EXI Options History — January 2024 In January 2024, EXI traded between $123.94 and $127.56. ATM implied volatility averaged 14.1%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 2.4% (HV 20d: 11.7%). Max pain ranged from $127.00 to $127.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days.
Notable Days 2024-01-24 : Highest Volume — 1 contracts2024-01-03 : Largest IV spike — 27.9% change2024-01-03 : Highest IV Rank — 26.4%2024-01-03 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $125.86 $123.94 $127.56 $125.72 $126.73 Max Pain $127.00 $127.00 $127.00 $127.00 $127.00 ATM IV 14.1% 12.9% 18.2% 14.2% 14.6% Expected Move 4.0% 3.7% 5.2% 4.1% 4.2% HV 20d 11.7% 10.3% 13.0% 11.2% 10.3% HV 60d 12.8% 11.1% 13.9% 13.8% 11.1% IV Rank 10.7% 6.0% 26.4% 11.2% 12.4% IV Percentile 32.0% 15.1% 77.4% 33.7% 42.5% Term Structure 0.1% -1.7% 1.0% -0.3% -0.6% VWIV 13.3% 13.3% 13.3% 13.3% 13.3% Skew 25d 1.2% 0.7% 1.6% 0.7% 0.7% Skew 10d 1.9% 0.9% 2.7% 1.9% 0.9% Call IV 25d 12.9% 11.4% 15.3% 14.9% 15.2% Put IV 25d 14.1% 12.7% 16.0% 15.6% 15.9% Bid-Ask Spread % 135.54 130.49 139.23 133.14 138.91 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -346 -1.6K 0 0 -1.5K Net DEX 1.4K 0 6.3K 0 6.2K Net VEX -3 -12 0 0 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.048 0 1 0 0 Total OI 0.238 0 1 0 1
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 2024-01-02 $125.72 $0.00 14.2% 4.1% 11.2% 11.2% 0.0% 0.7% -0.3% 0 0 0 0.00 133.14 N/A N/A 0 0 0 0 2024-01-03 $124.39 $0.00 18.2% 5.2% 11.9% 26.4% 0.0% 0.7% -0.4% 0 0 0 0.00 133.08 N/A N/A 0 0 0 0 2024-01-04 $124.88 $0.00 14.9% 4.2% 11.7% 13.8% 0.0% 1.6% 0.5% 0 0 0 0.00 130.49 N/A N/A 0 0 0 0 2024-01-05 $124.66 $0.00 14.7% 4.1% 11.7% 12.8% 0.0% 0.9% 0.6% 0 0 0 0.00 133.37 N/A N/A 0 0 0 0 2024-01-08 $125.61 $0.00 15.7% 4.0% 11.9% 16.8% 0.0% 0.8% 0.0% 0 0 0 0.00 133.27 N/A N/A 0 0 0 0 2024-01-09 $125.00 $0.00 15.6% 3.9% 12.1% 16.2% 0.0% 1.5% 0.9% 0 0 0 0.00 133.80 N/A N/A 0 0 0 0 2024-01-10 $125.71 $0.00 13.0% 3.7% 12.1% 6.3% 0.0% 1.2% 0.5% 0 0 0 0.00 134.61 N/A N/A 0 0 0 0 2024-01-11 $125.89 $0.00 13.1% 3.8% 12.0% 6.9% 0.0% 1.6% 0.8% 0 0 0 0.00 133.87 N/A N/A 0 0 0 0 2024-01-12 $126.56 $0.00 12.9% 3.7% 11.4% 6.0% 0.0% 1.2% 0.7% 0 0 0 0.00 134.26 N/A N/A 0 0 0 0 2024-01-16 $124.77 $0.00 14.2% 4.1% 12.0% 10.9% 0.0% 1.3% -0.3% 0 0 0 0.00 134.84 N/A N/A 0 0 0 0 2024-01-17 $123.94 $0.00 15.0% 4.3% 12.2% 14.3% 0.0% 1.6% -0.4% 0 0 0 0.00 134.00 N/A N/A 0 0 0 0 2024-01-18 $125.39 $0.00 13.6% 3.9% 13.0% 8.5% 0.0% 1.2% 1.0% 0 0 0 0.00 136.48 N/A N/A 0 0 0 0 2024-01-19 $125.88 $0.00 13.6% 3.9% 12.7% 8.6% 0.0% 1.5% 0.2% 0 0 0 0.00 136.50 N/A N/A 0 0 0 0 2024-01-22 $126.78 $0.00 13.0% 3.7% 11.8% 6.2% 0.0% 1.3% -0.1% 0 0 0 0.00 137.38 N/A N/A 0 0 0 0 2024-01-23 $126.44 $0.00 12.9% 3.7% 11.5% 6.2% 0.0% 1.1% -0.1% 0 0 0 0.00 138.09 N/A N/A 0 0 0 0 2024-01-24 $126.35 $0.00 13.1% 3.7% 11.4% 6.6% 13.3% 1.4% 0.3% 0 0 0 0.00 136.61 N/A N/A 0 1 0 0 2024-01-25 $126.73 $127.00 13.1% 3.7% 11.2% 6.6% 0.0% 1.3% 0.4% -1.4K 6.3K -12 0.00 137.91 N/A N/A 0 0 0 1 2024-01-26 $126.82 $127.00 13.1% 3.8% 11.2% 6.9% 0.0% 1.4% -0.0% -1.4K 6.1K -12 0.00 138.07 N/A N/A 0 0 0 1 2024-01-29 $127.31 $127.00 14.6% 4.2% 11.2% 12.6% 0.0% 0.7% -1.7% -1.6K 5.6K -11 0.00 138.51 N/A N/A 0 0 0 1 2024-01-30 $127.56 $127.00 13.6% 3.9% 11.2% 8.6% 0.0% 0.9% -0.6% -1.4K 5.3K -11 0.00 139.23 N/A N/A 0 0 0 1 2024-01-31 $126.73 $127.00 14.6% 4.2% 10.3% 12.4% 0.0% 0.7% -0.6% -1.5K 6.2K -11 0.00 138.91 N/A N/A 0 0 0 1
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