XLE Options History — December 2024 In December 2024, XLE traded between $41.88 and $47.38. ATM implied volatility averaged 19.4%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 1.4% (HV 20d: 17.9%). Max pain ranged from $44.00 to $46.50. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.29.
Notable Days 2024-12-04 : Highest Volume — 461,926 contracts2024-12-11 : Largest IV spike — 12.5% change2024-12-19 : Highest IV Rank — 48.5%2024-12-19 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $44.06 $41.88 $47.38 $47.22 $42.77 Max Pain $44.96 $44.00 $46.50 $46.00 $44.00 ATM IV 19.4% 16.3% 23.0% 18.1% 19.2% Expected Move 5.6% 4.6% 6.6% 4.6% 5.6% HV 20d 17.9% 16.7% 23.1% 21.1% 17.7% HV 60d 20.1% 19.0% 21.4% 19.8% 19.0% IV Rank 24.9% 4.7% 48.5% 16.7% 23.5% IV Percentile 49.0% 5.6% 91.7% 24.6% 47.6% Term Structure -0.5% -9.9% 6.4% -1.1% -4.5% VWIV 20.1% 17.3% 24.7% 17.8% 19.8% Skew 25d 1.3% -0.6% 4.9% 1.1% 1.7% Skew 10d 5.5% -8.1% 27.3% 4.1% 2.7% Call IV 25d 18.8% 13.6% 23.0% 17.4% 19.1% Put IV 25d 20.1% 17.6% 24.8% 18.5% 20.7% Bid-Ask Spread % 15.09 3.90 32.06 32.06 21.42 Gamma HHI 0.08 0.05 0.18 0.08 0.05 Net GEX -77.9M -247.1M 83.4M 73.9M -29.7M Net DEX 1.57B -1.09B 3.88B -881.8M 1.44B Net VEX -21.6M -22.1M -21.1M -21.7M -21.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.29 0.24 3.62 1.54 0.24 Total Volume 192,363.714 69,364 461,926 117,268 144,410 Total OI 4,382,830.762 3,733,636 4,828,132 4,367,138 3,859,264
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 Vol Put Vol Call OI Put OI 2024-12-02 $47.22 $46.00 18.1% 4.6% 21.1% 16.7% 17.8% 1.1% -1.1% 73.9M -881.8M -21.7M 1.54 32.06 46,090 71,178 1,648,512 2,718,626 2024-12-03 $47.38 $46.25 17.4% 5.0% 20.5% 11.7% 18.7% 1.2% 0.5% 83.4M -1.09B -21.5M 2.57 26.96 26,344 67,686 1,656,126 2,727,384 2024-12-04 $46.10 $46.50 18.8% 5.4% 23.1% 21.3% 19.1% 1.5% 0.3% -22.8M 289.7M -21.6M 0.40 5.78 329,554 132,372 1,665,328 2,772,776 2024-12-05 $46.44 $45.00 17.5% 5.2% 16.7% 12.8% 18.8% 1.8% 0.2% 14.3M -133.7M -21.9M 1.04 10.02 45,628 47,272 1,725,648 2,805,510 2024-12-06 $45.56 $45.00 18.1% 5.5% 17.8% 16.5% 19.2% 0.9% 0.2% -87.7M 839.9M -22.0M 0.92 5.90 93,894 86,336 1,739,708 2,823,212 2024-12-09 $45.55 $45.00 18.2% 5.4% 17.8% 17.4% 19.1% 4.9% 0.5% -59.5M 706.2M -21.4M 3.62 10.28 38,770 140,332 1,700,442 2,804,882 2024-12-10 $45.25 $45.00 16.3% 5.6% 17.5% 4.7% 19.6% 2.0% 6.4% -93.0M 1.10B -21.8M 0.89 8.39 36,746 32,618 1,703,298 2,914,590 2024-12-11 $45.25 $45.00 18.4% 5.5% 17.5% 18.2% 19.2% -0.5% 0.6% -89.2M 1.10B -21.8M 0.97 3.90 57,702 56,228 1,715,026 2,928,994 2024-12-12 $44.95 $45.00 19.0% 5.6% 17.2% 22.6% 19.8% -0.6% 0.6% -116.6M 1.42B -21.8M 1.10 19.11 75,392 82,978 1,727,390 2,931,936 2024-12-13 $44.61 $45.00 19.2% 5.6% 17.3% 23.8% 20.0% 0.1% 0.4% -155.7M 1.74B -22.1M 0.61 17.31 61,466 37,544 1,746,322 2,956,386 2024-12-16 $43.64 $45.00 19.3% 5.6% 18.5% 24.5% 20.5% -0.2% -4.3% -225.6M 2.67B -21.1M 2.06 16.09 78,436 161,862 1,725,004 2,954,950 2024-12-17 $43.28 $45.00 20.3% 5.8% 17.0% 30.9% 21.0% 0.6% -0.0% -247.1M 2.99B -21.3M 0.71 4.38 176,464 125,442 1,753,562 2,959,988 2024-12-18 $42.17 $45.00 22.6% 6.5% 18.5% 45.8% 23.9% 0.9% -1.7% -239.1M 3.81B -21.7M 0.65 19.24 114,582 74,782 1,859,658 2,963,028 2024-12-19 $41.88 $45.00 23.0% 6.6% 17.6% 48.5% 24.7% 1.8% -0.8% -227.3M 3.88B -21.5M 1.44 20.56 126,712 182,892 1,907,232 2,920,900 2024-12-20 $42.13 $45.00 21.4% 6.1% 16.8% 38.3% 22.0% 2.0% 0.1% -103.3M 3.03B -21.4M 0.67 6.49 133,120 88,596 1,956,750 2,813,646 2024-12-23 $42.00 $45.00 20.2% 5.8% 16.7% 30.5% 21.2% 1.4% 0.8% -59.6M 2.49B -21.4M 1.49 15.11 89,664 133,830 1,484,316 2,249,320 2024-12-24 $42.34 $44.50 19.5% 5.4% 16.9% 25.7% 18.9% 0.5% 0.4% -28.3M 1.87B -21.7M 0.43 10.08 111,524 47,796 1,540,682 2,207,702 2024-12-26 $42.19 $44.00 19.2% 5.5% 16.8% 23.8% 17.3% 2.8% 0.7% -6.8M 1.94B -21.6M 2.27 20.27 65,232 147,852 1,589,092 2,202,002 2024-12-27 $42.19 $44.00 20.8% 5.7% 16.8% 34.0% 20.0% 1.3% 1.0% -1.8M 1.92B -22.0M 2.87 25.07 85,688 245,954 1,616,202 2,221,192 2024-12-30 $42.31 $44.00 20.4% 5.9% 16.8% 31.7% 21.1% 1.8% -9.9% -14.1M 1.81B -21.6M 0.57 18.51 88,576 50,094 1,582,648 2,260,212 2024-12-31 $42.77 $44.00 19.2% 5.6% 17.7% 23.5% 19.8% 1.7% -4.5% -29.7M 1.44B -21.7M 0.24 21.42 116,894 27,516 1,593,676 2,265,588
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