XOM Options History — August 2013

In August 2013, XOM traded between $86.42 and $92.73. ATM implied volatility averaged 14.1%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 4.9% (HV 20d: 9.2%). Max pain ranged from $90.00 to $92.50. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.65.

Notable Days

  • 2013-08-08: Highest Volume — 492,219 contracts
  • 2013-08-07: Largest IV drop — 38.7% change
  • 2013-08-06: Highest IV Rank — 51.1%
  • 2013-08-30: Largest Expected Move — 4.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$88.99$86.42$92.73$92.73$87.16
Max Pain$91.36$90.00$92.50$92.50$90.00
ATM IV14.1%12.1%20.8%15.1%14.9%
Expected Move3.9%3.4%4.6%4.0%4.6%
HV 20d9.2%7.0%13.6%9.7%13.5%
HV 60d12.6%12.0%13.1%12.8%13.1%
IV Rank19.1%9.6%51.1%24.0%23.0%
IV Percentile36.4%6.7%95.2%60.7%57.1%
Term Structure0.3%-0.3%0.9%-0.3%0.1%
VWIV13.8%12.6%16.2%14.6%16.2%
Skew 25d2.1%1.7%2.8%2.8%1.7%
Skew 10d4.3%3.3%6.2%6.2%3.3%
Call IV 25d13.1%11.5%16.0%12.7%16.0%
Put IV 25d15.1%13.8%17.7%15.5%17.7%
Bid-Ask Spread %8.144.9411.5910.8410.62
Gamma HHI0.150.130.190.180.15
Net GEX-5.0M-56.7M40.1M29.7M-8.7M
Net DEX174.3M-492.4M592.8M-492.4M289.1M
Net VEX-9.0M-10.7M-8.0M-10.7M-9.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.022.241.290.54
Total Volume65,153.520,152492,219125,56635,827
Total OI880,198.909799,691930,137903,632901,760

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-08-01$92.73$92.5015.1%4.0%9.7%24.0%14.6%2.8%-0.3%29.7M-492.4M-10.7M1.2910.8454,82470,742440,247463,385
2013-08-02$91.95$92.5014.3%3.6%9.8%19.9%13.8%2.5%0.9%26.0M-184.9M-10.4M2.2411.5925,68957,608446,001484,136
2013-08-05$91.59$92.5017.4%3.5%9.5%34.6%13.2%2.1%0.4%37.9M-266.9M-9.4M1.278.7118,57223,559443,598444,071
2013-08-06$91.47$92.5020.8%3.6%8.3%51.1%13.2%2.2%0.3%29.8M-189.6M-9.5M1.018.4912,17712,327445,385448,471
2013-08-07$91.34$92.5012.8%3.5%8.2%12.7%13.2%2.2%0.2%23.5M-158.8M-9.7M0.479.6817,8538,467447,015450,312
2013-08-08$91.78$92.5012.2%3.4%8.1%10.0%12.6%2.3%0.2%40.1M-252.8M-9.4M0.024.94481,40410,815450,665451,474
2013-08-09$90.72$92.5012.2%3.7%9.0%10.0%12.6%2.2%0.1%6.9M32.5M-9.3M0.518.5117,0608,762440,411455,892
2013-08-12$89.89$92.5012.6%3.7%9.4%12.0%13.1%2.2%0.2%-21.9M198.8M-9.0M0.595.8220,70712,115441,672453,429
2013-08-13$89.40$92.5012.1%3.7%9.4%9.6%13.0%2.3%0.2%-30.4M299.4M-9.0M0.705.2819,54913,669443,628453,225
2013-08-14$88.95$92.5013.0%3.7%9.3%13.9%13.0%1.9%0.3%-34.4M402.6M-8.7M0.435.7314,0546,098445,660456,700
2013-08-15$88.16$92.5014.3%4.1%8.4%19.8%14.1%2.1%0.1%-37.7M534.9M-8.5M0.827.6521,89918,004443,059449,773
2013-08-16$87.91$92.5013.7%3.9%7.2%17.0%13.6%1.9%0.4%-56.7M592.8M-8.2M0.897.2927,50924,427446,944452,514
2013-08-19$86.92$90.0013.9%4.0%7.6%18.2%14.1%2.0%0.4%-28.5M515.6M-8.0M0.467.3726,41012,068394,317405,374
2013-08-20$86.83$90.0013.8%4.0%7.1%17.7%14.1%2.1%0.4%-28.8M526.4M-8.0M0.348.0738,69913,095402,616410,875
2013-08-21$86.42$90.0014.0%4.0%7.0%18.4%14.4%1.9%0.4%-26.6M542.9M-8.1M0.339.4938,40812,854416,682413,554
2013-08-22$86.98$90.0013.4%3.8%8.0%15.8%13.4%2.1%0.6%-14.1M383.6M-8.5M0.267.7128,3187,321435,707417,178
2013-08-23$87.52$90.0012.8%3.7%8.8%13.1%13.0%1.7%0.8%14.2M232.0M-8.5M0.448.8028,29012,322441,581418,586
2013-08-26$87.09$90.0013.3%3.8%8.6%15.1%13.7%1.8%0.7%-15.8M344.1M-8.5M0.576.9217,97510,217443,220418,253
2013-08-27$86.82$90.0014.3%4.1%8.6%20.3%15.0%1.8%0.4%-16.9M370.7M-8.6M0.379.2038,16814,076447,423422,205
2013-08-28$88.84$90.0013.8%4.0%12.9%17.8%14.5%1.8%0.6%11.8M-128.5M-9.3M0.279.7949,40113,455457,645426,662
2013-08-29$87.27$90.0015.4%4.4%13.6%25.4%15.9%1.9%0.3%-8.5M243.1M-9.1M0.476.6026,29612,287463,285429,786
2013-08-30$87.16$90.0014.9%4.6%13.5%23.0%16.2%1.7%0.1%-8.7M289.1M-9.1M0.5410.6223,25712,570469,341432,419