XOP Options History — March 2023 In March 2023, XOP traded between $116.53 and $140.74. ATM implied volatility averaged 40.5%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 2.3% (HV 20d: 38.1%). Max pain ranged from $130.00 to $137.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 2.28.
Notable Days 2023-03-15 : Highest Volume — 162,793 contracts2023-03-15 : Largest IV spike — 17.8% change2023-03-15 : Highest IV Rank — 59.8%2023-03-15 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $126.79 $116.53 $140.74 $136.47 $127.11 Max Pain $133.04 $130.00 $137.00 $135.00 $130.00 ATM IV 40.5% 34.8% 50.4% 37.0% 36.1% Expected Move 11.5% 9.6% 13.8% 10.6% 10.0% HV 20d 38.1% 31.5% 41.6% 37.7% 39.7% HV 60d 36.3% 34.6% 38.4% 36.7% 34.7% IV Rank 23.1% 2.1% 59.8% 9.6% 6.9% IV Percentile 22.1% 0.8% 70.6% 6.7% 6.3% Term Structure -0.2% -2.2% 1.2% -0.1% 0.9% VWIV 40.9% 35.1% 50.1% 41.2% 35.1% Skew 25d 6.7% 4.5% 9.7% 5.9% 6.0% Skew 10d 12.7% 8.4% 18.7% 10.4% 12.1% Call IV 25d 37.5% 32.7% 45.8% 34.4% 33.1% Put IV 25d 44.2% 37.3% 54.8% 40.2% 39.1% Bid-Ask Spread % 7.84 3.34 15.38 7.94 4.47 Gamma HHI 0.06 0.05 0.07 0.05 0.06 Net GEX -36.9M -83.9M 2.4M -22.2M -16.9M Net DEX 918.2M -126.4M 2.28B 280.0M 390.5M Net VEX -7.9M -8.5M -7.2M -7.8M -8.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.28 0.46 6.12 4.45 0.75 Total Volume 47,944.696 18,366 162,793 52,664 34,352 Total OI 514,959.87 418,558 612,520 517,660 480,946
Daily Data (23 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 2023-03-01 $136.47 $135.00 37.0% 10.6% 37.7% 9.6% 41.2% 5.9% -0.1% -22.2M 280.0M -7.8M 4.45 7.94 9,662 43,002 176,950 340,710 2023-03-02 $138.24 $135.00 36.0% 10.1% 37.8% 6.2% 36.2% 5.1% -0.2% -12.1M 120.4M -7.8M 1.94 8.06 6,243 12,123 179,354 353,910 2023-03-03 $140.74 $135.00 34.8% 9.6% 36.8% 2.1% 35.3% 4.5% -0.5% 2.4M -126.4M -7.6M 3.33 6.88 22,762 75,796 180,155 359,645 2023-03-06 $138.31 $136.00 35.0% 10.0% 37.5% 2.8% 35.6% 5.1% 0.1% -23.4M 209.1M -7.7M 3.16 3.34 6,393 20,228 179,759 343,411 2023-03-07 $136.09 $137.00 35.6% 10.2% 37.0% 4.8% 36.5% 4.9% -0.0% -34.9M 418.5M -7.7M 3.75 4.87 7,304 27,383 182,800 347,487 2023-03-08 $133.69 $137.00 36.1% 10.2% 34.8% 6.3% 36.2% 5.1% -0.2% -52.9M 700.0M -7.8M 3.65 4.37 14,105 51,415 186,119 358,209 2023-03-09 $130.99 $137.00 39.4% 11.2% 35.4% 18.2% 38.7% 5.2% -0.4% -67.9M 1.04B -8.1M 3.39 7.89 12,748 43,179 190,708 384,921 2023-03-10 $127.51 $137.00 41.1% 11.5% 36.2% 25.6% 40.0% 5.3% -0.6% -71.6M 1.42B -8.1M 2.67 6.85 11,448 30,597 196,636 389,572 2023-03-13 $124.54 $136.00 42.8% 12.1% 31.5% 31.9% 42.9% 7.2% -0.7% -74.3M 1.61B -7.6M 3.42 12.08 16,623 56,886 191,540 371,141 2023-03-14 $124.46 $135.00 42.8% 12.1% 31.5% 31.6% 41.9% 7.3% -0.5% -78.2M 1.62B -7.6M 2.89 10.52 13,232 38,182 199,159 379,641 2023-03-15 $116.53 $135.00 50.4% 13.8% 37.6% 59.8% 47.6% 9.0% -2.2% -79.6M 2.28B -7.2M 6.12 6.87 22,850 139,943 205,501 393,724 2023-03-16 $120.16 $132.00 45.0% 12.7% 40.0% 40.0% 46.9% 8.4% -1.0% -83.9M 1.87B -7.6M 0.96 14.31 20,436 19,671 210,430 393,210 2023-03-17 $117.42 $132.00 48.4% 13.7% 40.4% 52.5% 50.1% 9.7% -1.1% -44.0M 2.04B -7.5M 1.32 4.82 17,954 23,739 222,135 390,385 2023-03-20 $119.93 $131.00 44.5% 12.7% 38.8% 37.9% 45.2% 7.9% -0.0% -30.6M 1.05B -7.8M 0.98 3.80 18,591 18,151 145,820 272,738 2023-03-21 $124.13 $130.00 40.9% 11.7% 41.1% 24.7% 43.8% 6.8% -0.1% -22.6M 734.6M -8.1M 2.66 4.98 15,887 42,236 154,749 276,299 2023-03-22 $121.34 $130.00 41.6% 11.9% 41.6% 27.4% 41.6% 7.0% 0.6% -27.0M 934.6M -8.1M 0.46 15.38 23,185 10,561 162,921 283,454 2023-03-23 $118.66 $130.00 44.1% 12.7% 39.2% 36.6% 44.2% 8.4% -0.1% -33.4M 1.12B -7.9M 1.56 15.21 11,244 17,561 165,809 284,467 2023-03-24 $119.66 $130.00 43.4% 12.4% 39.3% 33.9% 40.8% 8.1% -0.2% -31.6M 1.07B -8.0M 0.55 11.09 19,394 10,677 168,194 289,833 2023-03-27 $123.44 $130.00 40.5% 11.6% 41.1% 23.2% 42.4% 7.0% 0.4% -15.9M 714.9M -8.1M 1.16 6.78 14,241 16,541 168,928 276,340 2023-03-28 $124.69 $130.00 39.9% 11.4% 41.4% 21.2% 42.2% 6.8% 0.8% -10.2M 601.6M -8.3M 1.45 5.63 16,908 24,589 177,324 284,152 2023-03-29 $126.08 $130.00 38.4% 10.9% 40.7% 15.6% 38.3% 6.7% 0.6% -9.1M 504.7M -8.5M 0.81 6.77 13,029 10,571 181,547 289,610 2023-03-30 $126.00 $130.00 37.4% 10.5% 40.2% 11.7% 37.2% 6.4% 1.2% -9.3M 518.0M -8.4M 0.98 7.49 10,674 10,432 183,536 290,198 2023-03-31 $127.11 $130.00 36.1% 10.0% 39.7% 6.9% 35.1% 6.0% 0.9% -16.9M 390.5M -8.4M 0.75 4.47 19,609 14,743 189,117 291,829
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