XOM Options History — June 2018

In June 2018, XOM traded between $79.46 and $83.46. ATM implied volatility averaged 17.1%, placing in the 40.7% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 3.4% (HV 20d: 20.5%). Max pain ranged from $80.00 to $81.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.75.

Notable Days

2018-06-15: Highest Volume — 72,568 contracts
2018-06-25: Largest IV spike — 16.4% change
2018-06-25: Highest IV Rank — 56.2%
2018-06-25: Largest Expected Move — 5.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$81.52	$79.46	$83.46	$81.68	$82.99
Max Pain	$80.05	$80.00	$81.00	$81.00	$80.00
ATM IV	17.1%	15.0%	19.8%	16.6%	18.2%
Expected Move	4.8%	4.3%	5.4%	4.7%	4.8%
HV 20d	20.5%	16.8%	22.5%	22.0%	17.4%
HV 60d	21.4%	20.4%	22.0%	21.9%	20.4%
IV Rank	40.7%	29.4%	56.2%	38.4%	47.2%
IV Percentile	68.2%	52.0%	87.7%	67.1%	77.4%
Term Structure	0.3%	-0.5%	1.9%	-0.5%	0.6%
VWIV	17.2%	15.3%	19.2%	16.4%	18.4%
Skew 25d	2.1%	1.7%	2.9%	1.7%	2.4%
Skew 10d	3.9%	2.9%	6.0%	3.0%	4.4%
Call IV 25d	16.4%	14.5%	19.0%	16.3%	17.2%
Put IV 25d	18.5%	16.2%	22.0%	18.0%	19.7%
Bid-Ask Spread %	3.40	2.46	5.86	4.19	3.27
Gamma HHI	0.13	0.10	0.41	0.10	0.16
Net GEX	73.4M	-95.4M	143.6M	108.9M	136.2M
Net DEX	-650.5M	-1.29B	-118.2M	-862.8M	-1.05B
Net VEX	-9.5M	-10.1M	-9.0M	-10.1M	-9.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.75	0.36	1.37	0.56	0.36
Total Volume	49,764.81	28,499	72,568	69,023	66,555
Total OI	816,058.476	718,550	893,146	863,878	798,099

Daily Data (21 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
2018-06-01	$81.68	$81.00	16.6%	4.7%	22.0%	38.4%	16.4%	1.7%	-0.5%	108.9M	-862.8M	-10.1M	0.56	4.19	44,221	24,802	546,210	317,668
2018-06-04	$80.94	$80.00	16.7%	4.9%	22.3%	38.5%	17.2%	1.9%	0.1%	77.4M	-549.9M	-9.5M	1.07	2.92	21,729	23,189	527,132	309,414
2018-06-05	$80.87	$80.00	16.6%	4.9%	22.2%	38.1%	16.8%	1.9%	0.1%	75.7M	-527.2M	-9.5M	0.83	3.61	26,042	21,657	531,342	315,672
2018-06-06	$81.97	$80.00	16.0%	4.6%	22.5%	34.8%	16.4%	1.8%	0.1%	105.4M	-837.6M	-9.7M	0.80	2.48	27,413	22,066	535,727	320,282
2018-06-07	$82.86	$80.00	16.3%	4.8%	21.5%	36.5%	17.2%	1.7%	0.0%	124.0M	-1.12B	-10.0M	0.47	2.69	42,286	19,961	538,388	325,847
2018-06-08	$83.46	$80.00	15.5%	4.7%	20.1%	32.2%	16.4%	1.8%	0.2%	143.6M	-1.29B	-9.9M	0.72	4.97	33,886	24,471	542,087	330,540
2018-06-11	$83.28	$80.00	15.5%	4.6%	19.9%	32.0%	16.3%	1.9%	0.5%	109.8M	-1.15B	-9.7M	0.83	2.50	22,939	19,097	531,538	320,996
2018-06-12	$82.40	$80.00	15.8%	4.6%	20.2%	33.8%	16.0%	1.9%	0.1%	95.3M	-856.0M	-9.5M	0.59	2.73	28,567	16,946	536,294	324,539
2018-06-13	$81.88	$80.00	15.7%	4.5%	20.4%	33.3%	15.8%	1.8%	-0.1%	75.7M	-685.3M	-9.3M	0.91	5.50	22,829	20,735	539,800	328,544
2018-06-14	$81.99	$80.00	15.0%	4.3%	20.3%	29.4%	15.3%	1.7%	-0.2%	70.9M	-721.4M	-9.2M	1.37	2.76	23,389	32,126	544,554	333,701
2018-06-15	$80.84	$80.00	15.7%	4.6%	20.9%	33.0%	15.8%	1.9%	0.5%	-95.4M	-274.9M	-9.0M	1.35	3.57	30,864	41,704	547,721	345,425
2018-06-18	$80.76	$80.00	16.7%	4.8%	20.9%	38.8%	17.8%	1.9%	1.0%	48.0M	-338.8M	-9.0M	0.58	2.56	34,069	19,607	458,661	259,889
2018-06-19	$80.55	$80.00	17.2%	4.9%	20.5%	41.6%	17.7%	2.0%	0.9%	47.2M	-341.3M	-9.0M	0.75	5.05	20,717	15,552	475,058	269,486
2018-06-20	$80.60	$80.00	17.2%	4.9%	20.4%	41.3%	17.2%	1.9%	1.2%	48.9M	-365.0M	-9.1M	0.46	2.46	25,582	11,813	480,323	271,437
2018-06-21	$79.46	$80.00	18.9%	5.3%	20.9%	50.7%	18.6%	2.0%	1.0%	35.6M	-118.2M	-9.1M	0.92	3.50	24,675	22,731	486,157	273,258
2018-06-22	$81.28	$80.00	17.1%	4.7%	21.2%	40.7%	16.9%	2.5%	1.9%	64.0M	-543.0M	-9.5M	0.42	2.86	43,040	18,122	496,022	283,135
2018-06-25	$79.83	$80.00	19.8%	5.4%	21.0%	56.2%	19.2%	2.9%	-0.3%	44.7M	-220.0M	-9.2M	0.69	5.86	23,292	16,031	485,727	269,021
2018-06-26	$80.69	$80.00	19.1%	5.1%	21.2%	52.0%	18.0%	2.9%	-0.0%	61.5M	-412.2M	-9.2M	0.81	2.69	15,713	12,786	493,981	275,300
2018-06-27	$81.73	$80.00	19.6%	5.3%	16.8%	55.1%	19.2%	2.7%	-0.1%	79.1M	-677.1M	-9.6M	0.67	2.68	29,470	19,605	497,939	279,998
2018-06-28	$81.89	$80.00	19.1%	5.0%	16.8%	51.8%	17.6%	2.8%	0.1%	84.9M	-712.9M	-9.7M	0.67	2.50	20,813	13,969	504,766	285,550
2018-06-29	$82.99	$80.00	18.2%	4.8%	17.4%	47.2%	18.4%	2.4%	0.6%	136.2M	-1.05B	-9.8M	0.36	3.27	48,949	17,606	509,778	288,321