EXI Options History — December 2023 In December 2023, EXI traded between $120.35 and $127.59. ATM implied volatility averaged 15.5%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 5.0% (HV 20d: 10.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 17 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 54.5% change2023-12-11 : Highest IV Rank — 41.0%2023-12-01 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $124.35 $120.35 $127.59 $121.41 $127.48 ATM IV 15.5% 11.3% 26.1% 15.1% 12.8% Expected Move 3.7% 3.3% 4.3% 4.3% 3.7% HV 20d 10.5% 8.6% 11.6% 11.6% 10.9% HV 60d 14.1% 13.4% 14.4% 14.4% 13.4% IV Rank 12.5% 0.0% 41.0% 10.4% 5.6% IV Percentile 37.1% 0.4% 97.2% 36.5% 12.7% Term Structure 0.9% -2.9% 2.7% -1.9% 0.5% Skew 25d 1.4% -0.6% 2.5% 1.0% 1.1% Skew 10d 2.3% 0.8% 5.8% 1.3% 1.9% Call IV 25d 12.1% 10.8% 15.6% 15.6% 13.0% Put IV 25d 13.5% 12.4% 16.6% 16.6% 14.0% Bid-Ask Spread % 134.88 131.64 141.85 141.85 133.01 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 (20 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 2023-12-01 $121.41 $0.00 15.1% 4.3% 11.6% 10.4% 0.0% 1.0% -1.9% 0 0 0 0.00 141.85 N/A N/A 0 0 0 0 2023-12-04 $120.89 $0.00 16.5% 3.7% 11.5% 14.4% 0.0% 2.3% 2.0% 0 0 0 0.00 134.82 N/A N/A 0 0 0 0 2023-12-05 $120.35 $0.00 19.1% 3.7% 11.2% 21.7% 0.0% 2.2% 1.8% 0 0 0 0.00 137.62 N/A N/A 0 0 0 0 2023-12-06 $120.98 $0.00 17.4% 3.6% 11.1% 17.0% 0.0% 2.3% 1.6% 0 0 0 0.00 137.69 N/A N/A 0 0 0 0 2023-12-07 $121.50 $0.00 18.4% 3.8% 11.1% 19.6% 0.0% 2.3% 1.3% 0 0 0 0.00 136.14 N/A N/A 0 0 0 0 2023-12-08 $121.72 $0.00 18.1% 3.5% 11.1% 19.0% 0.0% 2.4% 1.9% 0 0 0 0.00 135.81 N/A N/A 0 0 0 0 2023-12-11 $122.47 $0.00 26.1% 3.4% 10.8% 41.0% 0.0% 2.1% 2.7% 0 0 0 0.00 136.47 N/A N/A 0 0 0 0 2023-12-12 $123.06 $0.00 24.9% 3.4% 10.8% 37.9% 0.0% 2.0% 2.1% 0 0 0 0.00 135.37 N/A N/A 0 0 0 0 2023-12-13 $124.51 $0.00 11.3% 3.3% 8.6% 0.0% 0.0% 1.4% 2.4% 0 0 0 0.00 134.47 N/A N/A 0 0 0 0 2023-12-14 $125.81 $0.00 11.8% 3.4% 8.9% 1.2% 0.0% 2.5% 1.4% 0 0 0 0.00 134.94 N/A N/A 0 0 0 0 2023-12-15 $125.45 $0.00 11.9% 3.4% 9.1% 2.2% 0.0% 0.8% 1.4% 0 0 0 0.00 136.37 N/A N/A 0 0 0 0 2023-12-18 $125.63 $0.00 12.3% 3.5% 8.8% 3.7% 0.0% 0.3% 0.8% 0 0 0 0.00 135.80 N/A N/A 0 0 0 0 2023-12-19 $126.56 $0.00 12.1% 3.5% 8.9% 3.0% 0.0% 0.7% 1.0% 0 0 0 0.00 133.74 N/A N/A 0 0 0 0 2023-12-20 $124.75 $0.00 13.7% 3.9% 10.7% 9.1% 0.0% 1.0% 0.7% 0 0 0 0.00 132.15 N/A N/A 0 0 0 0 2023-12-21 $125.90 $0.00 13.8% 3.9% 11.0% 9.3% 0.0% 1.0% 0.4% 0 0 0 0.00 132.00 N/A N/A 0 0 0 0 2023-12-22 $126.29 $0.00 13.5% 3.9% 10.9% 8.4% 0.0% 1.2% 1.3% 0 0 0 0.00 132.13 N/A N/A 0 0 0 0 2023-12-26 $127.22 $0.00 13.7% 3.9% 10.8% 9.0% 0.0% 1.1% 0.8% 0 0 0 0.00 131.64 N/A N/A 0 0 0 0 2023-12-27 $127.36 $0.00 12.8% 3.7% 10.8% 5.8% 0.0% -0.6% -0.7% 0 0 0 0.00 132.97 N/A N/A 0 0 0 0 2023-12-28 $127.59 $0.00 14.5% 4.2% 10.8% 12.2% 0.0% 1.4% -2.9% 0 0 0 0.00 132.68 N/A N/A 0 0 0 0 2023-12-29 $127.48 $0.00 12.8% 3.7% 10.9% 5.6% 0.0% 1.1% 0.5% 0 0 0 0.00 133.01 N/A N/A 0 0 0 0
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