EXI Options History — December 2024 In December 2024, EXI traded between $141.11 and $154.43. ATM implied volatility averaged 16.8%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 7.1% (HV 20d: 23.9%). Max pain ranged from $145.00 to $145.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 10 of 21 days.
Notable Days 2024-12-06 : Largest IV spike — 55.7% change2024-12-06 : Highest IV Rank — 84.7%2024-12-11 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $146.25 $141.11 $154.43 $150.14 $141.11 Max Pain $145.00 $145.00 $145.00 $145.00 $145.00 ATM IV 16.8% 12.7% 26.7% 19.7% 14.7% Expected Move 4.5% 3.6% 5.9% 5.7% 4.2% HV 20d 23.9% 15.2% 26.6% 15.2% 25.7% HV 60d 17.2% 12.9% 18.4% 12.9% 18.2% IV Rank 31.6% 9.4% 84.7% 47.3% 20.4% IV Percentile 63.5% 13.5% 99.2% 90.9% 48.4% Term Structure -0.7% -13.7% 5.1% -3.6% 1.1% Skew 25d 4.8% -0.4% 15.1% 9.3% 1.3% Skew 10d 5.8% -2.2% 21.9% 13.1% 1.6% Call IV 25d 13.4% 8.3% 16.6% 16.6% 14.3% Put IV 25d 18.2% 12.2% 28.0% 26.0% 15.6% Bid-Ask Spread % 146.31 128.81 158.54 138.96 148.08 Gamma HHI 0.88 0.68 1.00 0.83 1.00 Net GEX 2.6K -626 6.5K 3.1K -604 Net DEX -17.8K -41.6K 3.4K -32.6K 2.6K Net VEX -32 -56 -20 -51 -22 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.143 2 5 5 2
Daily Data (21 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 2024-12-02 $150.14 $145.00 19.7% 5.7% 15.2% 47.3% 0.0% 9.3% -3.6% 3.1K -32.6K -51 0.00 138.96 N/A N/A 0 0 3 2 2024-12-03 $154.33 $145.00 17.5% 5.0% 17.7% 35.3% 0.0% 15.1% -2.1% 2.1K -39.8K -27 0.00 139.66 N/A N/A 0 0 3 2 2024-12-04 $151.83 $145.00 16.8% 4.8% 18.6% 31.6% 0.0% 10.2% -3.9% 3.3K -40.6K -23 0.00 138.95 N/A N/A 0 0 3 2 2024-12-05 $154.43 $0.00 17.1% 3.9% 18.3% 33.4% 0.0% 10.8% 5.1% 2.1K -41.6K -27 0.00 149.63 N/A N/A 0 0 3 2 2024-12-06 $147.84 $0.00 26.7% 5.1% 23.4% 84.7% 0.0% 4.8% -4.8% 1.1K -23.2K -56 0.00 154.51 N/A N/A 0 0 3 2 2024-12-09 $150.25 $0.00 19.3% 4.1% 24.0% 45.0% 0.0% 7.4% 2.6% 4.5K -38.1K -30 0.00 156.47 N/A N/A 0 0 3 2 2024-12-10 $149.33 $0.00 20.6% 4.3% 24.0% 52.1% 0.0% 7.3% 1.8% 4.5K -34.3K -33 0.00 155.93 N/A N/A 0 0 3 2 2024-12-11 $146.16 $0.00 20.7% 5.9% 24.7% 52.6% 0.0% 2.9% -13.7% 1.5K -21.6K -43 0.00 155.35 N/A N/A 0 0 3 2 2024-12-12 $148.20 $0.00 12.7% 3.6% 25.3% 9.4% 0.0% 6.3% 1.3% 5.4K -31.2K -38 0.00 158.54 N/A N/A 0 0 3 2 2024-12-13 $147.32 $0.00 12.9% 3.7% 25.3% 10.7% 0.0% 6.7% 1.1% 5.7K -27.8K -40 0.00 158.54 N/A N/A 0 0 3 2 2024-12-16 $147.09 $0.00 13.2% 3.8% 24.8% 12.4% 0.0% 6.8% -0.3% 5.9K -26.7K -34 0.00 158.50 N/A N/A 0 0 3 2 2024-12-17 $145.18 $0.00 15.0% 4.3% 25.2% 22.1% 0.0% -0.4% 0.1% 6.5K -21.0K -36 0.00 141.56 N/A N/A 0 0 3 2 2024-12-18 $141.63 $0.00 18.0% 5.2% 26.6% 37.9% 0.0% 3.2% -1.2% 3.8K -3.0K -37 0.00 129.79 N/A N/A 0 0 3 2 2024-12-19 $141.59 $0.00 18.5% 5.3% 26.6% 40.9% 0.0% 3.6% -0.7% 3.7K -3.0K -39 0.00 128.81 N/A N/A 0 0 3 2 2024-12-20 $142.43 $0.00 17.2% 4.9% 26.4% 33.8% 0.0% 0.1% -0.7% 5.0K -5.4K -28 0.00 135.73 N/A N/A 0 0 3 2 2024-12-23 $142.11 $0.00 15.7% 4.5% 26.2% 25.6% 0.0% 0.6% -0.3% -626 3.3K -26 0.00 141.52 N/A N/A 0 0 0 2 2024-12-24 $142.69 $0.00 14.1% 4.0% 26.1% 16.7% 0.0% 1.3% 0.6% -570 2.7K -23 0.00 144.27 N/A N/A 0 0 0 2 2024-12-26 $143.49 $0.00 13.3% 3.8% 26.3% 12.8% 0.0% 1.3% 1.5% -495 2.1K -20 0.00 146.80 N/A N/A 0 0 0 2 2024-12-27 $142.42 $0.00 14.3% 4.1% 26.1% 18.1% 0.0% 1.5% 1.4% -621 3.4K -25 0.00 146.40 N/A N/A 0 0 0 2 2024-12-30 $141.59 $0.00 14.8% 4.2% 25.8% 20.9% 0.0% 1.0% -0.8% -584 2.6K -23 0.00 144.44 N/A N/A 0 0 0 2 2024-12-31 $141.11 $0.00 14.7% 4.2% 25.7% 20.4% 0.0% 1.3% 1.1% -604 2.6K -22 0.00 148.08 N/A N/A 0 0 0 2
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