XOM Options History — April 2017

In April 2017, XOM traded between $80.30 and $83.23. ATM implied volatility averaged 16.4%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 5.9% (HV 20d: 10.5%). Max pain ranged from $82.50 to $82.50. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.99.

Notable Days

2017-04-21: Highest Volume — 107,907 contracts
2017-04-28: Largest IV drop — 15.4% change
2017-04-18: Highest IV Rank — 58.7%
2017-04-18: Largest Expected Move — 5.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$81.91	$80.30	$83.23	$82.20	$81.65
Max Pain	$82.50	$82.50	$82.50	$82.50	$82.50
ATM IV	16.4%	13.9%	18.3%	15.4%	13.9%
Expected Move	4.5%	3.6%	5.3%	3.6%	3.8%
HV 20d	10.5%	8.7%	11.9%	10.8%	10.7%
HV 60d	12.3%	11.7%	13.1%	13.1%	11.9%
IV Rank	38.8%	13.9%	58.7%	28.8%	13.9%
IV Percentile	50.3%	7.9%	82.1%	31.3%	7.9%
Term Structure	-0.1%	-1.5%	1.4%	0.5%	-0.7%
VWIV	15.9%	12.7%	19.2%	12.9%	12.7%
Skew 25d	3.1%	2.0%	4.4%	2.2%	2.7%
Skew 10d	5.8%	3.4%	8.5%	3.8%	6.2%
Call IV 25d	14.9%	13.1%	16.3%	14.6%	13.1%
Put IV 25d	17.9%	15.8%	19.7%	16.8%	15.8%
Bid-Ask Spread %	17.61	9.17	37.83	32.75	17.34
Gamma HHI	0.10	0.08	0.12	0.09	0.11
Net GEX	15.9M	-42.7M	71.7M	36.8M	3.9M
Net DEX	443.4M	95.4M	921.5M	360.0M	481.0M
Net VEX	-9.2M	-9.7M	-8.6M	-9.5M	-8.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.48	3.24	0.62	0.79
Total Volume	54,602.895	32,689	107,907	45,702	75,523
Total OI	879,491.368	789,992	934,160	863,419	872,323

Daily Data (19 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
2017-04-03	$82.20	$82.50	15.4%	3.6%	10.8%	28.8%	12.9%	2.2%	0.5%	36.8M	360.0M	-9.5M	0.62	32.75	28,296	17,406	434,064	429,355
2017-04-04	$82.30	$82.50	15.4%	3.6%	10.7%	29.1%	13.1%	2.0%	0.5%	45.4M	314.3M	-9.6M	0.51	33.33	27,276	14,030	443,733	437,052
2017-04-05	$82.59	$82.50	15.7%	3.6%	9.2%	31.5%	12.7%	2.4%	0.4%	60.3M	203.8M	-9.7M	0.50	37.83	45,918	22,763	446,871	438,875
2017-04-06	$83.00	$82.50	15.4%	4.5%	9.2%	29.2%	15.6%	2.5%	0.6%	71.7M	109.4M	-9.7M	0.59	16.99	20,510	12,179	448,603	445,050
2017-04-07	$82.72	$82.50	15.7%	4.6%	9.3%	31.7%	15.7%	3.1%	0.6%	63.5M	211.6M	-9.7M	0.66	9.48	28,004	18,484	452,554	447,488
2017-04-10	$83.23	$82.50	16.5%	4.7%	9.4%	39.9%	16.1%	3.2%	0.2%	53.3M	95.4M	-9.6M	0.96	11.16	19,426	18,684	435,670	437,444
2017-04-11	$82.83	$82.50	17.8%	5.0%	9.5%	52.7%	17.4%	3.9%	-0.1%	38.1M	226.6M	-9.5M	0.73	9.17	31,100	22,617	440,102	444,950
2017-04-12	$82.88	$82.50	17.8%	5.0%	8.7%	52.7%	17.1%	3.6%	-0.3%	53.4M	204.0M	-9.6M	0.88	12.05	23,016	20,306	449,532	448,771
2017-04-13	$81.82	$82.50	17.6%	4.9%	9.9%	51.0%	17.5%	4.1%	-0.8%	2.5M	585.4M	-9.4M	0.79	13.23	31,386	24,688	451,836	451,303
2017-04-17	$81.70	$82.50	17.9%	5.0%	9.9%	54.3%	19.2%	3.4%	0.7%	-1.6M	587.7M	-9.1M	0.81	14.34	19,710	15,981	444,814	448,997
2017-04-18	$81.19	$82.50	18.3%	5.3%	10.1%	58.7%	17.4%	3.5%	-1.5%	-20.3M	739.6M	-8.8M	0.48	11.87	31,805	15,356	450,019	451,338
2017-04-19	$80.30	$82.50	17.6%	5.0%	10.8%	51.2%	17.7%	3.5%	-0.7%	-42.7M	921.5M	-8.6M	0.91	13.07	23,358	21,317	461,336	448,598
2017-04-20	$81.27	$82.50	15.7%	4.5%	11.7%	32.2%	16.3%	4.4%	1.4%	-8.6M	663.6M	-8.6M	0.80	13.04	27,523	22,025	468,221	454,894
2017-04-21	$80.90	$82.50	17.1%	4.9%	11.8%	46.4%	16.3%	3.9%	-1.0%	-35.9M	778.9M	-8.9M	3.24	13.78	25,475	82,432	475,479	458,681
2017-04-24	$81.20	$82.50	15.9%	4.4%	11.7%	34.1%	15.7%	2.4%	-0.7%	-5.0M	510.8M	-8.7M	1.63	16.07	27,602	45,019	344,902	445,090
2017-04-25	$81.75	$82.50	15.6%	4.5%	11.9%	31.1%	15.9%	2.3%	-0.5%	9.6M	402.1M	-8.9M	1.39	18.41	27,619	38,351	355,114	453,202
2017-04-26	$81.57	$82.50	15.4%	4.5%	11.8%	29.4%	16.1%	3.1%	-0.3%	-1.4M	455.6M	-9.0M	1.37	19.95	21,946	30,065	366,996	470,915
2017-04-27	$81.17	$82.50	16.4%	4.9%	11.8%	39.5%	17.3%	2.0%	-0.6%	-21.5M	574.2M	-9.1M	1.22	20.78	27,117	33,142	372,519	483,645
2017-04-28	$81.65	$82.50	13.9%	3.8%	10.7%	13.9%	12.7%	2.7%	-0.7%	3.9M	481.0M	-8.9M	0.79	17.34	42,142	33,381	374,358	497,965