XOM Options History — February 2014

In February 2014, XOM traded between $89.52 and $96.44. ATM implied volatility averaged 16.0%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded below realized volatility by 2.1% (HV 20d: 18.0%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.64.

Notable Days

  • 2014-02-05: Highest Volume — 156,609 contracts
  • 2014-02-07: Largest IV drop — 9.6% change
  • 2014-02-03: Highest IV Rank — 45.7%
  • 2014-02-05: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.95$89.52$96.44$90.05$96.27
Max Pain$72.37$70.00$75.00$70.00$75.00
ATM IV16.0%14.7%19.7%19.7%15.0%
Expected Move5.1%4.9%5.4%5.3%4.9%
HV 20d18.0%15.1%20.7%16.8%19.0%
HV 60d17.0%16.2%17.7%16.8%17.6%
IV Rank28.0%21.9%45.7%45.7%23.2%
IV Percentile71.4%54.8%96.4%96.4%60.3%
Term Structure-0.1%-1.0%0.4%-1.0%0.2%
VWIV17.9%16.5%20.0%20.0%16.8%
Skew 25d1.9%1.3%2.9%2.9%2.0%
Skew 10d3.9%2.5%6.0%2.7%4.2%
Call IV 25d15.6%14.3%19.0%19.0%14.3%
Put IV 25d17.6%16.0%21.8%21.8%16.3%
Bid-Ask Spread %10.577.4414.6312.6913.29
Gamma HHI0.150.120.170.130.17
Net GEX42.3M-21.1M124.0M-19.8M124.0M
Net DEX-323.4M-1.34B743.3M669.6M-1.23B
Net VEX-10.8M-11.9M-9.1M-9.1M-11.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.201.670.430.54
Total Volume58,276.15819,840156,609110,42035,781
Total OI844,889.053755,818916,670760,480785,565

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-02-03$90.05$70.0019.7%5.3%16.8%45.7%20.0%2.9%-1.0%-19.8M669.6M-9.1M0.4312.6977,09833,322444,057316,423
2014-02-04$90.02$70.0018.1%5.3%16.7%37.9%18.7%2.5%-0.4%-20.1M658.8M-9.2M0.5512.1568,68938,079471,164328,283
2014-02-05$89.58$70.0018.5%5.4%15.1%39.9%18.7%2.7%-0.6%-21.1M743.3M-9.5M0.2011.98130,55926,050491,239335,641
2014-02-06$89.80$70.0017.7%5.3%15.4%36.1%19.6%2.3%0.1%-15.0M590.9M-10.2M0.8014.3830,52624,326507,249348,235
2014-02-07$90.58$70.0016.0%5.2%16.1%28.1%17.7%1.7%-0.1%-7.7M370.3M-10.6M0.8314.6327,42222,785520,903354,726
2014-02-10$89.52$70.0016.3%5.2%15.6%29.3%17.8%2.2%0.1%-19.5M534.9M-10.1M0.5910.5721,54512,752512,675337,601
2014-02-11$90.84$70.0015.7%5.2%16.3%26.6%18.9%1.6%0.2%-4.1M226.5M-10.6M0.4612.7431,79014,549521,573343,315
2014-02-12$91.08$70.0015.3%5.1%16.0%24.6%18.3%1.4%0.1%8.4M152.0M-10.7M0.5610.1119,60111,045533,424345,688
2014-02-13$91.43$70.0015.6%5.1%16.3%26.0%17.7%1.6%-0.3%16.5M41.6M-11.0M1.6710.9221,74536,388538,089349,104
2014-02-14$94.11$70.0015.3%5.0%20.0%24.9%17.9%1.3%-0.5%71.2M-789.9M-11.9M0.799.7857,29645,076544,275362,996
2014-02-18$94.07$75.0015.4%5.0%19.9%25.1%17.2%1.8%0.3%72.8M-657.6M-11.4M0.898.6819,25917,197542,282365,480
2014-02-19$93.95$75.0015.3%5.0%19.9%24.7%17.0%2.3%0.4%59.5M-610.5M-11.5M0.608.2620,15212,180545,224370,946
2014-02-20$95.37$75.0015.6%5.0%20.7%26.0%17.2%1.6%0.1%96.2M-1.07B-11.6M0.388.2933,20912,673536,421369,449
2014-02-21$95.03$75.0014.8%5.0%20.5%22.4%17.4%1.3%0.1%28.4M-993.6M-11.5M0.368.5430,95211,277544,386372,284
2014-02-24$96.44$75.0014.7%4.9%19.7%21.9%16.9%1.9%0.1%119.6M-1.34B-11.2M0.428.5151,32821,519459,618296,200
2014-02-25$96.31$75.0014.9%4.9%19.7%22.9%16.5%1.7%-0.1%120.1M-1.26B-11.6M0.668.9327,90318,331476,993306,077
2014-02-26$95.79$75.0015.0%5.0%19.6%23.4%18.1%1.9%0.0%97.9M-1.09B-11.4M0.618.8415,4949,509477,962316,035
2014-02-27$95.84$75.0014.9%5.0%19.5%23.0%17.8%1.9%-0.1%97.3M-1.08B-11.4M0.817.4410,9558,885462,920318,390
2014-02-28$96.27$75.0015.0%4.9%19.0%23.2%16.8%2.0%0.2%124.0M-1.23B-11.2M0.5413.2923,22312,558464,128321,437