KXI Options History — November 2024 In November 2024, KXI traded between $61.74 and $64.05. ATM implied volatility averaged 26.8%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 16.9% (HV 20d: 9.9%). Max pain ranged from $64.00 to $64.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-22 : Highest Volume — 2 contracts2024-11-11 : Largest IV spike — 57.6% change2024-11-12 : Highest IV Rank — 91.3%2024-11-26 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $62.66 $61.74 $64.05 $62.72 $64.05 Max Pain $64.00 $64.00 $64.00 $64.00 $64.00 ATM IV 26.8% 20.0% 41.0% 20.0% 28.9% Expected Move 7.1% 5.7% 8.6% 5.7% 8.3% HV 20d 9.9% 7.4% 11.2% 7.6% 10.6% HV 60d 8.7% 8.0% 9.1% 8.1% 9.1% IV Rank 52.3% 33.5% 91.3% 33.5% 57.9% IV Percentile 93.8% 81.7% 99.6% 81.7% 95.6% Term Structure -4.3% -7.9% -2.5% -4.3% -5.5% VWIV 9.2% 9.2% 9.2% 9.2% 9.2% Skew 25d 18.3% 0.4% 26.2% 0.4% 1.1% Skew 10d 16.2% -4.9% 26.5% -4.9% 26.5% Call IV 25d 19.2% 17.0% 22.8% 22.8% 22.5% Put IV 25d 37.5% 23.2% 45.9% 23.2% 23.7% Bid-Ask Spread % 173.11 168.92 177.73 168.92 176.84 Gamma HHI 0.47 0.34 0.51 0.51 0.34 Net GEX 274 59 936 167 936 Net DEX 3.2K -4.4K 6.1K 4.0K -4.4K Net VEX -48 -61 -39 -51 -61 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 0.1 0 2 0 0 Total OI 5.4 5 7 5 7
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 2024-11-01 $62.72 $0.00 20.0% 5.7% 7.6% 33.5% 0.0% 0.4% -4.3% 167 4.0K -51 0.00 168.92 N/A N/A 0 0 3 2 2024-11-04 $62.97 $0.00 22.0% 6.2% 7.4% 39.1% 0.0% 19.2% -2.7% 187 3.5K -51 0.00 174.71 N/A N/A 0 0 3 2 2024-11-05 $63.23 $0.00 23.0% 6.4% 7.4% 41.7% 0.0% 20.2% -3.2% 196 3.0K -53 0.00 174.30 N/A N/A 0 0 3 2 2024-11-06 $62.05 $0.00 23.1% 6.4% 9.5% 42.0% 0.0% 17.3% -2.7% 89 5.4K -44 0.00 171.50 N/A N/A 0 0 3 2 2024-11-07 $62.53 $0.00 27.9% 6.0% 10.0% 55.0% 0.0% 19.1% -2.6% 128 4.4K -49 0.00 172.50 N/A N/A 0 0 3 2 2024-11-08 $62.80 $0.00 23.7% 6.1% 10.0% 43.5% 0.0% 20.1% -2.5% 152 3.9K -49 0.00 172.87 N/A N/A 0 0 3 2 2024-11-11 $62.41 $0.00 37.3% 7.5% 10.1% 81.0% 0.0% 19.7% -3.9% 115 4.8K -46 0.00 174.90 N/A N/A 0 0 3 2 2024-11-12 $62.17 $0.00 41.0% 6.8% 10.0% 91.3% 0.0% 19.6% -2.9% 94 5.3K -45 0.00 173.03 N/A N/A 0 0 3 2 2024-11-13 $62.09 $0.00 23.6% 6.8% 10.0% 43.2% 0.0% 19.6% -3.4% 82 5.5K -42 0.00 171.66 N/A N/A 0 0 3 2 2024-11-14 $62.13 $0.00 24.2% 6.9% 10.1% 45.0% 0.0% 20.3% -3.4% 92 5.1K -44 0.00 172.73 N/A N/A 0 0 3 2 2024-11-15 $61.74 $0.00 23.6% 6.8% 10.1% 43.2% 0.0% 19.3% -3.3% 59 6.1K -40 0.00 170.91 N/A N/A 0 0 3 2 2024-11-18 $62.20 $0.00 25.3% 7.2% 10.4% 48.0% 0.0% 21.9% -4.5% 98 5.3K -43 0.00 169.62 N/A N/A 0 0 3 2 2024-11-19 $62.30 $0.00 27.4% 7.9% 10.2% 53.8% 0.0% 22.4% -7.0% 103 5.2K -42 0.00 171.73 N/A N/A 0 0 3 2 2024-11-20 $61.94 $0.00 25.8% 7.4% 10.3% 49.4% 0.0% 21.8% -4.1% 74 5.8K -39 0.00 169.74 N/A N/A 0 0 3 2 2024-11-21 $62.36 $0.00 28.3% 8.1% 10.7% 56.3% 0.0% 23.4% -7.2% 103 5.2K -42 0.00 170.79 N/A N/A 0 0 3 2 2024-11-22 $62.95 $0.00 25.4% 7.3% 11.2% 48.2% 9.2% 26.2% -3.6% 139 4.5K -44 0.00 174.57 N/A N/A 2 0 3 2 2024-11-25 $63.30 $64.00 29.4% 8.4% 11.2% 59.4% 0.0% 23.4% -7.9% 868 -1.9K -59 0.00 176.59 N/A N/A 0 0 5 2 2024-11-26 $63.48 $64.00 30.0% 8.6% 10.7% 60.9% 0.0% 20.9% -5.3% 876 -2.5K -59 0.00 176.59 N/A N/A 0 0 5 2 2024-11-27 $63.74 $64.00 27.1% 7.8% 10.6% 52.9% 0.0% 10.1% -4.9% 912 -3.3K -60 0.00 177.73 N/A N/A 0 0 5 2 2024-11-29 $64.05 $64.00 28.9% 8.3% 10.6% 57.9% 0.0% 1.1% -5.5% 936 -4.4K -61 0.00 176.84 N/A N/A 0 0 5 2
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