XOP Options History — October 2013

In October 2013, XOP traded between $261.52 and $290.88. ATM implied volatility averaged 23.1%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 3.3% (HV 20d: 19.8%). Max pain ranged from $260.00 to $288.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 8.95.

Notable Days

  • 2013-10-30: Highest Volume — 35,591 contracts
  • 2013-10-08: Largest IV spike — 21.9% change
  • 2013-10-30: Highest IV Rank — 70.7%
  • 2013-10-09: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$277.87$261.52$290.88$268.64$278.32
Max Pain$275.65$260.00$288.00$260.00$288.00
ATM IV23.1%18.9%29.5%21.7%26.4%
Expected Move6.6%5.4%8.0%6.1%7.2%
HV 20d19.8%11.7%26.7%11.7%26.7%
HV 60d17.2%15.1%19.1%15.2%18.8%
IV Rank34.8%10.7%70.7%26.7%53.1%
IV Percentile47.6%8.7%92.1%34.1%83.3%
Term Structure0.4%-0.8%1.2%1.2%-0.4%
VWIV25.6%22.2%28.9%26.1%26.5%
Skew 25d5.7%3.5%7.6%5.9%3.5%
Skew 10d11.7%6.5%15.9%11.6%6.5%
Call IV 25d20.6%17.1%24.7%18.8%23.7%
Put IV 25d26.4%22.4%32.1%24.7%27.2%
Bid-Ask Spread %8.945.9514.108.527.80
Gamma HHI0.100.090.120.100.10
Net GEX-46.1M-113.2M-10.9M-18.2M-113.2M
Net DEX102.5M-296.6M751.5M-26.7M751.5M
Net VEX-2.6M-4.3M-1.7M-2.0M-4.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.951.2636.7136.714.71
Total Volume13,200.6092,84135,59123,0487,731
Total OI109,488.30477,385166,07677,385166,076

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-10-01$268.64$260.0021.7%6.1%11.7%26.7%26.1%5.9%1.2%-18.2M-26.7M-2.0M36.718.5261122,43716,27961,106
2013-10-02$269.20$264.0021.2%6.2%11.7%24.2%28.9%5.4%1.2%-33.4M45.7M-2.2M8.486.376755,72116,42170,594
2013-10-03$269.72$264.0021.6%6.5%11.7%26.2%24.7%6.3%1.1%-29.0M22.2M-2.2M4.007.085682,27316,62369,253
2013-10-04$273.60$264.0020.0%6.8%12.3%17.0%27.3%6.2%0.1%-23.7M-34.9M-2.1M9.3413.331,13610,60916,82869,914
2013-10-07$269.20$264.0023.6%7.4%13.8%37.4%28.2%6.8%-0.5%-35.9M85.0M-2.3M6.5213.368095,27717,08673,812
2013-10-08$263.88$268.0028.7%8.0%15.9%66.5%28.2%7.4%-0.8%-45.1M238.6M-2.5M7.6014.106424,88017,50174,839
2013-10-09$261.52$268.0026.9%8.0%15.9%56.1%28.3%7.6%-0.8%-55.8M326.5M-2.6M8.0912.562,02016,33317,75177,354
2013-10-10$269.56$268.0023.9%6.8%19.1%39.0%25.1%6.8%0.6%-35.5M69.3M-2.4M2.539.131,1122,80919,35577,177
2013-10-11$274.04$268.0021.9%6.3%19.7%27.9%23.6%6.3%0.8%-18.9M-85.0M-2.2M1.2610.251,5881,99920,08479,093
2013-10-14$276.36$268.0023.0%6.6%19.7%34.1%26.8%6.8%0.1%-10.9M-144.7M-2.1M4.517.971,8878,51620,70379,300
2013-10-15$276.32$272.0024.3%7.0%19.4%41.7%26.1%7.1%-0.3%-20.5M-86.8M-2.2M10.378.317858,14020,60380,746
2013-10-16$284.08$272.0021.1%6.1%21.1%23.5%24.5%5.8%0.6%-11.3M-276.3M-1.9M6.148.161,75610,77721,01684,511
2013-10-17$285.84$280.0020.1%5.8%20.9%17.5%24.1%5.4%0.6%-15.1M-296.6M-1.7M33.389.5374724,94620,84987,254
2013-10-18$290.88$280.0018.9%5.4%20.9%10.7%23.8%5.3%1.2%-28.8M-290.0M-2.0M9.169.402,03318,61221,246104,717
2013-10-21$288.44$280.0020.0%5.7%21.4%17.4%22.2%5.3%0.8%-43.8M36.4M-2.4M6.806.181,47010,00215,10789,108
2013-10-22$286.32$284.0021.3%6.1%21.8%24.5%24.4%5.6%0.7%-54.2M141.6M-2.7M19.285.951,66532,09015,97694,543
2013-10-23$279.00$288.0023.4%6.7%24.3%36.4%24.2%5.7%1.2%-78.0M461.1M-3.2M4.837.933,42516,55016,791101,340
2013-10-24$286.08$288.0021.8%6.3%25.6%27.5%24.3%4.2%0.8%-75.7M256.5M-3.2M4.566.763,37815,38918,882111,084
2013-10-25$285.76$288.0022.3%6.5%25.5%30.2%24.2%4.8%0.5%-79.7M260.9M-3.3M2.167.811,7323,74720,800113,095
2013-10-28$284.52$288.0025.5%6.6%25.4%48.2%25.4%4.4%0.3%-78.7M307.4M-3.3M8.777.864864,26420,171112,725
2013-10-29$287.56$288.0024.7%6.7%24.8%43.8%26.0%4.5%0.3%-69.2M185.3M-3.0M4.137.431,2475,14920,291112,731
2013-10-30$282.12$288.0029.5%7.1%26.1%70.7%26.4%4.4%-0.3%-85.8M411.4M-3.3M2.479.7510,27025,32120,798116,698
2013-10-31$278.32$288.0026.4%7.2%26.7%53.1%26.5%3.5%-0.4%-113.2M751.5M-4.3M4.717.801,3536,37829,305136,771