EXI Options History — March 2024 In March 2024, EXI traded between $134.29 and $140.04. ATM implied volatility averaged 14.1%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 4.1% (HV 20d: 10.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 18 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 45.8% change2024-03-12 : Highest IV Rank — 44.7%2024-03-01 : Largest Expected Move — 3.9%Monthly Statistics Metric Avg Min Max Open Close Price $137.13 $134.29 $140.04 $135.01 $139.70 ATM IV 14.1% 10.9% 23.0% 13.7% 11.5% Expected Move 3.6% 3.1% 3.9% 3.9% 3.3% HV 20d 10.0% 8.8% 11.5% 10.6% 9.7% HV 60d 10.9% 10.5% 11.3% 10.9% 10.5% IV Rank 11.9% 0.0% 44.7% 8.9% 3.2% IV Percentile 32.3% 0.0% 96.8% 36.9% 2.8% Term Structure 0.8% -0.8% 1.6% -0.8% 0.7% Skew 25d 0.9% 0.1% 1.2% 1.0% 0.8% Skew 10d 2.4% 1.4% 3.3% 1.8% 1.9% Call IV 25d 11.4% 10.4% 14.0% 14.0% 11.9% Put IV 25d 12.2% 11.2% 15.0% 15.0% 12.7% Bid-Ask Spread % 130.37 126.50 134.80 126.50 134.80 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 (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 2024-03-01 $135.01 $0.00 13.7% 3.9% 10.6% 8.9% 0.0% 1.0% -0.8% 0 0 0 0.00 126.50 N/A N/A 0 0 0 0 2024-03-04 $135.40 $0.00 14.7% 3.5% 10.6% 13.1% 0.0% 0.9% 1.2% 0 0 0 0.00 129.37 N/A N/A 0 0 0 0 2024-03-05 $134.29 $0.00 15.9% 3.9% 10.7% 17.5% 0.0% 1.0% 0.7% 0 0 0 0.00 127.76 N/A N/A 0 0 0 0 2024-03-06 $135.75 $0.00 16.4% 3.8% 11.1% 19.6% 0.0% 1.1% 0.8% 0 0 0 0.00 127.42 N/A N/A 0 0 0 0 2024-03-07 $136.75 $0.00 16.4% 3.7% 11.1% 19.3% 0.0% 1.0% 0.7% 0 0 0 0.00 126.70 N/A N/A 0 0 0 0 2024-03-08 $136.38 $0.00 17.2% 3.9% 11.1% 22.6% 0.0% 0.9% 0.6% 0 0 0 0.00 127.41 N/A N/A 0 0 0 0 2024-03-11 $135.60 $0.00 21.9% 3.8% 11.5% 40.7% 0.0% 0.9% 0.7% 0 0 0 0.00 128.66 N/A N/A 0 0 0 0 2024-03-12 $136.26 $0.00 23.0% 3.7% 11.5% 44.7% 0.0% 1.2% 0.9% 0 0 0 0.00 129.07 N/A N/A 0 0 0 0 2024-03-13 $136.39 $0.00 12.4% 3.6% 9.9% 4.3% 0.0% 0.9% 1.3% 0 0 0 0.00 130.43 N/A N/A 0 0 0 0 2024-03-14 $135.39 $0.00 13.2% 3.8% 9.2% 7.3% 0.0% 1.2% -0.0% 0 0 0 0.00 131.31 N/A N/A 0 0 0 0 2024-03-15 $136.22 $0.00 13.0% 3.7% 8.9% 10.3% 0.0% 0.9% 0.5% 0 0 0 0.00 130.38 N/A N/A 0 0 0 0 2024-03-18 $136.32 $0.00 12.0% 3.4% 8.9% 4.1% 0.0% 0.6% 1.6% 0 0 0 0.00 132.63 N/A N/A 0 0 0 0 2024-03-19 $137.25 $0.00 12.7% 3.6% 9.0% 8.4% 0.0% 0.9% 0.7% 0 0 0 0.00 132.21 N/A N/A 0 0 0 0 2024-03-20 $138.94 $0.00 10.9% 3.1% 9.7% 0.0% 0.0% 1.0% 1.6% 0 0 0 0.00 130.42 N/A N/A 0 0 0 0 2024-03-21 $140.04 $0.00 11.3% 3.2% 8.8% 2.4% 0.0% 0.9% 0.4% 0 0 0 0.00 129.14 N/A N/A 0 0 0 0 2024-03-22 $139.69 $0.00 11.2% 3.2% 8.9% 1.3% 0.0% 0.4% 1.2% 0 0 0 0.00 132.26 N/A N/A 0 0 0 0 2024-03-25 $138.86 $0.00 11.5% 3.3% 9.4% 3.4% 0.0% 0.6% 1.0% 0 0 0 0.00 133.06 N/A N/A 0 0 0 0 2024-03-26 $138.69 $0.00 11.7% 3.4% 9.4% 4.8% 0.0% 0.1% 0.8% 0 0 0 0.00 133.86 N/A N/A 0 0 0 0 2024-03-27 $139.76 $0.00 11.4% 3.3% 9.7% 2.6% 0.0% 0.9% 1.3% 0 0 0 0.00 134.00 N/A N/A 0 0 0 0 2024-03-28 $139.70 $0.00 11.5% 3.3% 9.7% 3.2% 0.0% 0.8% 0.7% 0 0 0 0.00 134.80 N/A N/A 0 0 0 0
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