EXI Options History — April 2024 In April 2024, EXI traded between $133.05 and $139.16. ATM implied volatility averaged 15.3%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 3.7% (HV 20d: 11.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days.
Notable Days 2024-04-12 : Largest IV spike — 15.4% change2024-04-19 : Highest IV Rank — 38.8%2024-04-19 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $136.25 $133.05 $139.16 $138.59 $135.18 ATM IV 15.3% 13.0% 17.4% 13.0% 15.0% Expected Move 4.3% 3.7% 5.0% 3.7% 4.3% HV 20d 11.6% 10.2% 12.9% 10.3% 12.9% HV 60d 11.0% 10.3% 11.6% 10.3% 11.5% IV Rank 26.1% 12.1% 38.8% 12.1% 24.3% IV Percentile 60.9% 24.2% 83.7% 24.2% 60.7% Term Structure 0.0% -0.9% 1.7% 0.5% 0.5% Skew 25d 1.4% -0.4% 3.5% 1.2% 1.4% Skew 10d 1.9% -0.5% 6.9% 1.3% 2.1% Call IV 25d 13.2% 11.3% 15.3% 13.1% 14.7% Put IV 25d 14.6% 12.8% 16.1% 14.3% 16.1% Bid-Ask Spread % 138.34 130.42 149.65 135.31 148.53 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 (22 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 2024-04-01 $138.59 $0.00 13.0% 3.7% 10.3% 12.1% 0.0% 1.2% 0.5% 0 0 0 0.00 135.31 N/A N/A 0 0 0 0 2024-04-02 $137.68 $0.00 13.4% 3.8% 10.6% 14.9% 0.0% 1.4% 0.3% 0 0 0 0.00 135.71 N/A N/A 0 0 0 0 2024-04-03 $138.58 $0.00 13.5% 3.9% 10.2% 15.5% 0.0% 1.2% 0.2% 0 0 0 0.00 135.24 N/A N/A 0 0 0 0 2024-04-04 $137.10 $0.00 15.4% 4.3% 10.5% 27.0% 0.0% 0.5% -0.3% 0 0 0 0.00 133.12 N/A N/A 0 0 0 0 2024-04-05 $138.66 $0.00 14.9% 4.2% 10.9% 24.0% 0.0% 3.5% 0.0% 0 0 0 0.00 132.31 N/A N/A 0 0 0 0 2024-04-08 $139.16 $0.00 15.5% 4.2% 10.9% 27.4% 0.0% 1.5% -0.0% 0 0 0 0.00 136.19 N/A N/A 0 0 0 0 2024-04-09 $138.50 $0.00 16.2% 4.1% 10.8% 31.4% 0.0% 1.1% 0.2% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0 2024-04-10 $137.28 $0.00 15.3% 4.4% 11.3% 26.0% 0.0% 1.5% -0.5% 0 0 0 0.00 136.89 N/A N/A 0 0 0 0 2024-04-11 $137.94 $0.00 14.3% 4.1% 11.4% 20.4% 0.0% 2.5% -0.0% 0 0 0 0.00 138.74 N/A N/A 0 0 0 0 2024-04-12 $135.85 $0.00 16.6% 4.7% 12.4% 33.7% 0.0% 1.1% -0.9% 0 0 0 0.00 130.68 N/A N/A 0 0 0 0 2024-04-15 $134.95 $0.00 17.3% 5.0% 12.4% 38.1% 0.0% 1.5% -0.2% 0 0 0 0.00 130.42 N/A N/A 0 0 0 0 2024-04-16 $134.47 $0.00 16.8% 4.8% 12.5% 34.9% 0.0% -0.4% 0.0% 0 0 0 0.00 137.06 N/A N/A 0 0 0 0 2024-04-17 $133.86 $0.00 16.9% 4.9% 12.2% 35.9% 0.0% 1.8% -0.6% 0 0 0 0.00 130.56 N/A N/A 0 0 0 0 2024-04-18 $133.66 $0.00 17.0% 4.9% 11.1% 36.1% 0.0% 1.9% -0.6% 0 0 0 0.00 134.96 N/A N/A 0 0 0 0 2024-04-19 $133.05 $0.00 17.4% 5.0% 10.5% 38.8% 0.0% 1.7% -0.7% 0 0 0 0.00 134.44 N/A N/A 0 0 0 0 2024-04-22 $134.38 $0.00 16.5% 4.7% 11.4% 33.2% 0.0% 1.3% -0.6% 0 0 0 0.00 141.24 N/A N/A 0 0 0 0 2024-04-23 $136.06 $0.00 14.5% 4.2% 12.4% 21.6% 0.0% 1.7% 0.7% 0 0 0 0.00 145.59 N/A N/A 0 0 0 0 2024-04-24 $135.28 $0.00 15.3% 4.4% 12.5% 25.9% 0.0% 1.5% -0.0% 0 0 0 0.00 144.63 N/A N/A 0 0 0 0 2024-04-25 $134.66 $0.00 14.3% 4.1% 12.1% 20.1% 0.0% 0.9% -0.2% 0 0 0 0.00 144.84 N/A N/A 0 0 0 0 2024-04-26 $136.16 $0.00 13.4% 3.8% 12.9% 14.6% 0.0% 1.3% 1.7% 0 0 0 0.00 148.51 N/A N/A 0 0 0 0 2024-04-29 $136.42 $0.00 14.0% 4.0% 12.7% 18.2% 0.0% 1.2% 0.5% 0 0 0 0.00 149.65 N/A N/A 0 0 0 0 2024-04-30 $135.18 $0.00 15.0% 4.3% 12.9% 24.3% 0.0% 1.4% 0.5% 0 0 0 0.00 148.53 N/A N/A 0 0 0 0
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