EXI Options History — February 2025 In February 2025, EXI traded between $143.64 and $150.78. ATM implied volatility averaged 15.2%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 2.2% (HV 20d: 13.0%). Max pain ranged from $129.00 to $129.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days.
Notable Days 2025-02-28 : Largest IV spike — 29.3% change2025-02-28 : Highest IV Rank — 70.9%2025-02-28 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $147.65 $143.64 $150.78 $145.91 $143.64 Max Pain $129.00 $129.00 $129.00 $129.00 $129.00 ATM IV 15.2% 12.9% 24.1% 17.1% 24.1% Expected Move 4.3% 3.7% 6.9% 4.9% 6.9% HV 20d 13.0% 11.1% 14.7% 14.6% 14.0% HV 60d 18.3% 17.9% 19.2% 19.2% 18.8% IV Rank 22.9% 10.7% 70.9% 33.0% 70.9% IV Percentile 46.1% 13.9% 96.4% 76.2% 96.4% Term Structure 0.6% -1.3% 2.5% -1.0% -1.2% Skew 25d 1.7% 0.3% 4.2% 1.4% 0.3% Skew 10d 2.4% 1.9% 3.1% 2.9% 1.9% Call IV 25d 12.9% 10.7% 25.4% 14.6% 25.4% Put IV 25d 14.6% 12.0% 25.6% 16.1% 25.6% Bid-Ask Spread % 133.44 127.19 150.67 142.27 139.06 Gamma HHI 0.94 0.78 0.99 0.78 0.86 Net GEX 1.6K 1.4K 1.7K 1.4K 1.6K Net DEX -30.6K -34.3K -27.2K -27.2K -29.5K Net VEX -90 -104 -80 -104 -85 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 (19 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 2025-02-03 $145.91 $0.00 17.1% 4.9% 14.6% 33.0% 0.0% 1.4% -1.0% 1.4K -27.2K -104 0.00 142.27 N/A N/A 0 0 3 2 2025-02-04 $146.57 $0.00 13.7% 3.9% 14.5% 14.8% 0.0% 1.3% 0.3% 1.5K -28.8K -100 0.00 147.17 N/A N/A 0 0 3 2 2025-02-05 $146.88 $0.00 13.6% 3.9% 14.5% 14.4% 0.0% 0.8% 0.3% 1.5K -29.4K -98 0.00 150.67 N/A N/A 0 0 3 2 2025-02-06 $147.38 $129.00 13.2% 4.0% 14.5% 11.9% 0.0% 1.4% 1.2% 1.6K -30.0K -95 0.00 127.19 N/A N/A 0 0 3 2 2025-02-07 $146.57 $129.00 13.9% 4.0% 14.7% 16.0% 0.0% 1.3% 0.4% 1.5K -29.2K -97 0.00 128.48 N/A N/A 0 0 3 2 2025-02-10 $147.75 $129.00 14.2% 3.8% 13.4% 17.8% 0.0% 1.6% 1.7% 1.6K -30.7K -92 0.00 129.67 N/A N/A 0 0 3 2 2025-02-11 $148.33 $129.00 14.6% 3.9% 13.4% 19.8% 0.0% 1.4% 1.7% 1.6K -31.4K -90 0.00 130.01 N/A N/A 0 0 3 2 2025-02-12 $147.77 $129.00 14.0% 4.0% 13.3% 16.7% 0.0% 1.3% 1.6% 1.7K -30.4K -93 0.00 128.12 N/A N/A 0 0 3 2 2025-02-13 $148.88 $129.00 13.7% 3.9% 13.2% 15.1% 0.0% 4.1% 1.5% 1.6K -32.3K -87 0.00 131.31 N/A N/A 0 0 3 2 2025-02-14 $149.03 $129.00 13.2% 3.8% 13.0% 12.3% 0.0% 1.3% 1.6% 1.5K -32.5K -86 0.00 131.11 N/A N/A 0 0 3 2 2025-02-18 $150.78 $129.00 13.4% 3.8% 13.4% 13.1% 0.0% 1.3% 1.6% 1.5K -34.3K -82 0.00 130.87 N/A N/A 0 0 3 2 2025-02-19 $149.97 $129.00 12.9% 3.7% 11.3% 10.7% 0.0% 1.4% 1.7% 1.5K -33.7K -80 0.00 134.01 N/A N/A 0 0 3 2 2025-02-20 $149.66 $129.00 13.3% 3.8% 11.4% 12.5% 0.0% 1.4% 0.8% 1.6K -33.0K -81 0.00 132.81 N/A N/A 0 0 3 2 2025-02-21 $147.19 $129.00 14.7% 4.2% 12.2% 20.4% 0.0% 1.7% 2.5% 1.6K -30.1K -88 0.00 132.71 N/A N/A 0 0 3 2 2025-02-24 $146.67 $129.00 16.5% 4.7% 12.2% 29.9% 0.0% 1.6% -1.1% 1.6K -29.1K -91 0.00 131.03 N/A N/A 0 0 3 2 2025-02-25 $147.34 $129.00 17.2% 4.9% 11.2% 33.7% 0.0% 4.2% -1.3% 1.6K -29.7K -88 0.00 129.67 N/A N/A 0 0 3 2 2025-02-26 $147.81 $129.00 16.8% 4.8% 11.1% 31.6% 0.0% 1.5% -0.7% 1.6K -30.4K -87 0.00 130.45 N/A N/A 0 0 3 2 2025-02-27 $147.31 $129.00 18.6% 5.3% 11.2% 41.5% 0.0% 2.7% -1.0% 1.6K -29.1K -88 0.00 128.70 N/A N/A 0 0 3 2 2025-02-28 $143.64 $129.00 24.1% 6.9% 14.0% 70.9% 0.0% 0.3% -1.2% 1.6K -29.5K -85 0.00 139.06 N/A N/A 0 0 3 2
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