XOP Options History — June 2022

In June 2022, XOP traded between $118.80 and $169.03. ATM implied volatility averaged 51.3%, placing in the 51.7% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 1.0% (HV 20d: 52.3%). Max pain ranged from $130.00 to $156.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.62.

Notable Days

  • 2022-06-17: Highest Volume — 161,571 contracts
  • 2022-06-13: Largest IV spike — 19.8% change
  • 2022-06-23: Highest IV Rank — 81.2%
  • 2022-06-23: Largest Expected Move — 17.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$144.75$118.80$169.03$160.36$118.80
Max Pain$146.43$130.00$156.00$138.00$130.00
ATM IV51.3%43.7%58.9%44.8%57.3%
Expected Move14.8%12.6%17.3%13.4%16.3%
HV 20d52.3%36.3%62.6%58.0%60.0%
HV 60d48.7%44.6%54.6%46.1%54.6%
IV Rank51.7%22.6%81.2%26.9%74.6%
IV Percentile80.0%49.2%99.2%57.1%97.6%
Term Structure-0.3%-1.8%0.4%-0.2%-0.1%
VWIV52.0%44.3%61.1%48.9%55.8%
Skew 25d7.0%4.9%9.2%5.4%7.5%
Skew 10d14.1%9.6%19.2%11.4%16.9%
Call IV 25d48.5%41.8%55.4%42.8%54.6%
Put IV 25d55.6%46.9%64.6%48.1%62.1%
Bid-Ask Spread %23.638.1936.158.4714.80
Gamma HHI0.050.030.190.040.06
Net GEX-6.7M-50.4M23.3M15.2M-31.5M
Net DEX-742.9M-2.34B869.5M-1.89B636.5M
Net VEX-7.5M-9.2M-6.2M-6.7M-8.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.620.643.001.501.18
Total Volume74,140.90543,436161,57151,23279,443
Total OI602,605.857512,166679,950580,132660,445

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$160.36$138.0044.8%13.4%58.0%26.9%48.9%5.4%-0.2%15.2M-1.89B-6.7M1.508.4720,50730,725193,929386,203
2022-06-02$159.50$149.0045.7%13.0%56.7%30.5%48.6%5.5%-0.5%14.5M-1.84B-6.7M1.7223.7718,54731,815199,193389,535
2022-06-03$161.54$149.0044.1%12.7%55.2%24.3%45.4%5.2%-0.2%17.3M-1.96B-6.7M1.1226.6424,15126,970201,826396,201
2022-06-06$163.17$149.0045.3%13.0%55.1%28.9%45.8%6.3%0.2%16.7M-1.99B-6.5M2.0430.5714,30929,127196,505373,395
2022-06-07$169.03$149.0043.7%12.6%36.3%22.6%44.3%5.0%0.3%21.2M-2.34B-6.2M1.3027.5929,46838,206202,113378,076
2022-06-08$167.80$150.0044.4%12.8%36.8%25.3%45.6%5.4%0.3%23.3M-2.29B-6.6M1.6033.4222,11035,295215,642383,884
2022-06-09$166.47$153.0045.1%13.0%37.6%28.2%46.9%4.9%0.4%20.8M-2.19B-6.8M2.6635.7413,00134,607222,971394,489
2022-06-10$163.46$156.0046.4%13.3%38.0%32.9%46.4%5.5%0.2%9.4M-1.98B-6.9M1.7436.1519,67434,194224,879399,577
2022-06-13$151.99$155.0055.5%15.9%46.1%67.9%55.2%9.1%-0.8%789.2K-1.14B-7.4M2.8033.5625,38071,066221,047389,748
2022-06-14$151.24$152.0053.8%15.4%45.9%61.3%53.6%7.6%-0.6%-9.0M-1.04B-7.7M1.4428.5623,82934,252229,555417,200
2022-06-15$149.54$152.0050.3%14.4%45.5%47.4%53.6%7.1%-0.1%-15.8M-867.3M-7.4M2.9531.5415,15844,724229,605423,053
2022-06-16$139.69$152.0055.8%16.0%50.3%68.9%55.5%9.1%-0.9%-28.4M66.3M-7.7M2.4524.8826,29364,323232,712437,234
2022-06-17$130.25$151.0058.2%16.8%56.1%78.2%59.4%8.7%-1.8%-50.4M781.6M-7.6M3.0022.9140,389121,182236,832443,118
2022-06-21$134.47$150.0053.6%15.6%57.4%60.4%53.9%7.2%-0.6%-34.6M245.4M-7.5M0.9418.6922,81321,527173,206346,408
2022-06-22$126.14$149.0056.4%16.4%59.2%71.1%56.1%7.7%-0.5%-32.3M633.4M-7.7M1.0521.5329,84131,398181,476330,690
2022-06-23$120.62$147.0058.9%17.3%60.7%81.2%61.1%9.2%-0.3%-32.2M869.5M-7.6M1.2220.7060,49173,781189,258334,504
2022-06-24$122.68$145.0054.5%15.8%59.4%64.1%53.1%8.9%-1.7%-20.6M532.4M-8.2M0.6419.0357,95837,034227,449345,096
2022-06-27$128.46$139.0054.2%15.6%61.2%62.8%55.7%7.2%0.2%-10.8M46.2M-8.4M0.8718.5155,48848,039240,373331,984
2022-06-28$130.89$130.0053.5%15.3%60.2%60.1%53.5%7.7%0.1%1.4M-258.2M-9.0M0.818.1943,45535,353274,544349,467
2022-06-29$123.62$130.0055.8%16.0%62.6%69.1%54.3%7.2%-0.1%-15.0M344.6M-9.2M0.9811.0135,94935,087287,233364,068
2022-06-30$118.80$130.0057.3%16.3%60.0%74.6%55.8%7.5%-0.1%-31.5M636.5M-8.9M1.1814.8036,52442,919299,135361,310