EXI Options History — September 2024 In September 2024, EXI traded between $138.03 and $149.69. ATM implied volatility averaged 16.3%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 0.7% (HV 20d: 15.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days.
Notable Days 2024-09-27 : Highest Volume — 2 contracts2024-09-19 : Largest IV drop — 24.6% change2024-09-06 : Highest IV Rank — 48.2%2024-09-18 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $144.16 $138.03 $149.69 $140.82 $148.58 ATM IV 16.3% 13.7% 19.9% 17.9% 14.9% Expected Move 4.6% 3.9% 5.4% 5.1% 4.3% HV 20d 15.5% 14.0% 16.7% 14.6% 16.6% HV 60d 16.8% 16.5% 17.0% 16.8% 17.0% IV Rank 28.8% 14.8% 48.2% 37.3% 21.2% IV Percentile 67.4% 41.3% 91.3% 85.7% 57.5% Term Structure 0.9% -4.2% 2.8% -1.2% 1.5% Skew 25d 3.0% 0.1% 6.2% 1.9% 1.4% Skew 10d 3.9% 2.3% 7.9% 3.2% 2.5% Call IV 25d 13.1% 11.6% 16.8% 15.4% 13.4% Put IV 25d 16.1% 13.2% 23.1% 17.3% 14.8% Bid-Ask Spread % 131.51 118.16 144.19 126.85 137.94 Gamma HHI 0.99 0.71 1.00 1.00 0.71 Net GEX 2.0K 1.5K 2.1K 2.0K 1.5K Net DEX -22.7K -30.8K -14.7K -17.9K -26.0K Net VEX -86 -112 -75 -90 -112 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.1 0 2 0 0 Total OI 3.1 3 5 3 5
Daily Data (20 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 2024-09-03 $140.82 $0.00 17.9% 5.1% 14.6% 37.3% 0.0% 1.9% -1.2% 2.0K -17.9K -90 0.00 126.85 N/A N/A 0 0 3 0 2024-09-04 $141.04 $0.00 18.8% 5.4% 14.0% 42.5% 0.0% 1.8% -1.3% 1.9K -18.2K -89 0.00 126.50 N/A N/A 0 0 3 0 2024-09-05 $140.33 $0.00 19.5% 5.1% 14.2% 46.0% 0.0% 5.9% 0.2% 1.9K -17.5K -89 0.00 118.63 N/A N/A 0 0 3 0 2024-09-06 $138.03 $0.00 19.9% 5.2% 14.9% 48.2% 0.0% 2.9% -0.5% 1.9K -14.7K -85 0.00 118.16 N/A N/A 0 0 3 0 2024-09-09 $140.12 $0.00 19.0% 5.0% 15.7% 43.6% 0.0% 5.8% 0.4% 1.9K -16.7K -87 0.00 123.86 N/A N/A 0 0 3 0 2024-09-10 $140.25 $0.00 19.3% 4.9% 15.6% 44.7% 0.0% 6.0% 0.8% 1.9K -16.7K -86 0.00 125.13 N/A N/A 0 0 3 0 2024-09-11 $140.50 $0.00 16.6% 4.8% 15.0% 30.5% 0.0% 5.5% 1.2% 1.9K -17.1K -86 0.00 127.36 N/A N/A 0 0 3 0 2024-09-12 $142.30 $0.00 15.7% 4.5% 15.5% 25.6% 0.0% 5.2% 1.3% 2.1K -19.4K -87 0.00 130.25 N/A N/A 0 0 3 0 2024-09-13 $143.19 $0.00 15.5% 4.5% 15.0% 24.7% 0.0% 1.9% 1.1% 2.0K -21.1K -88 0.00 130.79 N/A N/A 0 0 3 0 2024-09-16 $144.33 $0.00 15.8% 4.5% 15.2% 26.5% 0.0% 3.0% 1.6% 2.0K -22.9K -87 0.00 134.67 N/A N/A 0 0 3 0 2024-09-17 $144.21 $0.00 15.4% 4.4% 15.0% 24.2% 0.0% 2.1% 2.8% 2.0K -22.3K -87 0.00 130.28 N/A N/A 0 0 3 0 2024-09-18 $144.33 $0.00 19.0% 5.4% 14.9% 43.2% 0.0% 6.2% -4.2% 2.1K -25.1K -85 0.00 144.19 N/A N/A 0 0 3 0 2024-09-19 $147.31 $0.00 14.3% 4.1% 16.3% 18.1% 0.0% 0.1% 2.1% 1.9K -27.3K -84 0.00 129.38 N/A N/A 0 0 3 0 2024-09-20 $146.30 $0.00 14.1% 4.0% 16.5% 17.1% 0.0% 1.7% 2.3% 2.0K -25.8K -84 0.00 136.07 N/A N/A 0 0 3 0 2024-09-23 $147.29 $0.00 13.7% 3.9% 16.2% 14.9% 0.0% 1.5% 2.2% 2.0K -27.4K -82 0.00 136.58 N/A N/A 0 0 3 0 2024-09-24 $147.92 $0.00 13.7% 3.9% 16.2% 14.8% 0.0% 1.8% 1.9% 2.0K -28.3K -80 0.00 135.97 N/A N/A 0 0 3 0 2024-09-25 $147.86 $0.00 13.7% 3.9% 16.2% 14.8% 0.0% 1.6% 2.1% 2.1K -28.5K -79 0.00 140.76 N/A N/A 0 0 3 0 2024-09-26 $149.69 $0.00 14.8% 4.2% 16.5% 20.6% 0.0% 2.5% 1.2% 2.1K -30.8K -75 0.00 140.60 N/A N/A 0 0 3 0 2024-09-27 $148.88 $0.00 14.0% 4.0% 16.7% 16.7% 0.0% 1.2% 2.3% 1.9K -29.7K -76 0.00 136.25 N/A N/A 0 2 3 0 2024-09-30 $148.58 $0.00 14.9% 4.3% 16.6% 21.2% 0.0% 1.4% 1.5% 1.5K -26.0K -112 0.00 137.94 N/A N/A 0 0 3 2
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