EXI Options History — November 2021 In November 2021, EXI traded between $118.16 and $125.55. ATM implied volatility averaged 18.2%. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 9.2% (HV 20d: 9.0%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 8 of 18 days.
Notable Days 2021-11-24 : Largest IV spike — 31.9% change2021-11-24 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $123.60 $118.16 $125.55 $123.49 $118.16 ATM IV 18.2% 14.8% 25.4% 16.9% 20.5% Expected Move 5.0% 4.2% 7.3% 4.8% 5.9% HV 20d 9.0% 6.7% 13.7% 10.0% 13.7% HV 60d 12.8% 11.7% 13.6% 11.7% 13.6% Term Structure -0.8% -5.3% 1.5% -1.1% -2.5% Skew 25d 2.0% -1.9% 9.0% 1.7% 1.6% Skew 10d 5.0% -0.5% 11.4% -0.5% 2.5% Call IV 25d 17.0% 14.1% 23.1% 17.8% 22.0% Put IV 25d 19.0% 15.7% 32.1% 19.5% 23.6% Bid-Ask Spread % 141.80 129.01 157.70 140.52 145.55 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (18 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-11-01 $123.49 $0.00 16.9% 4.8% 10.0% 0.0% 0.0% 1.7% -1.1% 0 0 0 0.00 140.52 N/A N/A 0 0 0 0 2021-11-02 $123.81 $0.00 17.1% 4.9% 9.6% 0.0% 0.0% -0.4% -1.4% 0 0 0 0.00 139.95 N/A N/A 0 0 0 0 2021-11-03 $124.05 $0.00 18.1% 5.2% 9.2% 0.0% 0.0% -1.9% -3.1% 0 0 0 0.00 139.12 N/A N/A 0 0 0 0 2021-11-04 $124.22 $0.00 18.1% 4.6% 8.9% 0.0% 0.0% 2.0% 0.3% 0 0 0 0.00 137.46 N/A N/A 0 0 0 0 2021-11-05 $124.76 $0.00 18.4% 4.4% 8.8% 0.0% 0.0% 2.0% 0.4% 0 0 0 0.00 137.55 N/A N/A 0 0 0 0 2021-11-08 $125.55 $0.00 20.3% 4.2% 8.4% 0.0% 0.0% 1.6% 0.7% 0 0 0 0.00 137.92 N/A N/A 0 0 0 0 2021-11-09 $125.26 $0.00 21.8% 4.7% 8.3% 0.0% 0.0% 1.7% -0.4% 0 0 0 0.00 138.55 N/A N/A 0 0 0 0 2021-11-10 $124.52 $0.00 16.2% 4.7% 8.9% 0.0% 0.0% 1.1% -0.3% 0 0 0 0.00 141.16 N/A N/A 0 0 0 0 2021-11-11 $124.62 $0.00 15.6% 4.5% 7.5% 0.0% 0.0% 1.4% 0.1% 0 0 0 0.00 140.23 N/A N/A 0 0 0 0 2021-11-12 $125.46 $0.00 14.9% 4.3% 6.9% 0.0% 0.0% 1.2% 1.5% 0 0 0 0.00 138.60 N/A N/A 0 0 0 0 2021-11-15 $125.37 $0.00 14.8% 4.2% 6.7% 0.0% 0.0% 1.2% 1.1% 0 0 0 0.00 143.40 N/A N/A 0 0 0 0 2021-11-18 $124.47 $0.00 15.2% 4.3% 7.3% 0.0% 0.0% 1.3% 0.2% 0 0 0 0.00 144.75 N/A N/A 0 0 0 0 2021-11-19 $123.86 $0.00 15.7% 4.5% 7.4% 0.0% 0.0% 2.7% 0.8% 0 0 0 0.00 145.69 N/A N/A 0 0 0 0 2021-11-22 $124.41 $0.00 19.2% 5.5% 7.4% 0.0% 0.0% 2.2% -1.2% 0 0 0 0.00 145.95 N/A N/A 0 0 0 0 2021-11-24 $123.00 $0.00 25.4% 7.3% 8.1% 0.0% 0.0% 9.0% -5.3% 0 0 0 0.00 129.01 N/A N/A 0 0 0 0 2021-11-26 $119.66 $0.00 20.8% 6.0% 12.7% 0.0% 0.0% 4.2% -2.8% 0 0 0 0.00 157.70 N/A N/A 0 0 0 0 2021-11-29 $120.07 $0.00 18.3% 5.3% 12.8% 0.0% 0.0% 3.5% -1.1% 0 0 0 0.00 149.27 N/A N/A 0 0 0 0 2021-11-30 $118.16 $0.00 20.5% 5.9% 13.7% 0.0% 0.0% 1.6% -2.5% 0 0 0 0.00 145.55 N/A N/A 0 0 0 0
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