EXI Options History — September 2022 In September 2022, EXI traded between $89.84 and $103.31. ATM implied volatility averaged 28.4%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 5.6% (HV 20d: 22.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days.
Notable Days 2022-09-14 : Largest IV drop — 58.7% change2022-09-13 : Highest IV Rank — 89.3%2022-09-30 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $96.43 $89.84 $103.31 $99.29 $90.30 ATM IV 28.4% 20.8% 52.5% 27.1% 28.7% Expected Move 6.8% 5.3% 8.2% 7.8% 8.2% HV 20d 22.8% 18.2% 27.1% 20.4% 26.8% HV 60d 21.6% 20.4% 23.2% 23.2% 22.5% IV Rank 38.5% 22.5% 89.3% 35.8% 39.1% IV Percentile 77.8% 39.2% 99.6% 87.7% 88.9% Term Structure -0.3% -5.9% 3.5% -4.9% -2.0% Skew 25d 2.7% -0.9% 4.5% 2.6% 3.7% Skew 10d 2.8% -8.5% 6.4% 2.6% 0.7% Call IV 25d 23.9% 18.6% 30.1% 28.3% 28.5% Put IV 25d 26.6% 21.4% 34.6% 30.9% 32.1% Bid-Ask Spread % 128.65 118.75 147.19 129.08 119.71 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 (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 2022-09-01 $99.29 $0.00 27.1% 7.8% 20.4% 35.8% 0.0% 2.6% -4.9% 0 0 0 0.00 129.08 N/A N/A 0 0 0 0 2022-09-02 $98.61 $0.00 27.5% 7.9% 20.4% 36.6% 0.0% 2.2% -5.9% 0 0 0 0.00 133.15 N/A N/A 0 0 0 0 2022-09-06 $98.67 $0.00 31.8% 6.3% 20.4% 45.6% 0.0% 3.0% 0.7% 0 0 0 0.00 129.25 N/A N/A 0 0 0 0 2022-09-07 $100.34 $0.00 31.4% 6.0% 21.3% 44.9% 0.0% 1.8% 0.4% 0 0 0 0.00 128.38 N/A N/A 0 0 0 0 2022-09-08 $100.20 $0.00 32.5% 6.0% 18.2% 47.2% 0.0% 2.1% 0.6% 0 0 0 0.00 129.82 N/A N/A 0 0 0 0 2022-09-09 $102.32 $0.00 32.3% 5.3% 20.1% 46.7% 0.0% 2.8% 2.9% 0 0 0 0.00 132.74 N/A N/A 0 0 0 0 2022-09-12 $103.31 $0.00 41.1% 5.5% 20.0% 65.3% 0.0% 2.7% 1.6% 0 0 0 0.00 134.44 N/A N/A 0 0 0 0 2022-09-13 $99.72 $0.00 52.5% 6.1% 23.1% 89.3% 0.0% 3.1% 3.5% 0 0 0 0.00 133.81 N/A N/A 0 0 0 0 2022-09-14 $99.04 $0.00 21.7% 6.2% 22.9% 24.3% 0.0% 2.4% 1.1% 0 0 0 0.00 131.92 N/A N/A 0 0 0 0 2022-09-15 $98.56 $0.00 20.8% 6.0% 22.9% 22.5% 0.0% 2.8% 1.4% 0 0 0 0.00 132.17 N/A N/A 0 0 0 0 2022-09-16 $96.40 $0.00 22.3% 6.4% 23.6% 25.7% 0.0% 3.1% 1.5% 0 0 0 0.00 127.97 N/A N/A 0 0 0 0 2022-09-19 $97.61 $0.00 22.3% 6.4% 24.2% 25.6% 0.0% 3.0% -0.1% 0 0 0 0.00 129.03 N/A N/A 0 0 0 0 2022-09-20 $96.24 $0.00 22.6% 6.5% 23.6% 26.2% 0.0% 3.5% 1.4% 0 0 0 0.00 129.24 N/A N/A 0 0 0 0 2022-09-21 $94.99 $0.00 23.5% 6.7% 23.7% 28.1% 0.0% 2.6% -0.7% 0 0 0 0.00 129.66 N/A N/A 0 0 0 0 2022-09-22 $94.28 $0.00 22.0% 6.3% 23.5% 25.1% 0.0% -0.9% 2.7% 0 0 0 0.00 123.76 N/A N/A 0 0 0 0 2022-09-23 $91.55 $0.00 26.5% 7.6% 24.2% 34.6% 0.0% 3.9% -4.1% 0 0 0 0.00 147.19 N/A N/A 0 0 0 0 2022-09-26 $90.68 $0.00 26.4% 7.6% 22.7% 34.4% 0.0% 2.7% -1.7% 0 0 0 0.00 120.37 N/A N/A 0 0 0 0 2022-09-27 $89.84 $0.00 27.4% 7.9% 22.7% 36.5% 0.0% 2.2% -1.8% 0 0 0 0.00 120.75 N/A N/A 0 0 0 0 2022-09-28 $92.69 $0.00 27.8% 8.0% 26.2% 37.3% 0.0% 4.5% -1.0% 0 0 0 0.00 118.75 N/A N/A 0 0 0 0 2022-09-29 $90.49 $0.00 28.2% 8.1% 27.1% 38.2% 0.0% 2.1% -1.9% 0 0 0 0.00 120.47 N/A N/A 0 0 0 0 2022-09-30 $90.30 $0.00 28.7% 8.2% 26.8% 39.1% 0.0% 3.7% -2.0% 0 0 0 0.00 119.71 N/A N/A 0 0 0 0
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