XOM Options History — October 2013

In October 2013, XOM traded between $85.16 and $89.62. ATM implied volatility averaged 15.2%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 5.0% (HV 20d: 10.2%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.86.

Notable Days

2013-10-31: Highest Volume — 107,486 contracts
2013-10-31: Largest IV drop — 24.6% change
2013-10-08: Highest IV Rank — 40.5%
2013-10-09: Largest Expected Move — 5.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$87.17	$85.16	$89.62	$86.00	$89.62
Max Pain	$72.17	$70.00	$80.00	$80.00	$70.00
ATM IV	15.2%	11.4%	18.6%	15.4%	11.4%
Expected Move	5.2%	4.8%	5.5%	5.3%	4.8%
HV 20d	10.2%	8.9%	11.0%	10.1%	10.4%
HV 60d	11.3%	10.8%	11.8%	11.1%	11.8%
IV Rank	24.3%	6.4%	40.5%	25.3%	6.4%
IV Percentile	54.8%	2.8%	90.9%	64.7%	2.8%
Term Structure	-0.5%	-1.7%	1.9%	1.3%	-0.0%
VWIV	18.7%	15.9%	22.4%	17.5%	15.9%
Skew 25d	3.7%	2.6%	4.4%	2.6%	3.6%
Skew 10d	7.8%	5.8%	11.2%	6.0%	7.7%
Call IV 25d	14.0%	10.5%	17.8%	13.9%	10.5%
Put IV 25d	17.7%	14.1%	22.0%	16.5%	14.1%
Bid-Ask Spread %	5.96	3.74	28.29	4.13	7.80
Gamma HHI	0.19	0.12	0.30	0.24	0.21
Net GEX	9.4M	-49.6M	92.5M	-34.3M	75.8M
Net DEX	50.9M	-694.4M	691.7M	643.3M	-694.4M
Net VEX	-7.7M	-8.2M	-7.4M	-7.5M	-7.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.42	1.95	0.53	0.45
Total Volume	50,322.783	25,061	107,486	38,401	107,486
Total OI	938,982.348	774,588	1,078,100	950,119	915,186

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
2013-10-01	$86.00	$80.00	15.4%	5.3%	10.1%	25.3%	17.5%	2.6%	1.3%	-34.3M	643.3M	-7.5M	0.53	4.13	25,145	13,256	495,176	454,943
2013-10-02	$86.08	$80.00	15.8%	5.4%	9.7%	27.2%	17.9%	2.9%	1.9%	-33.5M	525.4M	-7.6M	0.72	3.74	31,997	23,028	504,113	448,364
2013-10-03	$85.50	$80.00	15.6%	5.4%	9.8%	26.1%	18.2%	2.8%	1.3%	-45.4M	624.0M	-7.5M	0.76	3.86	25,719	19,494	512,682	452,685
2013-10-04	$86.32	$80.00	14.2%	5.3%	10.5%	19.7%	20.2%	3.1%	-0.5%	-27.5M	400.9M	-7.7M	0.95	6.11	21,421	20,246	520,811	456,152
2013-10-07	$85.90	$80.00	16.1%	5.5%	10.0%	28.6%	22.4%	2.9%	-1.5%	-38.0M	501.7M	-7.6M	0.59	4.73	15,771	9,290	514,854	453,675
2013-10-08	$85.51	$70.00	18.6%	5.5%	10.1%	40.5%	20.3%	3.9%	-1.5%	-40.6M	586.2M	-7.8M	1.03	4.10	17,863	18,363	518,921	457,415
2013-10-09	$85.16	$70.00	18.3%	5.5%	8.9%	39.0%	21.9%	4.1%	-1.7%	-49.6M	691.7M	-7.6M	0.67	3.75	44,408	29,888	519,172	461,967
2013-10-10	$86.04	$70.00	18.3%	5.5%	9.4%	39.0%	18.4%	3.5%	-0.5%	-28.8M	416.7M	-7.8M	0.83	6.92	36,447	30,101	542,154	474,493
2013-10-11	$86.95	$70.00	16.4%	5.3%	10.1%	29.8%	18.5%	3.6%	-1.5%	4.8M	179.9M	-7.7M	0.60	5.47	28,058	16,957	548,955	481,046
2013-10-14	$87.60	$70.00	15.8%	5.3%	10.4%	27.2%	21.9%	3.7%	-0.9%	9.5M	35.9M	-7.7M	0.43	5.03	30,468	13,222	553,847	480,835
2013-10-15	$86.79	$70.00	16.2%	5.4%	10.8%	29.0%	20.9%	4.3%	-1.0%	-10.5M	244.3M	-7.7M	1.07	4.55	19,748	21,221	556,717	483,883
2013-10-16	$87.31	$70.00	15.1%	5.3%	10.7%	24.0%	17.7%	3.9%	-1.0%	11.5M	65.3M	-7.7M	0.84	5.04	18,568	15,630	562,686	492,021
2013-10-17	$87.48	$70.00	14.9%	5.3%	10.7%	23.1%	19.2%	4.3%	0.2%	38.1M	-1.9M	-7.5M	1.95	4.16	18,951	36,939	560,831	491,559
2013-10-18	$87.55	$70.00	14.9%	5.2%	10.5%	22.8%	18.2%	4.4%	-0.9%	92.5M	-14.0M	-7.6M	0.98	4.77	30,405	29,810	565,583	512,517
2013-10-21	$87.23	$70.00	14.8%	5.2%	9.9%	22.4%	17.1%	3.8%	-1.2%	14.6M	-106.0M	-7.4M	0.70	3.99	21,181	14,843	413,266	361,322
2013-10-22	$87.98	$70.00	13.6%	5.2%	10.2%	16.9%	17.3%	3.6%	-0.2%	37.2M	-366.0M	-7.4M	1.00	4.48	22,677	22,746	423,269	366,410
2013-10-23	$87.61	$70.00	13.8%	5.2%	10.3%	17.5%	17.1%	3.8%	-0.2%	27.4M	-257.1M	-7.6M	0.67	4.88	15,068	10,153	429,816	377,131
2013-10-24	$88.42	$70.00	13.1%	5.1%	10.8%	14.5%	18.4%	3.4%	-0.7%	44.8M	-480.8M	-7.5M	0.42	4.34	36,452	15,263	432,572	380,691
2013-10-25	$87.97	$70.00	13.6%	5.0%	11.0%	16.5%	16.5%	3.9%	-0.6%	49.4M	-370.8M	-7.7M	1.94	28.29	20,694	40,069	445,318	383,173
2013-10-28	$88.23	$70.00	14.3%	5.0%	10.2%	20.0%	18.3%	3.6%	-0.4%	18.0M	-329.1M	-7.7M	0.46	5.50	27,404	12,672	440,874	399,321
2013-10-29	$88.93	$70.00	14.2%	4.9%	10.5%	19.6%	18.3%	3.9%	-1.2%	50.9M	-570.0M	-8.0M	1.06	6.37	19,756	20,844	459,541	404,717
2013-10-30	$88.81	$70.00	15.2%	5.0%	10.5%	24.2%	18.0%	4.4%	-1.4%	50.1M	-554.8M	-8.2M	1.07	5.08	42,412	45,290	467,443	418,487
2013-10-31	$89.62	$70.00	11.4%	4.8%	10.4%	6.4%	15.9%	3.6%	-0.0%	75.8M	-694.4M	-7.7M	0.45	7.80	73,940	33,546	473,835	441,351