XLI Options History — October 2024 In October 2024, XLI traded between $134.14 and $139.28. ATM implied volatility averaged 17.6%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 7.0% (HV 20d: 10.6%). Max pain ranged from $133.00 to $137.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 3.05.
Notable Days 2024-10-24 : Highest Volume — 491,539 contracts2024-10-07 : Largest IV spike — 12.1% change2024-10-31 : Highest IV Rank — 56.1%2024-10-31 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $136.59 $134.14 $139.28 $135.69 $134.14 Max Pain $135.96 $133.00 $137.00 $133.00 $137.00 ATM IV 17.6% 15.3% 18.8% 15.3% 18.8% Expected Move 5.2% 4.5% 6.2% 4.5% 6.2% HV 20d 10.6% 9.3% 11.8% 11.6% 11.3% HV 60d 15.2% 12.0% 16.7% 16.6% 12.0% IV Rank 47.9% 32.2% 56.1% 32.2% 56.1% IV Percentile 90.8% 77.0% 98.4% 77.0% 98.4% Term Structure -0.1% -1.7% 2.8% 2.8% -0.4% VWIV 18.7% 15.7% 21.2% 15.7% 21.2% Skew 25d 4.7% 3.9% 5.6% 4.0% 5.6% Skew 10d 11.8% 7.8% 18.2% 7.8% 12.4% Call IV 25d 15.7% 13.3% 16.7% 13.9% 16.6% Put IV 25d 20.4% 17.2% 22.2% 17.9% 22.2% Bid-Ask Spread % 30.13 14.94 50.91 50.91 17.92 Gamma HHI 0.15 0.11 0.20 0.13 0.13 Net GEX 29.4M -60.3M 116.6M 26.3M -60.3M Net DEX -708.1M -1.36B 59.3M -680.1M 59.3M Net VEX -7.3M -8.1M -6.6M -7.3M -7.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.05 0.55 10.24 0.98 4.74 Total Volume 55,140.87 4,849 491,539 26,551 13,769 Total OI 692,842.652 627,173 753,434 627,173 686,096
Daily Data (23 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 2024-10-01 $135.69 $133.00 15.3% 4.5% 11.6% 32.2% 15.7% 4.0% 2.8% 26.3M -680.1M -7.3M 0.98 50.91 13,383 13,168 222,106 405,067 2024-10-02 $135.24 $133.00 15.8% 4.6% 11.8% 35.4% 16.3% 4.2% 2.5% 25.9M -686.7M -7.1M 2.53 41.68 2,435 6,153 232,959 402,618 2024-10-03 $134.36 $135.00 17.3% 5.4% 10.9% 46.2% 18.4% 4.3% 2.0% -5.9M -497.2M -7.3M 10.24 21.45 3,654 37,414 233,562 403,694 2024-10-04 $135.38 $135.00 16.2% 5.0% 10.0% 37.8% 17.3% 3.9% 2.5% 29.2M -694.3M -7.1M 2.84 26.91 3,106 8,818 235,192 432,916 2024-10-07 $134.88 $135.00 18.1% 5.3% 9.3% 51.6% 18.8% 5.4% -0.0% 7.4M -520.1M -7.1M 0.55 44.13 5,858 3,220 234,874 429,947 2024-10-08 $135.62 $135.00 17.7% 5.1% 9.3% 49.0% 17.9% 4.9% -0.6% 44.7M -738.6M -7.0M 3.41 30.61 1,180 4,024 239,986 451,050 2024-10-09 $136.56 $135.00 17.6% 4.9% 9.3% 48.3% 18.0% 5.0% -0.6% 72.5M -915.9M -6.6M 7.17 26.77 1,504 10,783 239,840 454,336 2024-10-10 $135.78 $135.00 17.7% 5.0% 9.4% 48.9% 19.0% 4.8% -0.4% 58.0M -771.5M -6.7M 1.30 31.91 197,181 256,240 240,730 462,821 2024-10-11 $138.38 $135.00 17.4% 4.9% 10.8% 46.7% 17.0% 4.6% -0.4% 88.8M -1.30B -7.1M 2.39 30.43 7,383 17,662 236,977 466,977 2024-10-14 $139.07 $136.00 17.9% 5.1% 10.8% 50.0% 19.9% 4.7% -0.4% 84.5M -1.36B -7.2M 3.20 27.52 5,353 17,129 236,117 469,706 2024-10-15 $138.31 $136.00 18.5% 5.3% 11.2% 54.0% 18.2% 4.5% -1.6% 65.6M -1.12B -7.8M 0.97 27.64 27,022 26,230 238,285 486,331 2024-10-16 $139.28 $137.00 17.8% 5.1% 11.3% 49.4% 18.9% 4.7% -0.4% 91.9M -1.32B -7.7M 3.80 32.13 1,511 5,749 253,077 492,631 2024-10-17 $138.69 $137.00 17.6% 5.0% 10.3% 47.9% 17.7% 4.6% -0.0% 85.4M -1.19B -7.7M 1.70 34.73 2,625 4,460 253,505 497,179 2024-10-18 $139.06 $137.00 17.3% 5.0% 9.8% 45.9% 19.6% 4.4% -0.6% 116.6M -1.33B -7.1M 1.71 33.15 5,176 8,852 254,246 499,188 2024-10-21 $138.57 $137.00 17.7% 5.1% 10.0% 48.4% 17.7% 4.5% -0.8% 66.4M -920.2M -7.0M 3.45 30.32 1,697 5,851 233,404 458,490 2024-10-22 $137.34 $137.00 17.3% 5.4% 10.6% 45.7% 21.2% 4.9% -0.9% 23.1M -626.8M -7.0M 2.60 20.09 3,277 8,531 234,296 461,475 2024-10-23 $136.78 $137.00 18.3% 5.3% 10.7% 52.9% 18.8% 4.8% -1.7% -4.6M -459.6M -7.2M 7.10 34.69 2,065 14,663 234,680 463,896 2024-10-24 $135.84 $137.00 17.8% 5.4% 10.9% 49.4% 21.1% 4.9% -0.7% -37.1M -192.5M -7.6M 1.61 23.31 188,354 303,185 235,929 465,772 2024-10-25 $135.41 $137.00 18.2% 5.7% 11.0% 52.5% 18.7% 4.8% -0.7% -33.0M -150.5M -8.1M 1.44 18.31 3,503 5,038 231,943 468,738 2024-10-28 $136.03 $137.00 17.8% 5.6% 11.1% 49.3% 19.9% 4.8% -0.2% -14.9M -352.7M -7.5M 2.18 14.94 1,524 3,325 220,327 463,460 2024-10-29 $135.75 $137.00 18.4% 5.5% 11.0% 53.5% 19.2% 4.3% -0.3% -23.8M -313.6M -7.2M 2.66 40.79 2,490 6,617 220,992 463,643 2024-10-30 $135.47 $137.00 17.9% 5.9% 11.0% 49.9% 19.1% 5.0% -0.2% -31.3M -215.0M -7.5M 1.68 32.76 2,640 4,438 222,324 463,999 2024-10-31 $134.14 $137.00 18.8% 6.2% 11.3% 56.1% 21.2% 5.6% -0.4% -60.3M 59.3M -7.4M 4.74 17.92 2,397 11,372 223,688 462,408
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