EXI Options History — February 2022 In February 2022, EXI traded between $110.47 and $118.11. ATM implied volatility averaged 22.6%. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 5.2% (HV 20d: 17.4%). Net GEX was positive for 11 of 18 trading days. Term structure was in contango for 2 of 18 days. Put/call ratio averaged 0.00.
Notable Days 2022-02-10 : Highest Volume — 2 contracts2022-02-02 : Largest IV spike — 32.2% change2022-02-02 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $114.82 $110.47 $118.11 $116.91 $112.66 ATM IV 22.6% 18.1% 27.9% 21.1% 24.2% Expected Move 6.1% 4.9% 8.0% 6.1% 6.9% HV 20d 17.4% 15.4% 20.5% 16.3% 20.5% HV 60d 17.2% 16.2% 18.1% 16.2% 17.8% Term Structure -2.2% -14.5% 0.6% -7.5% -2.2% Skew 25d 4.0% -3.0% 11.3% -3.0% 5.1% Skew 10d 3.7% -3.9% 15.0% 0.3% 6.2% Call IV 25d 20.8% 15.0% 28.7% 24.5% 21.2% Put IV 25d 24.8% 18.4% 35.0% 21.5% 26.3% Bid-Ask Spread % 135.10 121.18 143.29 142.97 134.53 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 361 0 697 0 575 Net DEX -10.3K -18.7K 0 0 -16.3K Net VEX -25 -45 0 0 -41 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.333 0 2 0 2 Total OI 1.222 0 2 0 2
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 2022-02-01 $116.91 $0.00 21.1% 6.1% 16.3% 0.0% 0.0% -3.0% -7.5% 0 0 0 0.00 142.97 N/A N/A 0 0 0 0 2022-02-02 $118.11 $0.00 27.9% 8.0% 15.9% 0.0% 0.0% 11.3% -14.5% 0 0 0 0.00 126.82 N/A N/A 0 0 0 0 2022-02-03 $116.37 $0.00 26.3% 5.3% 16.5% 0.0% 0.0% 4.1% -0.5% 0 0 0 0.00 141.14 N/A N/A 0 0 0 0 2022-02-04 $115.78 $0.00 24.1% 5.3% 16.5% 0.0% 0.0% 6.7% -0.2% 0 0 0 0.00 125.98 N/A N/A 0 0 0 0 2022-02-07 $115.96 $0.00 22.4% 5.2% 16.5% 0.0% 0.0% 6.2% -0.1% 0 0 0 0.00 138.67 N/A N/A 0 0 0 0 2022-02-08 $116.28 $0.00 21.8% 4.9% 15.7% 0.0% 0.0% 3.4% 0.6% 0 0 0 0.00 139.31 N/A N/A 0 0 0 0 2022-02-10 $117.05 $0.00 19.4% 5.6% 15.4% 0.0% 0.0% 4.2% -0.1% 0 0 0 0.00 140.76 N/A N/A 2 0 0 0 2022-02-11 $114.38 $0.00 20.6% 5.9% 16.5% 0.0% 0.0% 1.1% 0.4% 537 -17.5K -41 0.00 143.29 N/A N/A 2 0 2 0 2022-02-14 $114.29 $0.00 22.4% 6.4% 16.6% 0.0% 0.0% -1.1% -3.8% 631 -17.3K -40 0.00 138.14 N/A N/A 2 0 2 0 2022-02-15 $115.87 $0.00 20.0% 5.7% 17.5% 0.0% 0.0% 3.7% -1.5% 560 -18.6K -36 0.00 138.68 N/A N/A 2 0 2 0 2022-02-16 $116.76 $0.00 18.1% 5.2% 17.4% 0.0% 0.0% 8.3% -0.5% 512 -18.7K -38 0.00 122.72 N/A N/A 2 0 2 0 2022-02-17 $114.67 $0.00 21.5% 6.2% 18.4% 0.0% 0.0% 3.1% -1.9% 540 -17.4K -41 0.00 137.58 N/A N/A 2 0 2 0 2022-02-18 $114.25 $0.00 22.2% 6.4% 18.4% 0.0% 0.0% 0.4% -1.1% 597 -17.4K -40 0.00 136.34 N/A N/A 2 0 2 0 2022-02-22 $112.72 $0.00 23.1% 6.6% 17.9% 0.0% 0.0% 5.2% -2.3% 612 -16.3K -42 0.00 134.31 N/A N/A 2 0 2 0 2022-02-23 $110.83 $0.00 25.6% 7.3% 18.2% 0.0% 0.0% 2.7% -1.1% 697 -14.9K -43 0.00 121.18 N/A N/A 2 0 2 0 2022-02-24 $110.47 $0.00 24.3% 7.0% 18.2% 0.0% 0.0% 7.7% -2.3% 633 -14.7K -45 0.00 135.74 N/A N/A 2 0 2 0 2022-02-25 $113.38 $0.00 20.8% 6.0% 20.5% 0.0% 0.0% 3.6% -1.3% 598 -16.7K -41 0.00 133.64 N/A N/A 2 0 2 0 2022-02-28 $112.66 $0.00 24.2% 6.9% 20.5% 0.0% 0.0% 5.1% -2.2% 575 -16.3K -41 0.00 134.53 N/A N/A 2 0 2 0
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