EXI Options History — February 2024 In February 2024, EXI traded between $127.64 and $134.47. ATM implied volatility averaged 13.1%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 1.9% (HV 20d: 11.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 26.5% change2024-02-05 : Highest IV Rank — 17.0%2024-02-21 : Largest Expected Move — 3.9%Monthly Statistics Metric Avg Min Max Open Close Price $130.84 $127.64 $134.47 $128.56 $134.47 ATM IV 13.1% 11.5% 15.8% 14.3% 13.1% Expected Move 3.6% 3.3% 3.9% 3.7% 3.8% HV 20d 11.2% 10.5% 11.9% 10.6% 11.4% HV 60d 11.2% 10.3% 11.4% 11.2% 10.9% IV Rank 6.8% 0.5% 17.0% 11.3% 6.9% IV Percentile 22.5% 0.8% 54.8% 38.9% 26.6% Term Structure 1.1% -1.1% 3.3% 1.8% -0.6% Skew 25d 1.0% 0.6% 2.2% 2.2% 0.9% Skew 10d 2.3% 1.5% 4.3% 2.4% 1.8% Call IV 25d 12.1% 10.9% 14.0% 10.9% 14.0% Put IV 25d 13.1% 11.6% 14.8% 13.1% 14.8% Bid-Ask Spread % 125.11 123.11 126.69 123.27 126.33 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -810 -1.6K 0 -1.6K 0 Net DEX 2.1K 0 5.4K 4.4K 0 Net VEX -3 -9 0 -9 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.6 0 1 1 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 2024-02-01 $128.56 $0.00 14.3% 3.7% 10.6% 11.3% 0.0% 2.2% 1.8% -1.6K 4.4K -9 0.00 123.27 N/A N/A 0 0 0 1 2024-02-02 $128.81 $0.00 14.2% 3.7% 10.5% 11.1% 0.0% 0.9% 2.3% -1.3K 4.0K -9 0.00 123.11 N/A N/A 0 0 0 1 2024-02-05 $127.82 $0.00 15.8% 3.7% 11.0% 17.0% 0.0% 0.8% 1.9% -1.5K 5.1K -9 0.00 126.08 N/A N/A 0 0 0 1 2024-02-06 $128.57 $0.00 15.7% 3.4% 10.9% 16.6% 0.0% 0.9% 2.4% -1.5K 4.2K -8 0.00 124.72 N/A N/A 0 0 0 1 2024-02-07 $129.47 $0.00 11.5% 3.3% 10.8% 0.7% 0.0% 0.6% 3.2% -1.3K 3.2K -6 0.00 124.72 N/A N/A 0 0 0 1 2024-02-08 $129.28 $0.00 11.5% 3.3% 10.8% 0.5% 0.0% 0.7% 3.3% -1.4K 3.3K -6 0.00 125.38 N/A N/A 0 0 0 1 2024-02-09 $129.31 $0.00 11.6% 3.3% 10.8% 1.1% 0.0% 1.0% 3.1% -1.4K 3.3K -6 0.00 125.09 N/A N/A 0 0 0 1 2024-02-12 $129.36 $0.00 12.2% 3.5% 10.7% 3.2% 0.0% 1.2% 2.3% -1.4K 3.4K -4 0.00 125.65 N/A N/A 0 0 0 1 2024-02-13 $127.64 $0.00 13.7% 3.9% 10.5% 9.2% 0.0% 1.4% 0.2% -1.6K 5.4K -5 0.00 126.31 N/A N/A 0 0 0 1 2024-02-14 $129.79 $0.00 11.8% 3.4% 11.4% 1.9% 0.0% 1.2% 1.8% -1.4K 2.6K -3 0.00 125.80 N/A N/A 0 0 0 1 2024-02-15 $131.06 $0.00 11.8% 3.4% 11.2% 1.7% 0.0% 1.0% 0.6% -934 1.4K -1 0.00 125.15 N/A N/A 0 0 0 1 2024-02-16 $131.09 $0.00 12.7% 3.6% 11.3% 5.3% 0.0% 1.2% -0.3% -885 1.1K 0 0.00 124.60 N/A N/A 0 0 0 1 2024-02-20 $130.97 $0.00 13.7% 3.9% 11.1% 9.0% 0.0% 1.4% 0.5% 0 0 0 0.00 124.56 N/A N/A 0 0 0 0 2024-02-21 $131.41 $0.00 13.8% 3.9% 11.0% 9.3% 0.0% 1.1% 0.8% 0 0 0 0.00 124.93 N/A N/A 0 0 0 0 2024-02-22 $133.37 $0.00 13.1% 3.8% 11.9% 6.9% 0.0% 0.7% -0.3% 0 0 0 0.00 123.88 N/A N/A 0 0 0 0 2024-02-23 $133.88 $0.00 12.0% 3.4% 11.9% 2.5% 0.0% 1.2% 0.6% 0 0 0 0.00 123.57 N/A N/A 0 0 0 0 2024-02-26 $133.87 $0.00 13.0% 3.7% 11.9% 6.5% 0.0% 1.0% -0.1% 0 0 0 0.00 125.84 N/A N/A 0 0 0 0 2024-02-27 $133.97 $0.00 12.9% 3.7% 11.9% 5.9% 0.0% 1.1% -0.2% 0 0 0 0.00 126.49 N/A N/A 0 0 0 0 2024-02-28 $134.08 $0.00 13.6% 3.9% 11.9% 8.6% 0.0% 0.8% -1.1% 0 0 0 0.00 126.69 N/A N/A 0 0 0 0 2024-02-29 $134.47 $0.00 13.1% 3.8% 11.4% 6.9% 0.0% 0.9% -0.6% 0 0 0 0.00 126.33 N/A N/A 0 0 0 0
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