EXI Options History — February 2023 In February 2023, EXI traded between $110.53 and $114.75. ATM implied volatility averaged 17.4%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 4.0% (HV 20d: 13.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days.
Notable Days 2023-02-21 : Largest IV spike — 27.5% change2023-02-21 : Highest IV Rank — 9.7%2023-02-21 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $112.95 $110.53 $114.75 $114.75 $111.55 ATM IV 17.4% 15.1% 19.8% 17.8% 17.3% Expected Move 4.9% 4.3% 5.5% 5.1% 5.0% HV 20d 13.4% 11.3% 15.9% 15.7% 14.3% HV 60d 15.9% 15.0% 18.3% 18.3% 15.0% IV Rank 4.5% 0.0% 9.7% 4.5% 5.3% IV Percentile 8.1% 0.0% 20.6% 9.5% 7.9% Term Structure -0.4% -4.2% 0.6% -2.2% -0.3% Skew 25d 1.5% -4.5% 4.3% 3.3% -4.5% Skew 10d 3.0% 2.1% 5.0% 3.0% 2.1% Call IV 25d 14.9% 13.1% 17.2% 17.1% 17.2% Put IV 25d 16.4% 12.7% 20.4% 20.4% 12.7% Bid-Ask Spread % 120.47 112.13 130.72 130.72 123.38 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 (19 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 2023-02-01 $114.75 $0.00 17.8% 5.1% 15.7% 4.5% 0.0% 3.3% -2.2% 0 0 0 0.00 130.72 N/A N/A 0 0 0 0 2023-02-02 $114.71 $0.00 18.1% 4.9% 15.7% 5.2% 0.0% -1.4% -0.1% 0 0 0 0.00 112.13 N/A N/A 0 0 0 0 2023-02-03 $113.78 $0.00 17.7% 4.7% 15.9% 4.2% 0.0% 2.1% 0.3% 0 0 0 0.00 117.49 N/A N/A 0 0 0 0 2023-02-06 $113.19 $0.00 19.4% 5.0% 13.0% 8.4% 0.0% 2.4% -0.3% 0 0 0 0.00 118.77 N/A N/A 0 0 0 0 2023-02-07 $113.45 $0.00 19.8% 4.8% 13.0% 9.3% 0.0% 2.6% 0.1% 0 0 0 0.00 119.03 N/A N/A 0 0 0 0 2023-02-08 $112.67 $0.00 17.2% 4.9% 13.4% 3.1% 0.0% 2.4% -0.1% 0 0 0 0.00 118.36 N/A N/A 0 0 0 0 2023-02-09 $112.66 $0.00 17.8% 5.1% 13.0% 4.5% 0.0% 2.0% -4.2% 0 0 0 0.00 121.34 N/A N/A 0 0 0 0 2023-02-10 $113.02 $0.00 17.4% 5.0% 12.5% 3.5% 0.0% 2.3% 0.1% 0 0 0 0.00 120.12 N/A N/A 0 0 0 0 2023-02-13 $114.07 $0.00 17.4% 5.0% 12.9% 3.6% 0.0% 2.4% -0.5% 0 0 0 0.00 119.17 N/A N/A 0 0 0 0 2023-02-14 $113.93 $0.00 16.7% 4.8% 12.9% 1.8% 0.0% 2.1% 0.2% 0 0 0 0.00 119.58 N/A N/A 0 0 0 0 2023-02-15 $114.13 $0.00 15.3% 4.4% 12.4% 0.0% 0.0% 2.3% 0.6% 0 0 0 0.00 121.35 N/A N/A 0 0 0 0 2023-02-16 $113.28 $0.00 15.6% 4.5% 11.5% 0.6% 0.0% 1.6% 0.6% 0 0 0 0.00 121.17 N/A N/A 0 0 0 0 2023-02-17 $113.66 $0.00 15.1% 4.3% 11.3% 0.0% 0.0% 1.7% 0.2% 0 0 0 0.00 121.55 N/A N/A 0 0 0 0 2023-02-21 $111.77 $0.00 19.2% 5.5% 12.7% 9.7% 0.0% 4.3% -1.1% 0 0 0 0.00 119.93 N/A N/A 0 0 0 0 2023-02-22 $110.88 $0.00 18.2% 5.2% 12.7% 7.4% 0.0% 1.8% -0.6% 0 0 0 0.00 120.10 N/A N/A 0 0 0 0 2023-02-23 $111.99 $0.00 17.4% 5.0% 13.3% 5.4% 0.0% -0.2% -0.3% 0 0 0 0.00 122.08 N/A N/A 0 0 0 0 2023-02-24 $110.53 $0.00 16.9% 4.8% 14.0% 4.4% 0.0% 1.4% -0.1% 0 0 0 0.00 120.59 N/A N/A 0 0 0 0 2023-02-27 $111.94 $0.00 17.1% 4.9% 14.7% 4.7% 0.0% 0.3% 0.6% 0 0 0 0.00 122.00 N/A N/A 0 0 0 0 2023-02-28 $111.55 $0.00 17.3% 5.0% 14.3% 5.3% 0.0% -4.5% -0.3% 0 0 0 0.00 123.38 N/A N/A 0 0 0 0
« Jan 2023 | All History | Mar 2023 » Home EXI History February 2023