EXI Options History — January 2023 In January 2023, EXI traded between $106.73 and $112.77. ATM implied volatility averaged 18.7%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 2.1% (HV 20d: 16.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days.
Notable Days 2023-01-05 : Largest IV drop — 23.1% change2023-01-04 : Highest IV Rank — 23.1%2023-01-04 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $110.75 $106.73 $112.77 $106.82 $112.53 ATM IV 18.7% 16.0% 24.8% 24.4% 17.8% Expected Move 5.3% 4.6% 7.1% 7.0% 5.1% HV 20d 16.6% 14.5% 18.9% 16.0% 14.5% HV 60d 19.2% 18.2% 20.6% 20.6% 18.4% IV Rank 7.1% 0.2% 23.1% 22.2% 4.4% IV Percentile 15.2% 1.2% 59.5% 59.5% 8.7% Term Structure -0.7% -4.9% 1.4% -3.5% -0.9% Skew 25d 2.0% 0.9% 4.0% 1.6% 1.7% Skew 10d 4.5% 2.1% 9.6% 3.5% 2.9% Call IV 25d 17.4% 13.7% 25.9% 25.8% 18.0% Put IV 25d 19.4% 14.9% 27.3% 27.3% 19.7% Bid-Ask Spread % 130.71 118.20 140.39 139.67 133.03 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 (20 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 2023-01-03 $106.82 $0.00 24.4% 7.0% 16.0% 22.2% 0.0% 1.6% -3.5% 0 0 0 0.00 139.67 N/A N/A 0 0 0 0 2023-01-04 $107.46 $0.00 24.8% 7.1% 15.4% 23.1% 0.0% 0.9% -4.9% 0 0 0 0.00 140.39 N/A N/A 0 0 0 0 2023-01-05 $106.73 $0.00 19.0% 5.8% 15.3% 9.6% 0.0% 2.1% -0.5% 0 0 0 0.00 118.20 N/A N/A 0 0 0 0 2023-01-06 $109.80 $0.00 17.9% 5.3% 18.5% 6.9% 0.0% 4.0% -0.1% 0 0 0 0.00 121.53 N/A N/A 0 0 0 0 2023-01-09 $109.91 $0.00 21.6% 5.4% 18.5% 13.8% 0.0% 1.8% 0.2% 0 0 0 0.00 129.80 N/A N/A 0 0 0 0 2023-01-10 $109.92 $0.00 22.4% 5.3% 18.4% 15.5% 0.0% 2.5% -0.1% 0 0 0 0.00 130.77 N/A N/A 0 0 0 0 2023-01-11 $110.98 $0.00 18.3% 5.3% 18.6% 5.9% 0.0% 1.7% -0.0% 0 0 0 0.00 122.82 N/A N/A 0 0 0 0 2023-01-12 $112.19 $0.00 16.3% 4.7% 18.9% 1.1% 0.0% 1.6% 1.4% 0 0 0 0.00 133.50 N/A N/A 0 0 0 0 2023-01-13 $112.32 $0.00 16.0% 4.6% 18.8% 0.2% 0.0% 1.2% 1.4% 0 0 0 0.00 126.97 N/A N/A 0 0 0 0 2023-01-17 $112.21 $0.00 16.1% 4.6% 15.9% 0.4% 0.0% 1.8% -1.5% 0 0 0 0.00 135.88 N/A N/A 0 0 0 0 2023-01-18 $111.30 $0.00 17.5% 5.0% 16.1% 3.9% 0.0% 1.9% -0.1% 0 0 0 0.00 134.50 N/A N/A 0 0 0 0 2023-01-19 $109.75 $0.00 18.2% 5.2% 16.9% 5.6% 0.0% 1.7% -0.9% 0 0 0 0.00 133.09 N/A N/A 0 0 0 0 2023-01-20 $110.64 $0.00 17.1% 4.9% 17.0% 2.8% 0.0% 2.0% 0.1% 0 0 0 0.00 135.21 N/A N/A 0 0 0 0 2023-01-23 $111.59 $0.00 17.8% 5.1% 16.9% 4.5% 0.0% 2.4% -0.6% 0 0 0 0.00 134.63 N/A N/A 0 0 0 0 2023-01-24 $112.30 $0.00 17.3% 4.9% 15.8% 3.2% 0.0% 2.1% 1.4% 0 0 0 0.00 128.68 N/A N/A 0 0 0 0 2023-01-25 $112.00 $0.00 18.4% 5.3% 15.8% 5.9% 0.0% 2.2% -1.0% 0 0 0 0.00 127.69 N/A N/A 0 0 0 0 2023-01-26 $112.22 $0.00 17.6% 5.1% 15.8% 4.1% 0.0% 2.1% -3.6% 0 0 0 0.00 128.42 N/A N/A 0 0 0 0 2023-01-27 $112.77 $0.00 16.9% 4.8% 14.8% 2.2% 0.0% 1.9% -1.7% 0 0 0 0.00 129.53 N/A N/A 0 0 0 0 2023-01-30 $111.66 $0.00 19.0% 5.5% 14.9% 7.5% 0.0% 2.2% -0.0% 0 0 0 0.00 129.81 N/A N/A 0 0 0 0 2023-01-31 $112.53 $0.00 17.8% 5.1% 14.5% 4.4% 0.0% 1.7% -0.9% 0 0 0 0.00 133.03 N/A N/A 0 0 0 0
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