EXI Options History — May 2023 In May 2023, EXI traded between $111.69 and $115.50. ATM implied volatility averaged 16.3%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.1% (HV 20d: 14.2%). Max pain ranged from $114.00 to $114.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days.
Notable Days 2023-05-08 : Largest IV spike — 13.4% change2023-05-04 : Highest IV Rank — 10.2%2023-05-04 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $113.88 $111.69 $115.50 $115.20 $111.69 Max Pain $114.00 $114.00 $114.00 $114.00 $114.00 ATM IV 16.3% 13.7% 18.3% 15.0% 17.6% Expected Move 4.6% 3.9% 5.7% 4.3% 5.1% HV 20d 14.2% 13.0% 15.1% 14.4% 13.1% HV 60d 16.2% 15.8% 16.5% 16.0% 16.1% IV Rank 5.7% 0.0% 10.2% 2.7% 9.0% IV Percentile 11.3% 0.0% 25.8% 2.8% 25.8% Term Structure 0.8% -1.0% 3.4% -0.0% -1.0% Skew 25d 3.4% 1.6% 4.8% 1.6% 4.8% Skew 10d 3.3% 0.0% 5.5% 2.7% 2.7% Call IV 25d 13.9% 12.1% 16.2% 15.0% 15.7% Put IV 25d 17.3% 15.2% 20.6% 16.6% 20.6% Bid-Ask Spread % 124.07 119.82 132.83 132.83 126.41 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.0K 1.5K 2.8K 1.7K 2.3K Net DEX -10.7K -13.9K -5.3K -13.4K -5.3K Net VEX -26 -32 -15 -32 -15 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
Daily Data (22 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 2023-05-01 $115.20 $0.00 15.0% 4.3% 14.4% 2.7% 0.0% 1.6% -0.0% 1.7K -13.4K -32 0.00 132.83 N/A N/A 0 0 2 0 2023-05-02 $113.73 $0.00 16.3% 4.7% 15.1% 5.7% 0.0% 1.8% -0.4% 1.6K -11.1K -32 0.00 131.47 N/A N/A 0 0 2 0 2023-05-03 $113.91 $0.00 16.8% 4.8% 14.2% 6.8% 0.0% 2.5% -0.3% 1.6K -11.2K -31 0.00 131.99 N/A N/A 0 0 2 0 2023-05-04 $112.84 $114.00 18.3% 5.7% 13.5% 10.2% 0.0% 4.1% 0.4% 1.5K -9.7K -30 0.00 119.96 N/A N/A 0 0 2 0 2023-05-05 $114.58 $114.00 16.0% 4.5% 14.4% 4.9% 0.0% 4.8% 2.3% 1.6K -12.3K -31 0.00 120.44 N/A N/A 0 0 2 0 2023-05-08 $114.21 $114.00 18.1% 4.8% 14.5% 9.8% 0.0% 3.8% 1.4% 1.7K -11.7K -30 0.00 119.82 N/A N/A 0 0 2 0 2023-05-09 $114.55 $114.00 17.9% 4.3% 14.2% 9.4% 0.0% 4.4% 2.5% 1.8K -12.1K -29 0.00 121.03 N/A N/A 0 0 2 0 2023-05-10 $114.35 $114.00 15.9% 4.6% 14.1% 4.8% 0.0% 4.1% 1.9% 1.9K -11.8K -29 0.00 121.16 N/A N/A 0 0 2 0 2023-05-11 $113.50 $114.00 17.0% 4.9% 14.1% 7.1% 0.0% 4.4% 1.2% 1.8K -10.3K -28 0.00 121.09 N/A N/A 0 0 2 0 2023-05-12 $113.49 $114.00 16.7% 4.8% 14.1% 6.6% 0.0% 4.3% 1.4% 1.9K -10.1K -28 0.00 121.07 N/A N/A 0 0 2 0 2023-05-15 $114.22 $114.00 14.9% 4.3% 14.0% 2.4% 0.0% 3.5% 2.2% 2.1K -11.6K -27 0.00 122.58 N/A N/A 0 0 2 0 2023-05-16 $113.38 $114.00 15.6% 4.5% 14.0% 4.0% 0.0% 3.4% 1.7% 2.1K -10.1K -26 0.00 123.02 N/A N/A 0 0 2 0 2023-05-17 $114.69 $114.00 14.6% 4.2% 14.7% 1.7% 0.0% 3.0% 3.4% 2.8K -11.6K -24 0.00 123.08 N/A N/A 0 0 2 0 2023-05-18 $115.21 $114.00 13.7% 3.9% 14.7% 0.0% 0.0% 2.5% 0.5% 2.3K -13.5K -25 0.00 123.87 N/A N/A 0 0 2 0 2023-05-19 $115.36 $114.00 14.2% 4.1% 14.7% 1.1% 0.0% 3.9% 1.4% 1.9K -13.9K -25 0.00 123.06 N/A N/A 0 0 2 0 2023-05-22 $115.50 $114.00 14.7% 4.2% 14.7% 2.3% 0.0% 2.1% 0.1% 2.2K -13.8K -23 0.00 124.51 N/A N/A 0 0 2 0 2023-05-23 $113.85 $114.00 16.5% 4.7% 14.6% 6.4% 0.0% 3.1% -0.6% 2.4K -10.4K -23 0.00 123.68 N/A N/A 0 0 2 0 2023-05-24 $112.19 $114.00 17.4% 5.0% 14.7% 8.5% 0.0% 2.8% -0.2% 2.1K -7.0K -20 0.00 124.68 N/A N/A 0 0 2 0 2023-05-25 $112.44 $114.00 16.8% 4.8% 13.0% 7.1% 0.0% 4.0% 0.4% 2.4K -7.2K -20 0.00 123.90 N/A N/A 0 0 2 0 2023-05-26 $113.39 $114.00 16.6% 4.7% 13.3% 6.5% 0.0% 2.2% -0.6% 2.6K -9.2K -21 0.00 124.28 N/A N/A 0 0 2 0 2023-05-30 $113.11 $114.00 17.2% 4.9% 13.2% 8.0% 0.0% 4.2% -0.2% 2.5K -9.0K -19 0.00 125.62 N/A N/A 0 0 2 0 2023-05-31 $111.69 $114.00 17.6% 5.1% 13.1% 9.0% 0.0% 4.8% -1.0% 2.3K -5.3K -15 0.00 126.41 N/A N/A 0 0 2 0
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