XOP Options History — October 2021 In October 2021, XOP traded between $99.33 and $110.77. ATM implied volatility averaged 43.9%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 6.3% (HV 20d: 37.6%). Max pain ranged from $86.50 to $100.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.64.
Notable Days 2021-10-11 : Highest Volume — 190,047 contracts2021-10-14 : Largest IV drop — 5.3% change2021-10-06 : Highest IV Rank — 38.2%2021-10-01 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $105.30 $99.33 $110.77 $99.33 $106.45 Max Pain $96.50 $86.50 $100.00 $86.50 $100.00 ATM IV 43.9% 40.8% 48.8% 47.7% 41.1% Expected Move 12.6% 11.7% 13.8% 13.8% 12.2% HV 20d 37.6% 24.7% 47.0% 45.7% 29.4% HV 60d 41.5% 39.0% 45.3% 45.1% 39.1% IV Rank 21.2% 10.4% 38.2% 34.6% 11.7% IV Percentile 31.5% 12.7% 57.1% 50.0% 15.9% Term Structure -0.4% -4.5% 1.1% -0.4% 0.8% VWIV 45.3% 41.3% 49.5% 49.5% 44.0% Skew 25d 1.1% -0.2% 4.7% 3.2% 1.0% Skew 10d 2.7% -0.2% 8.0% 6.9% 0.8% Call IV 25d 44.6% 41.6% 49.3% 46.8% 41.6% Put IV 25d 45.7% 42.0% 53.5% 50.0% 42.6% Bid-Ask Spread % 11.00 5.84 19.20 10.92 11.55 Gamma HHI 0.08 0.07 0.14 0.09 0.08 Net GEX 33.2M 16.1M 62.7M 30.0M 23.8M Net DEX -2.20B -2.67B -1.74B -1.97B -1.91B Net VEX -11.2M -12.3M -10.0M -12.0M -10.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.64 0.36 8.38 1.05 2.23 Total Volume 65,526.81 25,901 190,047 32,762 64,934 Total OI 1,199,306.476 1,058,898 1,278,595 1,127,431 1,268,498
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 2021-10-01 $99.33 $86.50 47.7% 13.8% 45.7% 34.6% 49.5% 3.2% -0.4% 30.0M -1.97B -12.0M 1.05 10.92 15,971 16,791 428,197 699,234 2021-10-04 $101.69 $90.00 47.9% 13.7% 45.8% 35.4% 48.1% 4.7% -0.0% 24.2M -2.18B -11.4M 0.46 9.87 60,901 28,029 418,419 706,089 2021-10-05 $102.56 $90.00 47.8% 13.4% 45.7% 34.9% 47.7% 2.7% -0.6% 27.7M -2.30B -11.4M 0.55 8.57 28,256 15,474 422,816 716,361 2021-10-06 $100.06 $95.00 48.8% 13.7% 46.6% 38.2% 49.1% 2.7% -0.6% 24.1M -1.99B -12.3M 1.05 8.19 24,193 25,334 455,518 753,005 2021-10-07 $102.80 $95.00 46.4% 13.2% 47.0% 29.9% 46.8% 2.0% -0.9% 37.4M -2.19B -11.9M 0.44 15.01 39,880 17,717 444,400 720,598 2021-10-08 $105.49 $95.00 47.1% 13.3% 46.6% 32.4% 47.3% 2.0% -0.3% 62.7M -2.61B -11.2M 0.36 12.29 62,294 22,301 449,051 734,764 2021-10-11 $105.38 $95.00 46.6% 13.2% 45.7% 30.7% 47.7% 1.3% -0.3% 42.2M -2.56B -11.4M 8.38 13.18 20,271 169,776 455,512 714,977 2021-10-12 $104.33 $95.00 46.2% 13.1% 44.3% 29.2% 46.8% 1.2% -0.1% 44.9M -2.48B -11.5M 2.35 10.32 14,384 33,778 477,657 726,659 2021-10-13 $104.35 $95.00 44.1% 12.7% 40.3% 22.0% 45.1% 1.3% 0.1% 40.3M -2.37B -11.7M 1.02 7.84 22,004 22,381 477,466 756,421 2021-10-14 $105.70 $97.00 41.8% 12.0% 39.8% 13.9% 42.7% 0.1% 0.4% 47.5M -2.61B -11.2M 0.84 19.20 14,046 11,855 484,642 779,580 2021-10-15 $105.88 $97.00 40.8% 11.7% 39.1% 10.4% 42.8% 0.3% 0.3% 55.6M -2.67B -11.1M 0.89 18.13 23,924 21,380 484,601 793,994 2021-10-18 $105.62 $98.00 40.8% 11.7% 33.4% 10.4% 42.2% 0.6% -4.5% 26.8M -1.74B -10.8M 1.53 5.84 16,674 25,544 382,682 676,216 2021-10-19 $106.51 $98.00 40.9% 11.7% 33.4% 10.7% 41.3% 0.6% -1.2% 29.6M -1.85B -10.7M 0.90 8.39 27,033 24,229 392,581 688,422 2021-10-20 $107.85 $100.00 40.9% 11.7% 32.0% 10.7% 41.6% -0.1% -1.2% 32.5M -2.22B -11.3M 0.96 11.37 28,965 27,773 426,313 803,310 2021-10-21 $105.54 $100.00 42.5% 12.3% 31.8% 16.5% 44.6% 0.3% -1.6% 19.0M -1.90B -11.3M 2.06 7.97 18,443 38,079 422,308 808,545 2021-10-22 $107.36 $100.00 42.2% 12.2% 32.0% 15.3% 44.9% -0.1% -1.2% 25.3M -2.07B -10.8M 1.50 9.83 22,914 34,458 409,866 819,487 2021-10-25 $110.77 $100.00 41.8% 12.4% 25.5% 14.0% 44.4% 0.2% 1.1% 31.5M -2.42B -10.0M 0.84 5.97 58,351 49,285 397,396 805,432 2021-10-26 $110.74 $100.00 41.5% 12.3% 24.7% 12.8% 44.2% -0.2% 0.8% 34.0M -2.44B -10.3M 1.96 9.71 25,580 50,108 417,060 825,727 2021-10-27 $106.13 $100.00 42.5% 12.6% 30.0% 16.5% 45.7% 0.2% 0.6% 16.1M -1.84B -11.1M 1.77 9.91 30,791 54,655 429,388 839,753 2021-10-28 $106.85 $100.00 42.0% 12.5% 29.9% 14.7% 45.1% 0.1% 0.8% 22.0M -1.96B -10.6M 3.27 16.92 15,751 51,556 430,952 841,539 2021-10-29 $106.45 $100.00 41.1% 12.2% 29.4% 11.7% 44.0% 1.0% 0.8% 23.8M -1.91B -10.7M 2.23 11.55 20,117 44,817 436,392 832,106
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