EXI Options History — April 2022 In April 2022, EXI traded between $106.60 and $115.30. ATM implied volatility averaged 25.0%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 5.4% (HV 20d: 19.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-04-01 : Highest Volume — 2 contracts2022-04-13 : Largest IV drop — 64.7% change2022-04-11 : Highest IV Rank — 100.0%2022-04-22 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $111.00 $106.60 $115.30 $114.99 $106.60 ATM IV 25.0% 15.9% 50.7% 19.9% 24.4% Expected Move 5.6% 4.5% 7.4% 4.8% 7.0% HV 20d 19.5% 15.7% 23.4% 23.4% 19.1% HV 60d 20.4% 20.1% 21.4% 20.1% 21.4% IV Rank 44.5% 14.3% 100.0% 38.1% 35.2% IV Percentile 67.5% 16.9% 100.0% 46.6% 81.3% Term Structure -0.1% -3.5% 2.1% -3.5% -0.8% Skew 25d 3.1% 1.1% 5.3% 2.3% 5.2% Skew 10d 4.8% 3.3% 8.8% 3.4% 6.4% Call IV 25d 19.5% 15.5% 32.7% 20.1% 24.0% Put IV 25d 22.6% 18.2% 33.7% 22.5% 29.2% Bid-Ask Spread % 138.47 132.95 143.87 132.95 143.16 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 788 580 923 594 922 Net DEX -16.5K -19.8K -12.5K -19.4K -12.5K Net VEX -28 -32 -18 -26 -31 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 1.9 0 2 2 2 Total OI 2 2 2 2 2
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 2022-04-01 $114.99 $0.00 19.9% 4.8% 23.4% 38.1% 0.0% 2.3% -3.5% 594 -19.4K -26 0.00 132.95 N/A N/A 2 0 2 0 2022-04-04 $115.30 $0.00 24.9% 4.5% 23.2% 57.6% 0.0% 1.8% 2.1% 580 -19.8K -23 0.00 137.83 N/A N/A 2 0 2 0 2022-04-05 $113.42 $0.00 27.1% 4.8% 22.8% 66.0% 0.0% 2.9% 1.2% 697 -19.0K -25 0.00 140.06 N/A N/A 2 0 2 0 2022-04-06 $111.47 $0.00 29.6% 5.6% 22.5% 75.8% 0.0% 2.8% 0.1% 740 -16.6K -31 0.00 135.63 N/A N/A 2 0 2 0 2022-04-07 $112.28 $0.00 29.8% 5.3% 22.6% 76.6% 0.0% 2.2% -0.5% 690 -17.0K -31 0.00 136.79 N/A N/A 2 0 2 0 2022-04-08 $111.51 $0.00 26.4% 5.1% 19.8% 63.2% 0.0% 3.1% 0.8% 765 -16.8K -31 0.00 133.81 N/A N/A 2 0 2 0 2022-04-11 $110.76 $0.00 42.9% 5.6% 19.6% 100.0% 0.0% 2.9% 0.1% 790 -16.1K -32 0.00 138.35 N/A N/A 2 0 2 0 2022-04-12 $109.90 $0.00 50.7% 5.3% 19.7% 100.0% 0.0% 4.6% 1.5% 839 -15.5K -31 0.00 140.21 N/A N/A 2 0 2 0 2022-04-13 $111.02 $0.00 17.9% 5.1% 19.9% 19.2% 0.0% 1.8% -0.4% 814 -16.6K -30 0.00 138.87 N/A N/A 2 0 2 0 2022-04-14 $111.44 $0.00 17.6% 5.0% 19.5% 18.3% 0.0% 2.9% 1.2% 811 -17.2K -27 0.00 141.17 N/A N/A 2 0 2 0 2022-04-18 $110.55 $0.00 18.3% 5.3% 19.5% 20.2% 0.0% 2.5% -0.0% 877 -16.5K -28 0.00 141.78 N/A N/A 2 0 2 0 2022-04-19 $111.65 $0.00 15.9% 4.6% 15.7% 14.3% 0.0% 2.2% 1.1% 844 -17.9K -24 0.00 135.96 N/A N/A 2 0 2 0 2022-04-20 $113.31 $0.00 16.0% 4.6% 16.5% 14.5% 0.0% 2.7% 0.6% 710 -19.8K -18 0.00 139.83 N/A N/A 2 0 2 0 2022-04-21 $112.72 $0.00 17.5% 5.0% 16.3% 18.1% 0.0% 3.0% -1.0% 758 -18.8K -22 0.00 143.87 N/A N/A 2 0 2 0 2022-04-22 $110.41 $0.00 26.0% 7.4% 17.6% 39.1% 0.0% 4.7% -1.6% 775 -15.2K -30 0.00 139.29 N/A N/A 2 0 2 0 2022-04-25 $109.66 $0.00 22.0% 6.3% 17.6% 29.3% 0.0% 5.3% -0.4% 878 -15.0K -30 0.00 133.72 N/A N/A 2 0 2 0 2022-04-26 $106.91 $0.00 25.2% 7.2% 19.3% 37.2% 0.0% 1.1% -1.0% 866 -12.6K -32 0.00 141.07 N/A N/A 2 0 2 0 2022-04-27 $107.34 $0.00 24.0% 6.9% 17.4% 34.1% 0.0% 4.1% 0.2% 923 -12.8K -31 0.00 138.48 N/A N/A 0 0 2 0 2022-04-28 $108.67 $0.00 23.3% 6.7% 18.4% 32.4% 0.0% 3.9% -2.3% 894 -14.0K -30 0.00 136.60 N/A N/A 2 0 2 0 2022-04-29 $106.60 $0.00 24.4% 7.0% 19.1% 35.2% 0.0% 5.2% -0.8% 922 -12.5K -31 0.00 143.16 N/A N/A 2 0 2 0
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