XOP Options History — August 2021 In August 2021, XOP traded between $72.44 and $83.58. ATM implied volatility averaged 41.0%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded below realized volatility by 1.3% (HV 20d: 42.3%). Max pain ranged from $81.00 to $87.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 2.07.
Notable Days 2021-08-05 : Highest Volume — 134,802 contracts2021-08-20 : Largest IV drop — 8.9% change2021-08-19 : Highest IV Rank — 28.0%2021-08-19 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $79.90 $72.44 $83.58 $81.33 $82.63 Max Pain $84.02 $81.00 $87.00 $87.00 $81.00 ATM IV 41.0% 38.5% 45.8% 43.7% 38.7% Expected Move 11.8% 10.9% 13.1% 12.6% 11.2% HV 20d 42.3% 34.7% 47.5% 45.6% 43.6% HV 60d 41.0% 39.8% 42.3% 41.3% 41.6% IV Rank 11.2% 2.5% 28.0% 20.7% 3.1% IV Percentile 9.9% 0.4% 35.7% 23.4% 1.2% Term Structure 0.3% -1.1% 2.1% -0.6% 0.6% VWIV 42.4% 38.7% 49.0% 44.9% 39.5% Skew 25d 4.4% 2.2% 7.2% 4.3% 5.6% Skew 10d 10.7% 7.8% 21.6% 10.2% 8.0% Call IV 25d 39.6% 34.7% 43.1% 42.7% 34.7% Put IV 25d 44.0% 39.8% 50.3% 47.0% 40.3% Bid-Ask Spread % 6.18 3.76 10.95 6.94 5.25 Gamma HHI 0.07 0.06 0.09 0.07 0.06 Net GEX -8.7M -37.8M 13.9M 4.1M 5.7M Net DEX 38.2M -546.2M 1.01B -263.0M -363.1M Net VEX -10.2M -11.2M -8.7M -9.0M -11.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.07 0.30 8.06 0.68 1.02 Total Volume 48,137.455 21,846 134,802 26,158 26,230 Total OI 991,786.636 898,701 1,104,057 910,829 1,007,112
Daily Data (22 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 2021-08-02 $81.33 $87.00 43.7% 12.6% 45.6% 20.7% 44.9% 4.3% -0.6% 4.1M -263.0M -9.0M 0.68 6.94 15,601 10,557 478,547 432,282 2021-08-03 $82.69 $86.50 43.8% 12.0% 44.6% 21.0% 44.3% 6.6% -0.6% 5.1M -346.9M -9.1M 1.10 5.52 10,422 11,424 459,309 439,392 2021-08-04 $79.44 $86.00 43.2% 12.8% 45.9% 18.8% 45.4% 5.1% 0.2% -8.4M -4.2M -8.7M 1.27 5.88 19,674 25,019 463,279 444,582 2021-08-05 $81.24 $85.00 41.8% 12.1% 47.0% 14.0% 44.8% 3.6% -0.3% -1.8M -194.2M -8.8M 8.06 4.56 14,880 119,922 464,395 446,839 2021-08-06 $82.06 $85.00 40.0% 11.6% 45.9% 7.8% 43.2% 3.5% -0.1% 13.9M -264.6M -8.9M 2.46 5.73 20,359 50,176 473,875 455,457 2021-08-09 $80.85 $85.00 41.7% 11.9% 46.0% 13.6% 41.2% 3.4% 0.3% -7.8M -73.0M -9.5M 0.83 3.76 18,266 15,244 464,407 507,081 2021-08-10 $83.01 $85.00 41.0% 11.8% 47.5% 11.1% 49.0% 3.6% 0.4% 1.4M -268.2M -10.0M 7.40 5.77 12,843 95,064 468,077 521,637 2021-08-11 $83.17 $85.00 39.8% 11.6% 43.6% 7.1% 40.7% 3.1% 0.6% 2.0M -285.7M -9.9M 1.71 7.15 18,431 31,539 473,634 528,413 2021-08-12 $82.99 $85.00 39.0% 11.4% 43.3% 4.1% 40.9% 3.3% 0.7% 1.1M -232.6M -10.2M 3.84 6.98 6,968 26,769 477,171 535,094 2021-08-13 $80.26 $85.00 38.5% 11.3% 42.3% 2.5% 41.3% 3.4% 2.1% -21.5M 119.3M -10.5M 1.81 4.96 9,133 16,495 483,857 559,060 2021-08-16 $77.83 $85.00 40.4% 11.6% 40.5% 8.9% 41.7% 3.9% 0.7% -28.9M 418.1M -10.8M 1.32 6.38 10,845 14,350 477,480 572,876 2021-08-17 $77.06 $85.00 42.5% 12.2% 38.6% 16.5% 43.4% 5.1% 0.7% -31.2M 520.2M -10.7M 2.25 6.53 13,109 29,534 478,723 580,817 2021-08-18 $75.48 $84.00 44.2% 12.7% 34.7% 22.3% 44.2% 4.4% 0.8% -34.6M 664.0M -10.7M 3.62 10.95 10,901 39,425 481,131 581,824 2021-08-19 $72.44 $84.00 45.8% 13.1% 36.6% 28.0% 45.6% 7.2% -1.1% -37.8M 993.2M -10.4M 1.98 8.93 29,001 57,363 488,735 598,120 2021-08-20 $73.17 $84.00 41.8% 11.9% 37.0% 13.8% 42.6% 6.5% 0.2% -30.1M 1.01B -10.5M 1.42 4.93 16,857 24,012 493,412 610,645 2021-08-23 $76.91 $82.00 39.4% 11.2% 40.0% 5.6% 40.8% 4.5% -0.2% -19.6M 346.1M -10.7M 0.48 4.73 29,267 14,055 384,450 558,157 2021-08-24 $79.24 $82.00 39.0% 11.1% 40.2% 4.3% 40.2% 4.5% 0.5% -11.9M 75.9M -10.9M 0.69 5.86 21,200 14,712 390,924 566,009 2021-08-25 $80.69 $82.00 38.7% 10.9% 39.7% 3.3% 38.8% 2.2% 0.0% -619.9K -135.5M -11.1M 0.74 5.95 23,813 17,572 410,619 568,031 2021-08-26 $79.42 $82.00 40.9% 11.9% 40.0% 10.8% 42.5% 5.7% 0.4% -2.5M -7.4M -11.0M 1.78 6.99 9,584 17,022 418,657 573,687 2021-08-27 $83.58 $82.00 39.1% 10.9% 44.0% 4.6% 39.0% 4.1% -0.0% 7.6M -546.2M -11.2M 0.86 6.41 24,194 20,894 424,546 583,776 2021-08-30 $82.24 $81.00 38.8% 11.1% 44.0% 3.4% 38.7% 3.8% 0.7% 3.9M -320.4M -11.0M 0.30 5.75 35,682 10,616 416,647 576,540 2021-08-31 $82.63 $81.00 38.7% 11.2% 43.6% 3.1% 39.5% 5.6% 0.6% 5.7M -363.1M -11.0M 1.02 5.25 12,981 13,249 424,172 582,940
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