XOM Options History — July 2014

In July 2014, XOM traded between $98.94 and $104.37. ATM implied volatility averaged 14.9%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 2.6% (HV 20d: 12.3%). Max pain ranged from $87.50 to $90.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.74.

Notable Days

2014-07-31: Highest Volume — 103,824 contracts
2014-07-17: Largest IV spike — 11.7% change
2014-07-17: Highest IV Rank — 27.0%
2014-07-31: Largest Expected Move — 4.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$102.78	$98.94	$104.37	$101.36	$98.94
Max Pain	$88.18	$87.50	$90.00	$87.50	$90.00
ATM IV	14.9%	14.1%	16.8%	15.1%	15.7%
Expected Move	4.5%	4.4%	4.9%	4.6%	4.9%
HV 20d	12.3%	10.6%	19.9%	10.9%	19.9%
HV 60d	10.7%	10.2%	13.9%	10.3%	13.9%
IV Rank	17.4%	13.5%	27.0%	18.5%	21.8%
IV Percentile	59.6%	42.5%	89.7%	65.5%	79.8%
Term Structure	-0.4%	-2.8%	1.1%	-0.1%	-0.5%
VWIV	16.5%	15.2%	17.4%	16.6%	17.4%
Skew 25d	1.5%	0.3%	2.4%	1.6%	1.3%
Skew 10d	3.1%	1.0%	4.4%	2.7%	1.2%
Call IV 25d	14.4%	13.3%	15.4%	15.0%	15.4%
Put IV 25d	15.9%	15.3%	16.7%	16.6%	16.7%
Bid-Ask Spread %	13.08	10.91	15.33	12.98	13.54
Gamma HHI	0.31	0.19	0.46	0.19	0.22
Net GEX	96.7M	11.5M	148.5M	50.0M	11.5M
Net DEX	-1.19B	-1.70B	42.3M	-885.4M	42.3M
Net VEX	-9.4M	-10.4M	-8.8M	-10.4M	-8.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.22	1.05	0.71	0.82
Total Volume	32,071.045	12,797	103,824	29,049	103,824
Total OI	750,769.364	623,776	851,681	797,114	697,886

Daily Data (22 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
2014-07-01	$101.36	$87.50	15.1%	4.6%	10.9%	18.5%	16.6%	1.6%	-0.1%	50.0M	-885.4M	-10.4M	0.71	12.98	17,018	12,031	429,533	367,581
2014-07-02	$101.57	$87.50	14.6%	4.6%	10.8%	15.9%	17.3%	1.7%	-0.4%	67.4M	-931.8M	-10.3M	0.96	14.07	7,378	7,066	435,090	374,699
2014-07-03	$102.59	$87.50	14.5%	4.4%	11.2%	15.7%	15.7%	1.5%	0.1%	113.0M	-1.56B	-9.9M	0.32	15.33	14,907	4,816	437,564	374,838
2014-07-07	$102.65	$87.50	14.5%	4.4%	10.7%	15.5%	15.2%	1.0%	-0.1%	98.8M	-1.33B	-9.7M	0.81	12.74	7,053	5,744	431,884	362,738
2014-07-08	$102.83	$87.50	14.9%	4.5%	10.6%	17.8%	16.3%	1.7%	-0.6%	115.0M	-1.46B	-9.9M	1.01	13.16	12,303	12,401	435,420	365,248
2014-07-09	$103.55	$87.50	14.6%	4.5%	10.9%	16.2%	16.1%	1.7%	0.0%	141.3M	-1.70B	-9.7M	0.77	13.94	10,016	7,709	436,803	370,955
2014-07-10	$102.57	$87.50	15.0%	4.4%	11.4%	17.9%	15.9%	1.8%	-0.7%	106.4M	-1.37B	-9.5M	0.88	13.40	10,033	8,859	439,863	374,816
2014-07-11	$101.74	$87.50	15.1%	4.6%	11.7%	18.8%	15.9%	1.3%	1.1%	47.9M	-1.02B	-9.5M	0.73	13.73	19,180	14,009	439,927	375,281
2014-07-14	$102.68	$87.50	14.6%	4.4%	11.7%	16.0%	16.6%	1.3%	0.2%	96.5M	-1.38B	-9.3M	1.03	13.57	12,423	12,813	433,922	369,250
2014-07-15	$102.39	$87.50	15.1%	4.6%	11.7%	18.7%	16.2%	1.6%	-1.0%	68.8M	-1.27B	-9.0M	0.68	13.49	11,956	8,185	436,334	372,388
2014-07-16	$103.77	$87.50	15.0%	4.4%	12.5%	18.1%	16.0%	0.3%	-0.2%	148.5M	-1.66B	-9.2M	0.22	14.02	49,017	10,972	438,482	375,804
2014-07-17	$102.31	$87.50	16.8%	4.6%	13.5%	27.0%	16.9%	1.0%	-2.8%	75.5M	-1.31B	-8.9M	0.76	12.97	24,051	18,268	451,539	375,133
2014-07-18	$102.73	$87.50	14.9%	4.4%	13.6%	17.4%	16.7%	1.4%	0.2%	87.3M	-1.38B	-9.2M	0.57	13.24	17,826	10,105	471,170	380,511
2014-07-21	$103.08	$87.50	14.6%	4.4%	13.0%	16.2%	17.1%	1.9%	-0.3%	95.2M	-956.3M	-9.2M	0.64	12.87	11,960	7,682	359,578	264,198
2014-07-22	$103.54	$87.50	14.3%	4.4%	12.9%	14.5%	16.2%	1.7%	-0.6%	107.4M	-1.09B	-8.9M	0.61	12.86	16,818	10,191	363,413	267,851
2014-07-23	$104.25	$87.50	14.7%	4.5%	11.8%	16.6%	15.9%	1.8%	-0.5%	117.9M	-1.27B	-9.3M	0.42	13.74	23,591	9,902	372,355	273,402
2014-07-24	$104.28	$90.00	14.6%	4.6%	11.5%	16.3%	16.6%	1.6%	-0.9%	126.2M	-1.30B	-9.5M	0.71	11.73	17,575	12,392	384,165	278,414
2014-07-25	$103.18	$90.00	14.8%	4.6%	12.2%	17.1%	17.1%	1.3%	-0.9%	136.5M	-1.00B	-9.4M	1.05	11.17	19,244	20,203	389,016	285,570
2014-07-28	$104.37	$90.00	14.7%	4.6%	12.3%	16.6%	16.5%	2.4%	-0.5%	120.0M	-1.29B	-9.4M	0.86	12.06	15,062	12,976	384,829	281,518
2014-07-29	$103.55	$90.00	14.8%	4.6%	12.6%	17.0%	17.2%	1.4%	-0.6%	100.9M	-1.05B	-9.3M	0.81	10.91	14,051	11,335	387,002	287,788
2014-07-30	$103.25	$90.00	14.1%	4.6%	12.5%	13.5%	17.0%	2.3%	-0.4%	95.7M	-945.3M	-9.4M	0.97	12.29	26,769	25,849	390,750	292,418
2014-07-31	$98.94	$90.00	15.7%	4.9%	19.9%	21.8%	17.4%	1.3%	-0.5%	11.5M	42.3M	-8.8M	0.82	13.54	57,096	46,728	397,232	300,654