XOM Options History — July 2018

In July 2018, XOM traded between $81.39 and $84.23. ATM implied volatility averaged 18.6%, placing in the 49.2% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 1.4% (HV 20d: 17.2%). Max pain ranged from $80.00 to $82.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.70.

Notable Days

2018-07-27: Highest Volume — 87,976 contracts
2018-07-27: Largest IV drop — 11.6% change
2018-07-11: Highest IV Rank — 60.7%
2018-07-05: Largest Expected Move — 5.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.41	$81.39	$84.23	$81.59	$81.62
Max Pain	$82.26	$80.00	$82.50	$80.00	$82.50
ATM IV	18.6%	14.9%	20.6%	19.3%	14.9%
Expected Move	5.3%	4.5%	5.7%	5.0%	4.5%
HV 20d	17.2%	14.2%	18.4%	18.2%	16.6%
HV 60d	19.5%	17.8%	20.5%	20.5%	18.9%
IV Rank	49.2%	28.6%	60.7%	53.3%	28.6%
IV Percentile	75.0%	44.8%	91.3%	84.9%	44.8%
Term Structure	-0.2%	-1.5%	1.7%	1.5%	-0.2%
VWIV	18.4%	15.5%	20.1%	17.3%	15.5%
Skew 25d	2.9%	2.2%	3.5%	2.7%	2.9%
Skew 10d	5.1%	3.8%	6.1%	5.4%	4.8%
Call IV 25d	17.2%	13.9%	19.0%	18.3%	13.9%
Put IV 25d	20.1%	16.7%	21.5%	21.0%	16.7%
Bid-Ask Spread %	3.01	1.62	5.05	2.55	3.54
Gamma HHI	0.12	0.10	0.16	0.12	0.10
Net GEX	83.8M	43.6M	121.7M	69.2M	57.8M
Net DEX	-626.4M	-1.14B	-156.8M	-553.4M	-263.9M
Net VEX	-8.7M	-9.6M	-7.6M	-9.5M	-7.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.34	1.00	0.63	0.69
Total Volume	43,726.429	30,872	87,976	40,570	37,248
Total OI	784,503.619	700,719	844,610	782,575	735,879

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
2018-07-02	$81.59	$80.00	19.3%	5.0%	18.2%	53.3%	17.3%	2.7%	1.5%	69.2M	-553.4M	-9.5M	0.63	2.55	24,913	15,657	498,634	283,941
2018-07-03	$82.24	$80.00	19.7%	5.1%	18.4%	55.6%	18.0%	2.6%	0.7%	83.1M	-773.3M	-9.6M	0.55	5.05	23,338	12,799	506,164	288,458
2018-07-05	$82.42	$82.50	19.6%	5.7%	17.8%	54.7%	20.1%	2.5%	1.3%	85.4M	-791.1M	-9.4M	0.79	4.03	24,922	19,788	508,423	290,957
2018-07-06	$82.21	$82.50	19.0%	5.4%	17.4%	51.6%	18.8%	2.2%	1.7%	86.8M	-717.5M	-9.3M	0.87	3.39	21,213	18,378	514,392	298,463
2018-07-09	$82.79	$82.50	19.2%	5.3%	17.4%	52.6%	18.6%	3.0%	-1.1%	102.3M	-854.8M	-9.1M	0.57	3.65	22,723	13,024	504,407	287,726
2018-07-10	$83.75	$82.50	19.1%	5.4%	17.9%	51.9%	17.6%	2.7%	-0.2%	121.7M	-1.14B	-9.1M	0.34	1.76	43,636	14,670	508,786	290,533
2018-07-11	$82.58	$82.50	20.6%	5.6%	18.2%	60.7%	19.4%	2.5%	-1.3%	99.3M	-771.8M	-9.0M	1.00	3.04	25,548	25,579	515,964	294,744
2018-07-12	$82.65	$82.50	20.1%	5.4%	18.0%	57.6%	18.3%	2.3%	-1.5%	104.5M	-764.4M	-9.0M	0.96	1.73	18,044	17,266	521,452	300,521
2018-07-13	$83.20	$82.50	19.5%	5.4%	18.2%	54.4%	18.5%	2.7%	-1.0%	117.4M	-946.0M	-9.1M	0.69	1.91	23,361	16,103	523,840	305,142
2018-07-16	$82.41	$82.50	19.8%	5.6%	17.7%	56.0%	19.5%	3.2%	-0.8%	92.6M	-672.2M	-8.8M	0.70	1.62	22,179	15,437	514,425	297,579
2018-07-17	$82.44	$82.50	19.1%	5.4%	17.7%	52.3%	18.6%	3.2%	-0.7%	100.2M	-669.8M	-8.7M	0.72	2.28	20,958	15,029	520,774	301,613
2018-07-18	$82.19	$82.50	18.9%	5.4%	17.7%	51.1%	19.8%	3.3%	-0.3%	94.9M	-576.9M	-8.5M	0.63	2.23	25,864	16,390	523,995	305,266
2018-07-19	$81.98	$82.50	19.0%	5.5%	17.8%	51.6%	19.3%	3.3%	-0.5%	92.3M	-519.6M	-8.4M	1.00	1.98	21,102	21,156	529,658	304,773
2018-07-20	$81.41	$82.50	18.2%	5.2%	17.1%	47.0%	19.4%	2.8%	-0.1%	45.3M	-278.8M	-8.0M	0.95	3.44	21,249	20,095	533,855	310,755
2018-07-23	$81.39	$82.50	18.7%	5.5%	15.1%	49.6%	19.2%	3.1%	-0.5%	48.2M	-247.6M	-8.0M	0.53	4.16	20,168	10,704	449,562	251,157
2018-07-24	$82.78	$82.50	18.0%	5.4%	14.7%	46.0%	18.8%	3.1%	-0.5%	73.4M	-547.6M	-8.4M	0.50	2.80	29,367	14,647	459,008	256,291
2018-07-25	$83.57	$82.50	18.4%	5.5%	14.6%	47.9%	19.5%	3.4%	-0.7%	90.5M	-748.1M	-8.6M	0.83	3.09	20,017	16,517	470,394	259,330
2018-07-26	$84.23	$82.50	17.8%	5.4%	14.2%	44.7%	19.1%	3.3%	-0.5%	98.9M	-895.4M	-8.6M	0.73	3.42	32,686	23,802	473,760	262,917
2018-07-27	$81.64	$82.50	15.7%	4.6%	18.3%	33.2%	16.4%	3.5%	-0.1%	43.6M	-156.8M	-7.6M	0.65	3.47	53,292	34,684	478,718	268,573
2018-07-30	$81.54	$82.50	15.5%	4.6%	17.6%	32.0%	15.6%	3.0%	-0.4%	52.4M	-260.6M	-7.6M	0.47	4.17	30,506	14,196	467,374	256,373
2018-07-31	$81.62	$82.50	14.9%	4.5%	16.6%	28.6%	15.5%	2.9%	-0.2%	57.8M	-263.9M	-7.6M	0.69	3.54	22,000	15,248	475,108	260,771