EXI Options History — May 2024 In May 2024, EXI traded between $135.50 and $141.42. ATM implied volatility averaged 14.2%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 3.4% (HV 20d: 10.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 17 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 52.6% change2024-05-14 : Highest IV Rank — 74.1%2024-05-01 : Largest Expected Move — 4.4%Monthly Statistics Metric Avg Min Max Open Close Price $139.10 $135.50 $141.42 $135.50 $138.81 ATM IV 14.2% 11.0% 23.3% 15.2% 13.6% Expected Move 3.6% 3.2% 4.4% 4.4% 3.9% HV 20d 10.7% 9.0% 12.7% 12.7% 10.9% HV 60d 10.9% 10.4% 11.5% 11.3% 11.1% IV Rank 19.3% 0.4% 74.1% 25.7% 16.0% IV Percentile 41.0% 0.4% 98.0% 62.7% 45.2% Term Structure 0.5% -1.1% 1.9% 0.1% -1.1% Skew 25d 1.2% 0.5% 1.5% 1.2% 0.5% Skew 10d 2.4% -0.2% 3.3% 1.9% -0.2% Call IV 25d 12.0% 10.7% 15.1% 14.8% 13.8% Put IV 25d 13.2% 11.8% 16.0% 16.0% 14.3% Bid-Ask Spread % 129.00 122.55 155.16 151.71 126.81 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 2024-05-01 $135.50 $0.00 15.2% 4.4% 12.7% 25.7% 0.0% 1.2% 0.1% 0 0 0 0.00 151.71 N/A N/A 0 0 0 0 2024-05-02 $135.93 $0.00 14.5% 4.2% 12.2% 21.7% 0.0% 0.7% -0.3% 0 0 0 0.00 153.19 N/A N/A 0 0 0 0 2024-05-03 $137.36 $0.00 14.0% 4.0% 12.1% 18.4% 0.0% 1.0% 0.0% 0 0 0 0.00 155.16 N/A N/A 0 0 0 0 2024-05-06 $138.44 $0.00 15.3% 3.9% 12.4% 26.1% 0.0% 1.3% 0.8% 0 0 0 0.00 122.55 N/A N/A 0 0 0 0 2024-05-07 $138.53 $0.00 15.1% 3.8% 12.3% 24.8% 0.0% 1.3% 0.9% 0 0 0 0.00 123.20 N/A N/A 0 0 0 0 2024-05-08 $138.68 $0.00 15.0% 3.7% 11.8% 24.6% 0.0% 1.4% 1.3% 0 0 0 0.00 123.30 N/A N/A 0 0 0 0 2024-05-09 $139.98 $0.00 15.1% 3.5% 12.2% 24.8% 0.0% 1.1% 1.5% 0 0 0 0.00 123.04 N/A N/A 0 0 0 0 2024-05-10 $140.38 $0.00 16.2% 3.5% 10.6% 31.5% 0.0% 1.3% 1.2% 0 0 0 0.00 123.65 N/A N/A 0 0 0 0 2024-05-13 $139.94 $0.00 21.3% 3.6% 10.3% 62.3% 0.0% 1.3% 0.4% 0 0 0 0.00 124.22 N/A N/A 0 0 0 0 2024-05-14 $140.28 $0.00 23.3% 3.6% 10.1% 74.1% 0.0% 1.5% 0.4% 0 0 0 0.00 124.10 N/A N/A 0 0 0 0 2024-05-15 $141.42 $0.00 11.0% 3.2% 10.0% 0.6% 0.0% 1.2% 1.9% 0 0 0 0.00 123.71 N/A N/A 0 0 0 0 2024-05-16 $140.42 $0.00 11.4% 3.3% 10.5% 2.8% 0.0% 1.2% 1.7% 0 0 0 0.00 124.95 N/A N/A 0 0 0 0 2024-05-17 $140.35 $0.00 11.0% 3.2% 10.2% 0.4% 0.0% 1.2% 0.8% 0 0 0 0.00 125.04 N/A N/A 0 0 0 0 2024-05-20 $140.81 $0.00 11.5% 3.3% 9.9% 3.1% 0.0% 1.3% 0.6% 0 0 0 0.00 125.32 N/A N/A 0 0 0 0 2024-05-21 $140.64 $0.00 11.3% 3.2% 9.2% 2.2% 0.0% 1.0% 0.8% 0 0 0 0.00 125.09 N/A N/A 0 0 0 0 2024-05-22 $140.06 $0.00 11.6% 3.3% 9.0% 3.9% 0.0% 1.2% 0.3% 0 0 0 0.00 126.39 N/A N/A 0 0 0 0 2024-05-23 $138.75 $0.00 12.3% 3.5% 9.6% 8.3% 0.0% 1.5% 0.2% 0 0 0 0.00 127.34 N/A N/A 0 0 0 0 2024-05-24 $139.94 $0.00 12.0% 3.4% 9.3% 6.3% 0.0% 1.3% 0.6% 0 0 0 0.00 126.11 N/A N/A 0 0 0 0 2024-05-28 $139.16 $0.00 13.4% 3.8% 9.6% 14.5% 0.0% 1.3% -0.1% 0 0 0 0.00 127.93 N/A N/A 0 0 0 0 2024-05-29 $137.14 $0.00 13.7% 3.9% 10.6% 16.4% 0.0% 1.4% -0.3% 0 0 0 0.00 128.22 N/A N/A 0 0 0 0 2024-05-30 $137.71 $0.00 13.7% 3.9% 10.6% 16.3% 0.0% 1.1% -0.9% 0 0 0 0.00 126.96 N/A N/A 0 0 0 0 2024-05-31 $138.81 $0.00 13.6% 3.9% 10.9% 16.0% 0.0% 0.5% -1.1% 0 0 0 0.00 126.81 N/A N/A 0 0 0 0
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