EXI Options History — March 2023

Name: EXI Options Analytics - March 2023
Creator: Options Analysis Suite

In March 2023, EXI traded between $107.64 and $114.58. ATM implied volatility averaged 21.0%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 3.6% (HV 20d: 17.5%). Max pain ranged from $104.00 to $104.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 9 of 23 days.

Notable Days

2023-03-15: Highest Volume — 1 contracts
2023-03-13: Largest IV spike — 49.3% change
2023-03-13: Highest IV Rank — 52.6%
2023-03-15: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$111.33	$107.64	$114.58	$112.51	$114.07
Max Pain	$104.00	$104.00	$104.00	$104.00	$104.00
ATM IV	21.0%	15.7%	37.4%	16.7%	15.7%
Expected Move	5.4%	4.4%	6.5%	4.8%	4.5%
HV 20d	17.5%	12.6%	20.9%	14.4%	20.1%
HV 60d	15.9%	14.8%	16.9%	15.0%	16.6%
IV Rank	14.1%	1.4%	52.6%	3.9%	1.4%
IV Percentile	31.4%	1.2%	96.4%	4.0%	1.2%
Term Structure	-0.3%	-3.0%	1.2%	0.1%	1.0%
VWIV	25.6%	25.6%	25.6%	25.6%	25.6%
Skew 25d	3.6%	-0.1%	7.8%	1.3%	1.7%
Skew 10d	3.5%	-2.4%	5.3%	2.2%	2.8%
Call IV 25d	15.5%	12.2%	17.6%	17.1%	14.8%
Put IV 25d	19.1%	14.2%	24.4%	18.4%	16.5%
Bid-Ask Spread %	124.07	116.21	130.98	122.21	130.77
Gamma HHI	0.77	0.53	1.00	1.00	0.85
Net GEX	680	0	1.1K	0	1.1K
Net DEX	-7.1K	-12.9K	0	0	-11.9K
Net VEX	-40	-51	0	0	-42
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.043	0	1	0	0
Total OI	2.261	0	3	0	3

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2023-03-01	$112.51	$0.00	16.7%	4.8%	14.4%	3.9%	0.0%	1.3%	0.1%	0	0	0	122.21	N/A	N/A	0	0	0
2023-03-02	$113.18	$0.00	17.3%	4.9%	12.6%	5.2%	0.0%	1.1%	-1.0%	0	0	0	123.83	N/A	N/A	0	0	0
2023-03-03	$114.58	$0.00	16.0%	4.6%	13.4%	2.2%	0.0%	2.1%	-0.8%	0	0	0	124.66	N/A	N/A	0	0	0
2023-03-06	$114.56	$0.00	18.2%	4.4%	13.1%	7.4%	0.0%	2.0%	0.5%	1.1K	-12.9K	-47	122.68	N/A	N/A	0	2	0
2023-03-07	$113.06	$0.00	19.1%	4.6%	13.8%	9.5%	0.0%	1.9%	0.5%	1.1K	-11.2K	-47	123.65	N/A	N/A	0	2	0
2023-03-08	$113.43	$0.00	20.2%	4.8%	13.9%	12.1%	0.0%	-0.1%	1.1%	1.1K	-11.7K	-47	127.32	N/A	N/A	0	2	0
2023-03-09	$112.34	$0.00	23.9%	5.4%	14.1%	20.9%	0.0%	2.4%	-0.6%	1.0K	-11.0K	-47	120.44	N/A	N/A	0	2	0
2023-03-10	$110.37	$0.00	25.1%	6.0%	15.4%	23.5%	0.0%	5.8%	-1.0%	935	-9.0K	-44	116.46	N/A	N/A	0	2	0
2023-03-13	$109.97	$0.00	37.4%	6.4%	15.3%	52.6%	0.0%	7.6%	-1.2%	850	-8.6K	-43	120.98	N/A	N/A	0	2	0
2023-03-14	$110.72	$0.00	37.3%	5.8%	15.1%	52.3%	0.0%	3.4%	-0.4%	948	-8.9K	-43	129.33	N/A	N/A	0	2	0
2023-03-15	$107.64	$0.00	22.6%	6.5%	17.9%	17.7%	25.6%	7.8%	-0.6%	830	-6.1K	-37	116.21	N/A	N/A	1	2	0
2023-03-16	$109.73	$104.00	20.3%	5.8%	19.5%	12.4%	0.0%	4.6%	-0.7%	506	-5.6K	-51	118.38	N/A	N/A	0	2	1
2023-03-17	$108.01	$104.00	22.5%	6.4%	20.0%	17.5%	0.0%	6.8%	-0.5%	334	-3.6K	-50	116.60	N/A	N/A	0	2	1
2023-03-20	$109.67	$104.00	20.4%	5.9%	20.9%	12.7%	0.0%	7.4%	0.1%	528	-5.5K	-49	120.25	N/A	N/A	0	2	1
2023-03-21	$111.15	$104.00	16.9%	4.8%	20.7%	4.2%	0.0%	2.6%	0.5%	726	-7.5K	-49	127.42	N/A	N/A	0	2	1
2023-03-22	$110.36	$104.00	19.5%	5.6%	20.7%	10.4%	0.0%	2.2%	-3.0%	608	-6.3K	-49	128.19	N/A	N/A	0	2	1
2023-03-23	$109.59	$104.00	21.6%	6.2%	20.5%	15.3%	0.0%	4.7%	-1.6%	450	-6.0K	-48	126.14	N/A	N/A	0	2	1
2023-03-24	$109.25	$104.00	21.5%	6.2%	20.0%	15.1%	0.0%	7.4%	-0.5%	479	-4.8K	-46	121.80	N/A	N/A	0	2	1
2023-03-27	$110.46	$104.00	19.6%	5.6%	19.9%	10.6%	0.0%	2.8%	-0.3%	615	-6.5K	-47	127.13	N/A	N/A	0	2	1
2023-03-28	$110.66	$104.00	18.8%	5.4%	19.8%	8.8%	0.0%	3.2%	-0.6%	603	-6.4K	-45	128.48	N/A	N/A	0	2	1
2023-03-29	$112.24	$104.00	16.8%	4.8%	20.3%	4.1%	0.0%	2.1%	1.2%	913	-9.1K	-44	129.65	N/A	N/A	0	2	1
2023-03-30	$113.01	$104.00	17.0%	4.9%	20.3%	4.5%	0.0%	2.2%	1.0%	958	-10.4K	-44	130.98	N/A	N/A	0	2	1
2023-03-31	$114.07	$104.00	15.7%	4.5%	20.1%	1.4%	0.0%	1.7%	1.0%	1.1K	-11.9K	-42	130.77	N/A	N/A	0	2	1