XOP Options History — January 2008 In January 2008, XOP traded between $180.56 and $212.08. ATM implied volatility averaged 42.8%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 14.9% (HV 20d: 27.9%). Max pain ranged from $196.00 to $196.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2008-01-18 : Highest Volume — 17 contracts2008-01-04 : Largest IV spike — 76.0% change2008-01-08 : Highest IV Rank — 43.0%2008-01-29 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $196.21 $180.56 $212.08 $211.60 $192.16 Max Pain $196.00 $196.00 $196.00 $196.00 $196.00 ATM IV 42.8% 32.3% 72.0% 32.3% 34.2% Expected Move 11.1% 9.3% 16.9% 9.3% 9.8% HV 20d 27.9% 20.7% 34.4% 24.1% 33.7% HV 60d 28.5% 26.7% 30.0% 28.0% 29.0% IV Rank 20.8% 12.8% 43.0% 12.8% 14.3% IV Percentile 65.4% 52.4% 90.9% 57.2% 54.4% Term Structure -4.8% -25.7% 2.7% 0.4% -1.2% VWIV 38.4% 38.4% 38.4% 38.4% 38.4% Skew 25d -0.9% -34.9% 13.4% 1.7% -34.9% Skew 10d 1.4% -32.1% 53.8% 11.6% 1.3% Call IV 25d 43.9% 31.9% 73.6% 32.4% 64.3% Put IV 25d 43.0% 29.4% 75.1% 34.0% 29.4% Bid-Ask Spread % 126.55 15.83 182.30 130.75 142.43 Gamma HHI 0.21 0.13 0.67 0.13 0.25 Net GEX 6.0K -28.0K 12.6K 5.4K 12.6K Net DEX -305.6K -468.2K -93.9K -454.8K -301.1K Net VEX -1.0K -1.2K -849 -1.1K -855 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 1.095 0 17 0 0 Total OI 35.762 28 41 41 28
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 2008-01-02 $211.60 $196.00 32.3% 9.3% 24.1% 12.8% 0.0% 1.7% 0.4% 5.4K -454.8K -1.1K 0.00 130.75 0 0 30 11 2008-01-03 $212.08 $196.00 34.0% 9.7% 23.6% 14.1% 0.0% 3.1% -2.2% 6.2K -468.2K -1.0K 0.00 129.47 0 0 30 11 2008-01-04 $206.20 $0.00 59.8% 10.1% 25.5% 33.8% 0.0% 7.3% -2.0% 6.2K -377.8K -1.2K 0.00 175.74 0 0 30 11 2008-01-07 $204.88 $0.00 67.7% 10.6% 22.4% 39.8% 0.0% 5.4% -9.0% 6.7K -363.6K -1.2K 0.00 178.91 0 0 30 11 2008-01-08 $201.64 $0.00 72.0% 11.2% 22.9% 43.0% 0.0% 0.0% -2.0% 5.7K -325.5K -1.2K 0.00 178.74 0 0 30 11 2008-01-09 $204.52 $0.00 32.6% 9.6% 23.4% 13.0% 0.0% 0.4% -0.8% 3.2K -391.1K -1.1K 0.00 15.83 0 0 30 11 2008-01-10 $204.32 $0.00 32.6% 9.4% 22.3% 13.1% 0.0% 2.0% -0.2% 3.9K -400.5K -1.1K 0.00 16.04 0 0 30 11 2008-01-11 $202.44 $0.00 32.9% 9.4% 20.7% 13.3% 0.0% 0.4% -0.3% 2.4K -377.0K -1.1K 0.00 16.48 0 0 30 11 2008-01-14 $207.84 $0.00 40.2% 11.5% 22.8% 18.9% 0.0% 10.0% -9.5% 6.6K -400.0K -1.0K 0.00 177.31 3 0 30 11 2008-01-15 $200.96 $0.00 42.3% 12.1% 25.4% 20.5% 0.0% -1.4% -6.6% 4.5K -293.5K -1.0K 0.00 182.30 0 0 28 11 2008-01-16 $194.60 $0.00 44.1% 12.7% 27.3% 21.8% 0.0% -13.2% -11.3% 4.8K -222.0K -1.0K 0.00 173.74 0 0 28 11 2008-01-17 $186.00 $0.00 46.1% 13.2% 30.8% 23.3% 0.0% -25.0% -11.2% 4.2K -149.0K -1.0K 0.00 163.96 0 3 28 11 2008-01-18 $187.60 $0.00 34.6% 9.9% 30.8% 14.6% 38.4% 0.2% -0.3% -28.0K -93.9K -947 0.00 43.49 0 17 28 11 2008-01-22 $182.44 $0.00 43.7% 12.5% 31.4% 21.5% 0.0% 13.4% -2.5% 11.1K -231.1K -871 0.00 133.41 0 0 28 0 2008-01-23 $180.56 $0.00 34.7% 9.9% 30.0% 14.7% 0.0% 0.3% 2.4% 10.7K -210.1K -849 0.00 121.15 0 0 28 0 2008-01-24 $186.60 $0.00 53.4% 15.3% 33.1% 28.9% 0.0% 1.5% -20.6% 11.2K -259.3K -896 0.00 168.33 0 0 28 0 2008-01-25 $184.48 $0.00 35.8% 10.3% 32.8% 15.5% 0.0% 0.3% 0.8% 12.6K -253.0K -920 0.00 124.40 0 0 30 0 2008-01-28 $187.80 $0.00 34.4% 9.9% 33.9% 14.4% 0.0% 3.5% -0.7% 12.0K -267.5K -861 0.00 105.13 0 0 28 0 2008-01-29 $190.68 $0.00 59.1% 16.9% 34.4% 33.3% 0.0% 7.6% -25.7% 12.4K -289.5K -860 0.00 143.67 0 0 28 0 2008-01-30 $191.00 $0.00 32.6% 9.4% 34.4% 13.1% 0.0% -1.6% 2.7% 12.4K -288.6K -858 0.00 136.22 0 0 28 0 2008-01-31 $192.16 $0.00 34.2% 9.8% 33.7% 14.3% 0.0% -34.9% -1.2% 12.6K -301.1K -855 0.00 142.43 0 0 28 0
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