XOP Options History — February 2007 In February 2007, XOP traded between $154.36 and $160.36. ATM implied volatility averaged 29.9%. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 9.7% (HV 20d: 20.2%). Max pain ranged from $164.00 to $164.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2007-02-01 : Highest Volume — 3 contracts2007-02-02 : Largest IV spike — 241.3% change2007-02-05 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $156.67 $154.36 $160.36 $157.56 $154.64 Max Pain $164.00 $164.00 $164.00 $164.00 $164.00 ATM IV 29.9% 23.0% 88.6% 23.2% 23.5% Expected Move 7.5% 6.6% 13.9% 6.6% 6.7% HV 20d 20.2% 13.9% 25.1% 25.1% 17.2% Term Structure -2.8% -21.4% 1.1% 0.9% 0.4% VWIV 50.7% 50.7% 50.7% 50.7% 50.7% Skew 25d 0.4% -3.7% 3.6% -3.2% -1.2% Skew 10d 3.0% -0.5% 19.2% 1.3% 0.3% Call IV 25d 25.4% 18.0% 64.7% 22.5% 21.0% Put IV 25d 25.8% 17.8% 68.3% 19.3% 19.8% Bid-Ask Spread % 100.67 82.46 173.63 98.54 99.79 Gamma HHI 0.32 0.23 0.55 0.29 0.30 Net GEX -3.0K -17.8K 7.7K -6.6K 6.2K Net DEX -71.3K -165.6K 121.7K -94.5K -104.5K Net VEX -991 -2.0K -691 -1.2K -714 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.526 0 3 3 1 Total OI 114.053 113 117 117 116
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 Vol Put Vol Call OI Put OI 2007-02-01 $157.56 $0.00 23.2% 6.6% 25.1% 0.0% 0.0% -3.2% 0.9% -6.6K -94.5K -1.2K 0.00 98.54 3 0 21 96 2007-02-02 $157.80 $164.00 79.0% 13.4% 24.3% 0.0% 0.0% 2.7% -19.0% -17.4K 78.4K -1.9K 0.00 173.32 0 3 19 96 2007-02-05 $156.96 $164.00 88.6% 13.9% 24.5% 0.0% 50.7% 3.6% -21.4% -17.8K 121.7K -2.0K 0.00 173.63 0 0 19 96 2007-02-06 $156.16 $164.00 23.5% 6.8% 24.6% 0.0% 0.0% 1.6% -1.3% -7.1K -62.9K -1.1K 0.00 82.46 0 0 19 94 2007-02-07 $156.48 $164.00 23.2% 6.8% 24.1% 0.0% 0.0% 0.7% -1.3% -6.0K -65.3K -1.0K 0.00 83.16 0 0 19 94 2007-02-08 $156.72 $164.00 23.7% 6.8% 22.6% 0.0% 0.0% 1.0% -1.3% -4.1K -85.2K -937 0.00 83.70 0 0 19 94 2007-02-09 $156.68 $164.00 23.4% 6.7% 22.4% 0.0% 0.0% 0.9% -0.7% -2.4K -93.6K -906 0.00 84.71 0 0 19 94 2007-02-12 $154.36 $164.00 23.4% 6.7% 21.0% 0.0% 0.0% 1.1% -0.9% -4.9K -57.4K -933 0.00 88.12 0 0 19 94 2007-02-13 $156.36 $164.00 23.7% 6.8% 20.7% 0.0% 0.0% 0.8% -0.9% -6.1K -64.2K -995 0.00 88.21 0 0 19 94 2007-02-14 $156.36 $164.00 23.4% 6.7% 20.5% 0.0% 0.0% 2.7% -0.9% -734 -92.6K -823 0.00 89.01 0 0 19 94 2007-02-15 $155.24 $164.00 23.5% 6.7% 20.4% 0.0% 0.0% 0.5% -1.0% -7.1K -47.0K -968 0.00 89.89 0 0 19 94 2007-02-16 $156.16 $164.00 23.7% 6.8% 18.0% 0.0% 0.0% -3.3% -1.1% -4.4K -71.2K -913 0.00 91.69 0 0 19 94 2007-02-20 $154.96 $164.00 23.3% 6.7% 18.3% 0.0% 0.0% 3.3% -2.3% 1.3K -80.4K -748 0.00 93.94 0 0 19 94 2007-02-21 $156.96 $164.00 23.4% 6.7% 16.0% 0.0% 0.0% -2.4% -1.2% 878 -94.3K -751 0.00 94.26 0 0 19 94 2007-02-22 $158.72 $164.00 23.6% 6.8% 16.4% 0.0% 0.0% -1.7% -0.7% 1.7K -119.5K -724 0.00 95.68 3 0 19 94 2007-02-23 $159.32 $164.00 24.1% 6.9% 14.1% 0.0% 0.0% 1.6% -1.3% 4.1K -154.9K -748 0.00 106.24 0 0 22 94 2007-02-26 $160.36 $164.00 24.3% 7.0% 13.9% 0.0% 0.0% 3.1% -1.0% 5.6K -165.6K -691 0.00 96.83 0 0 22 94 2007-02-27 $154.84 $164.00 23.0% 6.6% 19.3% 0.0% 0.0% -3.7% 1.1% 7.7K -101.2K -705 0.00 99.61 0 0 22 94 2007-02-28 $154.64 $164.00 23.5% 6.7% 17.2% 0.0% 0.0% -1.2% 0.4% 6.2K -104.5K -714 0.00 99.79 1 0 22 94
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