EXI Options History — April 2023 In April 2023, EXI traded between $111.05 and $115.41. ATM implied volatility averaged 16.1%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 0.0% (HV 20d: 16.2%). Max pain ranged from $104.00 to $104.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days.
Notable Days 2023-04-10 : Largest IV spike — 25.8% change2023-04-10 : Highest IV Rank — 14.8%2023-04-06 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $113.62 $111.05 $115.41 $114.41 $114.75 Max Pain $104.00 $104.00 $104.00 $104.00 $104.00 ATM IV 16.1% 13.8% 21.3% 16.7% 14.3% Expected Move 4.5% 4.0% 5.2% 4.8% 4.1% HV 20d 16.2% 12.0% 20.9% 20.1% 14.7% HV 60d 16.0% 15.6% 16.5% 16.5% 16.0% IV Rank 4.0% 0.0% 14.8% 3.8% 1.0% IV Percentile 7.6% 0.0% 37.7% 4.4% 2.0% Term Structure 0.7% -2.1% 2.2% 0.2% 0.6% Skew 25d 2.1% 0.7% 3.2% 1.8% 1.9% Skew 10d 3.2% 2.7% 3.9% 3.0% 3.2% Call IV 25d 14.8% 12.6% 24.7% 15.5% 14.2% Put IV 25d 16.9% 14.5% 25.4% 17.3% 16.2% Bid-Ask Spread % 129.95 122.01 140.83 131.01 132.72 Gamma HHI 0.90 0.66 1.00 0.88 1.00 Net GEX 1.3K 819 1.6K 1.1K 1.6K Net DEX -11.1K -13.6K -7.7K -12.2K -12.7K Net VEX -37 -42 -32 -41 -33 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2.737 2 3 3 2
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 2023-04-03 $114.41 $104.00 16.7% 4.8% 20.1% 3.8% 0.0% 1.8% 0.2% 1.1K -12.2K -41 0.00 131.01 N/A N/A 0 0 2 1 2023-04-04 $112.78 $104.00 16.9% 4.9% 20.2% 4.4% 0.0% 1.9% 1.5% 962 -10.2K -42 0.00 130.81 N/A N/A 0 0 2 1 2023-04-05 $111.05 $104.00 17.6% 5.0% 20.9% 5.9% 0.0% 2.3% 1.9% 819 -7.7K -40 0.00 132.30 N/A N/A 0 0 2 1 2023-04-06 $111.10 $0.00 17.0% 5.2% 20.7% 4.5% 0.0% 3.2% -2.1% 878 -7.7K -39 0.00 122.01 N/A N/A 0 0 2 1 2023-04-10 $111.39 $0.00 21.3% 5.2% 19.7% 14.8% 0.0% 2.7% 0.1% 925 -7.7K -38 0.00 131.59 N/A N/A 0 0 2 1 2023-04-11 $112.42 $0.00 20.5% 4.8% 19.8% 12.8% 0.0% 2.3% 0.7% 1.1K -9.6K -38 0.00 126.62 N/A N/A 0 0 2 1 2023-04-12 $113.18 $0.00 16.3% 4.7% 19.8% 2.8% 0.0% 2.1% 1.3% 1.2K -10.3K -39 0.00 125.37 N/A N/A 0 0 2 1 2023-04-13 $114.00 $0.00 17.5% 5.0% 16.6% 5.7% 0.0% 0.7% -0.1% 1.2K -11.2K -38 0.00 140.83 N/A N/A 0 0 2 1 2023-04-14 $113.73 $0.00 15.6% 4.5% 15.5% 1.2% 0.0% 2.7% 0.5% 1.3K -11.2K -38 0.00 126.77 N/A N/A 0 0 2 1 2023-04-17 $114.57 $0.00 14.0% 4.0% 14.2% 0.0% 0.0% 2.2% 0.9% 1.4K -12.5K -37 0.00 128.11 N/A N/A 0 0 2 1 2023-04-18 $115.28 $0.00 14.5% 4.2% 13.5% 1.1% 0.0% 1.9% 1.2% 1.4K -13.4K -36 0.00 127.79 N/A N/A 0 0 2 1 2023-04-19 $114.94 $0.00 13.8% 4.0% 12.9% 0.0% 0.0% 1.6% 0.9% 1.5K -13.2K -36 0.00 129.19 N/A N/A 0 0 2 1 2023-04-20 $114.76 $0.00 14.0% 4.0% 12.6% 0.5% 0.0% 2.1% 0.6% 1.5K -13.0K -35 0.00 129.72 N/A N/A 0 0 2 1 2023-04-21 $115.03 $0.00 13.8% 4.0% 12.1% 0.0% 0.0% 1.8% 1.6% 1.5K -13.2K -35 0.00 129.88 N/A N/A 0 0 2 1 2023-04-24 $115.41 $0.00 14.1% 4.0% 12.0% 0.5% 0.0% 1.9% 1.4% 1.5K -13.6K -34 0.00 129.74 N/A N/A 0 0 2 0 2023-04-25 $113.70 $0.00 16.9% 4.9% 13.1% 7.1% 0.0% 2.2% -0.1% 1.4K -11.1K -34 0.00 135.62 N/A N/A 0 0 2 0 2023-04-26 $112.10 $0.00 16.7% 4.8% 14.2% 6.6% 0.0% 2.7% 2.2% 1.4K -8.9K -32 0.00 128.58 N/A N/A 0 0 2 0 2023-04-27 $114.20 $0.00 15.1% 4.3% 14.8% 2.9% 0.0% 1.9% 0.7% 1.6K -11.8K -33 0.00 130.35 N/A N/A 0 0 2 0 2023-04-28 $114.75 $0.00 14.3% 4.1% 14.7% 1.0% 0.0% 1.9% 0.6% 1.6K -12.7K -33 0.00 132.72 N/A N/A 0 0 2 0
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