XOM Options History — May 2014

In May 2014, XOM traded between $100.53 and $103.11. ATM implied volatility averaged 12.8%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 2.5% (HV 20d: 10.3%). Max pain ranged from $77.50 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.88.

Notable Days

  • 2014-05-08: Highest Volume — 473,485 contracts
  • 2014-05-15: Largest IV spike — 10.3% change
  • 2014-05-08: Highest IV Rank — 10.2%
  • 2014-05-02: Largest Expected Move — 4.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$101.69$100.53$103.11$101.41$100.53
Max Pain$82.14$77.50$85.00$77.50$85.00
ATM IV12.8%11.9%13.2%13.1%12.5%
Expected Move4.5%4.4%4.7%4.6%4.6%
HV 20d10.3%9.5%11.0%10.5%9.8%
HV 60d13.2%11.0%14.3%14.3%11.0%
IV Rank7.1%2.4%10.2%9.4%5.3%
IV Percentile15.0%2.8%21.8%17.5%12.3%
Term Structure0.1%-0.9%1.2%-0.1%-0.2%
VWIV16.6%14.9%18.6%18.1%16.1%
Skew 25d1.7%1.1%2.3%2.0%1.7%
Skew 10d3.4%2.5%4.3%3.4%3.0%
Call IV 25d12.3%11.4%12.8%12.3%12.3%
Put IV 25d14.0%13.1%14.7%14.3%14.0%
Bid-Ask Spread %11.528.8513.8410.6313.00
Gamma HHI0.290.220.350.270.28
Net GEX92.5M10.2M159.0M118.2M52.6M
Net DEX-1.32B-2.17B-790.1M-1.89B-790.1M
Net VEX-10.6M-11.0M-10.0M-10.8M-10.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.071.820.771.82
Total Volume49,086.1439,585473,48548,83139,967
Total OI717,297.952653,697798,552789,809696,284

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-05-01$101.41$77.5013.1%4.6%10.5%9.4%18.1%2.0%-0.1%118.2M-1.89B-10.8M0.7710.6327,64221,189472,872316,937
2014-05-02$102.01$77.5013.0%4.7%10.6%9.3%18.5%2.3%0.2%159.0M-2.07B-10.9M0.698.9924,69917,004473,027325,525
2014-05-05$102.91$77.5012.9%4.5%10.4%8.7%17.3%1.8%0.1%149.5M-2.12B-10.5M0.528.8519,0329,959448,963302,963
2014-05-06$102.67$77.5013.0%4.4%10.1%9.1%18.1%1.7%-0.1%147.9M-2.06B-10.8M0.889.9721,25518,808452,974305,989
2014-05-07$103.11$77.5013.1%4.4%10.0%9.6%18.6%1.8%-0.2%151.0M-2.17B-11.0M0.6410.2422,46214,266456,949314,619
2014-05-08$102.32$77.5013.2%4.5%10.6%10.2%17.4%1.7%0.1%132.8M-1.83B-11.0M0.079.99442,08031,405458,763322,519
2014-05-09$101.95$85.0013.0%4.5%10.4%7.7%17.9%2.0%0.1%10.2M-1.06B-11.0M0.8910.2418,34816,350385,541338,297
2014-05-12$102.23$82.5012.7%4.5%10.3%6.2%15.4%1.7%0.9%84.4M-1.22B-10.9M0.6810.1111,9748,153378,986326,969
2014-05-13$102.36$82.5012.4%4.5%9.8%4.7%15.2%1.7%1.0%91.0M-1.30B-10.8M0.7810.825,3924,193384,789330,483
2014-05-14$102.29$82.5011.9%4.5%9.5%2.4%16.5%1.6%1.2%93.3M-1.30B-10.6M0.5611.288,2864,616386,122332,326
2014-05-15$100.78$82.5013.1%4.5%10.3%8.6%16.1%1.8%0.7%35.1M-881.1M-10.4M0.7512.7039,37429,504380,399330,825
2014-05-16$100.74$82.5012.6%4.5%10.2%5.9%16.2%1.7%0.3%40.4M-885.2M-10.5M1.3311.639,53112,632394,791341,851
2014-05-19$100.87$82.5012.8%4.4%10.1%7.0%16.1%1.3%0.1%72.7M-927.0M-10.3M1.2012.428,66610,404364,093289,604
2014-05-20$100.67$85.0012.8%4.4%9.9%6.7%15.5%1.2%-0.1%67.2M-858.8M-10.2M1.6412.846,28210,328368,502295,755
2014-05-21$102.03$85.0013.1%4.4%10.9%8.3%14.9%1.4%-0.9%102.1M-1.24B-10.3M0.5712.9923,92013,614369,713299,959
2014-05-22$101.50$85.0013.0%4.4%11.0%7.9%16.6%1.4%-0.3%100.2M-1.11B-10.5M1.4513.845,2027,537377,407300,580
2014-05-23$101.32$85.0012.4%4.4%10.9%5.0%15.3%1.1%-0.5%85.6M-1.06B-10.1M0.9813.6011,13410,913378,897303,446
2014-05-27$101.36$85.0012.7%4.4%10.6%6.2%15.4%1.8%-0.3%88.3M-1.02B-10.0M0.4812.6310,9185,218376,489302,642
2014-05-28$101.06$85.0012.6%4.4%10.6%5.7%17.8%1.8%-0.2%79.7M-943.5M-10.3M1.2713.014,5765,828381,464305,223
2014-05-29$101.27$85.0012.5%4.5%10.0%5.4%15.2%1.7%-0.1%80.7M-975.5M-10.4M0.4812.1712,2435,905381,922307,798
2014-05-30$100.53$85.0012.5%4.6%9.8%5.3%16.1%1.7%-0.2%52.6M-790.1M-10.5M1.8213.0014,15625,811387,325308,959