EXI Options History — November 2024 In November 2024, EXI traded between $144.91 and $152.30. ATM implied volatility averaged 17.4%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 3.5% (HV 20d: 13.9%). Max pain ranged from $145.00 to $145.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 35.4% change2024-11-05 : Highest IV Rank — 73.8%2024-11-01 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $148.86 $144.91 $152.30 $144.91 $151.57 Max Pain $145.00 $145.00 $145.00 $145.00 $145.00 ATM IV 17.4% 13.8% 24.6% 21.2% 14.8% Expected Move 4.5% 3.9% 6.1% 6.1% 4.2% HV 20d 13.9% 10.2% 15.0% 10.4% 14.7% HV 60d 13.6% 12.8% 14.2% 12.8% 13.2% IV Rank 34.9% 15.3% 73.8% 55.3% 20.9% IV Percentile 72.2% 42.5% 96.8% 94.4% 52.0% Term Structure 0.3% -4.4% 4.1% -4.4% -0.9% Skew 25d 6.7% 1.9% 9.2% 1.9% 9.2% Skew 10d 10.6% 0.7% 14.0% 0.7% 12.4% Call IV 25d 13.6% 11.7% 17.4% 17.4% 13.8% Put IV 25d 20.4% 15.8% 23.0% 19.3% 23.0% Bid-Ask Spread % 135.66 129.31 141.81 141.81 138.37 Gamma HHI 0.80 0.71 0.88 0.72 0.88 Net GEX 2.7K 1.9K 3.6K 2.0K 3.1K Net DEX -28.1K -38.9K -17.0K -17.5K -38.9K Net VEX -70 -103 -32 -103 -32 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 (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 2024-11-01 $144.91 $0.00 21.2% 6.1% 10.4% 55.3% 0.0% 1.9% -4.4% 2.0K -17.5K -103 0.00 141.81 N/A N/A 0 0 3 2 2024-11-04 $144.93 $145.00 23.7% 5.8% 10.2% 68.7% 0.0% 5.4% -1.9% 1.9K -17.0K -100 0.00 129.31 N/A N/A 0 0 3 2 2024-11-05 $146.81 $145.00 24.6% 4.9% 11.2% 73.8% 0.0% 6.6% 4.1% 2.2K -20.8K -91 0.00 130.04 N/A N/A 0 0 3 2 2024-11-06 $149.73 $145.00 18.3% 4.0% 13.2% 39.6% 0.0% 2.2% 1.4% 3.4K -30.7K -72 0.00 133.13 N/A N/A 0 0 3 2 2024-11-07 $152.30 $145.00 18.6% 4.0% 14.1% 41.0% 0.0% 3.9% 1.6% 3.6K -37.1K -53 0.00 130.67 N/A N/A 0 0 3 2 2024-11-08 $150.91 $145.00 16.8% 4.0% 13.9% 31.3% 0.0% 7.4% 3.6% 2.1K -31.7K -66 0.00 132.99 N/A N/A 0 0 3 2 2024-11-11 $151.97 $145.00 20.2% 4.1% 14.0% 50.1% 0.0% 6.5% 1.4% 2.1K -34.6K -61 0.00 130.84 N/A N/A 0 0 3 2 2024-11-12 $149.93 $145.00 22.3% 4.5% 14.4% 61.2% 0.0% 7.7% 2.5% 2.1K -28.7K -76 0.00 136.58 N/A N/A 0 0 3 2 2024-11-13 $149.51 $145.00 14.4% 4.1% 14.2% 18.7% 0.0% 6.5% 2.9% 2.7K -30.0K -72 0.00 135.85 N/A N/A 0 0 3 2 2024-11-14 $149.27 $145.00 14.9% 4.3% 14.3% 21.2% 0.0% 8.0% 2.1% 2.4K -28.1K -77 0.00 137.89 N/A N/A 0 0 3 2 2024-11-15 $147.20 $145.00 13.8% 3.9% 15.0% 15.3% 0.0% 7.1% 0.3% 2.6K -23.2K -83 0.00 137.25 N/A N/A 0 0 3 2 2024-11-18 $147.64 $145.00 14.4% 4.1% 14.8% 18.8% 0.0% 7.7% 2.1% 2.8K -24.9K -76 0.00 136.57 N/A N/A 0 0 3 2 2024-11-19 $146.89 $145.00 15.4% 4.4% 14.7% 23.9% 0.0% 7.0% -2.6% 3.2K -23.4K -76 0.00 137.70 N/A N/A 0 0 3 2 2024-11-20 $146.67 $145.00 16.0% 4.6% 14.4% 27.4% 0.0% 7.4% -2.7% 3.0K -22.1K -79 0.00 137.84 N/A N/A 0 0 3 2 2024-11-21 $148.03 $145.00 15.2% 4.4% 14.7% 23.1% 0.0% 6.9% -0.5% 2.8K -25.4K -69 0.00 134.46 N/A N/A 0 0 3 2 2024-11-22 $149.09 $145.00 17.0% 4.9% 14.8% 32.8% 0.0% 9.1% 0.7% 2.5K -28.2K -64 0.00 137.35 N/A N/A 0 0 3 2 2024-11-25 $150.08 $145.00 15.5% 4.4% 14.8% 24.3% 0.0% 7.9% 0.0% 3.2K -33.6K -50 0.00 137.95 N/A N/A 0 0 3 2 2024-11-26 $149.30 $145.00 16.4% 4.7% 14.9% 29.2% 0.0% 7.9% -0.8% 3.3K -31.2K -56 0.00 138.23 N/A N/A 0 0 3 2 2024-11-27 $150.48 $145.00 15.1% 4.3% 15.0% 22.3% 0.0% 8.5% -3.0% 3.2K -34.9K -48 0.00 138.39 N/A N/A 0 0 3 2 2024-11-29 $151.57 $145.00 14.8% 4.2% 14.7% 20.9% 0.0% 9.2% -0.9% 3.1K -38.9K -32 0.00 138.37 N/A N/A 0 0 3 2
« Oct 2024 | All History | Dec 2024 » Home EXI History November 2024