EXI Options History — August 2024 In August 2024, EXI traded between $131.19 and $144.36. ATM implied volatility averaged 18.2%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 2.4% (HV 20d: 20.6%). Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-28 : Highest Volume — 3 contracts2024-08-14 : Largest IV drop — 42.7% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $138.61 $131.19 $144.36 $137.09 $144.36 ATM IV 18.2% 12.7% 29.5% 19.8% 13.7% Expected Move 4.6% 3.7% 6.9% 5.7% 3.9% HV 20d 20.6% 13.7% 22.3% 18.4% 13.7% HV 60d 16.0% 14.2% 16.4% 14.2% 16.1% IV Rank 40.0% 9.7% 100.0% 58.9% 14.7% IV Percentile 62.3% 18.3% 100.0% 93.7% 42.5% Term Structure -0.2% -3.0% 1.6% -2.5% 0.5% Skew 25d 2.2% 1.1% 7.5% 1.6% 1.3% Skew 10d 2.8% -0.4% 6.3% 2.4% 2.5% Call IV 25d 13.1% 10.8% 18.6% 16.8% 12.5% Put IV 25d 15.4% 12.2% 21.9% 18.5% 13.8% Bid-Ask Spread % 125.83 112.22 144.05 144.05 126.72 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 190 0 2.1K 0 2.1K Net DEX -2.1K -23.3K 0 0 -23.3K Net VEX -9 -95 0 0 -95 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.136 0 3 0 0 Total OI 0.273 0 3 0 3
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 2024-08-01 $137.09 $0.00 19.8% 5.7% 18.4% 58.9% 0.0% 1.6% -2.5% 0 0 0 0.00 144.05 N/A N/A 0 0 0 0 2024-08-02 $134.02 $0.00 22.6% 6.5% 20.1% 77.1% 0.0% 3.3% -2.7% 0 0 0 0.00 136.96 N/A N/A 0 0 0 0 2024-08-05 $131.19 $0.00 29.5% 6.9% 21.4% 100.0% 0.0% 3.9% -3.0% 0 0 0 0.00 123.55 N/A N/A 0 0 0 0 2024-08-06 $133.13 $0.00 28.4% 6.6% 22.1% 94.0% 0.0% 3.3% -1.9% 0 0 0 0.00 121.04 N/A N/A 0 0 0 0 2024-08-07 $133.23 $0.00 24.8% 5.9% 21.9% 74.5% 0.0% 7.5% -0.3% 0 0 0 0.00 112.22 N/A N/A 0 0 0 0 2024-08-08 $135.34 $0.00 26.6% 5.4% 22.3% 84.1% 0.0% 3.1% -0.0% 0 0 0 0.00 125.86 N/A N/A 0 0 0 0 2024-08-09 $135.51 $0.00 19.8% 4.7% 22.0% 47.5% 0.0% 2.0% 1.3% 0 0 0 0.00 120.55 N/A N/A 0 0 0 0 2024-08-12 $135.11 $0.00 25.2% 4.9% 22.0% 76.8% 0.0% 1.9% -0.0% 0 0 0 0.00 121.06 N/A N/A 0 0 0 0 2024-08-13 $136.97 $0.00 26.0% 4.6% 21.4% 80.8% 0.0% 4.0% 0.3% 0 0 0 0.00 121.67 N/A N/A 0 0 0 0 2024-08-14 $137.54 $0.00 14.9% 4.3% 21.3% 21.2% 0.0% 1.8% 0.8% 0 0 0 0.00 123.85 N/A N/A 0 0 0 0 2024-08-15 $139.39 $0.00 13.8% 4.0% 21.6% 15.5% 0.0% 1.5% 1.0% 0 0 0 0.00 124.96 N/A N/A 0 0 0 0 2024-08-16 $139.65 $0.00 12.9% 3.7% 21.5% 10.4% 0.0% 1.3% 0.7% 0 0 0 0.00 126.34 N/A N/A 0 0 0 0 2024-08-19 $140.70 $0.00 12.7% 3.7% 21.4% 9.7% 0.0% 1.3% -0.2% 0 0 0 0.00 127.06 N/A N/A 0 0 0 0 2024-08-20 $140.25 $0.00 12.9% 3.7% 21.4% 10.6% 0.0% 1.1% -2.4% 0 0 0 0.00 126.70 N/A N/A 0 0 0 0 2024-08-21 $141.26 $0.00 13.7% 3.9% 20.7% 14.6% 0.0% 1.3% -0.2% 0 0 0 0.00 125.79 N/A N/A 0 0 0 0 2024-08-22 $140.88 $0.00 14.4% 4.1% 20.7% 18.8% 0.0% 1.3% 0.3% 0 0 0 0.00 126.74 N/A N/A 0 0 0 0 2024-08-23 $142.60 $0.00 13.4% 3.8% 20.6% 13.2% 0.0% 1.4% -0.3% 0 0 0 0.00 125.41 N/A N/A 0 0 0 0 2024-08-26 $142.44 $0.00 13.2% 3.8% 20.6% 12.2% 0.0% 1.3% 1.4% 0 0 0 0.00 126.63 N/A N/A 0 0 0 0 2024-08-27 $142.93 $0.00 13.5% 3.9% 20.6% 13.6% 0.0% 1.5% 0.5% 0 0 0 0.00 126.99 N/A N/A 0 0 0 0 2024-08-28 $142.53 $0.00 14.3% 4.1% 20.0% 18.2% 0.0% 1.6% -0.0% 0 0 0 0.00 127.06 N/A N/A 3 0 0 0 2024-08-29 $143.33 $0.00 13.4% 3.8% 16.5% 13.2% 0.0% 1.5% 1.6% 2.1K -21.8K -95 0.00 127.10 N/A N/A 0 0 3 0 2024-08-30 $144.36 $0.00 13.7% 3.9% 13.7% 14.7% 0.0% 1.3% 0.5% 2.1K -23.3K -95 0.00 126.72 N/A N/A 0 0 3 0
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