KXI Options History — December 2024 In December 2024, KXI traded between $60.25 and $64.06. ATM implied volatility averaged 23.6%, placing in the 40.5% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 14.2% (HV 20d: 9.3%). Max pain ranged from $64.00 to $65.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 40.9% change2024-12-10 : Highest IV Rank — 86.0%2024-12-04 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $62.34 $60.25 $64.06 $64.05 $60.25 Max Pain $64.86 $64.00 $65.00 $64.00 $65.00 ATM IV 23.6% 14.6% 39.1% 30.6% 20.7% Expected Move 5.9% 4.2% 9.1% 8.8% 5.9% HV 20d 9.3% 7.7% 10.9% 10.6% 9.4% HV 60d 9.2% 8.7% 9.7% 9.1% 9.5% IV Rank 40.5% 10.4% 86.0% 62.6% 28.8% IV Percentile 69.0% 24.6% 99.2% 96.8% 76.2% Term Structure -4.0% -7.3% 0.0% -5.6% -7.3% Skew 25d 12.0% -2.9% 31.4% 12.7% 0.3% Skew 10d 12.7% -3.7% 30.2% 30.2% -0.8% Call IV 25d 16.9% 8.1% 25.9% 23.7% 21.4% Put IV 25d 28.8% 15.1% 44.0% 36.4% 21.7% Bid-Ask Spread % 165.82 160.20 179.26 179.26 160.49 Gamma HHI 0.43 0.33 0.66 0.34 0.57 Net GEX 451 -279 968 968 -225 Net DEX 3.3K -4.2K 10.8K -3.8K 10.1K Net VEX -33 -57 -10 -57 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6.429 5 7 7 5
Daily Data (21 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 2024-12-02 $64.05 $64.00 30.6% 8.8% 10.6% 62.6% 0.0% 12.7% -5.6% 968 -3.8K -57 0.00 179.26 N/A N/A 0 0 5 2 2024-12-03 $63.90 $64.00 31.3% 9.0% 10.6% 64.4% 0.0% 4.6% -6.3% 933 -3.6K -56 0.00 178.01 N/A N/A 0 0 5 2 2024-12-04 $63.57 $64.00 31.7% 9.1% 10.7% 65.5% 0.0% 15.7% -7.0% 890 -2.6K -54 0.00 177.02 N/A N/A 0 0 5 2 2024-12-05 $64.06 $65.00 33.3% 6.0% 8.3% 69.9% 0.0% 27.9% -3.0% 942 -4.2K -55 0.00 167.32 N/A N/A 0 0 5 2 2024-12-06 $63.82 $65.00 33.6% 5.9% 8.2% 70.9% 0.0% 30.4% -2.2% 840 -3.1K -54 0.00 167.12 N/A N/A 0 0 5 2 2024-12-09 $63.61 $65.00 37.3% 6.0% 8.2% 81.0% 0.0% 30.0% -2.6% 823 -2.2K -49 0.00 168.33 N/A N/A 0 0 5 2 2024-12-10 $63.70 $65.00 39.1% 6.1% 7.8% 86.0% 0.0% 31.4% -2.6% 825 -2.6K -50 0.00 167.39 N/A N/A 0 0 5 2 2024-12-11 $63.39 $65.00 23.1% 6.6% 7.9% 42.0% 0.0% 28.5% -3.0% 813 -1.4K -47 0.00 167.61 N/A N/A 0 0 5 2 2024-12-12 $63.50 $65.00 23.4% 6.7% 7.8% 42.8% 0.0% 30.0% -3.0% 792 -1.8K -46 0.00 166.77 N/A N/A 0 0 5 2 2024-12-13 $63.48 $65.00 23.4% 6.7% 7.9% 42.8% 0.0% 30.2% -2.9% 791 -1.8K -45 0.00 166.46 N/A N/A 0 0 5 2 2024-12-16 $63.17 $65.00 24.2% 6.9% 7.7% 44.0% 0.0% 28.4% -3.3% 754 -720 -42 0.00 166.56 N/A N/A 0 0 5 2 2024-12-17 $62.13 $65.00 14.6% 4.2% 9.6% 17.1% 0.0% -2.2% -3.0% 714 5.9K -24 0.00 162.33 N/A N/A 0 0 5 2 2024-12-18 $61.20 $65.00 14.7% 4.2% 10.9% 17.5% 0.0% -2.8% -2.8% 395 8.5K -17 0.00 160.57 N/A N/A 0 0 5 2 2024-12-19 $60.97 $65.00 15.3% 4.4% 10.8% 19.1% 0.0% -2.3% 0.0% 313 9.1K -15 0.00 160.74 N/A N/A 0 0 5 2 2024-12-20 $60.97 $65.00 14.8% 4.2% 10.5% 11.0% 0.0% -2.2% -4.5% 178 9.5K -14 0.00 160.75 N/A N/A 0 0 5 2 2024-12-23 $60.50 $65.00 19.2% 5.5% 9.9% 24.2% 0.0% -2.5% -6.8% -235 10.8K -10 0.00 160.51 N/A N/A 0 0 3 2 2024-12-24 $60.81 $65.00 14.6% 4.2% 9.9% 10.4% 0.0% -2.1% -3.2% -263 10.8K -10 0.00 161.20 N/A N/A 0 0 3 2 2024-12-26 $61.01 $65.00 14.9% 4.3% 9.9% 11.5% 0.0% -2.3% -3.4% -279 10.7K -11 0.00 162.14 N/A N/A 0 0 3 2 2024-12-27 $60.72 $65.00 15.4% 4.4% 9.7% 12.7% 0.0% -2.9% -4.3% -257 10.8K -10 0.00 161.44 N/A N/A 0 0 3 2 2024-12-30 $60.29 $65.00 20.1% 5.8% 9.4% 27.0% 0.0% 0.9% -6.1% -248 10.3K -12 0.00 160.20 N/A N/A 0 0 3 2 2024-12-31 $60.25 $65.00 20.7% 5.9% 9.4% 28.8% 0.0% 0.3% -7.3% -225 10.1K -13 0.00 160.49 N/A N/A 0 0 3 2
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