EXI Options History — October 2024 In October 2024, EXI traded between $144.99 and $150.36. ATM implied volatility averaged 17.8%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 6.0% (HV 20d: 11.8%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2024-10-04 : Largest IV drop — 11.7% change2024-10-31 : Highest IV Rank — 56.0%2024-10-31 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $147.93 $144.99 $150.36 $148.87 $144.99 ATM IV 17.8% 15.2% 21.3% 15.4% 21.3% Expected Move 5.2% 4.4% 6.1% 4.4% 6.1% HV 20d 11.8% 10.5% 13.9% 13.4% 10.9% HV 60d 15.9% 13.0% 17.0% 17.0% 13.1% IV Rank 36.8% 23.0% 56.0% 24.1% 56.0% IV Percentile 82.8% 62.3% 95.2% 64.7% 95.2% Term Structure -1.3% -4.5% 2.1% 2.1% -3.2% Skew 25d 3.5% 0.9% 6.7% 1.5% 2.6% Skew 10d 3.6% 1.0% 5.5% 3.0% 1.0% Call IV 25d 13.8% 12.0% 17.3% 13.9% 17.3% Put IV 25d 17.3% 15.4% 19.8% 15.5% 19.8% Bid-Ask Spread % 128.44 109.50 141.37 137.13 139.34 Gamma HHI 0.72 0.69 0.74 0.71 0.74 Net GEX 1.7K 1.5K 2.3K 1.5K 2.3K Net DEX -24.1K -29.5K -16.5K -26.5K -16.5K Net VEX -107 -126 -95 -109 -103 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5 5 5 5 5
Daily Data (23 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 2024-10-01 $148.87 $0.00 15.4% 4.4% 13.4% 24.1% 0.0% 1.5% 2.1% 1.5K -26.5K -109 0.00 137.13 N/A N/A 0 0 3 2 2024-10-02 $148.50 $0.00 15.8% 4.5% 13.6% 26.3% 0.0% 1.4% 2.0% 1.6K -25.6K -115 0.00 137.36 N/A N/A 0 0 3 2 2024-10-03 $147.16 $0.00 17.2% 5.2% 13.9% 33.8% 0.0% 6.7% -0.8% 1.5K -22.3K -126 0.00 109.50 N/A N/A 0 0 3 2 2024-10-04 $148.29 $0.00 15.2% 5.1% 12.1% 23.0% 0.0% 6.1% -0.6% 1.6K -25.0K -114 0.00 114.95 N/A N/A 0 0 3 2 2024-10-07 $147.28 $0.00 16.6% 5.4% 11.8% 30.5% 0.0% 6.7% -1.5% 1.6K -23.2K -117 0.00 113.52 N/A N/A 0 0 3 2 2024-10-08 $147.95 $0.00 15.8% 5.1% 11.8% 26.4% 0.0% 5.3% -0.5% 1.6K -24.6K -112 0.00 119.84 N/A N/A 0 0 3 2 2024-10-09 $148.56 $0.00 16.9% 4.8% 11.8% 32.2% 0.0% 6.0% -0.2% 1.7K -26.1K -109 0.00 120.81 N/A N/A 0 0 3 2 2024-10-10 $147.55 $0.00 17.4% 5.0% 11.7% 34.9% 0.0% 4.7% -0.7% 1.7K -24.0K -111 0.00 121.19 N/A N/A 0 0 3 2 2024-10-11 $149.56 $0.00 16.7% 4.8% 12.3% 31.0% 0.0% 4.9% -0.1% 1.7K -28.1K -101 0.00 123.56 N/A N/A 0 0 3 2 2024-10-14 $150.36 $0.00 18.0% 5.2% 12.2% 38.1% 0.0% 4.5% -1.2% 1.6K -29.5K -95 0.00 121.48 N/A N/A 0 0 3 2 2024-10-15 $148.82 $0.00 18.1% 5.2% 12.9% 38.6% 0.0% 0.9% -0.9% 1.7K -26.4K -102 0.00 123.27 N/A N/A 0 0 3 2 2024-10-16 $149.70 $0.00 17.7% 5.1% 13.0% 36.3% 0.0% 2.5% -0.9% 1.7K -28.3K -98 0.00 124.42 N/A N/A 0 0 3 2 2024-10-17 $149.63 $0.00 17.5% 5.0% 11.0% 35.1% 0.0% 2.3% -1.1% 1.7K -28.2K -98 0.00 126.12 N/A N/A 0 0 3 2 2024-10-18 $150.09 $0.00 17.0% 4.9% 10.7% 32.4% 0.0% 4.1% -0.8% 1.7K -29.2K -96 0.00 128.11 N/A N/A 0 0 3 2 2024-10-21 $148.88 $0.00 18.2% 5.2% 11.0% 39.2% 0.0% 2.0% -2.1% 1.7K -25.3K -104 0.00 132.02 N/A N/A 0 0 3 2 2024-10-22 $147.70 $0.00 18.3% 5.2% 11.3% 39.7% 0.0% 3.4% -3.0% 1.8K -22.8K -109 0.00 133.85 N/A N/A 0 0 3 2 2024-10-23 $146.45 $0.00 19.0% 5.5% 11.7% 43.5% 0.0% 3.0% -3.4% 1.8K -20.1K -109 0.00 136.29 N/A N/A 0 0 3 2 2024-10-24 $146.29 $0.00 19.3% 5.5% 10.6% 45.2% 0.0% 2.8% -4.5% 2.0K -20.8K -104 0.00 134.36 N/A N/A 0 0 3 2 2024-10-25 $145.92 $0.00 19.1% 5.5% 10.5% 43.8% 0.0% 2.4% -2.8% 1.9K -19.2K -112 0.00 136.05 N/A N/A 0 0 3 2 2024-10-28 $147.05 $0.00 19.4% 5.6% 11.0% 45.7% 0.0% 2.4% -1.5% 1.9K -21.6K -102 0.00 138.88 N/A N/A 0 0 3 2 2024-10-29 $146.63 $0.00 19.1% 5.5% 11.0% 44.0% 0.0% 2.0% -1.1% 2.1K -20.7K -101 0.00 141.37 N/A N/A 0 0 3 2 2024-10-30 $146.19 $0.00 19.7% 5.7% 11.0% 47.4% 0.0% 1.7% -2.5% 2.0K -20.2K -104 0.00 140.57 N/A N/A 0 0 3 2 2024-10-31 $144.99 $0.00 21.3% 6.1% 10.9% 56.0% 0.0% 2.6% -3.2% 2.3K -16.5K -103 0.00 139.34 N/A N/A 0 0 3 2
« Sep 2024 | All History | Nov 2024 » Home EXI History October 2024