EXI Options History — January 2022 In January 2022, EXI traded between $113.56 and $124.53. ATM implied volatility averaged 20.1%. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 5.3% (HV 20d: 14.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days.
Notable Days 2022-01-04 : Largest IV drop — 42.3% change2022-01-03 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $119.97 $113.56 $124.53 $122.87 $115.60 ATM IV 20.1% 15.9% 28.2% 28.2% 19.7% Expected Move 5.5% 4.4% 8.1% 8.1% 5.6% HV 20d 14.8% 13.1% 16.7% 16.7% 15.5% HV 60d 15.1% 14.5% 16.1% 14.5% 16.1% Term Structure -1.9% -15.7% 0.8% -15.7% -0.5% Skew 25d 3.3% -1.1% 9.3% 8.4% 3.7% Skew 10d 4.6% -1.0% 13.4% 4.2% 10.7% Call IV 25d 19.8% 13.8% 29.9% 29.0% 19.8% Put IV 25d 23.1% 16.5% 37.4% 37.4% 23.5% Bid-Ask Spread % 136.52 121.15 145.76 135.73 137.68 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 (20 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 2022-01-03 $122.87 $0.00 28.2% 8.1% 16.7% 0.0% 0.0% 8.4% -15.7% 0 0 0 0.00 135.73 N/A N/A 0 0 0 0 2022-01-04 $124.53 $0.00 16.3% 4.7% 16.1% 0.0% 0.0% 2.1% -3.0% 0 0 0 0.00 142.12 N/A N/A 0 0 0 0 2022-01-05 $124.07 $0.00 17.2% 4.9% 14.8% 0.0% 0.0% -0.3% -5.1% 0 0 0 0.00 145.76 N/A N/A 0 0 0 0 2022-01-06 $123.46 $0.00 18.8% 4.7% 14.9% 0.0% 0.0% 2.5% 0.8% 0 0 0 0.00 134.10 N/A N/A 0 0 0 0 2022-01-07 $123.56 $0.00 18.3% 4.5% 14.7% 0.0% 0.0% 2.4% 0.0% 0 0 0 0.00 134.77 N/A N/A 0 0 0 0 2022-01-10 $121.42 $0.00 21.7% 5.1% 16.0% 0.0% 0.0% 3.0% 0.3% 0 0 0 0.00 133.32 N/A N/A 0 0 0 0 2022-01-11 $122.72 $0.00 20.3% 4.4% 15.7% 0.0% 0.0% 2.7% 0.8% 0 0 0 0.00 134.91 N/A N/A 0 0 0 0 2022-01-12 $123.64 $0.00 15.9% 4.6% 15.2% 0.0% 0.0% 2.3% -1.8% 0 0 0 0.00 141.56 N/A N/A 0 0 0 0 2022-01-13 $123.32 $0.00 15.9% 4.6% 15.0% 0.0% 0.0% 2.4% 0.6% 0 0 0 0.00 136.68 N/A N/A 0 0 0 0 2022-01-14 $122.12 $0.00 16.8% 4.8% 15.3% 0.0% 0.0% 3.1% -0.0% 0 0 0 0.00 135.50 N/A N/A 0 0 0 0 2022-01-18 $120.53 $0.00 18.0% 5.2% 15.5% 0.0% 0.0% 2.3% -0.8% 0 0 0 0.00 135.46 N/A N/A 0 0 0 0 2022-01-19 $120.06 $0.00 18.8% 5.4% 14.1% 0.0% 0.0% 2.8% -0.8% 0 0 0 0.00 137.15 N/A N/A 0 0 0 0 2022-01-20 $119.80 $0.00 18.5% 5.3% 13.1% 0.0% 0.0% 5.0% -1.9% 0 0 0 0.00 121.15 N/A N/A 0 0 0 0 2022-01-21 $117.67 $0.00 20.4% 5.9% 14.4% 0.0% 0.0% 3.7% -1.7% 0 0 0 0.00 140.24 N/A N/A 0 0 0 0 2022-01-24 $116.00 $0.00 22.9% 6.6% 14.0% 0.0% 0.0% 9.3% -1.2% 0 0 0 0.00 132.42 N/A N/A 0 0 0 0 2022-01-25 $115.89 $0.00 22.6% 6.5% 13.7% 0.0% 0.0% -1.1% -2.0% 0 0 0 0.00 136.62 N/A N/A 0 0 0 0 2022-01-26 $114.72 $0.00 22.9% 6.6% 13.7% 0.0% 0.0% 3.3% -2.8% 0 0 0 0.00 140.06 N/A N/A 0 0 0 0 2022-01-27 $113.86 $0.00 25.1% 7.2% 13.4% 0.0% 0.0% 4.5% -1.8% 0 0 0 0.00 137.52 N/A N/A 0 0 0 0 2022-01-28 $113.56 $0.00 22.9% 6.6% 13.4% 0.0% 0.0% 4.3% -1.9% 0 0 0 0.00 137.72 N/A N/A 0 0 0 0 2022-01-31 $115.60 $0.00 19.7% 5.6% 15.5% 0.0% 0.0% 3.7% -0.5% 0 0 0 0.00 137.68 N/A N/A 0 0 0 0
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