EXI Options History — August 2023 In August 2023, EXI traded between $116.33 and $122.78. ATM implied volatility averaged 13.8%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 3.5% (HV 20d: 10.3%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 16 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 20.1% change2023-08-08 : Highest IV Rank — 10.7%2023-08-31 : Largest Expected Move — 4.2%Monthly Statistics Metric Avg Min Max Open Close Price $119.20 $116.33 $122.78 $122.78 $119.59 ATM IV 13.8% 12.4% 16.2% 13.1% 14.8% Expected Move 3.8% 3.4% 4.2% 3.7% 4.2% HV 20d 10.3% 8.7% 12.9% 10.9% 11.9% HV 60d 13.1% 12.0% 13.6% 13.2% 12.0% IV Rank 4.8% 1.3% 10.7% 2.9% 7.1% IV Percentile 13.6% 3.6% 24.6% 7.9% 22.6% Term Structure 0.7% -2.0% 3.6% -0.9% -1.4% Skew 25d 1.3% 0.8% 1.7% 1.4% 0.8% Skew 10d 1.7% 1.0% 2.2% 1.3% 1.4% Call IV 25d 13.0% 11.2% 15.0% 13.7% 14.9% Put IV 25d 14.3% 12.6% 16.2% 15.1% 15.6% Bid-Ask Spread % 128.98 120.58 136.34 132.00 136.34 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -891 -1.0K -663 -663 -945 Net DEX 6.4K 3.9K 8.5K 3.9K 5.3K Net VEX -44 -50 -36 -36 -38 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 (23 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 2023-08-01 $122.78 $0.00 13.1% 3.7% 10.9% 2.9% 0.0% 1.4% -0.9% -663 3.9K -36 0.00 132.00 N/A N/A 0 0 0 2 2023-08-02 $121.05 $0.00 14.7% 4.2% 11.1% 6.8% 0.0% 1.2% -1.4% -763 5.5K -44 0.00 131.88 N/A N/A 0 0 0 2 2023-08-03 $120.47 $0.00 15.2% 3.8% 10.1% 8.1% 0.0% 1.7% 2.0% -785 5.8K -46 0.00 120.91 N/A N/A 0 0 0 2 2023-08-04 $120.42 $0.00 15.1% 3.8% 9.9% 7.8% 0.0% 1.5% 1.2% -786 5.9K -46 0.00 120.58 N/A N/A 0 0 0 2 2023-08-07 $121.62 $0.00 15.5% 3.4% 10.2% 8.9% 0.0% 1.2% 1.8% -747 5.0K -40 0.00 121.93 N/A N/A 0 0 0 2 2023-08-08 $121.03 $0.00 16.2% 3.8% 9.7% 10.7% 0.0% 1.6% 1.4% -773 5.6K -43 0.00 122.41 N/A N/A 0 0 0 2 2023-08-09 $120.99 $0.00 13.0% 3.7% 9.3% 2.6% 0.0% 1.4% 1.6% -785 5.3K -42 0.00 123.61 N/A N/A 0 0 0 2 2023-08-10 $120.30 $0.00 13.3% 3.8% 8.9% 3.3% 0.0% 1.4% 1.9% -827 5.9K -45 0.00 122.33 N/A N/A 0 0 0 2 2023-08-11 $120.28 $0.00 12.8% 3.7% 8.8% 2.2% 0.0% 1.3% 1.8% -818 5.9K -45 0.00 123.70 N/A N/A 0 0 0 2 2023-08-14 $119.97 $0.00 12.4% 3.6% 8.7% 1.3% 0.0% 1.1% 1.8% -841 6.1K -45 0.00 124.59 N/A N/A 0 0 0 2 2023-08-15 $118.38 $0.00 13.0% 3.7% 9.3% 2.6% 0.0% 1.2% 1.6% -933 7.0K -47 0.00 125.06 N/A N/A 0 0 0 2 2023-08-16 $117.91 $0.00 13.7% 3.9% 9.3% 4.5% 0.0% 1.6% 1.6% -942 7.4K -48 0.00 124.62 N/A N/A 0 0 0 2 2023-08-17 $116.75 $0.00 13.7% 3.9% 9.7% 4.3% 0.0% 1.4% 3.6% -981 8.3K -50 0.00 124.81 N/A N/A 0 0 0 2 2023-08-18 $116.97 $0.00 13.6% 3.9% 9.8% 4.3% 0.0% 1.6% 1.0% -934 8.1K -49 0.00 133.98 N/A N/A 0 0 0 2 2023-08-21 $117.00 $0.00 13.5% 3.9% 9.8% 4.0% 0.0% 1.3% 1.0% -1.0K 8.0K -48 0.00 131.87 N/A N/A 0 0 0 2 2023-08-22 $116.68 $0.00 13.3% 3.8% 9.8% 3.5% 0.0% 1.3% 1.0% -1.0K 8.1K -48 0.00 134.19 N/A N/A 0 0 0 2 2023-08-23 $117.98 $0.00 13.1% 3.7% 10.5% 2.9% 0.0% 1.5% 0.9% -989 7.2K -45 0.00 135.48 N/A N/A 0 0 0 2 2023-08-24 $116.33 $0.00 14.1% 4.0% 11.2% 5.3% 0.0% 1.3% -2.0% -1.0K 8.5K -48 0.00 135.42 N/A N/A 0 0 0 2 2023-08-25 $117.43 $0.00 14.2% 4.1% 11.5% 5.6% 0.0% 0.8% -0.8% -1.0K 7.5K -46 0.00 135.43 N/A N/A 0 0 0 2 2023-08-28 $118.30 $0.00 13.6% 3.9% 12.0% 4.3% 0.0% 1.6% 0.2% -993 7.0K -44 0.00 135.05 N/A N/A 0 0 0 2 2023-08-29 $119.67 $0.00 13.2% 3.8% 12.9% 3.1% 0.0% 1.5% -0.1% -946 6.0K -40 0.00 134.96 N/A N/A 0 0 0 2 2023-08-30 $119.79 $0.00 13.4% 3.8% 12.0% 3.8% 0.0% 0.9% -1.5% -928 5.1K -38 0.00 135.46 N/A N/A 0 0 0 2 2023-08-31 $119.59 $0.00 14.8% 4.2% 11.9% 7.1% 0.0% 0.8% -1.4% -945 5.3K -38 0.00 136.34 N/A N/A 0 0 0 2
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