XOM Options History — June 2017

In June 2017, XOM traded between $79.35 and $83.45. ATM implied volatility averaged 13.4%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 0.4% (HV 20d: 13.0%). Max pain ranged from $82.50 to $82.50. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.83.

Notable Days

2017-06-02: Highest Volume — 116,763 contracts
2017-06-16: Largest IV drop — 8.9% change
2017-06-29: Highest IV Rank — 43.8%
2017-06-29: Largest Expected Move — 4.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$81.49	$79.35	$83.45	$80.60	$80.85
Max Pain	$82.50	$82.50	$82.50	$82.50	$82.50
ATM IV	13.4%	11.8%	15.6%	13.3%	14.6%
Expected Move	3.8%	3.4%	4.2%	3.8%	3.7%
HV 20d	13.0%	9.7%	15.3%	9.7%	14.2%
HV 60d	11.5%	10.3%	12.4%	10.3%	12.0%
IV Rank	13.9%	0.0%	43.8%	7.8%	32.5%
IV Percentile	13.9%	0.0%	51.6%	4.8%	35.3%
Term Structure	0.4%	-0.3%	1.9%	-0.1%	0.3%
VWIV	13.1%	11.9%	14.7%	13.3%	13.0%
Skew 25d	2.1%	1.7%	2.9%	1.7%	2.3%
Skew 10d	4.3%	3.2%	5.9%	3.6%	4.8%
Call IV 25d	12.6%	10.8%	14.3%	12.7%	13.9%
Put IV 25d	14.7%	12.9%	17.2%	14.4%	16.2%
Bid-Ask Spread %	6.76	4.18	12.29	12.29	5.52
Gamma HHI	0.10	0.08	0.13	0.13	0.10
Net GEX	9.7M	-81.7M	77.1M	-50.7M	16.4M
Net DEX	320.2M	-490.3M	1.09B	739.3M	511.7M
Net VEX	-9.3M	-9.6M	-8.5M	-9.2M	-9.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.45	1.48	0.52	0.45
Total Volume	56,215.227	30,593	116,763	42,643	41,367
Total OI	973,107.682	878,879	1,058,122	969,847	969,119

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
2017-06-01	$80.60	$82.50	13.3%	3.8%	9.7%	7.8%	13.3%	1.7%	-0.1%	-50.7M	739.3M	-9.2M	0.52	12.29	28,134	14,509	421,734	548,113
2017-06-02	$79.35	$82.50	13.6%	3.9%	9.7%	10.5%	13.5%	1.8%	-0.2%	-81.7M	1.09B	-8.5M	1.07	12.01	56,389	60,374	429,836	552,272
2017-06-05	$80.24	$82.50	13.4%	3.8%	10.5%	8.3%	13.5%	1.7%	0.1%	-56.7M	844.8M	-9.3M	0.76	5.84	43,726	33,042	426,764	568,784
2017-06-06	$81.12	$82.50	12.8%	3.9%	10.7%	2.1%	13.1%	2.0%	0.2%	-17.7M	485.2M	-9.5M	0.52	6.97	38,539	19,955	435,562	566,378
2017-06-07	$80.74	$82.50	13.2%	4.0%	10.6%	6.7%	13.3%	1.8%	0.2%	-19.0M	601.7M	-9.5M	0.78	6.27	29,309	22,848	449,261	565,782
2017-06-08	$80.69	$82.50	13.1%	3.9%	10.5%	5.6%	13.8%	1.9%	0.2%	-23.1M	637.9M	-9.5M	0.82	5.09	16,803	13,790	456,813	573,400
2017-06-09	$82.06	$82.50	12.3%	3.6%	11.9%	0.0%	12.7%	2.0%	0.1%	18.2M	86.2M	-9.3M	0.46	7.18	48,994	22,522	458,941	575,397
2017-06-12	$83.05	$82.50	12.9%	3.7%	12.6%	6.1%	12.8%	2.1%	-0.0%	68.5M	-293.4M	-9.4M	0.77	6.54	38,643	29,618	450,454	567,504
2017-06-13	$82.97	$82.50	11.8%	3.4%	12.5%	0.0%	11.9%	2.2%	0.1%	66.9M	-248.6M	-9.4M	1.33	5.68	21,939	29,167	455,976	573,742
2017-06-14	$82.10	$82.50	12.4%	3.5%	13.0%	6.0%	12.4%	2.2%	-0.3%	50.1M	106.9M	-9.4M	1.02	5.90	32,030	32,652	461,389	569,359
2017-06-15	$82.06	$82.50	12.9%	3.6%	12.9%	10.3%	13.6%	2.5%	-0.3%	59.2M	125.3M	-9.0M	1.48	5.96	26,769	39,632	461,538	576,166
2017-06-16	$83.45	$82.50	11.8%	3.5%	14.1%	0.0%	12.6%	2.1%	0.7%	77.1M	-490.3M	-9.2M	0.57	4.57	45,901	25,945	465,871	592,251
2017-06-19	$82.59	$82.50	12.4%	3.6%	14.7%	5.8%	12.9%	2.1%	1.6%	32.0M	21.0M	-9.1M	1.28	7.37	19,775	25,317	369,014	509,865
2017-06-20	$82.31	$82.50	13.3%	3.8%	14.7%	14.3%	13.3%	2.1%	1.1%	22.9M	115.6M	-9.4M	0.59	6.63	37,909	22,376	377,415	514,690
2017-06-21	$81.45	$82.50	13.7%	3.9%	15.0%	18.2%	13.6%	2.2%	1.4%	10.8M	353.6M	-9.5M	0.86	4.18	27,341	23,393	394,864	518,082
2017-06-22	$81.09	$82.50	14.3%	4.0%	15.0%	24.1%	13.7%	2.1%	1.3%	1.1M	440.9M	-9.6M	0.72	6.89	22,349	16,130	405,144	525,257
2017-06-23	$81.49	$82.50	14.1%	3.9%	14.9%	21.6%	13.3%	2.0%	1.9%	1.3M	326.4M	-9.5M	1.09	7.48	18,817	20,579	410,434	529,835
2017-06-26	$81.32	$82.50	14.3%	3.7%	14.9%	23.6%	12.4%	2.3%	0.0%	10.2M	393.3M	-9.3M	0.95	7.53	22,157	21,038	395,844	515,548
2017-06-27	$81.25	$82.50	14.8%	3.8%	14.9%	28.1%	13.0%	2.4%	0.1%	16.6M	344.0M	-9.2M	0.64	4.90	19,326	12,290	400,822	506,761
2017-06-28	$81.47	$82.50	14.5%	3.6%	14.6%	31.0%	12.4%	2.2%	0.2%	27.0M	264.1M	-9.1M	0.84	5.04	23,742	19,901	410,755	514,109
2017-06-29	$80.51	$82.50	15.6%	4.2%	15.3%	43.8%	14.7%	2.9%	0.1%	-16.8M	592.8M	-9.2M	0.82	8.86	39,381	32,317	418,074	519,450
2017-06-30	$80.85	$82.50	14.6%	3.7%	14.2%	32.5%	13.0%	2.3%	0.3%	16.4M	511.7M	-9.2M	0.45	5.52	28,435	12,932	436,295	532,824