XOM Options History — August 2018

In August 2018, XOM traded between $77.06 and $81.36. ATM implied volatility averaged 14.2%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 2.5% (HV 20d: 16.7%). Max pain ranged from $80.00 to $82.50. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.79.

Notable Days

2018-08-17: Highest Volume — 50,769 contracts
2018-08-15: Largest IV spike — 17.6% change
2018-08-15: Highest IV Rank — 41.1%
2018-08-15: Largest Expected Move — 4.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.63	$77.06	$81.36	$80.58	$80.14
Max Pain	$80.33	$80.00	$82.50	$82.50	$80.00
ATM IV	14.2%	13.2%	17.1%	15.3%	14.4%
Expected Move	4.1%	3.7%	4.9%	4.6%	4.0%
HV 20d	16.7%	14.7%	18.5%	16.9%	14.8%
HV 60d	17.8%	16.2%	19.1%	19.1%	16.2%
IV Rank	25.0%	19.3%	41.1%	31.1%	26.0%
IV Percentile	40.2%	31.3%	60.3%	46.4%	40.9%
Term Structure	0.2%	-0.3%	0.9%	-0.2%	-0.2%
VWIV	14.9%	13.0%	18.8%	15.4%	14.1%
Skew 25d	2.1%	1.8%	3.0%	3.0%	1.8%
Skew 10d	4.0%	3.1%	5.6%	5.5%	3.8%
Call IV 25d	13.6%	12.7%	16.2%	14.2%	13.7%
Put IV 25d	15.7%	14.5%	18.7%	17.2%	15.6%
Bid-Ask Spread %	3.21	2.04	5.97	2.69	3.20
Gamma HHI	0.09	0.07	0.10	0.09	0.09
Net GEX	32.5M	-11.9M	77.1M	33.7M	43.5M
Net DEX	-3.3M	-398.8M	455.3M	-10.1M	-172.7M
Net VEX	-6.7M	-7.2M	-6.2M	-7.2M	-6.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.36	1.51	0.73	0.81
Total Volume	38,288.826	25,818	50,769	49,746	35,854
Total OI	745,025.522	689,569	783,603	747,406	745,129

Daily Data (23 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
2018-08-01	$80.58	$82.50	15.3%	4.6%	16.9%	31.1%	15.4%	3.0%	-0.2%	33.7M	-10.1M	-7.2M	0.73	2.69	28,800	20,946	481,213	266,193
2018-08-02	$79.94	$82.50	15.1%	4.5%	17.0%	29.7%	16.2%	2.8%	-0.2%	30.5M	76.6M	-7.0M	0.49	2.79	24,477	11,932	490,771	267,413
2018-08-03	$80.17	$82.50	14.1%	4.2%	17.1%	24.5%	15.1%	2.7%	-0.1%	35.7M	49.8M	-7.0M	0.56	3.66	23,642	13,160	496,352	270,449
2018-08-06	$80.16	$80.00	13.9%	4.1%	16.8%	23.0%	14.1%	2.2%	0.2%	27.2M	25.9M	-6.8M	0.57	2.04	21,717	12,396	478,034	264,119
2018-08-07	$81.36	$80.00	13.2%	3.9%	17.2%	19.3%	14.1%	2.1%	0.4%	59.0M	-242.3M	-7.0M	0.57	2.30	30,234	17,214	486,085	267,204
2018-08-08	$80.77	$80.00	13.3%	4.0%	16.7%	19.5%	15.4%	2.1%	0.4%	38.4M	-77.4M	-7.0M	0.70	2.32	19,071	13,361	489,850	270,305
2018-08-09	$80.31	$80.00	13.6%	4.1%	16.8%	21.4%	18.8%	1.9%	0.3%	22.2M	39.7M	-6.7M	0.36	3.54	36,106	12,872	495,511	276,334
2018-08-10	$79.30	$80.00	14.4%	4.2%	16.9%	25.7%	15.2%	1.9%	0.2%	16.6M	180.9M	-6.9M	0.91	3.01	20,219	18,498	494,445	278,734
2018-08-13	$78.73	$80.00	15.0%	4.6%	16.8%	29.5%	16.6%	2.3%	0.9%	12.5M	192.4M	-6.6M	1.02	2.85	18,288	18,661	479,350	268,947
2018-08-14	$78.31	$80.00	14.6%	4.4%	16.8%	26.9%	15.3%	2.0%	0.8%	755.5K	273.5M	-6.4M	0.69	2.96	25,850	17,883	483,284	276,459
2018-08-15	$77.06	$80.00	17.1%	4.9%	17.5%	41.1%	17.3%	2.5%	-0.3%	-11.9M	455.3M	-6.2M	0.83	4.01	26,471	21,921	493,666	278,564
2018-08-16	$77.93	$80.00	15.0%	4.4%	18.2%	29.5%	15.5%	2.1%	0.3%	-5.3M	304.6M	-6.3M	0.93	2.14	20,984	19,492	497,325	282,028
2018-08-17	$78.36	$80.00	13.8%	4.1%	18.4%	22.4%	13.9%	2.0%	0.8%	9.0M	244.8M	-6.2M	1.51	2.43	20,204	30,565	500,075	283,528
2018-08-20	$78.79	$80.00	13.7%	4.0%	18.5%	22.1%	13.8%	2.0%	0.3%	18.5M	71.0M	-6.4M	0.65	2.88	21,448	13,851	429,001	260,568
2018-08-21	$78.90	$80.00	13.8%	4.0%	17.3%	22.3%	14.1%	1.9%	0.4%	23.3M	28.8M	-6.4M	0.79	4.59	16,452	12,989	438,143	263,860
2018-08-22	$80.03	$80.00	14.1%	4.0%	17.8%	24.2%	14.1%	2.0%	0.2%	46.5M	-197.2M	-6.8M	0.69	3.02	24,381	16,707	443,118	267,302
2018-08-23	$78.98	$80.00	14.4%	4.1%	17.8%	26.1%	14.3%	2.2%	0.3%	26.6M	14.5M	-6.6M	1.49	2.52	15,484	23,037	450,324	270,828
2018-08-24	$79.59	$80.00	14.1%	4.0%	14.7%	24.4%	14.0%	2.0%	0.2%	56.3M	-117.0M	-6.7M	0.66	3.80	21,463	14,099	456,030	279,397
2018-08-27	$80.38	$80.00	13.5%	3.8%	15.3%	21.1%	13.6%	1.8%	0.2%	56.0M	-268.1M	-6.9M	0.51	3.49	22,549	11,458	445,885	272,604
2018-08-28	$80.29	$80.00	13.7%	3.8%	15.2%	21.8%	13.9%	2.0%	0.3%	60.1M	-247.4M	-6.7M	0.72	5.97	14,996	10,822	453,296	274,442
2018-08-29	$80.97	$80.00	13.3%	3.7%	14.9%	19.7%	13.0%	1.8%	0.3%	77.1M	-398.8M	-6.8M	0.70	4.28	18,179	12,753	456,838	275,883
2018-08-30	$80.55	$80.00	13.9%	3.9%	14.7%	22.8%	15.2%	1.9%	0.3%	71.1M	-303.7M	-6.8M	1.37	3.34	12,314	16,843	459,597	277,104
2018-08-31	$80.14	$80.00	14.4%	4.0%	14.8%	26.0%	14.1%	1.8%	-0.2%	43.5M	-172.7M	-6.7M	0.81	3.20	19,785	16,069	461,309	283,820