XLI Options History — June 2022

In June 2022, XLI traded between $85.64 and $97.28. ATM implied volatility averaged 24.1%, placing in the 60.7% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 3.1% (HV 20d: 27.2%). Max pain ranged from $92.00 to $99.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.72.

Notable Days

  • 2022-06-22: Highest Volume — 87,301 contracts
  • 2022-06-13: Largest IV spike — 17.6% change
  • 2022-06-13: Highest IV Rank — 89.3%
  • 2022-06-13: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$90.19$85.64$97.28$94.52$87.17
Max Pain$95.38$92.00$99.00$99.00$92.00
ATM IV24.1%20.1%28.8%21.6%25.3%
Expected Move6.9%5.8%8.2%6.6%7.1%
HV 20d27.2%23.0%30.4%28.1%28.5%
HV 60d23.2%21.0%25.2%21.2%25.1%
IV Rank60.7%36.5%89.3%45.4%68.0%
IV Percentile82.1%65.5%98.8%74.6%85.7%
Term Structure-0.1%-1.1%0.5%-0.2%-0.2%
VWIV25.4%21.3%28.9%24.8%25.8%
Skew 25d6.3%5.2%7.8%6.4%5.6%
Skew 10d12.3%6.3%15.6%12.5%12.2%
Call IV 25d21.6%17.7%25.9%19.0%22.9%
Put IV 25d27.9%23.9%33.8%25.4%28.5%
Bid-Ask Spread %27.0110.6262.7026.5819.12
Gamma HHI0.080.060.230.060.07
Net GEX-49.1M-97.2M-23.5M-49.7M-33.8M
Net DEX711.8M218.5M1.55B516.7M608.5M
Net VEX-2.9M-3.5M-2.4M-3.5M-2.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.720.763.551.112.86
Total Volume38,005.52419,06487,30127,32120,779
Total OI386,814.571251,463468,959431,809319,886

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$94.52$99.0021.6%6.6%28.1%45.4%24.8%6.4%-0.2%-49.7M516.7M-3.5M1.1126.5812,97614,345141,710290,099
2022-06-02$95.68$97.0020.4%5.8%26.2%38.5%22.6%6.6%-0.4%-41.9M362.9M-3.4M1.3535.7310,92514,793142,629290,766
2022-06-03$95.40$97.0020.9%6.0%24.1%41.5%25.5%6.4%-0.4%-41.2M381.5M-3.4M1.5427.4511,32917,466143,566292,102
2022-06-06$96.01$97.0021.6%6.1%24.1%45.5%24.2%6.6%-0.1%-38.8M338.1M-3.2M1.3316.4514,56919,413140,276287,752
2022-06-07$97.28$97.0020.1%5.9%23.0%36.5%22.6%6.0%0.5%-33.5M218.5M-3.4M1.0520.0214,56315,296144,951294,443
2022-06-08$95.54$97.0020.9%5.9%23.8%41.7%21.3%5.9%-0.3%-44.2M383.9M-3.3M0.7619.7422,98617,437147,298295,946
2022-06-09$93.96$97.0023.1%6.6%24.6%54.4%22.0%5.8%0.3%-59.2M575.2M-3.3M0.8220.0019,72816,183152,352298,986
2022-06-10$91.20$97.0024.5%7.0%26.9%63.3%25.6%6.7%-0.0%-78.4M913.6M-3.2M1.1619.0816,51019,084153,280300,241
2022-06-13$87.84$96.0028.8%8.2%28.9%89.3%27.7%7.8%-1.0%-85.7M1.29B-2.9M2.0852.5817,80737,070149,010297,452
2022-06-14$87.92$96.0027.0%7.7%29.0%78.3%28.9%7.1%-0.4%-90.8M1.29B-2.8M1.3221.1723,48331,013151,462297,733
2022-06-15$88.96$96.0025.9%7.4%28.1%71.5%27.2%6.6%-1.1%-90.5M1.14B-2.8M0.8559.3624,07520,503158,356304,308
2022-06-16$85.64$96.0028.0%8.0%28.3%84.1%28.0%7.5%-0.3%-97.2M1.55B-2.5M2.7562.7016,01943,997164,169304,790
2022-06-17$85.73$96.0026.2%7.5%28.3%73.4%26.0%7.0%0.2%-62.3M1.48B-2.4M0.7619.5222,41116,963164,292297,674
2022-06-21$86.88$96.0025.2%7.2%28.3%67.3%26.6%6.6%-0.0%-25.1M612.9M-2.4M1.4349.1812,14317,34691,253160,210
2022-06-22$86.39$95.0025.4%7.3%27.6%68.7%25.7%6.4%0.5%-26.1M629.3M-2.4M1.0312.1043,07244,22992,997163,247
2022-06-23$85.80$93.0025.2%7.2%27.5%67.2%28.7%5.8%0.5%-25.9M644.4M-2.5M1.5710.6210,04215,812109,889174,327
2022-06-24$88.73$93.0023.4%6.7%30.4%56.5%24.5%5.2%0.2%-26.2M422.0M-2.7M3.2019.536,16719,747110,440174,935
2022-06-27$88.70$92.0023.1%6.7%29.1%54.9%25.4%5.7%0.5%-23.5M421.2M-2.6M3.5521.3010,61037,689107,552177,684
2022-06-28$87.62$92.0024.2%7.0%28.4%61.5%24.8%5.5%-0.1%-27.0M549.2M-2.9M3.3418.287,02923,443112,988202,622
2022-06-29$87.06$92.0025.3%7.2%28.4%67.8%26.4%5.9%-0.1%-31.0M613.2M-2.8M2.2616.615,85013,214114,056205,377
2022-06-30$87.17$92.0025.3%7.1%28.5%68.0%25.8%5.6%-0.2%-33.8M608.5M-2.8M2.8619.125,38515,394114,303205,583