EXI Options History — October 2023 In October 2023, EXI traded between $106.55 and $114.45. ATM implied volatility averaged 18.6%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 4.7% (HV 20d: 13.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2023-10-03 : Highest Volume — 2 contracts2023-10-09 : Largest IV spike — 30.9% change2023-10-09 : Highest IV Rank — 28.9%2023-10-19 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $110.63 $106.55 $114.45 $111.59 $108.86 ATM IV 18.6% 15.3% 21.7% 15.7% 18.8% Expected Move 5.2% 4.4% 6.0% 4.5% 5.4% HV 20d 13.9% 11.1% 16.2% 11.1% 15.9% HV 60d 11.9% 10.8% 13.1% 11.2% 13.0% IV Rank 20.3% 11.0% 28.9% 12.2% 20.9% IV Percentile 59.8% 31.0% 79.4% 33.7% 66.7% Term Structure -0.8% -3.8% 0.5% 0.5% -1.4% Skew 25d 2.5% 1.2% 5.6% 1.6% 1.7% Skew 10d 3.0% 1.7% 3.8% 1.7% 2.8% Call IV 25d 15.5% 12.5% 18.0% 16.1% 17.8% Put IV 25d 18.0% 15.0% 21.7% 17.7% 19.5% Bid-Ask Spread % 130.18 126.92 135.44 135.44 133.15 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -119 -1.4K 0 -1.4K 0 Net DEX 1.3K 0 14.8K 13.8K 0 Net VEX -3 -39 0 -39 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.091 0 2 0 0 Total OI 0.182 0 2 2 0
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 2023-10-02 $111.59 $0.00 15.7% 4.5% 11.1% 12.2% 0.0% 1.6% 0.5% -1.4K 13.8K -39 0.00 135.44 N/A N/A 0 0 0 2 2023-10-03 $110.56 $0.00 17.8% 5.1% 11.1% 18.1% 0.0% 1.9% -1.1% -1.3K 14.8K -35 0.00 133.51 N/A N/A 0 2 0 2 2023-10-04 $110.68 $0.00 16.7% 4.8% 11.2% 15.0% 0.0% 1.2% -1.4% 0 0 0 0.00 135.15 N/A N/A 0 0 0 0 2023-10-05 $110.77 $0.00 16.8% 4.7% 11.3% 15.3% 0.0% 2.4% 0.1% 0 0 0 0.00 128.42 N/A N/A 0 0 0 0 2023-10-06 $112.06 $0.00 16.6% 4.4% 12.3% 14.6% 0.0% 5.0% 0.0% 0 0 0 0.00 128.52 N/A N/A 0 0 0 0 2023-10-09 $112.53 $0.00 21.7% 4.8% 12.3% 28.9% 0.0% 2.4% 0.1% 0 0 0 0.00 129.02 N/A N/A 0 0 0 0 2023-10-10 $113.98 $0.00 18.7% 4.9% 13.4% 20.6% 0.0% 2.2% -0.9% 0 0 0 0.00 128.45 N/A N/A 0 0 0 0 2023-10-11 $114.45 $0.00 16.8% 4.8% 13.3% 15.3% 0.0% 2.3% -0.3% 0 0 0 0.00 129.75 N/A N/A 0 0 0 0 2023-10-12 $113.54 $0.00 16.6% 4.8% 12.7% 14.6% 0.0% 2.4% 0.0% 0 0 0 0.00 129.08 N/A N/A 0 0 0 0 2023-10-13 $112.21 $0.00 18.5% 5.3% 13.2% 20.0% 0.0% 5.1% -0.3% 0 0 0 0.00 128.48 N/A N/A 0 0 0 0 2023-10-16 $113.41 $0.00 15.3% 4.4% 13.9% 11.0% 0.0% 1.6% 0.1% 0 0 0 0.00 131.61 N/A N/A 0 0 0 0 2023-10-17 $113.45 $0.00 16.7% 4.8% 13.9% 15.0% 0.0% 1.9% -0.3% 0 0 0 0.00 130.89 N/A N/A 0 0 0 0 2023-10-18 $110.69 $0.00 19.2% 5.5% 16.2% 21.9% 0.0% 5.6% -3.7% 0 0 0 0.00 129.59 N/A N/A 0 0 0 0 2023-10-19 $109.50 $0.00 21.0% 6.0% 15.7% 26.9% 0.0% 2.7% -1.1% 0 0 0 0.00 126.92 N/A N/A 0 0 0 0 2023-10-20 $108.70 $0.00 20.9% 6.0% 15.8% 26.6% 0.0% 1.9% -3.8% 0 0 0 0.00 127.39 N/A N/A 0 0 0 0 2023-10-23 $108.58 $0.00 19.9% 5.7% 15.8% 23.8% 0.0% 2.3% -1.0% 0 0 0 0.00 130.31 N/A N/A 0 0 0 0 2023-10-24 $108.97 $0.00 19.9% 5.7% 15.3% 23.9% 0.0% 2.3% -0.7% 0 0 0 0.00 129.53 N/A N/A 0 0 0 0 2023-10-25 $107.66 $0.00 20.3% 5.8% 15.6% 25.0% 0.0% 1.9% -0.9% 0 0 0 0.00 128.51 N/A N/A 0 0 0 0 2023-10-26 $106.92 $0.00 21.0% 6.0% 15.2% 26.8% 0.0% 2.1% -1.4% 0 0 0 0.00 130.11 N/A N/A 0 0 0 0 2023-10-27 $106.55 $0.00 20.7% 5.9% 15.1% 26.1% 0.0% 2.3% -0.3% 0 0 0 0.00 128.16 N/A N/A 0 0 0 0 2023-10-30 $108.20 $0.00 19.7% 5.7% 16.0% 23.4% 0.0% 1.8% -0.7% 0 0 0 0.00 132.01 N/A N/A 0 0 0 0 2023-10-31 $108.86 $0.00 18.8% 5.4% 15.9% 20.9% 0.0% 1.7% -1.4% 0 0 0 0.00 133.15 N/A N/A 0 0 0 0
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