XOP Options History — June 2015

In June 2015, XOP traded between $186.00 and $201.12. ATM implied volatility averaged 26.7%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 5.8% (HV 20d: 20.9%). Max pain ranged from $196.00 to $208.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.18.

Notable Days

  • 2015-06-04: Highest Volume — 40,274 contracts
  • 2015-06-29: Largest IV spike — 17.6% change
  • 2015-06-04: Highest IV Rank — 32.3%
  • 2015-06-03: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$195.48$186.00$201.12$196.68$187.00
Max Pain$197.64$196.00$208.00$208.00$196.00
ATM IV26.7%22.3%33.0%30.4%29.5%
Expected Move7.8%6.5%9.7%9.2%8.6%
HV 20d20.9%18.6%23.4%22.0%20.3%
HV 60d26.3%24.4%28.1%28.1%24.4%
IV Rank18.0%8.4%32.3%26.6%23.5%
IV Percentile26.7%13.1%46.0%35.7%32.1%
Term Structure-0.3%-2.6%1.3%-0.8%-1.1%
VWIV28.3%22.3%32.9%32.1%29.4%
Skew 25d3.6%0.8%7.1%2.9%3.6%
Skew 10d6.2%0.6%10.6%7.5%5.4%
Call IV 25d25.8%20.0%32.2%29.4%28.4%
Put IV 25d29.4%24.2%35.9%32.3%32.0%
Bid-Ask Spread %14.427.2625.327.2613.32
Gamma HHI0.160.080.840.120.09
Net GEX-50.2M-296.2M-7.7M-57.8M-21.9M
Net DEX747.8M451.9M1.21B912.9M682.6M
Net VEX-4.7M-5.4M-4.2M-5.3M-4.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.180.504.480.913.64
Total Volume15,298.2737,14340,2749,52514,096
Total OI215,472.591149,378263,300231,651164,297

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-06-01$196.68$208.0030.4%9.2%22.0%26.6%32.1%2.9%-0.8%-57.8M912.9M-5.3M0.917.265,0004,52588,754142,897
2015-06-02$200.28$208.0029.7%9.2%23.4%24.9%31.4%6.1%-0.5%-52.5M712.9M-5.4M0.578.405,1212,92890,532144,105
2015-06-03$198.40$208.0030.7%9.7%22.6%27.1%32.9%2.2%-1.0%-55.3M798.1M-5.4M0.9710.427,1386,90392,293144,677
2015-06-04$194.84$196.0033.0%9.2%23.2%32.3%32.2%3.7%-2.3%-59.8M1.03B-5.2M2.2625.3212,34927,92594,021146,982
2015-06-05$197.92$196.0027.8%7.9%23.1%20.6%27.7%6.4%-0.6%-48.4M855.7M-5.1M1.8121.958,66915,698103,939159,361
2015-06-08$197.36$196.0027.3%8.0%21.7%19.6%30.5%4.5%0.2%-40.7M734.5M-4.9M3.9015.033,14312,26699,875138,611
2015-06-09$198.16$196.0026.8%7.8%21.2%18.5%32.5%4.2%0.8%-38.9M674.8M-4.8M1.5212.826,4219,75799,787141,504
2015-06-10$201.12$196.0025.8%7.4%21.4%16.2%31.6%3.5%0.4%-32.0M536.5M-5.1M4.2012.692,3659,941103,142143,248
2015-06-11$198.68$196.0025.4%7.2%21.5%15.4%31.1%1.0%0.3%-33.2M674.0M-4.9M2.7613.953,5499,801103,970143,380
2015-06-12$196.28$196.0025.8%7.4%21.5%16.2%27.7%0.8%0.5%-7.7M843.0M-4.6M2.3312.745,80913,550102,655144,083
2015-06-15$196.08$196.0026.8%7.7%21.4%18.4%27.8%3.1%0.3%-57.5M897.1M-4.5M4.4812.383,03313,57697,412140,509
2015-06-16$198.56$196.0025.2%7.2%21.9%14.9%26.2%6.6%0.8%-45.8M740.3M-4.5M2.0014.354,5899,17398,300144,246
2015-06-17$196.36$196.0025.6%7.3%19.9%15.8%26.8%3.2%-0.5%-60.7M867.2M-4.6M1.9020.786,19911,788101,129145,849
2015-06-18$195.32$196.0024.6%7.0%20.0%13.6%24.5%3.5%-0.7%-67.0M959.2M-4.6M1.7913.334,0287,198103,474147,374
2015-06-19$192.00$196.0024.8%7.1%18.6%14.0%25.2%3.8%-0.3%-296.2M1.21B-4.3M2.1016.457,54015,816102,006148,836
2015-06-22$193.48$196.0023.1%6.6%19.0%10.2%23.8%2.1%0.3%-24.3M534.0M-4.4M1.2715.075,1196,49365,77284,198
2015-06-23$196.52$196.0022.3%6.5%18.7%8.4%22.3%7.1%1.3%-20.5M451.9M-4.3M0.5012.655,7862,88765,54583,833
2015-06-24$194.44$196.0023.0%6.6%19.1%8.8%22.7%1.6%0.4%-19.0M485.9M-4.4M1.7914.222,5644,57967,28383,974
2015-06-25$193.08$196.0024.2%7.1%18.9%11.6%26.2%3.0%0.1%-20.0M536.9M-4.3M4.1112.922,3299,58267,99885,463
2015-06-26$192.04$196.0025.5%7.4%18.7%14.5%25.7%4.2%-0.9%-24.4M615.2M-4.3M1.4115.784,5386,41168,97488,959
2015-06-29$186.00$196.0030.0%9.2%21.5%24.6%31.7%2.9%-2.6%-19.9M690.4M-4.2M1.6415.516,21610,16469,66087,490
2015-06-30$187.00$196.0029.5%8.6%20.3%23.5%29.4%3.6%-1.1%-21.9M682.6M-4.4M3.6413.323,03911,05773,77190,526