EXI Options History — September 2021

In September 2021, EXI traded between $117.69 and $123.11. ATM implied volatility averaged 16.1%. The 30-day expected move averaged 4.6%. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 3 of 11 days.

Notable Days

  • 2021-09-29: Largest IV spike — 61.5% change
  • 2021-09-21: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$120.47$117.69$123.11$123.11$117.69
ATM IV16.1%10.1%25.5%15.2%11.4%
Expected Move4.6%2.9%7.3%4.3%3.3%
Term Structure-0.1%-5.4%7.2%-0.0%-1.7%
Skew 25d2.7%1.9%4.0%2.7%2.0%
Skew 10d4.3%2.1%7.0%4.2%3.4%
Call IV 25d18.1%15.3%27.1%15.3%16.5%
Put IV 25d20.9%18.0%31.1%18.0%18.5%
Bid-Ask Spread %171.45133.87200.00154.03200.00
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (11 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-16$123.11$0.0015.2%4.3%0.0%0.0%0.0%2.7%-0.0%0000.00154.03N/AN/A0000
2021-09-17$121.45$0.0016.0%4.6%0.0%0.0%0.0%2.1%1.4%0000.00158.99N/AN/A0000
2021-09-20$119.26$0.0021.4%6.1%0.0%0.0%0.0%3.9%-0.8%0000.00154.14N/AN/A0000
2021-09-21$120.11$0.0025.5%7.3%0.0%0.0%0.0%4.0%-5.4%0000.00200.00N/AN/A0000
2021-09-22$120.59$0.0017.5%5.0%0.0%0.0%0.0%2.6%-0.7%0000.00162.48N/AN/A0000
2021-09-23$121.89$0.0016.1%4.6%0.0%0.0%0.0%1.9%-0.2%0000.00159.88N/AN/A0000
2021-09-24$121.51$0.0016.3%4.7%0.0%0.0%0.0%2.0%-0.6%0000.00162.54N/AN/A0000
2021-09-27$121.27$0.0010.1%2.9%0.0%0.0%0.0%0.0%0.0%0000.00200.00N/AN/A0000
2021-09-28$119.15$0.0010.7%3.1%0.0%0.0%0.0%0.0%7.2%0000.00200.00N/AN/A0000
2021-09-29$119.14$0.0017.3%5.0%0.0%0.0%0.0%0.0%0.3%0000.00133.87N/AN/A0000
2021-09-30$117.69$0.0011.4%3.3%0.0%0.0%0.0%0.0%-1.7%0000.00200.00N/AN/A0000