XOM Options History — May 2018

In May 2018, XOM traded between $76.33 and $82.18. ATM implied volatility averaged 17.2%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 4.5% (HV 20d: 21.7%). Max pain ranged from $76.50 to $81.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.59.

Notable Days

2018-05-10: Highest Volume — 188,006 contracts
2018-05-07: Largest IV spike — 10.7% change
2018-05-29: Highest IV Rank — 52.7%
2018-05-29: Largest Expected Move — 5.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.95	$76.33	$82.18	$76.59	$81.39
Max Pain	$79.16	$76.50	$81.00	$77.00	$81.00
ATM IV	17.2%	15.5%	19.2%	17.8%	17.9%
Expected Move	4.9%	4.4%	5.6%	5.6%	5.1%
HV 20d	21.7%	19.2%	22.8%	22.6%	22.2%
HV 60d	21.8%	20.9%	23.7%	23.7%	22.5%
IV Rank	41.2%	31.8%	52.7%	45.0%	45.5%
IV Percentile	72.5%	61.1%	83.7%	78.6%	77.0%
Term Structure	0.0%	-0.7%	0.5%	-0.1%	-0.6%
VWIV	17.8%	15.9%	21.0%	19.7%	18.4%
Skew 25d	1.9%	1.3%	2.9%	2.8%	1.9%
Skew 10d	3.6%	1.9%	5.5%	5.3%	3.1%
Call IV 25d	16.7%	15.2%	18.4%	16.8%	17.5%
Put IV 25d	18.6%	16.5%	20.8%	19.6%	19.5%
Bid-Ask Spread %	4.18	2.05	9.67	3.98	3.99
Gamma HHI	0.10	0.08	0.13	0.10	0.10
Net GEX	74.6M	24.9M	117.6M	33.2M	89.6M
Net DEX	-526.6M	-1.22B	149.1M	82.2M	-765.5M
Net VEX	-9.2M	-10.2M	-7.6M	-7.7M	-10.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.20	1.16	0.77	0.95
Total Volume	70,999.636	35,680	188,006	52,286	47,053
Total OI	788,296.409	736,654	851,260	736,654	851,260

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
2018-05-01	$76.59	$77.00	17.8%	5.6%	22.6%	45.0%	19.7%	2.8%	-0.1%	33.2M	82.2M	-7.7M	0.77	3.98	29,619	22,667	466,118	270,536
2018-05-02	$76.72	$76.50	17.2%	5.4%	22.6%	41.2%	18.7%	2.7%	-0.1%	34.4M	65.7M	-7.7M	0.62	9.67	22,076	13,604	470,880	277,221
2018-05-03	$76.33	$77.50	17.2%	4.8%	22.2%	41.2%	17.5%	2.9%	-0.0%	24.9M	149.1M	-7.6M	0.64	4.31	31,191	19,807	476,569	280,490
2018-05-04	$76.95	$77.50	16.6%	4.7%	21.5%	38.1%	17.0%	2.6%	0.2%	45.7M	4.8M	-7.8M	0.47	3.23	34,101	16,161	481,155	284,714
2018-05-07	$77.70	$77.50	18.4%	5.3%	21.7%	48.0%	18.5%	2.1%	0.2%	51.7M	-168.7M	-8.2M	0.41	4.24	60,258	24,421	471,400	275,833
2018-05-08	$78.08	$77.50	18.6%	5.3%	19.7%	49.5%	18.8%	2.0%	0.0%	63.0M	-259.9M	-8.5M	0.32	2.87	57,932	18,721	487,385	280,543
2018-05-09	$79.84	$77.50	17.8%	5.1%	21.2%	44.7%	18.2%	1.5%	0.1%	105.3M	-759.2M	-9.2M	0.26	2.77	90,573	23,162	506,807	286,394
2018-05-10	$81.72	$77.50	17.3%	4.9%	22.5%	42.1%	21.0%	1.6%	-0.3%	112.2M	-1.22B	-9.7M	0.20	3.46	157,119	30,887	519,615	291,039
2018-05-11	$81.15	$80.00	16.6%	4.9%	22.8%	38.4%	17.4%	1.4%	0.5%	78.3M	-741.0M	-9.6M	0.43	2.79	61,528	26,259	468,578	302,900
2018-05-14	$81.72	$80.00	16.5%	4.7%	22.6%	37.5%	17.1%	1.6%	0.4%	92.4M	-888.1M	-9.6M	0.53	2.96	39,630	20,890	470,572	290,255
2018-05-15	$81.61	$80.00	16.8%	4.8%	22.6%	39.1%	17.1%	2.1%	0.5%	92.0M	-843.0M	-9.7M	0.51	3.70	32,297	16,448	479,145	297,914
2018-05-16	$81.96	$80.00	16.3%	4.7%	22.2%	36.6%	17.0%	2.0%	0.3%	109.1M	-936.2M	-9.7M	0.43	2.05	56,146	23,893	487,458	299,576
2018-05-17	$81.73	$80.00	16.4%	4.7%	22.3%	36.8%	16.9%	1.3%	0.5%	117.6M	-916.2M	-9.9M	0.80	3.67	41,006	32,991	506,332	304,444
2018-05-18	$81.35	$80.00	15.5%	4.4%	22.0%	32.1%	16.1%	1.6%	0.5%	87.3M	-719.6M	-9.9M	0.62	3.84	25,774	15,976	514,626	319,885
2018-05-21	$82.18	$80.00	15.5%	4.4%	22.1%	31.8%	15.9%	1.3%	0.2%	94.6M	-913.7M	-10.0M	1.16	2.83	26,291	30,369	486,685	280,083
2018-05-22	$81.61	$80.00	16.1%	4.5%	21.3%	35.6%	16.0%	1.7%	0.1%	91.8M	-771.7M	-9.8M	0.41	3.83	48,259	19,794	492,582	277,766
2018-05-23	$81.87	$80.00	16.1%	4.5%	20.6%	35.3%	16.3%	1.5%	0.1%	99.1M	-846.2M	-10.0M	0.86	4.71	28,915	24,977	507,537	283,580
2018-05-24	$80.18	$81.00	17.4%	4.9%	21.5%	42.4%	17.3%	1.8%	0.0%	57.0M	-373.8M	-9.7M	0.63	6.52	41,185	25,966	512,939	295,970
2018-05-25	$78.62	$80.50	18.1%	5.1%	19.2%	46.2%	18.1%	2.1%	-0.1%	39.4M	-6.5M	-9.2M	0.83	8.24	46,121	38,296	526,622	302,243
2018-05-29	$78.29	$80.50	19.2%	5.6%	19.2%	52.7%	19.8%	2.4%	-0.7%	36.7M	10.0M	-9.1M	0.68	4.58	27,042	18,296	522,967	302,273
2018-05-30	$81.36	$80.00	18.1%	5.1%	22.1%	46.8%	18.3%	1.9%	-0.7%	85.9M	-767.6M	-10.0M	0.42	3.79	66,415	27,876	525,990	305,640
2018-05-31	$81.39	$81.00	17.9%	5.1%	22.2%	45.5%	18.4%	1.9%	-0.6%	89.6M	-765.5M	-10.2M	0.95	3.99	24,172	22,881	538,441	312,819