EXI Options History — August 2022 In August 2022, EXI traded between $100.96 and $108.87. ATM implied volatility averaged 21.7%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 2.8% (HV 20d: 18.8%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 12 of 23 days.
Notable Days 2022-08-10 : Largest IV drop — 38.6% change2022-08-09 : Highest IV Rank — 39.1%2022-08-31 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $105.39 $100.96 $108.87 $105.38 $100.96 ATM IV 21.7% 17.1% 28.7% 22.5% 26.1% Expected Move 5.8% 4.9% 7.5% 6.4% 7.5% HV 20d 18.8% 16.8% 20.7% 19.6% 20.1% HV 60d 23.2% 22.4% 24.3% 24.3% 23.0% IV Rank 24.3% 14.7% 39.1% 26.0% 33.6% IV Percentile 51.3% 18.9% 90.4% 56.8% 84.7% Term Structure -1.5% -6.5% 2.8% -5.8% -3.4% Skew 25d 2.1% 1.1% 2.9% 2.1% 2.9% Skew 10d 2.6% 1.7% 4.5% 3.5% 2.8% Call IV 25d 20.8% 17.3% 26.9% 22.8% 26.7% Put IV 25d 22.9% 19.2% 29.6% 24.9% 29.6% Bid-Ask Spread % 136.38 127.41 166.72 142.64 130.91 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 (23 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 2022-08-01 $105.38 $0.00 22.5% 6.4% 19.6% 26.0% 0.0% 2.1% -5.8% 0 0 0 0.00 142.64 N/A N/A 0 0 0 0 2022-08-02 $104.28 $0.00 23.7% 6.8% 18.5% 28.5% 0.0% 2.3% -5.6% 0 0 0 0.00 144.09 N/A N/A 0 0 0 0 2022-08-03 $104.73 $0.00 22.8% 6.5% 18.4% 26.7% 0.0% 1.7% -6.2% 0 0 0 0.00 142.28 N/A N/A 0 0 0 0 2022-08-04 $105.57 $0.00 25.7% 5.0% 18.1% 32.8% 0.0% 2.5% 1.2% 0 0 0 0.00 127.41 N/A N/A 0 0 0 0 2022-08-05 $105.13 $0.00 24.3% 5.1% 18.3% 30.0% 0.0% 1.1% 2.2% 0 0 0 0.00 127.56 N/A N/A 0 0 0 0 2022-08-08 $105.47 $0.00 26.3% 5.2% 17.1% 34.2% 0.0% 2.7% 2.1% 0 0 0 0.00 129.87 N/A N/A 0 0 0 0 2022-08-09 $104.29 $0.00 28.7% 5.3% 17.8% 39.1% 0.0% 2.1% 0.7% 0 0 0 0.00 128.88 N/A N/A 0 0 0 0 2022-08-10 $107.26 $0.00 17.6% 5.0% 19.4% 15.8% 0.0% 2.1% 1.6% 0 0 0 0.00 128.51 N/A N/A 0 0 0 0 2022-08-11 $107.36 $0.00 17.6% 5.1% 18.6% 15.8% 0.0% 1.6% 1.2% 0 0 0 0.00 130.37 N/A N/A 0 0 0 0 2022-08-12 $108.54 $0.00 17.1% 4.9% 18.5% 14.7% 0.0% 1.9% 1.1% 0 0 0 0.00 128.94 N/A N/A 0 0 0 0 2022-08-15 $108.55 $0.00 17.7% 5.1% 18.6% 15.9% 0.0% 1.9% 0.6% 0 0 0 0.00 129.05 N/A N/A 0 0 0 0 2022-08-16 $108.87 $0.00 17.8% 5.1% 16.8% 16.1% 0.0% 2.2% 1.1% 0 0 0 0.00 130.69 N/A N/A 0 0 0 0 2022-08-17 $107.95 $0.00 18.4% 5.3% 17.5% 17.5% 0.0% 1.7% 0.4% 0 0 0 0.00 130.20 N/A N/A 0 0 0 0 2022-08-18 $108.05 $0.00 18.7% 5.4% 17.5% 18.1% 0.0% 2.3% -2.5% 0 0 0 0.00 130.13 N/A N/A 0 0 0 0 2022-08-19 $106.40 $0.00 17.2% 4.9% 18.8% 14.9% 0.0% 1.9% 2.8% 0 0 0 0.00 128.63 N/A N/A 0 0 0 0 2022-08-22 $104.12 $0.00 21.2% 6.1% 20.7% 23.3% 0.0% 2.2% -4.7% 0 0 0 0.00 163.08 N/A N/A 0 0 0 0 2022-08-23 $104.28 $0.00 21.6% 6.2% 20.3% 24.1% 0.0% 2.5% -4.9% 0 0 0 0.00 163.09 N/A N/A 0 0 0 0 2022-08-24 $104.69 $0.00 18.8% 5.4% 19.6% 18.3% 0.0% 2.1% 0.0% 0 0 0 0.00 128.22 N/A N/A 0 0 0 0 2022-08-25 $105.82 $0.00 20.5% 5.9% 18.5% 21.8% 0.0% 2.3% -2.4% 0 0 0 0.00 130.37 N/A N/A 0 0 0 0 2022-08-26 $102.67 $0.00 23.1% 6.6% 20.1% 27.3% 0.0% 1.5% -4.4% 0 0 0 0.00 166.72 N/A N/A 0 0 0 0 2022-08-29 $102.36 $0.00 25.1% 7.2% 20.1% 31.6% 0.0% 2.3% -6.5% 0 0 0 0.00 142.71 N/A N/A 0 0 0 0 2022-08-30 $101.16 $0.00 25.8% 7.4% 20.2% 33.1% 0.0% 2.3% -4.1% 0 0 0 0.00 132.39 N/A N/A 0 0 0 0 2022-08-31 $100.96 $0.00 26.1% 7.5% 20.1% 33.6% 0.0% 2.9% -3.4% 0 0 0 0.00 130.91 N/A N/A 0 0 0 0
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