XLE Options History — April 2024 In April 2024, XLE traded between $46.92 and $49.06. ATM implied volatility averaged 19.3%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 7.0% (HV 20d: 12.2%). Max pain ranged from $44.50 to $46.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.89.
Notable Days 2024-04-03 : Highest Volume — 995,784 contracts2024-04-12 : Largest IV spike — 12.7% change2024-04-17 : Highest IV Rank — 35.0%2024-04-17 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $48.03 $46.92 $49.06 $47.67 $46.92 Max Pain $45.64 $44.50 $46.00 $44.50 $46.00 ATM IV 19.3% 17.5% 20.9% 17.5% 19.3% Expected Move 5.5% 4.7% 6.0% 4.7% 5.7% HV 20d 12.2% 9.3% 14.8% 11.0% 14.8% HV 60d 14.7% 13.7% 16.1% 16.1% 14.7% IV Rank 24.1% 12.9% 35.0% 12.9% 24.4% IV Percentile 17.0% 4.4% 41.3% 4.4% 17.1% Term Structure 0.0% -0.4% 0.4% 0.3% 0.1% VWIV 19.5% 16.6% 21.3% 16.6% 20.1% Skew 25d -0.1% -1.3% 0.7% 0.6% 0.7% Skew 10d 0.3% -2.3% 2.4% 2.4% 1.4% Call IV 25d 19.6% 17.8% 21.8% 17.8% 19.0% Put IV 25d 19.5% 18.3% 21.1% 18.3% 19.7% Bid-Ask Spread % 23.80 2.99 57.95 3.13 32.15 Gamma HHI 0.10 0.08 0.12 0.11 0.08 Net GEX 125.7M 20.5M 181.1M 129.4M 20.5M Net DEX -3.41B -4.69B -1.57B -3.53B -1.57B Net VEX -22.7M -25.2M -18.7M -18.7M -23.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.19 3.09 0.19 1.11 Total Volume 248,845.455 69,530 995,784 416,678 174,718 Total OI 4,705,688.182 3,905,098 5,175,958 3,905,098 4,751,874
Daily Data (22 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 Vol Put Vol Call OI Put OI 2024-04-01 $47.67 $44.50 17.5% 4.7% 11.0% 12.9% 16.6% 0.6% 0.3% 129.4M -3.53B -18.7M 0.19 3.13 350,492 66,186 1,452,878 2,452,220 2024-04-02 $48.09 $44.50 18.4% 5.0% 9.3% 18.5% 17.9% -0.1% 0.1% 155.5M -3.98B -21.4M 0.77 4.47 186,160 143,486 1,671,070 2,487,032 2024-04-03 $48.59 $45.00 18.5% 4.9% 9.5% 19.0% 17.5% 0.0% 0.2% 176.3M -4.44B -20.8M 3.09 57.95 243,704 752,080 1,735,476 2,598,404 2024-04-04 $48.40 $45.00 19.3% 5.6% 10.1% 24.0% 20.0% 0.0% 0.3% 154.5M -4.12B -21.6M 0.61 24.31 170,298 103,050 1,748,682 2,705,372 2024-04-05 $49.06 $45.00 19.2% 5.6% 10.4% 24.0% 20.3% -0.9% 0.2% 169.3M -4.68B -22.1M 0.44 19.79 190,044 84,438 1,817,182 2,784,248 2024-04-08 $48.89 $45.00 18.7% 5.4% 10.8% 20.3% 19.3% -0.5% 0.2% 181.1M -4.69B -21.7M 1.43 2.99 100,686 144,088 1,875,780 2,786,152 2024-04-09 $48.58 $45.00 18.4% 5.3% 11.3% 18.8% 18.9% -0.6% 0.1% 176.0M -4.31B -22.1M 0.52 27.15 87,078 45,040 1,886,896 2,869,364 2024-04-10 $48.84 $46.00 19.2% 5.5% 11.3% 23.6% 19.4% -0.9% 0.1% 179.7M -4.64B -22.6M 0.61 27.43 113,882 69,660 1,943,390 2,932,650 2024-04-11 $48.77 $46.00 18.4% 5.4% 10.9% 18.5% 18.9% -0.6% 0.3% 174.9M -4.60B -22.0M 0.67 32.38 99,590 66,872 1,946,804 2,969,926 2024-04-12 $48.05 $46.00 20.7% 6.0% 12.8% 33.8% 21.1% -1.3% 0.1% 119.3M -3.61B -24.2M 0.76 24.90 147,300 112,424 1,971,990 2,993,018 2024-04-15 $47.63 $46.00 20.7% 5.9% 13.3% 33.8% 21.1% -0.6% -0.0% 106.3M -3.16B -23.6M 0.90 30.39 204,850 183,796 1,971,854 2,933,154 2024-04-16 $47.23 $46.00 20.1% 5.8% 13.6% 29.9% 20.3% 0.0% -0.2% 73.5M -2.62B -24.5M 0.76 27.19 132,418 100,464 2,044,028 2,995,436 2024-04-17 $47.09 $46.00 20.9% 6.0% 13.4% 35.0% 21.3% -0.1% -0.2% 45.1M -2.38B -25.2M 0.95 26.92 90,112 85,208 2,028,380 3,057,450 2024-04-18 $46.95 $46.00 20.1% 5.8% 13.5% 29.7% 20.2% -0.0% -0.1% 31.7M -2.25B -24.5M 0.69 25.52 97,580 67,786 2,052,398 3,100,230 2024-04-19 $47.47 $46.00 20.3% 5.8% 13.9% 31.3% 20.9% -0.1% -0.0% 116.7M -3.01B -24.3M 0.52 24.88 161,656 83,342 2,084,322 3,091,636 2024-04-22 $47.81 $46.00 19.6% 5.6% 13.9% 26.4% 19.9% 0.3% -0.3% 99.4M -2.58B -24.1M 0.83 17.88 58,710 48,630 1,831,014 2,731,668 2024-04-23 $47.98 $46.00 19.3% 5.6% 13.7% 24.1% 19.4% 0.3% -0.4% 115.5M -2.79B -23.5M 0.50 20.26 80,694 40,134 1,848,704 2,753,340 2024-04-24 $48.06 $46.00 19.1% 5.5% 13.2% 23.3% 19.3% 0.2% -0.2% 124.6M -2.93B -22.8M 0.57 15.84 44,388 25,142 1,846,652 2,759,052 2024-04-25 $48.38 $46.00 19.2% 5.5% 13.3% 23.5% 19.4% 0.2% -0.4% 153.3M -3.28B -22.5M 0.57 24.71 84,864 48,556 1,859,802 2,771,024 2024-04-26 $48.00 $46.00 18.4% 5.2% 12.7% 18.3% 18.4% 0.6% 0.3% 138.7M -2.93B -22.3M 2.13 23.77 79,418 168,978 1,876,164 2,792,398 2024-04-29 $48.09 $46.00 18.1% 5.3% 12.3% 16.7% 18.7% 0.5% 0.4% 124.9M -3.03B -21.7M 0.98 29.62 68,954 67,644 1,852,790 2,863,236 2024-04-30 $46.92 $46.00 19.3% 5.7% 14.8% 24.4% 20.1% 0.7% 0.1% 20.5M -1.57B -23.4M 1.11 32.15 82,710 92,008 1,868,364 2,883,510
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