EXI Options History — November 2022 In November 2022, EXI traded between $99.34 and $110.19. ATM implied volatility averaged 23.7%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 1.2% (HV 20d: 22.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2022-11-09 : Largest IV drop — 33.1% change2022-11-08 : Highest IV Rank — 39.6%2022-11-01 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $105.97 $99.34 $110.19 $100.25 $110.19 ATM IV 23.7% 19.2% 31.6% 27.2% 24.9% Expected Move 6.4% 5.5% 7.8% 7.8% 7.1% HV 20d 22.5% 21.3% 25.8% 22.9% 22.8% HV 60d 26.0% 24.8% 27.1% 25.4% 26.1% IV Rank 21.1% 10.5% 39.6% 29.3% 23.9% IV Percentile 50.9% 17.9% 91.7% 83.3% 61.9% Term Structure -2.2% -7.7% 1.7% -2.5% -7.7% Skew 25d 1.6% -1.3% 6.5% 1.8% 0.7% Skew 10d 2.1% -1.6% 7.2% 3.0% -1.6% Call IV 25d 22.4% 17.9% 27.9% 27.9% 26.0% Put IV 25d 24.0% 20.0% 32.9% 29.7% 26.7% Bid-Ask Spread % 132.15 126.48 158.64 140.57 130.71 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 2022-11-01 $100.25 $0.00 27.2% 7.8% 22.9% 29.3% 0.0% 1.8% -2.5% 0 0 0 0.00 140.57 N/A N/A 0 0 0 0 2022-11-02 $100.92 $0.00 26.3% 7.6% 22.8% 27.4% 0.0% 6.5% -2.3% 0 0 0 0.00 158.64 N/A N/A 0 0 0 0 2022-11-03 $99.34 $0.00 28.0% 7.2% 22.8% 31.0% 0.0% -1.3% -3.6% 0 0 0 0.00 131.59 N/A N/A 0 0 0 0 2022-11-04 $101.16 $0.00 27.8% 6.3% 21.4% 30.6% 0.0% 1.7% 0.2% 0 0 0 0.00 127.92 N/A N/A 0 0 0 0 2022-11-07 $102.48 $0.00 29.6% 6.1% 21.6% 34.8% 0.0% 1.2% 1.6% 0 0 0 0.00 128.36 N/A N/A 0 0 0 0 2022-11-08 $104.09 $0.00 31.6% 6.2% 21.3% 39.6% 0.0% 1.1% 0.7% 0 0 0 0.00 127.46 N/A N/A 0 0 0 0 2022-11-09 $102.57 $0.00 21.2% 6.1% 22.5% 15.2% 0.0% 4.1% 1.7% 0 0 0 0.00 128.47 N/A N/A 0 0 0 0 2022-11-10 $107.04 $0.00 21.6% 6.2% 25.8% 16.1% 0.0% -0.2% -1.7% 0 0 0 0.00 128.84 N/A N/A 0 0 0 0 2022-11-11 $108.35 $0.00 20.6% 5.9% 23.6% 13.8% 0.0% 2.1% 1.2% 0 0 0 0.00 126.48 N/A N/A 0 0 0 0 2022-11-14 $107.47 $0.00 21.0% 6.0% 23.6% 14.9% 0.0% 3.2% 0.6% 0 0 0 0.00 129.73 N/A N/A 0 0 0 0 2022-11-15 $107.83 $0.00 21.6% 6.2% 23.3% 16.2% 0.0% 1.9% -1.2% 0 0 0 0.00 131.13 N/A N/A 0 0 0 0 2022-11-16 $107.14 $0.00 20.6% 5.9% 22.8% 13.9% 0.0% 1.3% -0.5% 0 0 0 0.00 130.91 N/A N/A 0 0 0 0 2022-11-17 $106.60 $0.00 21.4% 6.1% 22.5% 15.8% 0.0% 1.5% -2.1% 0 0 0 0.00 129.54 N/A N/A 0 0 0 0 2022-11-18 $107.52 $0.00 21.0% 6.0% 21.5% 14.9% 0.0% 2.6% -1.2% 0 0 0 0.00 131.32 N/A N/A 0 0 0 0 2022-11-21 $107.29 $0.00 22.1% 6.3% 21.6% 17.3% 0.0% 0.5% -3.8% 0 0 0 0.00 130.76 N/A N/A 0 0 0 0 2022-11-22 $108.73 $0.00 19.2% 5.5% 21.5% 10.5% 0.0% 1.3% -3.0% 0 0 0 0.00 132.46 N/A N/A 0 0 0 0 2022-11-23 $109.82 $0.00 21.5% 6.2% 21.6% 15.9% 0.0% 1.3% -4.9% 0 0 0 0.00 131.88 N/A N/A 0 0 0 0 2022-11-25 $110.15 $0.00 21.7% 6.2% 21.6% 16.4% 0.0% 1.2% -5.2% 0 0 0 0.00 131.97 N/A N/A 0 0 0 0 2022-11-28 $108.16 $0.00 23.9% 6.9% 22.7% 21.6% 0.0% 0.1% -5.0% 0 0 0 0.00 134.03 N/A N/A 0 0 0 0 2022-11-29 $108.33 $0.00 24.9% 7.1% 22.3% 23.8% 0.0% 0.2% -6.6% 0 0 0 0.00 132.37 N/A N/A 0 0 0 0 2022-11-30 $110.19 $0.00 24.9% 7.1% 22.8% 23.9% 0.0% 0.7% -7.7% 0 0 0 0.00 130.71 N/A N/A 0 0 0 0
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