XOM Options History — August 2017

In August 2017, XOM traded between $76.11 and $80.53. ATM implied volatility averaged 12.6%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 2.5% (HV 20d: 10.1%). Max pain ranged from $77.50 to $80.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.87.

Notable Days

  • 2017-08-18: Highest Volume — 104,430 contracts
  • 2017-08-17: Largest IV spike — 14.4% change
  • 2017-08-17: Highest IV Rank — 34.3%
  • 2017-08-17: Largest Expected Move — 4.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.98$76.11$80.53$80.04$76.33
Max Pain$79.13$77.50$80.00$80.00$77.50
ATM IV12.6%11.5%14.6%11.9%12.2%
Expected Move3.6%3.2%4.2%3.6%3.2%
HV 20d10.1%8.6%11.5%10.5%9.6%
HV 60d12.1%11.6%12.5%12.0%11.6%
IV Rank11.5%0.0%34.3%1.8%7.7%
IV Percentile8.1%0.0%40.1%0.8%4.0%
Term Structure0.1%-0.8%1.1%-0.0%0.3%
VWIV12.8%11.5%14.1%13.3%11.9%
Skew 25d2.7%2.2%3.3%2.8%2.2%
Skew 10d5.6%4.2%7.3%4.2%4.5%
Call IV 25d11.7%10.7%13.2%10.8%11.4%
Put IV 25d14.4%13.3%15.8%13.5%13.6%
Bid-Ask Spread %12.517.0661.5714.4311.03
Gamma HHI0.120.070.190.090.13
Net GEX-34.4M-76.7M38.5M21.5M-61.5M
Net DEX845.5M270.5M1.32B376.6M1.22B
Net VEX-8.0M-8.4M-7.6M-8.2M-8.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.261.920.810.66
Total Volume52,432.65228,719104,43059,86543,969
Total OI929,062.565872,692983,811872,692983,811

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-08-01$80.04$80.0011.9%3.6%10.5%1.8%13.3%2.8%-0.0%21.5M376.6M-8.2M0.8114.4333,15326,712390,412482,280
2017-08-02$80.53$80.0011.9%3.5%9.4%1.5%13.3%2.6%0.1%28.8M270.5M-7.9M0.8113.6142,39634,446391,859496,646
2017-08-03$80.39$80.0011.7%3.5%8.8%0.0%12.2%2.6%-0.0%38.5M282.6M-8.2M0.817.7025,43420,564402,513493,076
2017-08-04$80.17$80.0011.6%3.4%8.9%0.0%11.8%2.9%0.1%27.1M358.3M-8.0M0.587.7329,48617,232420,593500,925
2017-08-07$80.01$80.0011.5%3.4%8.9%0.0%11.5%2.5%0.3%-8.1M502.9M-7.6M0.408.1420,4928,227389,243493,903
2017-08-08$79.95$80.0011.6%3.3%8.7%0.8%11.6%2.4%0.0%-16.6M550.1M-7.7M0.8610.0024,40820,992395,693499,487
2017-08-09$80.21$80.0011.7%3.4%8.6%2.5%12.8%2.5%0.2%-15.5M490.4M-8.0M0.269.0245,21011,743400,805509,221
2017-08-10$78.92$80.0012.9%3.6%10.3%15.0%14.1%3.1%-0.3%-62.2M744.9M-8.4M1.0614.9332,72934,816398,210513,315
2017-08-11$78.32$80.0013.4%4.1%10.2%21.2%13.7%2.9%1.1%-68.9M935.9M-8.4M0.8310.9632,15226,803407,210529,290
2017-08-14$78.18$80.0012.2%3.5%10.2%7.2%12.6%3.3%-0.2%-76.7M930.9M-7.6M1.2310.2019,00823,442399,752523,064
2017-08-15$78.07$80.0012.3%3.5%10.2%8.2%12.0%2.8%-0.0%-72.2M907.9M-7.7M0.857.0624,90721,194407,177520,832
2017-08-16$77.39$80.0012.8%3.7%10.3%14.1%12.8%2.8%0.0%-74.6M1.06B-7.6M0.8610.5125,11121,579414,622522,432
2017-08-17$76.24$80.0014.6%4.2%11.2%34.3%13.5%2.5%-0.8%-58.8M1.32B-7.7M0.6710.1638,54925,918425,982532,185
2017-08-18$76.82$80.0013.1%3.7%11.4%17.5%13.3%2.7%0.5%-33.7M1.17B-7.6M0.6110.0664,81139,619441,974537,329
2017-08-21$76.44$80.0013.2%3.8%11.5%18.5%12.6%3.3%0.3%-46.0M1.02B-7.7M0.9011.2822,20320,074388,820503,902
2017-08-22$76.76$77.5013.2%3.7%11.2%18.6%13.2%2.7%0.2%-33.0M894.8M-7.8M1.0411.4234,14235,579399,571500,863
2017-08-23$76.62$77.5013.2%3.8%11.1%18.5%13.1%2.7%0.2%-40.3M979.9M-8.2M1.2110.1716,83420,433414,414522,819
2017-08-24$76.44$77.5013.2%3.7%11.0%18.6%12.4%2.8%0.3%-44.8M1.04B-8.1M1.929.6220,48039,319421,037531,896
2017-08-25$76.78$77.5012.8%3.5%10.6%13.8%11.9%2.5%0.2%-30.0M950.7M-8.3M0.809.7332,87026,227427,661537,417
2017-08-28$76.39$77.5012.8%3.6%9.8%14.6%13.8%2.7%0.3%-53.5M1.13B-8.2M0.877.2516,55314,361421,728537,088
2017-08-29$76.36$77.5013.0%3.6%9.9%16.0%13.7%2.6%0.3%-50.7M1.11B-8.2M0.7361.5718,92713,779426,627540,400
2017-08-30$76.11$77.5012.9%3.5%9.3%14.9%13.5%2.8%0.3%-59.1M1.19B-8.1M1.1811.2417,94321,125428,594541,761
2017-08-31$76.33$77.5012.2%3.2%9.6%7.7%11.9%2.2%0.3%-61.5M1.22B-8.4M0.6611.0326,55317,416433,400550,411