EXI Options History — June 2025

In June 2025, EXI traded between $158.05 and $166.01. ATM implied volatility averaged 16.2%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 4.0% (HV 20d: 12.3%). Max pain ranged from $143.00 to $143.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 16 of 20 days.

Notable Days

  • 2025-06-03: Largest IV drop — 14.1% change
  • 2025-06-17: Highest IV Rank — 13.2%
  • 2025-06-17: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$161.43$158.05$166.01$161.44$166.01
Max Pain$143.00$143.00$143.00$143.00$143.00
ATM IV16.2%14.4%18.7%16.8%14.4%
Expected Move4.6%4.1%5.4%4.8%4.1%
HV 20d12.3%9.7%15.7%15.7%11.8%
HV 60d29.5%27.5%32.3%32.3%27.5%
IV Rank8.1%4.3%13.2%9.4%4.4%
IV Percentile45.6%21.8%69.4%53.2%23.8%
Term Structure0.6%-0.7%1.7%0.1%1.0%
Skew 25d4.0%0.9%10.0%1.7%1.8%
Skew 10d5.3%0.9%10.6%3.6%3.4%
Call IV 25d12.5%7.4%14.6%14.6%12.4%
Put IV 25d16.5%13.6%22.3%16.3%14.2%
Bid-Ask Spread %128.35115.53143.30124.65143.30
Gamma HHI1.001.001.001.001.00
Net GEX201400
Net DEX-33.8K-48.9K0-48.4K0
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI2.10330

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$161.44$143.0016.8%4.8%15.7%9.4%0.0%1.7%0.1%0-48.4K00.00124.65N/AN/A0030
2025-06-03$162.38$143.0014.4%4.1%13.8%4.8%0.0%2.8%1.7%0-48.7K00.00125.32N/AN/A0030
2025-06-04$161.88$143.0016.4%4.7%13.8%8.7%0.0%1.8%-0.1%0-48.6K00.00125.42N/AN/A0030
2025-06-05$161.45$0.0017.1%4.6%13.9%10.1%0.0%2.8%0.9%0-48.4K00.00124.33N/AN/A0030
2025-06-06$162.88$0.0015.0%4.4%13.9%6.0%0.0%2.8%1.4%0-48.9K00.00127.64N/AN/A0030
2025-06-09$163.12$0.0015.9%4.3%13.6%7.7%0.0%7.5%1.7%0-48.9K00.00130.53N/AN/A0030
2025-06-10$161.99$0.0016.4%4.3%12.7%8.8%0.0%3.5%1.4%0-48.6K00.00132.88N/AN/A0030
2025-06-11$161.08$0.0015.9%4.6%12.0%7.8%0.0%1.3%1.0%0-48.3K00.00132.61N/AN/A0030
2025-06-12$161.73$0.0015.7%4.5%11.9%7.3%0.0%2.1%1.3%0-48.5K00.00132.44N/AN/A0030
2025-06-13$161.33$0.0017.4%5.0%11.6%10.7%0.0%5.4%0.7%0-48.4K00.00125.38N/AN/A0030
2025-06-16$160.05$0.0016.7%4.8%11.7%9.2%0.0%2.2%0.5%11-48.0K00.00124.03N/AN/A0030
2025-06-17$159.56$0.0018.7%5.4%11.7%13.2%0.0%6.3%-0.5%14-47.9K00.00115.78N/AN/A0030
2025-06-18$159.66$0.0017.8%5.1%11.4%11.1%0.0%10.0%0.2%6-47.9K00.00115.53N/AN/A0030
2025-06-20$158.05$0.0017.8%5.1%10.9%11.0%0.0%3.1%-0.3%10-47.4K00.00125.31N/AN/A0030
2025-06-23$158.83$0.0017.3%4.9%11.0%10.0%0.0%8.6%-0.7%0000.00123.23N/AN/A0000
2025-06-24$160.79$0.0015.5%4.4%11.9%6.5%0.0%7.6%0.4%0000.00126.61N/AN/A0000
2025-06-25$159.94$0.0015.6%4.5%9.7%6.8%0.0%7.1%0.1%0000.00131.45N/AN/A0000
2025-06-26$162.10$0.0014.8%4.3%10.6%5.2%0.0%0.9%1.2%0000.00140.89N/AN/A0000
2025-06-27$164.25$0.0014.4%4.1%11.5%4.3%0.0%1.6%0.9%0000.00139.63N/AN/A0000
2025-06-30$166.01$0.0014.4%4.1%11.8%4.4%0.0%1.8%1.0%0000.00143.30N/AN/A0000