XOM Options History — February 2017

In February 2017, XOM traded between $80.94 and $83.51. ATM implied volatility averaged 14.1%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 1.4% (HV 20d: 12.7%). Max pain ranged from $82.50 to $87.50. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.92.

Notable Days

  • 2017-02-21: Highest Volume — 98,826 contracts
  • 2017-02-03: Largest IV drop — 8.9% change
  • 2017-02-28: Highest IV Rank — 26.8%
  • 2017-02-28: Largest Expected Move — 4.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.24$80.94$83.51$82.91$81.18
Max Pain$83.82$82.50$87.50$85.00$82.50
ATM IV14.1%13.2%15.7%14.6%15.7%
Expected Move4.1%3.8%4.6%4.4%4.6%
HV 20d12.7%10.8%14.2%13.9%12.3%
HV 60d14.8%13.8%15.7%15.7%13.8%
IV Rank10.5%2.9%26.8%10.2%26.8%
IV Percentile6.9%0.4%27.8%7.5%27.8%
Term Structure0.2%-0.3%0.7%0.2%-0.1%
VWIV14.5%13.4%15.9%15.4%15.9%
Skew 25d1.8%1.3%2.5%2.5%1.9%
Skew 10d3.4%2.3%5.0%5.0%3.4%
Call IV 25d13.5%12.5%14.8%13.8%14.8%
Put IV 25d15.3%13.9%16.8%16.3%16.8%
Bid-Ask Spread %16.817.8375.6817.6831.54
Gamma HHI0.100.070.150.080.13
Net GEX-33.3M-92.9M10.2M-49.3M-58.8M
Net DEX880.8M585.6M1.10B1.04B953.6M
Net VEX-9.2M-9.9M-8.6M-8.6M-9.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.401.920.691.92
Total Volume59,674.15841,63898,82659,28774,008
Total OI775,255.263712,241840,588724,865831,505

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-02-01$82.91$85.0014.6%4.4%13.9%10.2%15.4%2.5%0.2%-49.3M1.04B-8.6M0.6917.6835,16524,122362,942361,923
2017-02-02$83.33$87.5014.7%4.4%14.2%10.8%15.1%2.5%0.2%-44.2M919.6M-8.8M0.6310.2333,12420,766370,323364,771
2017-02-03$83.51$85.0013.4%4.1%13.7%4.2%13.9%2.0%0.3%-49.4M889.7M-8.9M0.5912.8936,42221,363381,579372,278
2017-02-06$83.25$85.0013.8%4.1%13.7%6.1%14.5%2.1%0.6%-18.4M823.4M-8.7M0.9313.4828,15926,264358,708353,533
2017-02-07$82.74$85.0014.3%4.2%12.8%8.6%15.1%1.8%0.3%-24.0M938.3M-8.9M0.409.2445,91618,543370,347371,560
2017-02-08$81.44$85.0015.1%4.3%13.2%12.6%15.6%1.9%-0.1%-32.7M1.09B-8.9M0.589.1033,17619,384386,759380,078
2017-02-09$81.87$85.0014.0%4.1%13.0%7.3%14.2%1.8%0.2%-27.6M960.4M-9.0M1.067.8321,85923,261394,841383,652
2017-02-10$82.51$85.0013.2%3.9%13.5%2.9%13.4%1.4%0.5%-5.8M771.8M-9.1M0.598.5033,41719,595397,417383,113
2017-02-13$83.00$85.0013.4%3.9%13.8%5.0%13.5%2.0%-0.1%6.5M618.8M-9.2M0.849.2322,64718,991379,067371,041
2017-02-14$82.80$82.5013.6%3.9%13.4%6.5%13.7%1.8%-0.3%4.3M666.8M-9.2M1.059.4026,07527,409385,388377,853
2017-02-15$83.11$82.5013.6%3.9%13.3%8.0%13.4%2.0%0.0%10.2M585.6M-9.4M0.8911.1929,33326,024393,790394,034
2017-02-16$82.30$82.5013.5%3.9%12.0%7.4%13.5%1.3%-0.0%-26.6M835.6M-9.3M1.299.6624,47831,467399,569402,812
2017-02-17$81.61$82.5014.0%4.0%10.9%11.5%14.5%1.4%0.3%-31.6M1.09B-9.2M1.0910.6631,58634,414405,751417,131
2017-02-21$81.80$82.5013.5%3.8%10.8%7.8%13.8%1.6%0.2%-29.4M761.7M-9.2M1.4814.3639,91558,911354,816372,283
2017-02-22$80.96$82.5014.5%4.1%11.0%15.6%14.5%1.6%0.2%-60.9M1.02B-9.4M1.1217.2933,39637,453371,760412,439
2017-02-23$81.71$82.5014.0%4.0%11.7%11.4%14.2%1.5%0.7%-49.3M846.5M-9.9M0.5875.6844,37025,873382,938433,972
2017-02-24$80.94$82.5014.7%4.2%11.9%18.3%15.4%2.1%0.2%-92.9M1.10B-9.7M0.9716.0727,71426,795397,202443,386
2017-02-27$81.55$82.5014.7%4.2%12.4%18.0%15.2%1.7%0.2%-52.0M832.0M-9.9M0.7925.4029,29223,122371,028438,261
2017-02-28$81.18$82.5015.7%4.6%12.3%26.8%15.9%1.9%-0.1%-58.8M953.6M-9.9M1.9231.5425,35748,651383,485448,020