XOM Options History — January 2014

In January 2014, XOM traded between $92.16 and $101.07. ATM implied volatility averaged 16.2%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 0.7% (HV 20d: 17.0%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.67.

Notable Days

  • 2014-01-17: Highest Volume — 101,798 contracts
  • 2014-01-24: Largest IV spike — 20.1% change
  • 2014-01-24: Highest IV Rank — 36.4%
  • 2014-01-31: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$97.89$92.16$101.07$99.75$92.16
Max Pain$67.38$65.00$70.00$70.00$70.00
ATM IV16.2%14.3%17.7%16.7%17.5%
Expected Move4.8%4.6%5.0%4.9%5.0%
HV 20d17.0%14.8%19.3%18.6%15.4%
HV 60d15.4%14.6%16.4%14.7%16.1%
IV Rank29.2%20.0%36.4%31.5%35.4%
IV Percentile78.4%55.2%89.7%84.9%89.7%
Term Structure-0.9%-2.2%0.5%0.5%-0.1%
VWIV17.0%14.9%19.3%17.3%18.0%
Skew 25d2.3%1.8%2.6%2.2%2.4%
Skew 10d4.3%2.8%5.2%4.5%4.4%
Call IV 25d15.5%13.3%17.3%16.0%16.9%
Put IV 25d17.8%15.9%19.7%18.2%19.3%
Bid-Ask Spread %11.678.2415.458.249.15
Gamma HHI0.150.120.170.150.12
Net GEX62.8M-1.5M91.6M88.9M-1.5M
Net DEX-1.30B-2.68B438.2M-2.17B438.2M
Net VEX-10.2M-11.1M-9.4M-11.0M-9.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.301.080.670.84
Total Volume52,300.61924,409101,79846,48969,178
Total OI934,873.857656,6221,127,9011,064,174778,125

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-01-02$99.75$70.0016.7%4.9%18.6%31.5%17.3%2.2%0.5%88.9M-2.17B-11.0M0.678.2427,83218,657511,617552,557
2014-01-03$99.51$70.0016.6%4.8%18.7%31.1%17.9%2.1%0.3%86.8M-2.09B-11.1M1.0810.8516,62217,897519,499560,012
2014-01-06$99.66$70.0016.6%4.8%18.4%31.2%16.3%2.5%-1.5%83.6M-2.12B-11.0M1.0012.2824,17524,108513,027558,886
2014-01-07$101.07$65.0015.8%4.9%18.3%27.0%17.1%2.4%-0.9%90.1M-2.68B-10.2M0.7713.5234,89526,761517,829564,626
2014-01-08$100.74$65.0016.2%4.8%18.4%29.1%17.1%2.2%-1.3%86.6M-2.53B-10.1M0.5812.7131,20318,176524,093574,490
2014-01-09$99.76$65.0016.6%4.8%18.8%30.8%16.9%2.4%-1.8%82.7M-2.13B-10.3M0.579.3426,43015,121516,200582,330
2014-01-10$100.52$65.0015.5%4.8%17.8%25.8%19.3%2.1%-1.0%91.6M-2.37B-10.4M0.6512.6030,23919,645521,866586,070
2014-01-13$98.55$65.0017.0%4.7%19.2%33.0%16.5%2.6%-1.1%85.8M-1.67B-10.3M0.9511.3123,06622,005519,766581,470
2014-01-14$99.12$65.0016.3%4.7%19.3%29.6%15.6%2.5%-2.0%85.9M-1.83B-10.3M0.479.8416,6047,805521,509586,076
2014-01-15$98.78$65.0016.1%4.7%18.2%28.7%17.7%2.1%-2.2%78.3M-1.61B-10.0M0.308.9329,6208,815515,148584,945
2014-01-16$98.94$65.0015.4%4.7%18.0%25.2%14.9%2.4%-1.5%76.6M-1.65B-9.9M0.5311.3636,27919,176523,034587,892
2014-01-17$99.16$65.0014.8%4.6%14.9%22.2%17.0%2.5%-1.4%64.5M-1.76B-9.9M0.5610.0665,38536,413541,199586,702
2014-01-21$98.50$65.0015.0%4.7%15.1%23.5%15.9%2.4%-1.1%58.0M-827.7M-9.9M0.5611.3026,49914,946376,017280,605
2014-01-22$97.88$65.0014.3%4.6%15.0%20.0%16.8%2.6%-0.7%54.8M-712.4M-9.9M0.6812.1415,22610,369386,168288,283
2014-01-23$96.97$70.0014.8%4.7%15.3%22.3%15.8%2.1%0.5%42.5M-501.9M-9.9M0.6413.8142,31526,977388,740292,517
2014-01-24$94.85$70.0017.7%4.9%16.8%36.4%16.9%2.3%-0.3%18.7M-75.9M-9.9M0.5314.5850,44126,818398,449303,626
2014-01-27$94.92$70.0017.5%4.9%15.2%35.2%17.2%2.2%-1.1%31.2M-227.3M-9.7M0.5912.6655,41432,421412,276298,802
2014-01-28$95.65$70.0017.0%4.8%15.4%33.0%17.3%1.8%-1.0%53.1M-476.9M-10.6M0.6913.2616,71311,577444,853305,764
2014-01-29$95.11$70.0017.3%4.9%15.1%34.1%18.7%2.0%-1.0%43.9M-323.1M-10.2M0.8515.4522,79419,295451,335310,441
2014-01-30$93.99$70.0016.1%4.8%14.8%28.3%16.9%2.2%0.1%16.4M30.1M-9.8M0.5811.7238,15422,247452,220313,287
2014-01-31$92.16$70.0017.5%5.0%15.4%35.4%18.0%2.4%-0.1%-1.5M438.2M-9.4M0.849.1537,69431,484458,037320,088