 20d: 8.1%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2024-10-18 : Highest Volume — 1 contracts2024-10-09 : Largest IV drop — 27.7% change2024-10-08 : Highest IV Rank — 36.8%2024-10-30 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $64.14 $62.73 $65.51 $65.51 $62.73 ATM IV 16.9% 14.1% 21.2% 17.2% 19.1% Expected Move 4.6% 4.0% 5.5% 4.9% 5.5% HV 20d 8.1% 7.5% 8.8% 7.7% 7.6% HV 60d 9.2% 8.1% 9.7% 9.3% 8.1% IV Rank 25.0% 17.4% 36.8% 25.6% 31.0% IV Percentile 57.0% 25.4% 86.1% 64.3% 75.8% Term Structure -2.0% -4.3% 0.3% -4.3% -4.0% Skew 25d 1.3% 0.6% 1.9% 0.9% 0.9% Skew 10d -0.3% -4.2% 1.7% 1.2% -4.2% Call IV 25d 17.3% 14.4% 22.1% 19.4% 22.1% Put IV 25d 18.6% 15.4% 23.1% 20.3% 23.0% Bid-Ask Spread % 164.91 138.65 173.43 138.65 169.09 Gamma HHI 0.57 0.51 0.62 0.62 0.51 Net GEX 558 167 867 867 167 Net DEX -416 -4.5K 4.1K -4.5K 3.8K Net VEX -45 -56 -34 -55 -52 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.087 0 1 0 0 Total OI 4.174 4 5 4 5
Daily Data (23 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 2024-10-01 $65.51 $0.00 17.2% 4.9% 7.7% 25.6% 0.0% 0.9% -4.3% 867 -4.5K -55 0.00 138.65 N/A N/A 0 0 3 1 2024-10-02 $64.85 $0.00 17.5% 5.0% 8.4% 26.5% 0.0% 1.0% -4.3% 761 -2.6K -51 0.00 139.66 N/A N/A 0 0 3 1 2024-10-03 $64.31 $0.00 18.4% 4.0% 8.8% 29.1% 0.0% 0.7% -0.6% 645 -1.3K -46 0.00 162.53 N/A N/A 0 0 3 1 2024-10-04 $64.37 $0.00 20.6% 4.0% 8.8% 35.0% 0.0% 1.6% -1.4% 663 -1.1K -46 0.00 163.05 N/A N/A 0 0 3 1 2024-10-07 $63.86 $0.00 20.8% 4.2% 8.5% 35.8% 0.0% 1.2% -1.1% 549 -986 -45 0.00 161.70 N/A N/A 0 0 3 1 2024-10-08 $64.12 $0.00 21.2% 4.1% 8.7% 36.8% 0.0% 1.9% -1.8% 602 -558 -43 0.00 163.19 N/A N/A 0 0 3 1 2024-10-09 $64.41 $0.00 15.3% 4.4% 8.7% 20.6% 0.0% 1.7% -3.6% 667 -1.2K -45 0.00 164.58 N/A N/A 0 0 3 1 2024-10-10 $64.11 $0.00 14.4% 4.1% 8.3% 18.1% 0.0% 1.4% -1.5% 595 -353 -42 0.00 163.61 N/A N/A 0 0 3 1 2024-10-11 $64.41 $0.00 15.6% 4.5% 8.5% 21.4% 0.0% 1.3% -2.4% 673 -878 -45 0.00 163.72 N/A N/A 0 0 3 1 2024-10-14 $64.55 $0.00 14.1% 4.1% 8.2% 17.4% 0.0% 1.6% -1.9% 629 -2.6K -48 0.00 165.03 N/A N/A 0 0 3 1 2024-10-15 $64.63 $0.00 14.2% 4.1% 7.8% 17.5% 0.0% 1.0% -2.1% 641 -2.7K -47 0.00 164.51 N/A N/A 0 0 3 1 2024-10-16 $64.57 $0.00 14.4% 4.1% 7.6% 18.2% 0.0% 1.8% -2.2% 634 -2.5K -47 0.00 165.16 N/A N/A 0 0 3 1 2024-10-17 $64.40 $0.00 16.3% 4.7% 7.6% 23.3% 0.0% 1.4% -1.7% 615 -2.1K -47 0.00 164.72 N/A N/A 0 0 3 1 2024-10-18 $64.53 $0.00 14.8% 4.2% 7.6% 19.1% 0.0% 1.7% -1.0% 705 -930 -43 0.00 165.09 N/A N/A 0 1 3 1 2024-10-21 $63.98 $0.00 15.5% 4.4% 7.6% 21.0% 0.0% 0.6% -0.9% 523 791 -34 0.00 173.43 N/A N/A 0 0 3 1 2024-10-22 $64.22 $0.00 15.5% 4.4% 7.8% 21.1% 0.0% 1.3% -1.2% 606 36 -37 0.00 173.42 N/A N/A 0 0 3 1 2024-10-23 $63.98 $0.00 16.1% 4.6% 7.8% 22.8% 0.0% 1.2% -1.2% 556 613 -36 0.00 173.12 N/A N/A 0 0 3 1 2024-10-24 $63.98 $0.00 16.1% 4.6% 7.5% 22.7% 0.0% 1.2% -1.4% 545 774 -34 0.00 173.32 N/A N/A 0 0 3 1 2024-10-25 $63.58 $0.00 16.7% 4.8% 7.6% 24.4% 0.0% 0.7% -2.0% 489 -1.5K -42 0.00 172.15 N/A N/A 0 1 3 1 2024-10-28 $63.92 $0.00 17.6% 5.0% 8.0% 26.8% 0.0% 1.4% -3.1% 294 4.1K -50 0.00 172.86 N/A N/A 0 0 3 2 2024-10-29 $63.31 $0.00 18.9% 5.4% 8.4% 30.6% 0.0% 1.1% 0.3% 216 2.7K -56 0.00 170.80 N/A N/A 0 0 3 2 2024-10-30 $62.96 $0.00 19.2% 5.5% 8.0% 31.2% 0.0% 1.5% -3.8% 184 3.4K -55 0.00 169.52 N/A N/A 0 0 3 2 2024-10-31 $62.73 $0.00 19.1% 5.5% 7.6% 31.0% 0.0% 0.9% -4.0% 167 3.8K -52 0.00 169.09 N/A N/A 0 0 3 2
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