XLI Options History — April 2024 In April 2024, XLI traded between $120.34 and $125.65. ATM implied volatility averaged 15.3%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 3.0% (HV 20d: 12.3%). Max pain ranged from $123.00 to $125.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.60.
Notable Days 2024-04-18 : Highest Volume — 475,188 contracts2024-04-04 : Largest IV spike — 34.4% change2024-04-04 : Highest IV Rank — 71.1%2024-04-19 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $123.13 $120.34 $125.65 $125.10 $121.73 Max Pain $123.86 $123.00 $125.00 $123.00 $123.00 ATM IV 15.3% 13.2% 18.0% 13.5% 14.9% Expected Move 4.4% 3.6% 5.1% 3.6% 4.5% HV 20d 12.3% 10.8% 13.3% 11.4% 12.8% HV 60d 11.9% 11.2% 12.4% 11.2% 12.0% IV Rank 44.5% 23.8% 71.1% 26.8% 41.1% IV Percentile 66.2% 29.4% 90.5% 36.1% 70.2% Term Structure -0.0% -4.3% 4.3% -1.0% 0.1% VWIV 15.4% 13.0% 19.9% 13.9% 15.7% Skew 25d 2.7% 0.3% 4.2% 3.4% 2.5% Skew 10d 6.3% 4.2% 8.3% 4.6% 5.3% Call IV 25d 14.2% 10.8% 17.0% 10.8% 13.6% Put IV 25d 16.9% 14.2% 19.5% 14.2% 16.2% Bid-Ask Spread % 41.68 32.71 57.69 45.18 37.09 Gamma HHI 0.16 0.12 0.21 0.21 0.15 Net GEX -11.4M -190.8M 118.8M 55.7M 23.7M Net DEX -706.1M -1.13B 73.3M -1.11B -671.9M Net VEX -7.1M -8.5M -5.8M -5.8M -6.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.60 0.28 7.19 2.57 1.07 Total Volume 59,909.818 7,307 475,188 19,759 44,980 Total OI 736,752.5 562,250 883,658 562,250 631,039
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 $125.10 $123.00 13.5% 3.6% 11.4% 26.8% 13.9% 3.4% -1.0% 55.7M -1.11B -5.8M 2.57 45.18 5,528 14,231 241,958 320,292 2024-04-02 $124.38 $123.00 13.2% 3.8% 11.6% 23.8% 13.4% 4.2% -0.1% 4.6M -872.5M -6.4M 1.51 40.23 5,701 8,623 245,545 329,645 2024-04-03 $125.09 $123.00 13.4% 3.8% 10.8% 25.6% 13.0% 2.0% 0.1% 44.7M -1.10B -5.8M 0.28 57.69 9,153 2,606 248,072 329,071 2024-04-04 $123.88 $125.00 18.0% 4.3% 11.3% 71.1% 14.9% 0.3% -4.3% 5.7M -824.0M -6.6M 7.19 38.65 3,960 28,487 254,325 329,925 2024-04-05 $125.65 $125.00 15.1% 4.2% 12.0% 42.5% 15.0% 3.4% 0.1% 48.7M -1.13B -6.7M 0.60 37.88 15,719 9,450 255,208 353,658 2024-04-08 $125.50 $125.00 14.1% 4.1% 11.9% 33.2% 14.6% 2.2% 0.7% 67.6M -1.12B -6.3M 0.49 44.95 4,913 2,394 260,759 341,934 2024-04-09 $124.90 $125.00 14.3% 4.1% 11.9% 35.1% 14.4% 2.5% 0.4% 46.2M -1.07B -6.0M 1.06 40.80 6,220 6,568 264,517 342,321 2024-04-10 $124.09 $125.00 14.9% 4.3% 12.2% 41.4% 14.6% 2.8% 0.5% 8.9M -888.3M -6.2M 0.98 38.12 212,377 208,779 266,930 347,601 2024-04-11 $124.53 $124.00 13.7% 4.1% 12.2% 28.9% 14.7% 2.7% 0.4% 60.8M -1.05B -7.7M 0.72 47.90 4,768 3,446 375,117 451,227 2024-04-12 $122.77 $124.00 16.5% 4.7% 13.1% 57.0% 17.4% 2.8% 0.1% -47.1M -462.6M -8.2M 1.33 44.12 29,859 39,591 376,340 451,673 2024-04-15 $121.87 $124.00 17.6% 5.0% 13.3% 67.7% 19.9% 3.1% -0.1% -99.6M -184.2M -8.5M 1.06 38.16 9,691 10,281 400,637 477,001 2024-04-16 $121.98 $124.00 17.1% 4.9% 13.3% 62.1% 17.0% 2.9% -0.2% -111.4M -239.7M -7.9M 3.90 42.02 4,242 16,565 402,219 481,137 2024-04-17 $121.20 $124.00 17.0% 4.9% 13.3% 61.6% 15.9% 3.0% -0.1% -156.6M 7.2M -8.1M 0.56 36.21 10,162 5,661 403,977 476,453 2024-04-18 $120.81 $124.00 16.9% 4.8% 12.3% 60.3% 16.6% 3.2% -0.0% -190.8M 73.3M -7.7M 1.03 35.87 234,452 240,736 410,409 473,249 2024-04-19 $120.34 $124.00 17.5% 5.1% 11.4% 66.8% 17.0% 3.3% -0.3% -160.3M -25.4M -8.4M 0.97 44.77 11,366 11,022 403,760 463,329 2024-04-22 $121.50 $124.00 15.9% 4.6% 12.1% 50.8% 15.0% 2.7% -0.4% -79.2M -510.8M -7.5M 0.48 36.13 13,117 6,293 382,746 443,432 2024-04-23 $123.12 $124.00 14.5% 4.2% 13.0% 36.6% 15.6% 2.5% 0.4% 37.1M -996.0M -7.3M 0.65 43.86 11,864 7,725 384,920 445,876 2024-04-24 $122.05 $123.00 14.9% 4.3% 13.3% 41.0% 15.2% 3.2% -1.2% -26.5M -685.9M -7.2M 5.80 43.98 2,182 12,658 388,376 448,407 2024-04-25 $122.43 $123.00 15.1% 4.4% 12.4% 42.9% 15.9% 3.0% -0.5% 25.5M -824.0M -7.0M 0.96 44.37 11,045 10,617 389,287 450,239 2024-04-26 $122.81 $123.00 14.3% 3.9% 12.4% 35.0% 13.7% 3.3% 4.3% 118.8M -891.9M -6.7M 1.09 46.38 5,537 6,045 384,165 456,503 2024-04-29 $123.22 $123.00 13.6% 4.2% 12.2% 27.5% 14.8% 0.6% 0.3% 71.7M -962.2M -6.6M 0.91 32.71 4,934 4,468 277,454 347,822 2024-04-30 $121.73 $123.00 14.9% 4.5% 12.8% 41.1% 15.7% 2.5% 0.1% 23.7M -671.9M -6.6M 1.07 37.09 21,781 23,199 280,393 350,646
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