XOM Options History — August 2014

In August 2014, XOM traded between $98.20 and $100.13. ATM implied volatility averaged 13.9%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 6.0% (HV 20d: 19.9%). Max pain ranged from $90.00 to $105.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.77.

Notable Days

  • 2014-08-08: Highest Volume — 147,758 contracts
  • 2014-08-18: Largest IV drop — 10.5% change
  • 2014-08-07: Highest IV Rank — 70.2%
  • 2014-08-07: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$99.14$98.20$100.13$98.80$99.46
Max Pain$94.75$90.00$105.00$90.00$100.00
ATM IV13.9%11.5%17.3%16.1%11.9%
Expected Move4.8%4.3%5.4%4.9%4.3%
HV 20d19.9%12.8%21.8%19.4%12.8%
HV 60d14.8%13.9%15.1%13.9%14.8%
IV Rank27.8%0.3%70.2%49.3%5.8%
IV Percentile40.3%0.4%94.8%84.5%6.3%
Term Structure0.2%-0.6%1.0%-0.6%0.2%
VWIV17.6%15.0%22.3%17.8%16.6%
Skew 25d1.8%1.4%2.6%2.1%1.8%
Skew 10d3.5%2.2%4.7%2.2%3.8%
Call IV 25d13.5%10.9%17.3%16.2%10.9%
Put IV 25d15.3%12.6%18.9%18.4%12.7%
Bid-Ask Spread %12.717.8019.3011.6519.30
Gamma HHI0.160.130.190.190.13
Net GEX27.8M4.3M66.9M8.0M17.7M
Net DEX-237.9M-473.3M137.4M104.5M-371.1M
Net VEX-9.6M-10.6M-9.0M-9.6M-9.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.102.330.420.39
Total Volume36,085.95210,294147,75883,01425,595
Total OI730,167.333637,870817,651738,143695,162

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-08-01$98.80$90.0016.1%4.9%19.4%49.3%17.8%2.1%-0.6%8.0M104.5M-9.6M0.4211.6558,46524,549418,652319,491
2014-08-04$100.13$90.0015.7%5.0%20.1%45.6%17.5%1.5%-0.1%36.6M-314.8M-9.6M0.4610.9951,21823,783418,179317,312
2014-08-05$98.20$90.0017.3%5.2%21.1%62.9%19.8%1.7%-0.1%14.5M86.2M-10.0M0.8710.9022,91419,849449,628328,556
2014-08-06$98.98$90.0016.8%5.3%21.2%57.4%19.4%1.6%-0.1%19.8M-81.2M-10.2M0.7710.0227,91221,533456,836337,299
2014-08-07$98.27$90.0017.2%5.4%21.1%70.2%18.2%2.0%0.1%4.3M137.4M-10.3M0.879.2716,72314,618466,758347,574
2014-08-08$99.74$90.0016.1%5.3%21.8%56.2%19.8%2.6%-0.4%27.0M-222.8M-10.6M0.108.82133,88513,873466,729350,922
2014-08-11$98.73$90.0016.1%5.3%21.7%56.8%21.9%1.4%0.6%14.3M-133.1M-10.3M0.557.8015,6648,606449,402336,400
2014-08-12$98.49$90.0016.2%5.3%21.7%57.5%19.1%2.1%-0.3%7.7M-90.3M-10.1M0.709.3213,2529,250452,306339,626
2014-08-13$99.09$90.0014.6%5.1%21.1%38.4%22.3%1.7%-0.3%19.1M-233.0M-10.1M0.689.269,8296,702455,160341,188
2014-08-14$99.09$90.0014.0%5.1%20.7%30.4%18.9%1.6%-0.4%27.0M-220.1M-9.7M0.919.387,5276,833453,214337,690
2014-08-15$99.03$90.0013.4%5.1%20.6%23.1%19.2%1.9%-0.4%66.9M-160.1M-9.5M1.2211.4220,38224,902457,168339,891
2014-08-18$99.52$0.0011.9%4.5%20.6%6.1%16.7%1.7%0.5%41.3M-454.7M-9.4M0.7910.3010,5698,350350,821287,049
2014-08-19$99.49$105.0012.0%4.4%20.5%7.1%16.3%1.9%0.5%46.1M-453.4M-9.3M1.0114.056,0806,153355,317289,409
2014-08-20$99.70$100.0011.5%4.5%20.3%0.8%15.8%1.7%0.8%49.3M-473.3M-9.4M0.8615.4813,71211,844357,249292,202
2014-08-21$99.28$100.0011.7%4.4%20.3%2.9%15.5%1.7%0.5%47.3M-403.8M-9.5M0.4414.7911,2794,970383,719300,879
2014-08-22$98.50$100.0011.7%4.5%20.2%2.5%15.5%1.8%1.0%21.4M-222.5M-9.0M0.7116.0817,81412,642366,067300,684
2014-08-25$98.75$100.0011.5%4.5%19.6%0.3%15.0%2.3%0.7%20.4M-245.1M-9.0M2.3316.407,26416,948359,637301,316
2014-08-26$99.64$100.0011.5%4.4%19.9%0.5%15.0%1.5%0.8%31.4M-435.2M-9.1M0.2815.8524,2116,769361,474313,453
2014-08-27$99.53$100.0012.0%4.3%19.9%6.3%15.3%2.3%-0.1%29.3M-392.7M-9.1M0.6918.066,5434,499370,581316,357
2014-08-28$99.57$100.0011.8%4.3%12.8%3.9%15.0%1.8%0.2%33.5M-417.3M-9.1M1.0117.725,1275,167373,790318,367
2014-08-29$99.46$100.0011.9%4.3%12.8%5.8%16.6%1.8%0.2%17.7M-371.1M-9.1M0.3919.3018,3827,213375,217319,945