XOM Options History — February 2018

In February 2018, XOM traded between $74.97 and $89.07. ATM implied volatility averaged 20.8%, placing in the 71.7% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 9.0% (HV 20d: 29.8%). Max pain ranged from $76.50 to $85.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.49.

Notable Days

2018-02-02: Highest Volume — 154,955 contracts
2018-02-05: Largest IV spike — 20.6% change
2018-02-05: Highest IV Rank — 100.0%
2018-02-09: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.84	$74.97	$89.07	$89.07	$75.86
Max Pain	$80.03	$76.50	$85.00	$85.00	$76.50
ATM IV	20.8%	17.4%	27.7%	18.0%	20.4%
Expected Move	5.9%	4.9%	7.5%	4.9%	6.2%
HV 20d	29.8%	13.2%	33.5%	13.2%	33.5%
HV 60d	20.0%	11.7%	21.9%	11.7%	21.9%
IV Rank	71.7%	42.4%	100.0%	93.9%	59.3%
IV Percentile	97.4%	89.7%	100.0%	99.2%	96.8%
Term Structure	-0.4%	-3.3%	0.7%	-0.4%	-0.3%
VWIV	21.0%	17.4%	25.7%	17.6%	21.4%
Skew 25d	2.7%	0.0%	5.9%	0.0%	2.8%
Skew 10d	4.6%	-1.6%	9.6%	-1.6%	5.8%
Call IV 25d	20.1%	16.6%	26.1%	18.0%	19.6%
Put IV 25d	22.9%	18.0%	32.0%	18.0%	22.4%
Bid-Ask Spread %	6.67	3.18	16.20	8.70	6.46
Gamma HHI	0.09	0.07	0.20	0.20	0.07
Net GEX	40.2M	1.4M	130.3M	130.3M	44.2M
Net DEX	248.4M	-1.47B	784.3M	-1.47B	266.8M
Net VEX	-7.5M	-9.0M	-6.5M	-9.0M	-7.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.26	0.77	0.28	0.42
Total Volume	94,226.211	56,993	154,955	70,242	82,948
Total OI	776,699.842	635,192	892,897	635,192	838,100

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
2018-02-01	$89.07	$85.00	18.0%	4.9%	13.2%	93.9%	17.6%	0.0%	-0.4%	130.3M	-1.47B	-9.0M	0.28	8.70	54,720	15,522	422,118	213,074
2018-02-02	$83.61	$85.00	18.4%	5.3%	26.4%	99.2%	18.5%	1.2%	0.0%	58.3M	-80.3M	-7.7M	0.67	5.27	92,905	62,050	431,345	216,423
2018-02-05	$80.06	$85.00	22.2%	6.3%	30.3%	100.0%	22.2%	1.2%	0.0%	21.0M	410.5M	-7.0M	0.54	16.20	80,580	43,375	440,622	230,970
2018-02-06	$78.13	$82.50	23.2%	6.8%	30.9%	100.0%	23.8%	2.2%	0.7%	11.1M	603.9M	-6.6M	0.61	5.45	77,665	47,261	460,828	238,322
2018-02-07	$77.05	$82.50	23.2%	6.2%	31.1%	99.9%	22.9%	2.0%	-1.7%	1.4M	742.2M	-6.5M	0.49	3.18	55,366	27,093	490,371	258,452
2018-02-08	$76.34	$82.50	25.6%	7.2%	31.1%	100.0%	25.7%	4.6%	-1.0%	3.2M	784.3M	-6.8M	0.51	7.35	50,828	25,756	510,266	270,936
2018-02-09	$75.84	$82.50	27.7%	7.5%	30.6%	100.0%	25.0%	5.9%	-3.3%	9.6M	735.7M	-7.2M	0.60	9.57	54,751	32,766	533,498	279,833
2018-02-12	$76.31	$82.50	22.9%	6.6%	30.5%	73.0%	23.3%	4.0%	-1.1%	11.4M	537.2M	-7.2M	0.43	7.04	70,743	30,291	515,837	263,327
2018-02-13	$76.34	$80.00	21.4%	6.1%	30.6%	65.0%	22.6%	3.6%	-0.1%	14.7M	522.1M	-7.4M	0.59	5.20	35,907	21,086	548,361	275,937
2018-02-14	$76.55	$77.50	19.9%	5.7%	30.1%	56.5%	20.4%	2.9%	-0.0%	19.7M	477.0M	-7.4M	0.33	8.44	73,566	24,417	562,910	281,223
2018-02-15	$76.08	$77.50	20.5%	5.9%	30.1%	59.8%	20.5%	2.8%	-0.6%	28.1M	479.6M	-7.4M	0.71	3.27	51,488	36,381	580,689	282,985
2018-02-16	$76.77	$77.50	18.8%	5.3%	30.6%	50.1%	19.7%	3.0%	0.4%	61.1M	348.4M	-7.8M	0.77	3.44	37,881	28,985	598,322	294,575
2018-02-20	$75.79	$77.50	19.8%	5.7%	29.8%	55.7%	20.2%	3.0%	-0.3%	25.0M	346.9M	-7.3M	0.51	4.84	53,238	26,930	472,825	258,396
2018-02-21	$74.97	$77.50	19.0%	5.6%	29.6%	51.5%	19.1%	3.0%	0.0%	15.7M	473.2M	-7.0M	0.47	6.28	55,338	25,845	500,073	270,532
2018-02-22	$75.94	$77.50	19.4%	5.7%	30.3%	53.6%	20.0%	2.5%	-0.1%	38.5M	292.7M	-7.5M	0.36	6.60	69,728	25,145	502,002	277,195
2018-02-23	$77.57	$77.50	17.4%	4.9%	32.0%	42.4%	17.4%	2.4%	0.1%	91.4M	-136.5M	-8.0M	0.37	5.86	77,142	28,174	528,261	282,533
2018-02-26	$78.90	$77.50	18.6%	5.1%	32.8%	49.1%	19.4%	2.3%	-0.5%	89.5M	-405.2M	-8.4M	0.26	7.61	97,627	25,499	519,113	276,929
2018-02-27	$77.75	$76.50	19.2%	5.6%	32.9%	52.7%	20.0%	2.6%	-0.4%	88.9M	-206.6M	-8.4M	0.36	5.99	67,251	24,050	546,640	283,474
2018-02-28	$75.86	$76.50	20.4%	6.2%	33.5%	59.3%	21.4%	2.8%	-0.3%	44.2M	266.8M	-7.9M	0.42	6.46	58,390	24,558	549,135	288,965