EXI Options History — June 2022 In June 2022, EXI traded between $94.67 and $108.30. ATM implied volatility averaged 24.2%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 2.0% (HV 20d: 26.2%). Max pain ranged from $105.00 to $105.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-06-01 : Highest Volume — 2 contracts2022-06-08 : Largest IV drop — 31.7% change2022-06-06 : Highest IV Rank — 45.8%2022-06-30 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $100.17 $94.67 $108.30 $106.32 $95.99 Max Pain $105.00 $105.00 $105.00 $105.00 $105.00 ATM IV 24.2% 17.3% 28.7% 21.8% 27.7% Expected Move 6.5% 5.0% 7.9% 6.3% 7.9% HV 20d 26.2% 20.6% 29.5% 24.5% 27.7% HV 60d 23.3% 21.4% 24.4% 22.7% 24.3% IV Rank 34.8% 17.7% 45.8% 28.9% 43.3% IV Percentile 71.3% 26.0% 92.0% 55.8% 90.6% Term Structure -1.1% -4.6% 3.6% -3.0% -4.3% VWIV 23.1% 23.1% 23.1% 23.1% 23.1% Skew 25d 2.9% 1.5% 8.8% 3.1% 3.7% Skew 10d 1.5% -2.0% 4.6% 1.7% -0.9% Call IV 25d 22.6% 15.8% 28.8% 21.8% 28.8% Put IV 25d 25.5% 19.2% 32.4% 24.9% 32.4% Bid-Ask Spread % 136.94 131.74 149.53 134.15 135.62 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 683 0 1.9K 1.9K 0 Net DEX -5.1K -16.1K 0 -12.3K 0 Net VEX -5 -17 0 -17 0 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 1.238 0 2 2 0 Total OI 1.238 0 2 2 0
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 2022-06-01 $106.32 $105.00 21.8% 6.3% 24.5% 28.9% 23.1% 3.1% -3.0% 1.9K -12.3K -17 0.00 134.15 N/A N/A 2 0 2 0 2022-06-02 $108.12 $0.00 25.4% 5.0% 24.4% 37.6% 0.0% 1.5% 0.3% 1.3K -14.8K -16 0.00 135.60 N/A N/A 2 0 2 0 2022-06-03 $107.24 $0.00 25.7% 5.2% 22.4% 38.3% 0.0% 1.7% 0.2% 1.5K -14.0K -16 0.00 137.25 N/A N/A 2 0 2 0 2022-06-06 $107.73 $0.00 28.7% 5.1% 22.3% 45.8% 0.0% 2.7% 1.4% 1.5K -14.8K -13 0.00 138.40 N/A N/A 2 0 2 0 2022-06-07 $108.30 $0.00 25.4% 5.0% 20.6% 37.6% 0.0% 8.8% 2.8% 1.5K -16.1K -11 0.00 131.74 N/A N/A 2 0 2 0 2022-06-08 $106.85 $0.00 17.3% 5.0% 21.1% 17.7% 0.0% 2.1% 0.8% 1.7K -13.8K -13 0.00 136.11 N/A N/A 2 0 2 0 2022-06-09 $104.05 $0.00 20.2% 5.8% 23.4% 24.9% 0.0% 3.1% 0.6% 1.7K -9.1K -12 0.00 139.70 N/A N/A 2 0 2 0 2022-06-10 $101.18 $0.00 23.4% 6.7% 25.5% 32.7% 0.0% 2.7% -4.6% 1.2K -5.3K -9 0.00 137.71 N/A N/A 2 0 2 0 2022-06-13 $97.13 $0.00 26.4% 7.6% 28.2% 40.2% 0.0% 3.0% -2.1% 457 -1.1K -2 0.00 132.21 N/A N/A 2 0 2 0 2022-06-14 $96.68 $0.00 25.2% 7.2% 28.1% 37.2% 0.0% 2.9% -2.0% 418 -1.0K -2 0.00 135.56 N/A N/A 2 0 2 0 2022-06-15 $98.25 $0.00 22.5% 6.5% 28.2% 30.5% 0.0% 2.5% -0.1% 717 -2.4K -3 0.00 134.71 N/A N/A 2 0 2 0 2022-06-16 $95.25 $0.00 27.3% 7.8% 28.6% 42.4% 0.0% 2.8% 3.6% 309 -807 -1 0.00 149.53 N/A N/A 2 0 2 0 2022-06-17 $95.07 $0.00 25.3% 7.2% 28.6% 37.3% 0.0% 2.1% -1.1% 265 -641 0 0.00 133.89 N/A N/A 2 0 2 0 2022-06-21 $96.26 $0.00 24.9% 7.1% 28.9% 36.4% 0.0% 3.4% -1.5% 0 0 0 0.00 137.05 N/A N/A 0 0 0 0 2022-06-22 $95.75 $0.00 22.4% 6.4% 27.4% 30.1% 0.0% 2.0% -0.7% 0 0 0 0.00 134.88 N/A N/A 0 0 0 0 2022-06-23 $94.67 $0.00 25.3% 7.2% 27.4% 37.4% 0.0% 2.9% -2.7% 0 0 0 0.00 137.73 N/A N/A 0 0 0 0 2022-06-24 $97.56 $0.00 24.3% 7.0% 29.5% 34.9% 0.0% 2.9% -4.4% 0 0 0 0.00 135.90 N/A N/A 0 0 0 0 2022-06-27 $97.72 $0.00 22.2% 6.4% 28.6% 29.7% 0.0% 2.3% -1.4% 0 0 0 0.00 139.68 N/A N/A 0 0 0 0 2022-06-28 $97.01 $0.00 23.6% 6.8% 27.8% 33.3% 0.0% 2.0% -4.4% 0 0 0 0.00 140.21 N/A N/A 0 0 0 0 2022-06-29 $96.39 $0.00 23.9% 6.9% 27.7% 34.0% 0.0% 2.4% -0.5% 0 0 0 0.00 138.15 N/A N/A 0 0 0 0 2022-06-30 $95.99 $0.00 27.7% 7.9% 27.7% 43.3% 0.0% 3.7% -4.3% 0 0 0 0.00 135.62 N/A N/A 0 0 0 0
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