XOM Options History — April 2014

In April 2014, XOM traded between $96.72 and $102.41. ATM implied volatility averaged 15.7%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 4.4% (HV 20d: 11.3%). Max pain ranged from $77.50 to $77.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.71.

Notable Days

2014-04-17: Highest Volume — 109,577 contracts
2014-04-14: Largest IV drop — 7.3% change
2014-04-11: Highest IV Rank — 31.3%
2014-04-14: Largest Expected Move — 4.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$99.06	$96.72	$102.41	$97.73	$102.41
Max Pain	$77.50	$77.50	$77.50	$77.50	$77.50
ATM IV	15.7%	14.5%	17.4%	14.9%	14.6%
Expected Move	4.8%	4.6%	4.9%	4.8%	4.7%
HV 20d	11.3%	9.2%	16.7%	16.7%	9.6%
HV 60d	16.1%	14.1%	17.0%	17.0%	14.1%
IV Rank	22.7%	16.5%	31.3%	18.5%	17.2%
IV Percentile	66.1%	44.4%	88.9%	52.4%	46.4%
Term Structure	-0.6%	-1.9%	0.6%	0.4%	-0.3%
VWIV	17.0%	15.1%	19.7%	18.6%	15.1%
Skew 25d	2.4%	2.1%	2.8%	2.3%	2.2%
Skew 10d	4.8%	3.6%	6.7%	4.5%	5.3%
Call IV 25d	14.8%	13.4%	16.5%	14.5%	14.1%
Put IV 25d	17.2%	16.1%	19.0%	16.8%	16.3%
Bid-Ask Spread %	10.38	8.76	17.73	9.39	17.73
Gamma HHI	0.28	0.18	0.64	0.22	0.26
Net GEX	168.7M	116.0M	371.2M	177.3M	126.1M
Net DEX	-1.76B	-2.85B	-1.28B	-1.68B	-2.08B
Net VEX	-10.8M	-11.1M	-10.1M	-11.0M	-11.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.23	2.43	0.73	1.00
Total Volume	47,523.857	21,982	109,577	35,309	76,879
Total OI	811,903.429	695,045	917,957	841,118	756,285

Daily Data (21 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
2014-04-01	$97.73	$77.50	14.9%	4.8%	16.7%	18.5%	18.6%	2.3%	0.4%	177.3M	-1.68B	-11.0M	0.73	9.39	20,367	14,942	502,285	338,833
2014-04-02	$97.95	$77.50	15.4%	4.8%	12.7%	21.1%	17.3%	2.3%	0.6%	179.3M	-1.77B	-11.0M	0.42	9.50	16,405	6,855	501,515	341,219
2014-04-03	$97.93	$77.50	15.4%	4.8%	12.7%	21.2%	16.6%	2.3%	0.5%	186.8M	-1.79B	-11.1M	0.47	10.64	23,143	10,869	508,066	342,443
2014-04-04	$97.36	$77.50	16.2%	4.8%	12.3%	25.4%	17.0%	2.1%	0.6%	160.8M	-1.54B	-11.0M	0.57	10.16	45,207	25,782	510,008	347,897
2014-04-07	$96.78	$77.50	17.3%	4.8%	12.4%	30.6%	17.0%	2.3%	-1.1%	146.4M	-1.31B	-10.8M	0.50	9.48	23,779	11,822	500,185	342,384
2014-04-08	$97.45	$77.50	17.2%	4.9%	11.0%	30.0%	16.4%	2.2%	-1.2%	171.0M	-1.55B	-10.7M	0.46	9.62	15,720	7,198	506,809	345,773
2014-04-09	$97.33	$77.50	17.1%	4.8%	11.0%	29.8%	17.3%	2.5%	-1.8%	166.6M	-1.49B	-10.3M	0.23	10.15	40,399	9,282	508,879	347,870
2014-04-10	$96.78	$77.50	17.0%	4.8%	11.0%	29.2%	17.1%	2.5%	-1.4%	152.8M	-1.32B	-10.7M	0.80	9.73	20,358	16,257	533,713	352,379
2014-04-11	$96.72	$77.50	17.4%	4.9%	11.0%	31.3%	19.7%	2.8%	-1.9%	151.3M	-1.28B	-10.8M	0.81	9.04	20,874	16,899	536,708	357,415
2014-04-14	$97.86	$77.50	16.2%	4.9%	11.2%	24.9%	19.2%	2.8%	-0.4%	168.8M	-1.66B	-10.8M	0.58	8.94	22,740	13,102	527,527	352,476
2014-04-15	$98.68	$77.50	16.0%	4.9%	11.5%	24.0%	15.8%	2.2%	-1.2%	205.4M	-1.92B	-10.6M	0.36	8.76	31,670	11,310	529,572	354,191
2014-04-16	$99.94	$77.50	15.5%	4.8%	11.1%	21.6%	16.7%	2.4%	-0.0%	342.2M	-2.52B	-10.7M	0.35	10.22	71,718	25,205	523,803	354,497
2014-04-17	$100.42	$77.50	15.6%	4.7%	10.9%	21.9%	16.3%	2.6%	-0.5%	371.2M	-2.85B	-10.1M	0.59	9.65	68,897	40,680	548,216	369,741
2014-04-21	$100.93	$77.50	14.8%	4.7%	10.7%	17.9%	16.3%	2.5%	-0.4%	120.7M	-1.84B	-10.7M	0.70	9.99	22,156	15,418	430,137	264,908
2014-04-22	$100.37	$77.50	15.0%	4.7%	11.1%	19.2%	17.3%	2.6%	-0.7%	125.8M	-1.72B	-10.8M	0.54	9.91	19,839	10,614	436,731	265,120
2014-04-23	$100.50	$77.50	14.9%	4.7%	11.1%	18.8%	17.0%	2.5%	-0.9%	121.0M	-1.74B	-10.8M	2.43	11.15	12,723	30,900	438,339	268,766
2014-04-24	$100.01	$77.50	14.5%	4.6%	11.3%	16.8%	16.1%	2.5%	-0.6%	118.9M	-1.55B	-10.8M	1.14	11.01	10,273	11,709	441,258	290,848
2014-04-25	$100.41	$77.50	15.3%	4.7%	10.2%	20.5%	16.1%	2.8%	-0.9%	116.5M	-1.68B	-10.9M	0.98	11.43	19,951	19,572	444,285	292,901
2014-04-28	$101.17	$77.50	14.5%	4.7%	9.2%	16.5%	17.1%	2.7%	-0.1%	117.1M	-1.80B	-10.9M	0.74	10.08	28,740	21,288	428,929	280,980
2014-04-29	$101.45	$77.50	15.2%	4.7%	9.2%	20.1%	16.5%	2.6%	-0.4%	116.0M	-1.86B	-10.9M	0.60	11.45	41,408	25,051	437,715	288,366
2014-04-30	$102.41	$77.50	14.6%	4.7%	9.6%	17.2%	15.1%	2.2%	-0.3%	126.1M	-2.08B	-11.0M	1.00	17.73	38,471	38,408	455,697	300,588