When used in all capital letters, and usually in the context of video games, "EX" can refer to a difficulty level, or something like "extra", meaning post-content stuff in a video game that is extremely difficult. For example, "Bloodbath EX" in Monster
Hunter Generations Ultimate, or
Boss EX 1 and 2 in Star Revenge 8 (A SM64
hack. Watch Patty's video on it.) It is typically a term used in Japanese games, but can also apply to non-Japanese games as well.