EXI Options History — October 2022 In October 2022, EXI traded between $91.48 and $100.69. ATM implied volatility averaged 27.2%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 2.5% (HV 20d: 29.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2022-10-13 : Highest Volume — 2 contracts2022-10-12 : Largest IV drop — 27.6% change2022-10-11 : Highest IV Rank — 53.5%2022-10-03 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $95.10 $91.48 $100.69 $92.85 $99.89 ATM IV 27.2% 23.5% 37.3% 29.0% 26.5% Expected Move 7.4% 6.7% 8.3% 8.3% 7.6% HV 20d 29.7% 25.6% 32.0% 29.1% 25.6% HV 60d 24.8% 23.3% 25.4% 23.3% 25.4% IV Rank 31.5% 21.6% 53.5% 39.8% 27.7% IV Percentile 78.0% 57.9% 97.2% 90.1% 79.8% Term Structure -1.8% -8.6% 2.1% -5.3% -3.9% Skew 25d 2.6% 1.2% 4.0% 3.7% 1.6% Skew 10d 2.7% -0.4% 5.1% 3.8% 3.0% Call IV 25d 25.0% 21.7% 29.1% 29.1% 28.1% Put IV 25d 27.6% 24.7% 32.8% 32.8% 29.7% Bid-Ask Spread % 130.98 119.76 137.45 119.76 137.45 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -14 -285 0 0 0 Net DEX 842 0 17.7K 0 0 Net VEX -0 -2 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.667 0 2 0 0 Total OI 0.095 0 2 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 2022-10-03 $92.85 $0.00 29.0% 8.3% 29.1% 39.8% 0.0% 3.7% -5.3% 0 0 0 0.00 119.76 N/A N/A 0 0 0 0 2022-10-04 $96.09 $0.00 25.1% 7.2% 32.0% 31.7% 0.0% 4.0% -0.6% 0 0 0 0.00 128.15 N/A N/A 0 0 0 0 2022-10-05 $95.68 $0.00 25.0% 7.2% 31.3% 31.3% 0.0% 3.1% -3.7% 0 0 0 0.00 127.63 N/A N/A 0 0 0 0 2022-10-06 $94.16 $0.00 29.0% 6.8% 31.7% 39.1% 0.0% 3.0% 0.1% 0 0 0 0.00 131.67 N/A N/A 0 0 0 0 2022-10-07 $92.10 $0.00 32.4% 7.3% 31.0% 45.6% 0.0% 3.7% -1.3% 0 0 0 0.00 129.75 N/A N/A 0 0 0 0 2022-10-10 $92.58 $0.00 33.1% 7.6% 30.8% 47.0% 0.0% 3.1% -1.2% 0 0 0 0.00 129.05 N/A N/A 0 0 0 0 2022-10-11 $91.83 $0.00 37.3% 7.6% 28.7% 53.5% 0.0% 3.0% 0.2% 0 0 0 0.00 128.54 N/A N/A 0 0 0 0 2022-10-12 $91.83 $0.00 27.0% 7.7% 28.7% 29.8% 0.0% 3.1% -1.0% 0 0 0 0.00 128.28 N/A N/A 0 0 0 0 2022-10-13 $93.45 $0.00 26.9% 7.7% 29.7% 29.4% 0.0% 1.2% -8.6% 0 0 0 0.00 124.47 N/A N/A 0 2 0 0 2022-10-14 $91.48 $0.00 27.1% 7.8% 29.6% 30.0% 0.0% 3.2% -2.1% -285 17.7K -2 0.00 131.38 N/A N/A 0 2 0 2 2022-10-17 $93.67 $0.00 27.0% 7.7% 30.6% 29.7% 0.0% 2.6% -0.8% 0 0 0 0.00 130.30 N/A N/A 0 2 0 0 2022-10-18 $95.34 $0.00 25.6% 7.4% 31.0% 26.6% 0.0% 2.5% -0.2% 0 0 0 0.00 133.18 N/A N/A 0 2 0 0 2022-10-19 $94.19 $0.00 26.1% 7.5% 31.0% 27.7% 0.0% 1.7% -0.0% 0 0 0 0.00 132.80 N/A N/A 0 2 0 0 2022-10-20 $93.34 $0.00 25.6% 7.3% 31.0% 26.4% 0.0% 3.0% 2.1% 0 0 0 0.00 133.99 N/A N/A 0 2 0 0 2022-10-21 $95.63 $0.00 24.3% 7.0% 30.2% 23.5% 0.0% 1.3% -2.8% 0 0 0 0.00 131.14 N/A N/A 0 2 0 0 2022-10-24 $96.48 $0.00 25.9% 7.4% 30.0% 27.2% 0.0% 2.0% -1.2% 0 0 0 0.00 133.53 N/A N/A 0 0 0 0 2022-10-25 $98.04 $0.00 25.2% 7.2% 30.0% 25.6% 0.0% 1.6% -1.3% 0 0 0 0.00 133.23 N/A N/A 0 0 0 0 2022-10-26 $98.62 $0.00 23.5% 6.7% 28.3% 21.6% 0.0% 2.5% -0.5% 0 0 0 0.00 133.76 N/A N/A 0 0 0 0 2022-10-27 $99.06 $0.00 25.2% 7.2% 26.4% 25.6% 0.0% 1.6% -2.4% 0 0 0 0.00 136.91 N/A N/A 0 0 0 0 2022-10-28 $100.69 $0.00 24.3% 7.0% 26.6% 23.2% 0.0% 3.0% -3.1% 0 0 0 0.00 135.63 N/A N/A 0 0 0 0 2022-10-31 $99.89 $0.00 26.5% 7.6% 25.6% 27.7% 0.0% 1.6% -3.9% 0 0 0 0.00 137.45 N/A N/A 0 0 0 0
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