EXI Options History — March 2022 In March 2022, EXI traded between $108.17 and $118.39. ATM implied volatility averaged 23.2%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 0.5% (HV 20d: 23.7%). Max pain ranged from $105.00 to $105.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-03-01 : Highest Volume — 2 contracts2022-03-08 : Largest IV drop — 29.3% change2022-03-31 : Highest IV Rank — 40.4%2022-03-07 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $113.43 $108.17 $118.39 $111.11 $116.64 Max Pain $105.00 $105.00 $105.00 $105.00 $105.00 ATM IV 23.2% 16.7% 35.8% 27.5% 20.5% Expected Move 6.6% 3.9% 10.3% 7.9% 4.4% HV 20d 23.7% 20.7% 26.6% 21.0% 23.5% HV 60d 19.0% 17.8% 20.1% 18.0% 19.9% IV Rank 34.3% 25.5% 40.4% 38.6% 40.4% IV Percentile 43.1% 28.1% 55.4% 49.2% 55.4% Term Structure -2.3% -8.1% 2.7% -4.0% -2.2% VWIV 26.2% 24.4% 27.4% 27.4% 26.8% Skew 25d 4.7% 2.2% 12.2% 6.0% 3.1% Skew 10d 6.6% 2.8% 18.4% 7.3% 3.8% Call IV 25d 21.6% 16.6% 33.2% 29.0% 18.6% Put IV 25d 26.3% 19.3% 45.4% 35.0% 21.7% Bid-Ask Spread % 133.90 55.01 175.63 136.89 133.57 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 475 0 697 632 501 Net DEX -15.4K -22.3K 0 -15.0K -20.9K Net VEX -26 -43 0 -42 -19 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 1.714 0 2 2 2 Total OI 1.714 0 2 2 2
Daily Data (21 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 2022-03-01 $111.11 $0.00 27.5% 7.9% 21.0% 0.0% 0.0% 6.0% -4.0% 632 -15.0K -42 0.00 136.89 N/A N/A 2 0 2 0 2022-03-02 $113.23 $0.00 23.5% 6.7% 21.2% 0.0% 0.0% 6.4% -0.6% 590 -16.6K -40 0.00 134.69 N/A N/A 2 0 2 0 2022-03-03 $112.60 $0.00 24.3% 7.0% 20.7% 0.0% 0.0% 3.9% 1.2% 599 -16.1K -40 0.00 160.67 N/A N/A 2 0 2 0 2022-03-04 $110.35 $0.00 31.1% 8.9% 21.1% 0.0% 0.0% 4.5% -1.7% 564 -14.4K -43 0.00 135.35 N/A N/A 2 0 2 0 2022-03-07 $108.17 $0.00 35.8% 10.3% 21.6% 0.0% 0.0% 5.2% 2.7% 616 -13.7K -43 0.00 140.64 N/A N/A 2 0 2 0 2022-03-08 $108.22 $0.00 25.3% 9.5% 21.6% 0.0% 0.0% 6.0% -6.7% 0 0 0 0.00 175.63 N/A N/A 0 0 0 0 2022-03-09 $111.69 $0.00 23.8% 9.1% 24.9% 0.0% 0.0% 4.2% -5.5% 0 0 0 0.00 168.35 N/A N/A 0 0 0 0 2022-03-10 $110.42 $0.00 24.4% 8.4% 25.1% 0.0% 0.0% 4.7% -1.3% 630 -14.6K -42 0.00 138.17 N/A N/A 2 0 2 0 2022-03-11 $109.92 $0.00 23.5% 9.8% 24.8% 0.0% 0.0% 3.8% -8.1% 0 0 0 0.00 173.32 N/A N/A 0 0 0 0 2022-03-14 $110.64 $105.00 25.4% 6.9% 23.9% 0.0% 27.4% 8.7% 1.3% 697 -14.9K -40 0.00 100.47 N/A N/A 2 0 2 0 2022-03-15 $111.89 $105.00 23.1% 6.6% 24.3% 0.0% 24.4% 7.0% 0.3% 660 -15.5K -39 0.00 89.60 N/A N/A 2 0 2 0 2022-03-16 $112.75 $105.00 26.4% 6.4% 23.9% 0.0% 26.8% 12.2% -0.6% 545 -16.4K -37 0.00 55.01 N/A N/A 2 0 2 0 2022-03-21 $116.43 $0.00 20.2% 5.2% 26.6% 0.0% 0.0% 3.8% -2.0% 524 -19.7K -28 0.00 132.03 N/A N/A 2 0 2 0 2022-03-22 $117.20 $0.00 17.3% 4.8% 25.8% 0.0% 0.0% 2.6% -0.4% 489 -20.6K -22 0.00 128.18 N/A N/A 2 0 2 0 2022-03-23 $116.03 $0.00 22.0% 4.9% 26.1% 0.0% 0.0% 3.3% -4.5% 543 -20.0K -25 0.00 133.90 N/A N/A 2 0 2 0 2022-03-24 $116.31 $0.00 20.0% 4.8% 25.5% 0.0% 0.0% 3.0% -4.0% 530 -20.1K -25 0.00 134.80 N/A N/A 2 0 2 0 2022-03-25 $116.25 $0.00 20.0% 4.6% 24.6% 38.6% 0.0% 2.2% -4.1% 530 -20.3K -24 0.00 135.97 N/A N/A 2 0 2 0 2022-03-28 $116.03 $0.00 20.0% 4.6% 24.5% 38.5% 0.0% 2.4% -5.1% 534 -20.5K -21 0.00 136.90 N/A N/A 2 0 2 0 2022-03-29 $118.39 $0.00 16.7% 4.0% 23.9% 25.5% 0.0% 2.7% -1.6% 373 -22.3K -12 0.00 133.66 N/A N/A 2 0 2 0 2022-03-30 $117.72 $0.00 17.5% 3.9% 23.8% 28.8% 0.0% 2.9% -2.4% 413 -21.9K -14 0.00 134.13 N/A N/A 2 0 2 0 2022-03-31 $116.64 $0.00 20.5% 4.4% 23.5% 40.4% 0.0% 3.1% -2.2% 501 -20.9K -19 0.00 133.57 N/A N/A 2 0 2 0
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