EXI Options History — November 2023 In November 2023, EXI traded between $109.53 and $119.37. ATM implied volatility averaged 14.2%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded below realized volatility by 1.2% (HV 20d: 15.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days.
Notable Days 2023-11-08 : Largest IV drop — 26.3% change2023-11-06 : Highest IV Rank — 20.5%2023-11-01 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $115.73 $109.53 $119.37 $109.53 $119.37 ATM IV 14.2% 12.4% 18.7% 17.1% 14.5% Expected Move 3.9% 3.6% 4.9% 4.9% 4.2% HV 20d 15.4% 12.2% 18.5% 16.1% 12.2% HV 60d 14.2% 13.1% 14.8% 13.1% 14.0% IV Rank 8.0% 3.1% 20.5% 16.1% 9.0% IV Percentile 23.8% 5.2% 67.1% 51.2% 31.3% Term Structure 0.8% -1.7% 3.4% -1.3% -1.5% Skew 25d 1.1% 0.7% 2.0% 1.6% 1.2% Skew 10d 1.8% 0.2% 3.1% 2.5% 1.3% Call IV 25d 13.3% 12.1% 17.3% 17.3% 15.1% Put IV 25d 14.5% 13.4% 19.0% 19.0% 16.3% Bid-Ask Spread % 138.84 132.63 144.71 135.28 142.80 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2023-11-01 $109.53 $0.00 17.1% 4.9% 16.1% 16.1% 0.0% 1.6% -1.3% 0 0 0 0.00 135.28 N/A N/A 0 0 0 0 2023-11-02 $111.84 $0.00 16.2% 4.5% 17.8% 13.6% 0.0% 2.0% 1.2% 0 0 0 0.00 132.63 N/A N/A 0 0 0 0 2023-11-03 $113.23 $0.00 16.2% 4.1% 17.9% 13.4% 0.0% 1.6% 1.4% 0 0 0 0.00 133.75 N/A N/A 0 0 0 0 2023-11-06 $112.44 $0.00 18.7% 3.8% 18.0% 20.5% 0.0% 1.4% 3.2% 0 0 0 0.00 135.98 N/A N/A 0 0 0 0 2023-11-07 $112.34 $0.00 18.0% 4.0% 17.3% 18.5% 0.0% 1.3% 2.2% 0 0 0 0.00 135.31 N/A N/A 0 0 0 0 2023-11-08 $112.45 $0.00 13.2% 3.8% 17.3% 5.3% 0.0% 1.6% 3.4% 0 0 0 0.00 135.67 N/A N/A 0 0 0 0 2023-11-09 $112.58 $0.00 13.4% 3.8% 17.1% 5.6% 0.0% 1.4% 1.9% 0 0 0 0.00 135.47 N/A N/A 0 0 0 0 2023-11-10 $113.78 $0.00 12.5% 3.6% 16.9% 3.4% 0.0% 1.5% 2.0% 0 0 0 0.00 137.66 N/A N/A 0 0 0 0 2023-11-13 $114.02 $0.00 13.1% 3.7% 16.5% 4.8% 0.0% 1.0% 2.4% 0 0 0 0.00 138.39 N/A N/A 0 0 0 0 2023-11-14 $116.72 $0.00 12.5% 3.6% 18.5% 3.1% 0.0% 0.7% 1.9% 0 0 0 0.00 138.72 N/A N/A 0 0 0 0 2023-11-15 $117.04 $0.00 14.9% 4.3% 15.7% 10.0% 0.0% 0.7% 1.2% 0 0 0 0.00 139.81 N/A N/A 0 0 0 0 2023-11-16 $116.92 $0.00 12.7% 3.6% 14.9% 3.8% 0.0% 0.8% 2.2% 0 0 0 0.00 138.68 N/A N/A 0 0 0 0 2023-11-17 $118.06 $0.00 12.7% 3.6% 14.6% 3.9% 0.0% 0.7% 0.5% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2023-11-20 $118.57 $0.00 12.4% 3.6% 14.4% 3.1% 0.0% 1.0% 0.2% 0 0 0 0.00 141.54 N/A N/A 0 0 0 0 2023-11-21 $118.19 $0.00 12.7% 3.7% 14.7% 3.9% 0.0% 0.9% 0.0% 0 0 0 0.00 142.03 N/A N/A 0 0 0 0 2023-11-22 $118.43 $0.00 13.0% 3.7% 13.4% 4.5% 0.0% 1.3% -0.1% 0 0 0 0.00 141.50 N/A N/A 0 0 0 0 2023-11-24 $118.94 $0.00 12.9% 3.7% 12.7% 4.2% 0.0% 1.1% -0.4% 0 0 0 0.00 141.26 N/A N/A 0 0 0 0 2023-11-27 $118.59 $0.00 13.5% 3.9% 12.6% 6.0% 0.0% 1.0% -0.9% 0 0 0 0.00 142.02 N/A N/A 0 0 0 0 2023-11-28 $118.55 $0.00 13.5% 3.9% 12.2% 6.1% 0.0% 0.7% -1.2% 0 0 0 0.00 143.04 N/A N/A 0 0 0 0 2023-11-29 $118.79 $0.00 14.3% 4.1% 12.2% 8.3% 0.0% 0.8% -1.7% 0 0 0 0.00 144.71 N/A N/A 0 0 0 0 2023-11-30 $119.37 $0.00 14.5% 4.2% 12.2% 9.0% 0.0% 1.2% -1.5% 0 0 0 0.00 142.80 N/A N/A 0 0 0 0
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