EXI Options History — June 2023 In June 2023, EXI traded between $113.00 and $120.19. ATM implied volatility averaged 16.1%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 0.2% (HV 20d: 15.9%). Max pain ranged from $114.00 to $115.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-14 : Highest Volume — 8 contracts2023-06-14 : Largest IV drop — 52.3% change2023-06-13 : Highest IV Rank — 31.8%2023-06-01 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $117.50 $113.00 $120.19 $113.00 $120.19 Max Pain $114.85 $114.00 $115.00 $114.00 $115.00 ATM IV 16.1% 12.3% 27.6% 17.1% 12.5% Expected Move 3.8% 3.5% 4.9% 4.9% 3.6% HV 20d 15.9% 13.9% 16.7% 13.9% 15.2% HV 60d 15.2% 14.4% 17.0% 16.1% 14.4% IV Rank 6.8% 0.0% 31.8% 7.7% 0.4% IV Percentile 18.9% 0.0% 86.1% 18.7% 0.4% Term Structure -0.3% -4.3% 1.6% -1.3% -0.6% VWIV 10.7% 10.7% 10.7% 10.7% 10.7% Skew 25d 2.1% -0.5% 5.6% 3.5% 1.3% Skew 10d 1.4% -5.0% 3.8% -5.0% 1.5% Call IV 25d 12.7% 11.1% 16.0% 16.0% 12.8% Put IV 25d 14.8% 12.7% 19.5% 19.5% 14.1% Bid-Ask Spread % 129.11 125.32 132.83 126.44 130.70 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3.6K -776 9.2K 2.4K 3.5K Net DEX -35.2K -82.5K 8.6K -8.8K -82.5K Net VEX -86 -156 0 -17 -83 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.476 0 8 0 0 Total OI 6.095 0 10 2 10
Daily Data (21 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 2023-06-01 $113.00 $114.00 17.1% 4.9% 13.9% 7.7% 0.0% 3.5% -1.3% 2.4K -8.8K -17 0.00 126.44 N/A N/A 0 0 2 0 2023-06-02 $116.00 $114.00 16.9% 4.9% 16.3% 7.4% 0.0% 3.0% -1.3% 2.5K -15.8K -16 0.00 125.32 N/A N/A 0 0 2 0 2023-06-05 $115.66 $0.00 18.4% 3.7% 15.5% 10.7% 0.0% 2.6% 1.0% 2.7K -15.0K -14 0.00 129.27 N/A N/A 0 0 2 0 2023-06-06 $116.36 $0.00 19.0% 3.6% 15.6% 12.0% 0.0% 2.4% 1.2% 2.4K -16.5K -13 0.00 131.66 N/A N/A 0 0 2 0 2023-06-07 $115.40 $0.00 18.3% 3.7% 15.9% 10.4% 0.0% 1.7% 1.4% 0 0 0 0.00 127.67 N/A N/A 0 2 0 0 2023-06-08 $116.19 $0.00 19.1% 3.7% 16.0% 12.2% 0.0% 1.9% 0.8% -763 8.6K -63 0.00 128.39 N/A N/A 0 0 0 2 2023-06-09 $116.08 $0.00 20.0% 3.6% 15.8% 14.5% 0.0% 1.6% 1.6% -776 8.6K -63 0.00 128.32 N/A N/A 0 0 0 2 2023-06-12 $116.92 $0.00 25.3% 3.7% 15.9% 26.4% 0.0% 1.7% 1.1% -760 8.2K -61 0.00 128.31 N/A N/A 0 0 0 2 2023-06-13 $118.37 $0.00 27.6% 3.7% 16.3% 31.8% 0.0% 1.6% 0.6% -726 7.4K -59 0.00 128.05 N/A N/A 0 0 0 2 2023-06-14 $118.48 $0.00 13.2% 3.8% 15.9% 0.0% 10.7% 2.9% 0.3% -736 7.2K -59 0.00 126.97 N/A N/A 8 0 0 2 2023-06-15 $120.07 $115.00 13.1% 3.8% 16.1% 0.0% 0.0% 2.0% 0.6% 4.3K -75.9K -121 0.00 127.00 N/A N/A 0 0 8 2 2023-06-16 $119.66 $115.00 12.6% 3.6% 16.2% 0.0% 0.0% 1.1% -0.5% 4.6K -71.9K -133 0.00 126.39 N/A N/A 0 0 8 2 2023-06-20 $118.56 $115.00 13.2% 3.8% 16.7% 1.3% 0.0% 5.6% -0.6% 5.6K -64.4K -145 0.00 128.82 N/A N/A 0 0 8 2 2023-06-21 $119.17 $115.00 13.1% 3.7% 16.7% 1.0% 0.0% 2.7% -1.1% 5.6K -67.3K -136 0.00 130.42 N/A N/A 0 0 8 2 2023-06-22 $118.16 $115.00 13.1% 3.8% 16.1% 1.1% 0.0% -0.5% -4.3% 9.2K -61.3K -138 0.00 128.72 N/A N/A 0 0 8 2 2023-06-23 $116.57 $115.00 12.8% 3.7% 15.9% 0.4% 0.0% 0.9% -0.8% 7.6K -50.7K -156 0.00 132.74 N/A N/A 0 0 8 2 2023-06-26 $117.20 $115.00 14.9% 4.3% 16.0% 5.1% 0.0% -0.2% 0.0% 8.0K -54.2K -146 0.00 132.83 N/A N/A 0 0 8 2 2023-06-27 $118.42 $115.00 12.7% 3.6% 16.1% 0.1% 0.0% 3.1% -0.6% 7.0K -66.3K -128 0.00 131.06 N/A N/A 0 0 8 2 2023-06-28 $118.42 $115.00 13.0% 3.7% 16.0% 0.7% 0.0% 3.5% -2.1% 7.0K -63.3K -130 0.00 130.44 N/A N/A 0 0 8 2 2023-06-29 $118.59 $115.00 12.3% 3.5% 15.0% 0.0% 0.0% 2.5% -1.4% 7.1K -65.8K -122 0.00 131.86 N/A N/A 0 0 8 2 2023-06-30 $120.19 $115.00 12.5% 3.6% 15.2% 0.4% 0.0% 1.3% -0.6% 3.5K -82.5K -83 0.00 130.70 N/A N/A 0 0 8 2
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