EXI Options History — June 2024 In June 2024, EXI traded between $134.06 and $138.94. ATM implied volatility averaged 13.7%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 1.1% (HV 20d: 12.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 15 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 25.4% change2024-06-11 : Highest IV Rank — 32.1%2024-06-04 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $136.31 $134.06 $138.94 $138.12 $134.88 ATM IV 13.7% 11.9% 16.3% 14.5% 12.5% Expected Move 3.7% 3.4% 4.3% 4.2% 3.6% HV 20d 12.6% 10.1% 14.3% 10.5% 13.2% HV 60d 11.8% 11.0% 12.3% 11.0% 12.1% IV Rank 17.2% 6.0% 32.1% 21.2% 10.5% IV Percentile 41.0% 10.3% 78.2% 57.5% 19.8% Term Structure 0.5% -1.2% 1.6% -0.7% 0.6% Skew 25d 1.2% 0.9% 2.4% 1.5% 1.1% Skew 10d 1.0% -0.7% 2.0% 1.1% 1.5% Call IV 25d 12.1% 10.5% 14.8% 14.4% 12.4% Put IV 25d 13.3% 11.7% 16.2% 15.9% 13.5% Bid-Ask Spread % 146.03 126.53 153.33 130.38 152.91 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 (19 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 2024-06-03 $138.12 $0.00 14.5% 4.2% 10.5% 21.2% 0.0% 1.5% -0.7% 0 0 0 0.00 130.38 N/A N/A 0 0 0 0 2024-06-04 $137.76 $0.00 15.1% 4.3% 10.1% 24.8% 0.0% 1.3% -1.2% 0 0 0 0.00 127.98 N/A N/A 0 0 0 0 2024-06-05 $138.94 $0.00 14.6% 4.2% 10.6% 21.8% 0.0% 1.1% -0.4% 0 0 0 0.00 126.53 N/A N/A 0 0 0 0 2024-06-06 $138.24 $0.00 14.9% 3.7% 10.8% 23.9% 0.0% 1.2% 0.5% 0 0 0 0.00 152.55 N/A N/A 0 0 0 0 2024-06-07 $137.63 $0.00 16.1% 3.6% 10.2% 31.0% 0.0% 1.1% 0.7% 0 0 0 0.00 153.33 N/A N/A 0 0 0 0 2024-06-10 $138.00 $0.00 16.2% 3.6% 10.2% 31.7% 0.0% 1.3% 1.6% 0 0 0 0.00 152.65 N/A N/A 0 0 0 0 2024-06-11 $135.35 $0.00 16.3% 3.8% 12.2% 32.1% 0.0% 0.9% 0.6% 0 0 0 0.00 143.46 N/A N/A 0 0 0 0 2024-06-12 $136.96 $0.00 12.2% 3.5% 13.0% 7.3% 0.0% 1.2% -0.5% 0 0 0 0.00 148.74 N/A N/A 0 0 0 0 2024-06-13 $135.80 $0.00 11.9% 3.4% 12.8% 6.0% 0.0% 0.9% 1.3% 0 0 0 0.00 148.91 N/A N/A 0 0 0 0 2024-06-14 $134.06 $0.00 13.4% 3.8% 13.2% 16.3% 0.0% 0.9% 0.4% 0 0 0 0.00 143.72 N/A N/A 0 0 0 0 2024-06-17 $135.27 $0.00 13.1% 3.7% 13.8% 14.0% 0.0% 2.4% 1.0% 0 0 0 0.00 147.19 N/A N/A 0 0 0 0 2024-06-18 $136.19 $0.00 13.1% 3.7% 14.0% 14.0% 0.0% 1.3% 0.9% 0 0 0 0.00 146.56 N/A N/A 0 0 0 0 2024-06-20 $136.18 $0.00 13.2% 3.8% 14.1% 14.7% 0.0% 1.3% 0.8% 0 0 0 0.00 147.38 N/A N/A 0 0 0 0 2024-06-21 $135.22 $0.00 12.4% 3.5% 14.2% 9.5% 0.0% 1.2% 1.6% 0 0 0 0.00 148.86 N/A N/A 0 0 0 0 2024-06-24 $136.38 $0.00 12.9% 3.7% 14.3% 12.8% 0.0% 1.1% 0.8% 0 0 0 0.00 149.82 N/A N/A 0 0 0 0 2024-06-25 $135.33 $0.00 13.0% 3.7% 14.1% 13.9% 0.0% 1.0% 1.1% 0 0 0 0.00 150.22 N/A N/A 0 0 0 0 2024-06-26 $134.56 $0.00 12.2% 3.5% 14.1% 8.1% 0.0% 1.2% 0.9% 0 0 0 0.00 151.51 N/A N/A 0 0 0 0 2024-06-27 $135.06 $0.00 12.9% 3.7% 13.3% 13.1% 0.0% 1.1% 0.3% 0 0 0 0.00 151.93 N/A N/A 0 0 0 0 2024-06-28 $134.88 $0.00 12.5% 3.6% 13.2% 10.5% 0.0% 1.1% 0.6% 0 0 0 0.00 152.91 N/A N/A 0 0 0 0
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