EXI Options History — December 2022 In December 2022, EXI traded between $105.84 and $111.10. ATM implied volatility averaged 26.2%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 8.6% (HV 20d: 17.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days.
Notable Days 2022-12-14 : Largest IV drop — 61.0% change2022-12-12 : Highest IV Rank — 76.0%2022-12-01 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $108.04 $105.84 $111.10 $110.85 $106.58 ATM IV 26.2% 18.1% 47.2% 27.1% 22.5% Expected Move 5.8% 4.8% 7.8% 7.8% 6.4% HV 20d 17.6% 14.0% 22.8% 22.8% 16.0% HV 60d 23.8% 20.8% 25.9% 25.9% 20.9% IV Rank 26.7% 7.3% 76.0% 29.1% 17.7% IV Percentile 51.9% 11.1% 98.4% 81.3% 42.5% Term Structure -0.9% -13.2% 2.4% -13.2% -1.7% Skew 25d 1.8% 0.1% 3.9% 0.1% 2.4% Skew 10d 2.3% -2.1% 4.3% -2.1% 3.1% Call IV 25d 20.6% 16.8% 26.7% 26.1% 22.6% Put IV 25d 22.4% 19.7% 26.8% 26.2% 24.9% Bid-Ask Spread % 135.64 129.84 140.91 133.47 139.76 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 2022-12-01 $110.85 $0.00 27.1% 7.8% 22.8% 29.1% 0.0% 0.1% -13.2% 0 0 0 0.00 133.47 N/A N/A 0 0 0 0 2022-12-02 $111.10 $0.00 24.9% 7.1% 21.5% 23.9% 0.0% 0.1% -9.8% 0 0 0 0.00 130.77 N/A N/A 0 0 0 0 2022-12-05 $109.45 $0.00 29.5% 4.8% 22.1% 34.7% 0.0% 2.2% 2.3% 0 0 0 0.00 135.25 N/A N/A 0 0 0 0 2022-12-06 $108.44 $0.00 31.6% 5.1% 22.3% 39.6% 0.0% 3.9% 2.4% 0 0 0 0.00 136.74 N/A N/A 0 0 0 0 2022-12-07 $108.50 $0.00 30.0% 5.7% 21.8% 35.7% 0.0% 2.9% 1.2% 0 0 0 0.00 129.84 N/A N/A 0 0 0 0 2022-12-08 $108.76 $0.00 33.8% 5.5% 20.9% 44.7% 0.0% 3.9% 1.1% 0 0 0 0.00 133.95 N/A N/A 0 0 0 0 2022-12-09 $108.90 $0.00 35.7% 5.7% 14.7% 49.2% 0.0% 3.8% 0.4% 0 0 0 0.00 133.57 N/A N/A 0 0 0 0 2022-12-12 $109.64 $0.00 47.2% 5.6% 14.2% 76.0% 0.0% 1.2% 1.0% 0 0 0 0.00 132.02 N/A N/A 0 0 0 0 2022-12-13 $110.25 $0.00 46.9% 5.4% 14.0% 75.3% 0.0% 2.3% 1.5% 0 0 0 0.00 137.44 N/A N/A 0 0 0 0 2022-12-14 $109.86 $0.00 18.3% 5.2% 14.0% 8.5% 0.0% 2.3% 2.0% 0 0 0 0.00 136.22 N/A N/A 0 0 0 0 2022-12-15 $107.05 $0.00 20.3% 5.8% 16.8% 13.1% 0.0% 1.7% -1.9% 0 0 0 0.00 135.74 N/A N/A 0 0 0 0 2022-12-16 $106.39 $0.00 19.3% 5.5% 16.9% 10.9% 0.0% 1.5% 1.7% 0 0 0 0.00 135.82 N/A N/A 0 0 0 0 2022-12-19 $105.84 $0.00 20.0% 5.7% 16.6% 12.6% 0.0% 0.9% -0.4% 0 0 0 0.00 137.53 N/A N/A 0 0 0 0 2022-12-20 $106.36 $0.00 20.3% 5.8% 16.7% 13.2% 0.0% 0.5% -0.6% 0 0 0 0.00 136.06 N/A N/A 0 0 0 0 2022-12-21 $107.53 $0.00 19.1% 5.5% 16.5% 9.7% 0.0% 1.0% -0.9% 0 0 0 0.00 136.61 N/A N/A 0 0 0 0 2022-12-22 $105.98 $0.00 19.0% 5.5% 16.7% 9.6% 0.0% 1.6% 1.5% 0 0 0 0.00 136.70 N/A N/A 0 0 0 0 2022-12-23 $106.68 $0.00 18.1% 5.2% 16.9% 7.3% 0.0% 1.3% 1.4% 0 0 0 0.00 134.34 N/A N/A 0 0 0 0 2022-12-27 $107.28 $0.00 21.5% 6.2% 15.9% 15.3% 0.0% 1.1% -2.7% 0 0 0 0.00 137.84 N/A N/A 0 0 0 0 2022-12-28 $105.91 $0.00 23.1% 6.6% 16.5% 19.2% 0.0% 0.1% -3.0% 0 0 0 0.00 140.91 N/A N/A 0 0 0 0 2022-12-29 $107.41 $0.00 21.6% 6.2% 16.1% 15.6% 0.0% 2.0% -0.5% 0 0 0 0.00 137.96 N/A N/A 0 0 0 0 2022-12-30 $106.58 $0.00 22.5% 6.4% 16.0% 17.7% 0.0% 2.4% -1.7% 0 0 0 0.00 139.76 N/A N/A 0 0 0 0
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