EXI Options History — December 2021 In December 2021, EXI traded between $117.67 and $123.78. ATM implied volatility averaged 20.2%. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 1.6% (HV 20d: 18.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days.
Notable Days 2021-12-15 : Largest IV drop — 54.9% change2021-12-03 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $121.33 $117.67 $123.78 $117.67 $123.53 ATM IV 20.2% 14.6% 32.5% 22.4% 14.9% Expected Move 4.9% 4.0% 7.2% 6.4% 4.3% HV 20d 18.6% 13.7% 21.7% 13.7% 17.1% HV 60d 14.7% 13.5% 15.2% 13.5% 14.5% Term Structure -0.2% -7.3% 3.8% -3.4% -1.1% Skew 25d 3.1% -2.3% 10.0% 4.8% 2.0% Skew 10d 3.9% -2.0% 14.1% 5.0% 3.4% Call IV 25d 16.3% 13.3% 22.4% 20.6% 15.8% Put IV 25d 19.5% 13.4% 29.8% 25.4% 17.8% Bid-Ask Spread % 136.22 119.45 144.07 144.07 141.31 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 (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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-12-01 $117.67 $0.00 22.4% 6.4% 13.7% 0.0% 0.0% 4.8% -3.4% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2021-12-02 $119.91 $0.00 20.8% 6.0% 15.6% 0.0% 0.0% 3.8% -2.6% 0 0 0 0.00 143.22 N/A N/A 0 0 0 0 2021-12-03 $118.70 $0.00 25.1% 7.2% 15.5% 0.0% 0.0% 7.4% -4.7% 0 0 0 0.00 141.88 N/A N/A 0 0 0 0 2021-12-06 $120.93 $0.00 22.6% 5.3% 17.1% 0.0% 0.0% 7.4% 1.7% 0 0 0 0.00 127.56 N/A N/A 0 0 0 0 2021-12-07 $123.23 $0.00 22.7% 4.0% 18.5% 0.0% 0.0% 4.3% 3.8% 0 0 0 0.00 133.07 N/A N/A 0 0 0 0 2021-12-08 $123.46 $0.00 21.3% 4.1% 18.5% 0.0% 0.0% 1.8% 2.9% 0 0 0 0.00 134.08 N/A N/A 0 0 0 0 2021-12-09 $122.67 $0.00 23.9% 4.1% 18.5% 0.0% 0.0% 2.1% 2.6% 0 0 0 0.00 135.14 N/A N/A 0 0 0 0 2021-12-10 $122.74 $0.00 25.2% 4.0% 18.3% 0.0% 0.0% 2.0% 3.5% 0 0 0 0.00 135.71 N/A N/A 0 0 0 0 2021-12-13 $121.05 $0.00 28.4% 4.5% 18.9% 0.0% 0.0% 2.8% 1.8% 0 0 0 0.00 136.79 N/A N/A 0 0 0 0 2021-12-14 $119.67 $0.00 32.5% 4.7% 19.2% 0.0% 0.0% 2.9% 1.7% 0 0 0 0.00 135.12 N/A N/A 0 0 0 0 2021-12-15 $120.72 $0.00 14.6% 4.2% 19.5% 0.0% 0.0% 2.2% 1.8% 0 0 0 0.00 137.37 N/A N/A 0 0 0 0 2021-12-16 $121.48 $0.00 17.6% 5.1% 19.5% 0.0% 0.0% 2.1% 0.1% 0 0 0 0.00 137.12 N/A N/A 0 0 0 0 2021-12-17 $120.07 $0.00 17.1% 4.9% 19.8% 0.0% 0.0% 2.4% 0.6% 0 0 0 0.00 136.85 N/A N/A 0 0 0 0 2021-12-20 $117.97 $0.00 20.2% 5.8% 20.5% 0.0% 0.0% 2.2% -0.1% 0 0 0 0.00 132.55 N/A N/A 0 0 0 0 2021-12-21 $119.72 $0.00 16.5% 4.7% 21.4% 0.0% 0.0% 3.0% -1.0% 0 0 0 0.00 135.77 N/A N/A 0 0 0 0 2021-12-22 $120.49 $0.00 16.3% 4.7% 21.5% 0.0% 0.0% 10.0% 0.8% 0 0 0 0.00 119.45 N/A N/A 0 0 0 0 2021-12-23 $122.08 $0.00 15.0% 4.3% 21.7% 0.0% 0.0% 1.3% 1.3% 0 0 0 0.00 138.59 N/A N/A 0 0 0 0 2021-12-27 $122.72 $0.00 16.6% 4.8% 19.3% 0.0% 0.0% -2.3% -5.1% 0 0 0 0.00 141.98 N/A N/A 0 0 0 0 2021-12-28 $123.31 $0.00 15.0% 4.3% 19.3% 0.0% 0.0% 0.4% -1.3% 0 0 0 0.00 141.16 N/A N/A 0 0 0 0 2021-12-29 $123.78 $0.00 20.4% 5.9% 18.2% 0.0% 0.0% 8.3% -7.3% 0 0 0 0.00 124.37 N/A N/A 0 0 0 0 2021-12-30 $123.45 $0.00 15.3% 4.4% 18.1% 0.0% 0.0% -2.2% -1.2% 0 0 0 0.00 143.59 N/A N/A 0 0 0 0 2021-12-31 $123.53 $0.00 14.9% 4.3% 17.1% 0.0% 0.0% 2.0% -1.1% 0 0 0 0.00 141.31 N/A N/A 0 0 0 0
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