XOM Options History — April 2018

In April 2018, XOM traded between $73.20 and $80.44. ATM implied volatility averaged 20.6%, placing in the 60.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 2.3% (HV 20d: 22.8%). Max pain ranged from $75.00 to $77.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.44.

Notable Days

  • 2018-04-10: Highest Volume — 135,596 contracts
  • 2018-04-27: Largest IV drop — 16.7% change
  • 2018-04-11: Highest IV Rank — 74.3%
  • 2018-04-02: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.49$73.20$80.44$73.20$78.09
Max Pain$75.19$75.00$77.00$75.00$77.00
ATM IV20.6%16.5%23.1%23.0%16.5%
Expected Move5.9%5.0%6.4%6.4%5.1%
HV 20d22.8%21.1%24.5%21.6%22.9%
HV 60d25.6%24.1%26.9%24.1%26.6%
IV Rank60.2%37.7%74.3%74.0%37.7%
IV Percentile90.9%71.4%98.4%98.4%71.4%
Term Structure-0.8%-1.7%0.5%-0.2%0.2%
VWIV20.5%16.9%22.8%22.3%16.9%
Skew 25d2.7%1.6%3.4%3.4%2.8%
Skew 10d5.0%3.0%7.5%7.5%4.3%
Call IV 25d19.3%15.4%21.7%21.5%15.4%
Put IV 25d22.0%18.2%24.8%24.8%18.2%
Bid-Ask Spread %5.612.2714.324.374.05
Gamma HHI0.110.090.160.090.11
Net GEX75.9M19.1M137.9M19.1M57.2M
Net DEX-436.2M-1.02B420.1M420.1M-216.2M
Net VEX-8.5M-9.1M-7.5M-7.5M-8.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.250.620.480.51
Total Volume67,781.71439,915135,59669,29353,210
Total OI815,305.381688,216888,111780,969724,207

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-04-02$73.20$75.0023.0%6.4%21.6%74.0%22.3%3.4%-0.2%19.1M420.1M-7.5M0.484.3746,88622,407499,502281,467
2018-04-03$75.12$75.0021.3%5.7%23.5%64.6%20.4%3.4%-0.4%47.2M19.9M-8.0M0.466.7351,10623,634514,094290,557
2018-04-04$75.06$75.0020.6%5.6%23.5%60.5%20.2%3.1%0.5%51.9M32.0M-8.1M0.625.7331,03819,169524,680298,369
2018-04-05$76.05$75.0020.5%6.0%22.2%59.9%20.0%2.5%-0.2%68.6M-251.9M-8.5M0.362.8953,34919,333532,843304,970
2018-04-06$74.83$75.0022.2%6.3%23.0%69.5%22.8%3.1%-0.0%58.9M77.7M-8.3M0.515.4542,38121,769539,678308,605
2018-04-09$75.23$75.0022.1%6.2%22.9%68.5%22.8%3.3%-1.5%48.7M25.1M-8.2M0.505.6727,09413,648524,594300,618
2018-04-10$77.22$75.0022.7%6.2%24.5%72.0%21.9%2.4%-1.4%77.5M-516.4M-8.7M0.252.97108,17627,420532,049302,768
2018-04-11$77.48$75.0023.1%6.2%24.0%74.3%21.8%2.4%-1.2%87.3M-603.6M-9.1M0.473.0140,24818,833562,660309,152
2018-04-12$77.52$75.0023.0%6.0%23.5%73.7%20.2%2.3%-1.3%96.9M-629.1M-9.1M0.325.3755,58817,760572,747315,364
2018-04-13$77.85$75.0020.9%5.9%23.2%62.3%20.6%1.6%-0.5%137.9M-699.7M-8.7M0.308.8172,94821,759570,741316,568
2018-04-16$78.67$75.0020.1%5.7%23.3%57.8%19.9%2.4%-1.7%97.4M-827.8M-8.6M0.563.9734,81719,531557,344310,643
2018-04-17$78.43$75.0019.6%5.6%22.9%54.7%19.2%2.8%-1.6%92.1M-728.6M-8.6M0.624.3835,45622,023556,911315,202
2018-04-18$79.50$75.0018.8%5.4%23.1%50.6%19.5%3.0%-0.5%111.6M-1.02B-8.7M0.262.2762,04716,028561,506316,209
2018-04-19$79.44$75.0019.3%5.6%22.7%53.0%19.7%2.8%-0.5%111.7M-984.5M-8.6M0.4313.9136,82215,979565,854318,595
2018-04-20$78.70$75.0020.1%5.9%21.5%57.5%20.1%2.5%-1.7%82.5M-763.1M-8.5M0.424.8238,00015,937563,933323,018
2018-04-23$79.29$75.0019.2%5.6%21.1%52.8%20.1%2.9%-1.0%67.5M-551.3M-8.4M0.493.1826,72013,195433,299254,917
2018-04-24$78.00$75.0021.0%6.4%21.8%62.5%21.9%3.1%-0.8%57.4M-312.9M-8.3M0.545.9334,67318,873444,366260,161
2018-04-25$79.36$75.0021.3%6.4%22.2%64.5%22.5%2.8%-1.3%72.3M-599.3M-8.7M0.4414.3237,35516,558455,449264,022
2018-04-26$80.44$75.0019.8%6.1%21.7%56.2%21.3%2.3%-1.0%86.8M-847.7M-8.8M0.325.7565,22320,945467,597269,232
2018-04-27$77.80$77.0016.5%5.0%24.4%37.7%17.4%2.6%-0.1%62.8M-185.5M-8.0M0.434.2973,94231,536482,922274,000
2018-04-30$78.09$77.0016.5%5.1%22.9%37.7%16.9%2.8%0.2%57.2M-216.2M-8.0M0.514.0535,17118,039458,246265,961