XOM Options History — December 2013

In December 2013, XOM traded between $93.52 and $101.51. ATM implied volatility averaged 13.7%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 1.0% (HV 20d: 14.6%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.86.

Notable Days

  • 2013-12-27: Highest Volume — 158,794 contracts
  • 2013-12-11: Largest IV spike — 13.0% change
  • 2013-12-31: Highest IV Rank — 26.8%
  • 2013-12-13: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$97.24$93.52$101.51$93.52$101.20
Max Pain$68.57$65.00$70.00$65.00$70.00
ATM IV13.7%12.1%15.7%12.9%15.7%
Expected Move4.9%4.8%5.0%4.9%4.9%
HV 20d14.6%11.8%17.6%15.0%17.6%
HV 60d13.1%11.9%14.4%12.0%14.4%
IV Rank17.0%9.4%26.8%13.3%26.8%
IV Percentile38.9%9.5%77.4%21.4%77.4%
Term Structure0.7%-0.5%1.8%1.1%-0.4%
VWIV17.1%15.4%18.2%17.5%17.2%
Skew 25d2.1%1.6%2.7%2.1%2.2%
Skew 10d4.7%3.5%5.9%4.6%4.9%
Call IV 25d13.2%11.8%15.1%12.7%15.1%
Put IV 25d15.3%13.5%17.5%14.8%17.3%
Bid-Ask Spread %9.225.4524.805.456.96
Gamma HHI0.210.150.240.230.15
Net GEX134.6M102.5M159.9M110.1M103.1M
Net DEX-2.08B-3.10B-1.11B-1.11B-2.65B
Net VEX-9.9M-10.6M-9.2M-9.3M-10.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.213.260.340.41
Total Volume56,137.90520,986158,79436,58332,286
Total OI958,021.905890,6701,053,772890,6701,053,772

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-12-02$93.52$65.0012.9%4.9%15.0%13.3%17.5%2.1%1.1%110.1M-1.11B-9.3M0.345.4527,3449,239464,003426,667
2013-12-03$94.39$65.0013.5%4.9%12.7%16.0%16.9%1.8%0.1%130.5M-1.49B-9.2M0.827.6029,35824,179471,517429,275
2013-12-04$94.67$65.0013.0%4.9%12.7%14.0%17.3%2.1%0.6%136.6M-1.51B-9.7M0.649.1517,75111,386480,057444,442
2013-12-05$94.13$65.0013.3%4.9%12.1%15.3%16.9%2.0%0.6%122.7M-1.28B-9.8M2.787.998,70424,211478,646448,855
2013-12-06$95.65$65.0012.1%4.9%12.1%9.4%17.0%1.6%1.2%143.7M-1.81B-9.8M0.578.5929,69916,849478,442465,474
2013-12-09$95.84$65.0012.5%4.9%11.8%11.6%17.0%1.8%1.3%145.7M-1.79B-9.5M0.317.6941,65312,838468,130452,599
2013-12-10$95.71$70.0012.4%4.9%11.9%10.8%16.6%1.9%1.4%147.5M-1.78B-9.8M0.397.7928,46611,219487,115457,769
2013-12-11$94.26$70.0014.0%4.9%13.2%18.5%17.4%2.3%0.2%122.6M-1.26B-9.8M1.007.1416,24316,264500,274463,321
2013-12-12$95.36$70.0014.7%5.0%13.7%21.9%17.4%2.3%0.1%139.5M-1.69B-10.1M0.429.9231,38713,129500,477465,050
2013-12-13$95.31$70.0014.3%5.0%13.6%20.1%17.6%2.1%0.2%143.1M-1.75B-10.0M0.578.2623,58013,416515,893470,008
2013-12-16$97.22$70.0015.3%5.0%13.2%24.7%17.8%2.7%0.9%145.2M-2.28B-9.7M0.428.0094,22739,807497,381454,600
2013-12-17$96.75$70.0014.8%5.0%13.4%22.6%17.3%2.5%1.0%143.5M-2.07B-10.1M0.299.3138,11511,208511,412467,448
2013-12-18$99.54$70.0013.2%4.8%16.6%14.8%17.9%2.2%1.7%159.9M-3.10B-9.7M0.9724.8054,12152,392524,206466,157
2013-12-19$99.43$70.0013.6%4.9%16.2%16.8%15.4%2.0%0.4%135.3M-2.80B-10.4M0.218.9461,36212,798514,426496,638
2013-12-20$98.68$70.0013.7%5.0%16.6%17.0%16.8%2.2%-0.3%154.6M-2.56B-10.4M0.548.7528,85315,627534,092496,544
2013-12-23$98.51$70.0012.9%4.9%16.7%13.2%17.2%1.9%1.8%136.0M-2.17B-10.2M0.658.5418,16411,873490,948420,266
2013-12-24$99.22$70.0012.8%4.8%16.8%12.9%18.2%1.8%1.2%133.8M-2.34B-10.3M1.578.908,17012,816493,948425,536
2013-12-26$100.90$70.0013.1%4.8%17.0%14.3%17.1%1.6%1.1%138.8M-2.84B-10.0M0.398.4843,06416,687496,748430,311
2013-12-27$101.51$70.0014.0%4.9%16.7%18.4%16.3%2.2%1.2%130.7M-2.98B-10.4M3.2610.7137,240121,554506,513442,593
2013-12-30$100.31$70.0015.2%4.9%17.5%24.4%16.8%2.6%-0.5%102.5M-2.47B-10.1M1.4410.7325,24636,371497,608529,299
2013-12-31$101.20$70.0015.7%4.9%17.6%26.8%17.2%2.2%-0.4%103.1M-2.65B-10.6M0.416.9622,9079,379504,486549,286