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Earnings within a week — IV crush risk
Kinder Morgan (KMI) is a Energy stock with actively traded listed options. IV Rank 32% is near the Energy sector median of 34%. See Walls for support and resistance levels.
KMI Edge Score: 42/100 — data coverage is strong, but current trading conditions are unfavorable.
Earnings in 1 day. Premium selling is risky around binary events. Consider waiting until after the announcement.
See full analysis →KMI conditions are unfavorable — but other tickers may have edge today
When conditions are weak for one stock, others in the S&P 500 often show strong setups. Check today's top-ranked candidates instead of forcing a trade here.
Why two RV values? Yang-Zhang RV (23.9%, OHLC-based) captures intraday volatility, while ORATS RV (27.2%, close-to-close) uses only closing prices. For KMI, YZ is lower — suggesting closing prices reflect more volatility than intraday action. VRP is computed using ORATS RV to match the IV source. Gap: 3.3pp. Full IV Analysis →
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Kinder Morgan is trading in a normal volatility regime with an RV ratio of 0.96. The 20-day Yang-Zhang realized vol of 23.9% is roughly in line with the 60-day average of 22.1%, meaning the stock's recent price action matches historical expectations. For a energy stock like KMI, this is a neutral signal — premium sellers can participate but should be selective with sizing and strike selection.
KMI has maintained a consistent volatility profile over the past 18 trading days. The RV ratio has held in a range of 0.90 to 0.99, with 100% of days in seller-favorable territory. Stable regimes can persist for weeks in energy stocks, making KMI a relatively predictable candidate for premium selling strategies during this period.
Based on current realized volatility, traders can expect KMI to move approximately ±$0.49 (1.5%) per day and ±$1.10 (3.4%) over five trading days. At a stock price of $32.84, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
VolRadar's algorithm currently flags KMI in a caution zone. Earnings in 1 days. Stock can gap 10%+ overnight, making premium selling extremely risky. This doesn't mean KMI is a bad stock — it means current volatility conditions don't offer the statistical edge that premium sellers look for. Conditions can change quickly; VolRadar updates this assessment daily before market open.
Kinder Morgan reports earnings in approximately 1 trading days. Earnings events are the single largest source of overnight gap risk for option sellers. KMI's earnings reactions, while typically more contained than high-beta names, can still exceed the implied move. Most premium selling approaches are designed for gradual time decay — not binary events. Consider closing existing positions or significantly widening strikes.
Energy stocks carry commodity-linked volatility that can spike on geopolitical events and OPEC decisions. KMI specifically an Energy sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks KMI daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about KMI
Kinder Morgan currently shows a weak premium selling signal because earnings in 1 days. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Kinder Morgan's IV Rank is 32%, indicating relatively cheap options. While premiums are thinner, low IV can present opportunities for option buyers or for sellers who focus on probability rather than absolute premium. See the IV Analysis page for detailed breakdown.
Kinder Morgan has earnings in 1 days. Earnings are the largest source of gap risk for option positions. The Earnings Crush page shows historical post-earnings IV crush patterns, while the Strategy Builder can help model defined-risk positions around the announcement.
Kinder Morgan currently shows a weak premium selling signal because earnings in 1 days. Consider waiting for conditions to improve.
Kinder Morgan's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.96.
Kinder Morgan's snapshot: IV Rank 32% (average premiums), VRP +1.1pp (slight edge), RV Ratio 0.96 (normal volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Kinder Morgan: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Kinder Morgan right now: earnings in 1 days — the largest source of overnight gap risk that can blow through short strikes. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Kinder Morgan has earnings in approximately 1 days, the largest source of gap risk for option positions. Three VolRadar pages are especially relevant: the Earnings Crush page shows Kinder Morgan's historical win rate and implied-vs-actual move pattern; the Premium Selling page reflects whether the signal accounts for event risk; and the Strategy Builder can model defined-risk positions around the announcement.
Based on Yang-Zhang realized volatility, Kinder Morgan has a 1-day expected move of ±$0.49 (±1.5%) and a 5-day expected move of ±$1.10 (±3.4%). This means the stock is expected to trade between $32 and $34 over the next week with approximately 68% probability.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Energy tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.