EXI Options History — May 2022 In May 2022, EXI traded between $101.29 and $108.92. ATM implied volatility averaged 25.6%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 1.7% (HV 20d: 23.9%). Max pain ranged from $105.00 to $105.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-05-02 : Highest Volume — 2 contracts2022-05-18 : Largest IV spike — 24.6% change2022-05-09 : Highest IV Rank — 69.9%2022-05-09 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $104.36 $101.29 $108.92 $105.04 $107.16 Max Pain $105.00 $105.00 $105.00 $105.00 $105.00 ATM IV 25.6% 20.4% 38.5% 25.4% 24.4% Expected Move 7.1% 5.8% 9.0% 7.3% 7.0% HV 20d 23.9% 19.2% 26.5% 19.2% 25.2% HV 60d 22.5% 21.2% 23.2% 21.2% 22.7% IV Rank 38.2% 25.2% 69.9% 37.7% 35.2% IV Percentile 75.2% 47.5% 98.7% 86.8% 77.8% Term Structure -2.7% -9.8% 0.9% 0.2% -3.3% VWIV 22.6% 18.0% 28.2% 28.2% 22.6% Skew 25d 3.8% -0.6% 7.1% 3.3% 5.5% Skew 10d 4.5% -1.1% 8.9% 5.9% 5.3% Call IV 25d 22.5% 18.0% 29.2% 23.7% 23.6% Put IV 25d 26.3% 22.7% 29.9% 26.9% 29.1% Bid-Ask Spread % 129.17 121.72 138.71 135.57 134.03 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.2K 821 1.9K 935 1.4K Net DEX -9.7K -14.6K -5.6K -11.1K -13.7K Net VEX -24 -30 -17 -30 -17 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 2 2 2 2 2 Total OI 2 2 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 2022-05-02 $105.04 $0.00 25.4% 7.3% 19.2% 37.7% 0.0% 3.3% 0.2% 935 -11.1K -30 0.00 135.57 N/A N/A 2 0 2 0 2022-05-03 $106.96 $0.00 23.4% 6.7% 20.7% 32.8% 0.0% 3.3% -2.3% 1.1K -12.4K -29 0.00 138.25 N/A N/A 2 0 2 0 2022-05-04 $108.92 $0.00 26.7% 7.7% 21.5% 40.8% 0.0% -0.6% -9.8% 1.1K -14.6K -27 0.00 138.71 N/A N/A 2 0 2 0 2022-05-05 $105.99 $105.00 32.2% 8.1% 22.7% 54.4% 28.2% 5.9% -4.0% 908 -11.6K -29 0.00 124.69 N/A N/A 2 0 2 0 2022-05-06 $105.32 $105.00 31.0% 8.0% 22.4% 51.4% 27.6% 7.1% -2.6% 932 -10.6K -28 0.00 123.13 N/A N/A 2 0 2 0 2022-05-09 $103.00 $105.00 38.5% 9.0% 23.4% 69.9% 25.2% 1.7% -5.7% 821 -8.8K -26 0.00 121.72 N/A N/A 2 0 2 0 2022-05-10 $102.35 $105.00 34.0% 7.8% 23.4% 58.8% 24.7% 5.0% -1.9% 982 -7.5K -25 0.00 124.31 N/A N/A 2 0 2 0 2022-05-11 $102.01 $105.00 29.0% 8.3% 23.4% 46.5% 25.5% 5.9% -4.3% 918 -7.7K -25 0.00 123.69 N/A N/A 2 0 2 0 2022-05-12 $101.61 $105.00 25.7% 7.4% 22.8% 38.3% 20.8% 5.4% -1.5% 946 -7.1K -23 0.00 123.35 N/A N/A 2 0 2 0 2022-05-13 $103.58 $105.00 21.6% 6.2% 24.1% 28.3% 18.0% 4.7% 0.2% 1.2K -8.8K -25 0.00 125.96 N/A N/A 2 0 2 0 2022-05-16 $104.12 $105.00 21.2% 6.1% 24.3% 27.4% 20.4% 3.3% -0.4% 1.3K -8.7K -24 0.00 128.92 N/A N/A 2 0 2 0 2022-05-17 $105.68 $105.00 20.4% 5.8% 24.7% 25.2% 20.7% 2.3% -1.3% 1.5K -11.0K -24 0.00 130.08 N/A N/A 2 0 2 0 2022-05-18 $102.78 $105.00 25.4% 7.3% 25.3% 37.6% 19.5% 6.5% -2.2% 1.1K -8.6K -23 0.00 132.16 N/A N/A 2 0 2 0 2022-05-19 $102.56 $105.00 22.6% 6.5% 25.3% 30.8% 22.0% 4.0% -1.1% 1.2K -7.1K -21 0.00 128.38 N/A N/A 2 0 2 0 2022-05-20 $101.29 $105.00 23.1% 6.6% 24.8% 31.9% 21.0% 2.8% 0.9% 1.1K -5.6K -19 0.00 130.15 N/A N/A 2 0 2 0 2022-05-23 $103.59 $105.00 21.8% 6.3% 26.5% 28.8% 20.8% 3.1% -2.9% 1.4K -8.0K -21 0.00 127.73 N/A N/A 2 0 2 0 2022-05-24 $102.64 $105.00 23.3% 6.7% 25.3% 32.3% 20.6% 3.7% -2.6% 1.3K -7.7K -20 0.00 127.94 N/A N/A 2 0 2 0 2022-05-25 $103.96 $105.00 24.1% 6.9% 25.7% 34.4% 23.5% 2.0% -5.2% 1.4K -8.4K -20 0.00 130.45 N/A N/A 2 0 2 0 2022-05-26 $105.69 $105.00 22.4% 6.4% 26.1% 30.3% 24.8% 0.1% -3.9% 1.9K -10.7K -20 0.00 129.97 N/A N/A 2 0 2 0 2022-05-27 $107.24 $105.00 21.9% 6.3% 25.8% 29.1% 21.1% 3.8% -2.9% 1.4K -13.8K -19 0.00 133.30 N/A N/A 2 0 2 0 2022-05-31 $107.16 $105.00 24.4% 7.0% 25.2% 35.2% 22.6% 5.5% -3.3% 1.4K -13.7K -17 0.00 134.03 N/A N/A 2 0 2 0
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