EXI Options History — July 2024 In July 2024, EXI traded between $134.27 and $142.03. ATM implied volatility averaged 14.7%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 1.7% (HV 20d: 13.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 14.3% change2024-07-25 : Highest IV Rank — 38.9%2024-07-25 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $138.10 $134.27 $142.03 $134.27 $141.26 ATM IV 14.7% 12.9% 16.8% 13.3% 15.5% Expected Move 4.1% 3.6% 4.8% 3.8% 4.5% HV 20d 13.0% 11.1% 14.7% 12.8% 14.7% HV 60d 12.1% 11.4% 12.8% 11.9% 12.8% IV Rank 24.9% 12.7% 38.9% 15.5% 30.5% IV Percentile 58.5% 24.2% 83.7% 38.9% 71.0% Term Structure -0.6% -3.7% 0.8% -0.2% -0.5% Skew 25d 1.3% 0.3% 4.2% 1.3% 0.9% Skew 10d 2.5% 1.2% 5.5% 1.8% 2.7% Call IV 25d 12.7% 7.9% 14.9% 13.4% 14.6% Put IV 25d 14.0% 12.0% 16.2% 14.7% 15.5% Bid-Ask Spread % 144.83 134.01 157.50 153.14 148.98 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 2024-07-01 $134.27 $0.00 13.3% 3.8% 12.8% 15.5% 0.0% 1.3% -0.2% 0 0 0 0.00 153.14 N/A N/A 0 0 0 0 2024-07-02 $135.05 $0.00 13.2% 3.8% 13.0% 14.8% 0.0% 1.3% 0.3% 0 0 0 0.00 155.55 N/A N/A 0 0 0 0 2024-07-03 $136.31 $0.00 13.3% 3.8% 13.5% 15.4% 0.0% 1.0% -0.9% 0 0 0 0.00 157.50 N/A N/A 0 0 0 0 2024-07-05 $136.31 $0.00 13.7% 3.7% 13.1% 18.0% 0.0% 1.9% 0.5% 0 0 0 0.00 144.05 N/A N/A 0 0 0 0 2024-07-08 $136.37 $0.00 15.0% 3.6% 13.0% 27.0% 0.0% 1.7% 0.6% 0 0 0 0.00 147.34 N/A N/A 0 0 0 0 2024-07-09 $135.60 $0.00 15.0% 3.6% 13.0% 26.9% 0.0% 4.2% 0.8% 0 0 0 0.00 148.37 N/A N/A 0 0 0 0 2024-07-10 $136.72 $0.00 12.9% 3.7% 13.4% 12.7% 0.0% 1.2% 0.5% 0 0 0 0.00 146.02 N/A N/A 0 0 0 0 2024-07-11 $138.25 $0.00 13.5% 3.9% 12.0% 17.1% 0.0% 0.3% -0.4% 0 0 0 0.00 139.30 N/A N/A 0 0 0 0 2024-07-12 $139.51 $0.00 12.9% 3.7% 11.7% 12.7% 0.0% 1.3% -1.9% 0 0 0 0.00 142.60 N/A N/A 0 0 0 0 2024-07-15 $139.43 $0.00 13.4% 3.8% 11.1% 16.2% 0.0% 1.0% 0.4% 0 0 0 0.00 142.70 N/A N/A 0 0 0 0 2024-07-16 $142.03 $0.00 14.1% 4.0% 11.4% 21.0% 0.0% 0.8% -0.5% 0 0 0 0.00 134.01 N/A N/A 0 0 0 0 2024-07-17 $140.68 $0.00 14.9% 4.3% 12.0% 26.0% 0.0% 0.6% -0.6% 0 0 0 0.00 137.32 N/A N/A 0 0 0 0 2024-07-18 $139.16 $0.00 16.4% 4.7% 12.6% 36.0% 0.0% 1.2% -1.1% 0 0 0 0.00 135.25 N/A N/A 0 0 0 0 2024-07-19 $138.25 $0.00 15.8% 4.5% 12.9% 32.5% 0.0% 1.2% -0.3% 0 0 0 0.00 138.87 N/A N/A 0 0 0 0 2024-07-22 $139.43 $0.00 14.6% 4.2% 12.9% 24.6% 0.0% 1.9% -0.8% 0 0 0 0.00 142.91 N/A N/A 0 0 0 0 2024-07-23 $139.21 $0.00 14.6% 4.2% 12.6% 24.2% 0.0% 1.0% -0.7% 0 0 0 0.00 145.59 N/A N/A 0 0 0 0 2024-07-24 $137.00 $0.00 15.9% 4.6% 13.7% 33.1% 0.0% 1.0% -3.7% 0 0 0 0.00 146.00 N/A N/A 0 0 0 0 2024-07-25 $136.89 $0.00 16.8% 4.8% 13.5% 38.9% 0.0% 0.9% -1.2% 0 0 0 0.00 141.85 N/A N/A 0 0 0 0 2024-07-26 $138.69 $0.00 16.1% 4.6% 14.1% 34.0% 0.0% 1.1% -1.0% 0 0 0 0.00 144.47 N/A N/A 0 0 0 0 2024-07-29 $138.64 $0.00 15.7% 4.5% 14.1% 31.6% 0.0% 1.4% -0.2% 0 0 0 0.00 146.75 N/A N/A 0 0 0 0 2024-07-30 $139.09 $0.00 16.8% 4.8% 14.0% 38.8% 0.0% 1.2% -1.5% 0 0 0 0.00 147.70 N/A N/A 0 0 0 0 2024-07-31 $141.26 $0.00 15.5% 4.5% 14.7% 30.5% 0.0% 0.9% -0.5% 0 0 0 0.00 148.98 N/A N/A 0 0 0 0
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