EXI Options History — July 2022 In July 2022, EXI traded between $94.39 and $105.38. ATM implied volatility averaged 27.5%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 5.2% (HV 20d: 22.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2022-07-13 : Largest IV drop — 57.8% change2022-07-12 : Highest IV Rank — 100.0%2022-07-01 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $98.13 $94.39 $105.38 $96.74 $105.38 ATM IV 27.5% 20.7% 57.5% 27.1% 20.8% Expected Move 6.3% 5.7% 7.8% 7.8% 6.0% HV 20d 22.3% 16.8% 28.3% 26.9% 19.5% HV 60d 24.5% 24.2% 25.1% 24.2% 24.6% IV Rank 39.3% 22.2% 100.0% 41.8% 22.5% IV Percentile 66.0% 40.6% 100.0% 88.6% 40.6% Term Structure -1.9% -5.1% 0.8% -3.7% -3.8% Skew 25d 2.5% 1.0% 3.9% 3.0% 2.6% Skew 10d 3.7% -7.5% 6.0% 1.1% 3.7% Call IV 25d 22.3% 19.5% 29.1% 29.1% 21.2% Put IV 25d 24.9% 22.4% 32.1% 32.1% 23.8% Bid-Ask Spread % 139.86 134.95 145.12 136.56 140.52 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2022-07-01 $96.74 $0.00 27.1% 7.8% 26.9% 41.8% 0.0% 3.0% -3.7% 0 0 0 0.00 136.56 N/A N/A 0 0 0 0 2022-07-05 $94.93 $0.00 31.9% 6.5% 27.3% 53.6% 0.0% 2.1% -0.4% 0 0 0 0.00 135.57 N/A N/A 0 0 0 0 2022-07-06 $95.74 $0.00 32.4% 6.1% 27.6% 55.0% 0.0% 2.7% 0.0% 0 0 0 0.00 136.70 N/A N/A 0 0 0 0 2022-07-07 $97.15 $0.00 33.1% 5.8% 28.3% 56.6% 0.0% 3.2% 0.5% 0 0 0 0.00 138.57 N/A N/A 0 0 0 0 2022-07-08 $97.23 $0.00 34.0% 5.7% 28.2% 58.8% 0.0% 2.4% 0.8% 0 0 0 0.00 139.30 N/A N/A 0 0 0 0 2022-07-11 $95.91 $0.00 49.9% 6.2% 27.2% 98.0% 0.0% 3.0% -0.1% 0 0 0 0.00 139.12 N/A N/A 0 0 0 0 2022-07-12 $95.56 $0.00 57.5% 6.1% 25.7% 100.0% 0.0% 3.9% -0.9% 0 0 0 0.00 139.78 N/A N/A 0 0 0 0 2022-07-13 $95.36 $0.00 24.3% 7.0% 21.4% 29.8% 0.0% 3.3% -1.0% 0 0 0 0.00 134.95 N/A N/A 0 0 0 0 2022-07-14 $94.39 $0.00 22.3% 6.4% 21.7% 25.7% 0.0% 1.8% -0.2% 0 0 0 0.00 136.62 N/A N/A 0 0 0 0 2022-07-15 $95.68 $0.00 21.5% 6.2% 21.4% 24.0% 0.0% 2.4% -1.5% 0 0 0 0.00 140.28 N/A N/A 0 0 0 0 2022-07-18 $96.33 $0.00 22.9% 6.6% 18.5% 26.9% 0.0% 2.9% -3.1% 0 0 0 0.00 142.41 N/A N/A 0 0 0 0 2022-07-19 $99.00 $0.00 21.3% 6.1% 20.7% 23.5% 0.0% 1.2% -3.5% 0 0 0 0.00 138.85 N/A N/A 0 0 0 0 2022-07-20 $99.35 $0.00 21.1% 6.1% 20.4% 23.2% 0.0% 3.0% -1.2% 0 0 0 0.00 142.25 N/A N/A 0 0 0 0 2022-07-21 $99.97 $0.00 20.7% 5.9% 20.3% 22.2% 0.0% 2.3% -2.1% 0 0 0 0.00 141.78 N/A N/A 0 0 0 0 2022-07-22 $100.02 $0.00 20.8% 6.0% 19.6% 22.5% 0.0% 2.6% -1.6% 0 0 0 0.00 145.12 N/A N/A 0 0 0 0 2022-07-25 $100.33 $0.00 22.0% 6.3% 16.8% 24.9% 0.0% 2.3% -2.9% 0 0 0 0.00 143.29 N/A N/A 0 0 0 0 2022-07-26 $99.36 $0.00 23.1% 6.6% 17.3% 27.4% 0.0% 2.4% -5.1% 0 0 0 0.00 143.34 N/A N/A 0 0 0 0 2022-07-27 $101.00 $0.00 22.0% 6.3% 17.8% 25.0% 0.0% 1.0% -4.6% 0 0 0 0.00 141.02 N/A N/A 0 0 0 0 2022-07-28 $103.22 $0.00 21.5% 6.2% 18.8% 24.0% 0.0% 2.3% -3.9% 0 0 0 0.00 141.13 N/A N/A 0 0 0 0 2022-07-29 $105.38 $0.00 20.8% 6.0% 19.5% 22.5% 0.0% 2.6% -3.8% 0 0 0 0.00 140.52 N/A N/A 0 0 0 0
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