XOM Options History — September 2018

In September 2018, XOM traded between $80.16 and $86.58. ATM implied volatility averaged 14.6%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 0.6% (HV 20d: 14.0%). Max pain ranged from $77.50 to $82.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.65.

Notable Days

2018-09-24: Highest Volume — 80,122 contracts
2018-09-24: Largest IV spike — 9.9% change
2018-09-06: Highest IV Rank — 33.6%
2018-09-06: Largest Expected Move — 4.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.62	$80.16	$86.58	$80.16	$85.28
Max Pain	$80.26	$77.50	$82.50	$80.00	$82.50
ATM IV	14.6%	13.1%	15.8%	15.0%	15.2%
Expected Move	4.1%	3.6%	4.7%	4.3%	3.8%
HV 20d	14.0%	12.4%	15.4%	14.8%	13.5%
HV 60d	16.1%	15.1%	16.9%	16.1%	15.2%
IV Rank	27.0%	18.4%	33.6%	29.3%	30.2%
IV Percentile	38.4%	21.4%	50.4%	43.3%	43.3%
Term Structure	0.6%	-0.0%	1.4%	0.2%	0.7%
VWIV	14.9%	13.1%	16.8%	14.8%	13.3%
Skew 25d	2.2%	1.4%	2.5%	2.3%	1.4%
Skew 10d	5.3%	2.6%	16.7%	4.1%	2.6%
Call IV 25d	13.9%	12.0%	14.9%	14.1%	14.5%
Put IV 25d	16.1%	14.2%	17.4%	16.5%	15.9%
Bid-Ask Spread %	4.27	2.33	8.73	4.15	3.02
Gamma HHI	0.16	0.09	0.39	0.09	0.15
Net GEX	113.9M	48.1M	214.5M	48.1M	106.2M
Net DEX	-915.2M	-1.41B	-187.3M	-187.3M	-986.5M
Net VEX	-7.1M	-7.7M	-6.5M	-6.5M	-7.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.33	0.84	0.33	0.66
Total Volume	47,799	33,131	80,122	47,849	39,104
Total OI	759,732.526	661,680	830,720	723,384	733,153

Daily Data (19 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
2018-09-04	$80.16	$80.00	15.0%	4.3%	14.8%	29.3%	14.8%	2.3%	0.2%	48.1M	-187.3M	-6.5M	0.33	4.15	35,943	11,906	448,998	274,386
2018-09-05	$81.21	$80.00	15.1%	4.3%	14.6%	29.7%	14.9%	2.3%	0.2%	76.2M	-462.0M	-7.0M	0.56	5.18	22,629	12,742	466,715	276,413
2018-09-06	$80.60	$77.50	15.8%	4.7%	14.6%	33.6%	16.6%	2.5%	0.0%	65.5M	-322.1M	-6.9M	0.71	3.50	19,382	13,749	474,306	280,127
2018-09-07	$81.87	$77.50	15.7%	4.4%	15.4%	33.0%	16.2%	2.5%	0.1%	98.1M	-651.2M	-7.1M	0.67	6.98	29,237	19,595	476,500	282,275
2018-09-10	$81.79	$80.00	15.2%	4.4%	14.6%	30.3%	15.7%	2.5%	-0.0%	82.4M	-580.1M	-6.9M	0.69	2.33	19,908	13,715	470,451	276,783
2018-09-11	$82.92	$80.00	15.3%	4.5%	14.8%	30.9%	16.8%	2.3%	0.4%	101.7M	-879.7M	-7.1M	0.67	2.84	36,527	24,408	475,372	279,769
2018-09-12	$83.27	$80.00	14.8%	4.4%	14.5%	28.0%	15.6%	2.4%	0.7%	112.0M	-957.0M	-7.1M	0.54	3.83	38,486	20,964	485,091	291,686
2018-09-13	$82.14	$80.00	14.5%	4.2%	14.1%	26.7%	15.2%	2.2%	0.0%	91.9M	-634.1M	-6.9M	0.70	8.73	26,770	18,815	495,441	298,947
2018-09-14	$82.96	$80.00	13.8%	4.0%	14.1%	22.4%	14.2%	2.0%	0.4%	143.8M	-823.6M	-6.9M	0.70	4.09	24,361	16,940	500,999	302,887
2018-09-17	$83.23	$80.00	15.0%	4.3%	14.0%	29.0%	15.5%	2.4%	0.5%	105.9M	-844.4M	-7.0M	0.80	4.38	25,293	20,127	490,301	297,170
2018-09-18	$83.77	$80.00	13.6%	3.9%	14.1%	21.6%	14.9%	2.2%	1.4%	122.9M	-1.02B	-7.0M	0.84	4.11	18,352	15,361	498,429	303,961
2018-09-19	$84.77	$80.00	13.4%	3.8%	14.4%	20.2%	14.9%	2.0%	0.8%	150.5M	-1.29B	-7.1M	0.66	3.02	27,592	18,254	504,620	308,420
2018-09-20	$84.87	$80.00	13.3%	3.7%	13.8%	19.5%	14.2%	2.1%	1.3%	214.5M	-1.31B	-7.0M	0.66	3.51	32,010	21,067	507,245	312,753
2018-09-21	$85.19	$80.00	13.1%	3.6%	12.4%	18.4%	13.1%	2.2%	1.4%	185.3M	-1.41B	-6.9M	0.58	3.48	38,437	22,356	511,921	318,799
2018-09-24	$86.58	$80.00	14.3%	3.9%	13.1%	25.6%	14.3%	1.7%	0.9%	115.4M	-1.38B	-7.2M	0.46	3.23	55,012	25,110	396,864	264,816
2018-09-25	$86.52	$82.50	14.8%	4.0%	13.1%	27.9%	14.4%	1.8%	0.5%	118.8M	-1.35B	-7.5M	0.70	3.28	36,847	25,916	419,152	274,336
2018-09-26	$86.06	$82.50	15.1%	3.8%	13.4%	29.6%	14.1%	2.2%	0.2%	116.2M	-1.21B	-7.7M	0.79	7.93	21,098	16,646	431,213	283,062
2018-09-27	$85.66	$82.50	14.6%	3.8%	13.5%	27.2%	13.6%	2.1%	1.0%	108.4M	-1.10B	-7.6M	0.67	3.54	26,104	17,418	434,662	286,895
2018-09-28	$85.28	$82.50	15.2%	3.8%	13.5%	30.2%	13.3%	1.4%	0.7%	106.2M	-986.5M	-7.6M	0.66	3.02	23,535	15,569	442,713	290,440