XOM Options History — October 2018

In October 2018, XOM traded between $76.54 and $86.38. ATM implied volatility averaged 22.2%, placing in the 69.1% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 6.0% (HV 20d: 16.2%). Max pain ranged from $82.50 to $82.50. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.69.

Notable Days

2018-10-08: Highest Volume — 93,893 contracts
2018-10-10: Largest IV spike — 14.5% change
2018-10-29: Highest IV Rank — 100.0%
2018-10-29: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.06	$76.54	$86.38	$85.72	$79.94
Max Pain	$82.50	$82.50	$82.50	$82.50	$82.50
ATM IV	22.2%	15.8%	28.0%	15.9%	24.0%
Expected Move	6.6%	3.9%	9.5%	3.9%	8.1%
HV 20d	16.2%	12.2%	22.1%	13.2%	22.1%
HV 60d	16.0%	14.8%	17.3%	15.2%	17.3%
IV Rank	69.1%	34.0%	100.0%	34.0%	78.3%
IV Percentile	87.6%	50.4%	100.0%	50.8%	96.4%
Term Structure	-0.6%	-2.1%	1.8%	1.8%	-0.7%
VWIV	23.0%	13.9%	32.5%	13.9%	28.8%
Skew 25d	3.6%	1.5%	5.9%	1.5%	4.4%
Skew 10d	6.2%	2.5%	8.1%	2.5%	7.8%
Call IV 25d	20.5%	15.7%	25.6%	15.7%	22.3%
Put IV 25d	24.0%	17.2%	30.2%	17.2%	26.8%
Bid-Ask Spread %	3.86	1.94	7.24	3.30	4.75
Gamma HHI	0.10	0.07	0.15	0.14	0.07
Net GEX	48.5M	-4.7M	127.8M	114.2M	27.3M
Net DEX	-195.0M	-1.27B	611.5M	-1.07B	82.7M
Net VEX	-7.1M	-8.0M	-6.0M	-7.6M	-6.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.34	1.31	0.83	0.42
Total Volume	52,481.957	36,555	93,893	43,968	40,319
Total OI	731,829.391	635,893	787,730	711,251	701,204

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
2018-10-01	$85.72	$82.50	15.9%	3.9%	13.2%	34.0%	13.9%	1.5%	1.8%	114.2M	-1.07B	-7.6M	0.83	3.30	24,032	19,936	432,044	279,207
2018-10-02	$86.38	$82.50	15.8%	4.0%	13.2%	34.0%	14.3%	1.9%	1.8%	127.8M	-1.26B	-7.7M	0.86	5.59	23,674	20,318	439,507	284,634
2018-10-03	$86.10	$82.50	16.6%	4.0%	12.9%	38.1%	14.2%	1.5%	1.4%	121.6M	-1.16B	-7.8M	0.94	2.67	19,613	18,487	447,248	293,934
2018-10-04	$85.46	$82.50	17.9%	5.3%	12.9%	45.5%	19.1%	2.0%	1.2%	103.3M	-948.7M	-7.9M	0.76	2.87	26,141	19,957	450,471	301,251
2018-10-05	$85.07	$82.50	18.5%	5.4%	12.3%	48.8%	19.2%	2.1%	0.6%	82.3M	-842.4M	-7.8M	0.81	4.83	21,332	17,190	454,256	307,633
2018-10-08	$86.26	$82.50	19.9%	5.3%	12.9%	56.6%	19.9%	1.9%	-1.7%	113.3M	-1.17B	-7.8M	0.60	7.24	58,590	35,303	441,720	301,180
2018-10-09	$86.34	$82.50	19.3%	5.3%	12.2%	53.3%	19.0%	2.2%	-1.2%	125.6M	-1.27B	-7.7M	1.31	3.91	33,801	44,417	455,161	301,830
2018-10-10	$84.66	$82.50	22.1%	6.1%	14.4%	68.9%	21.3%	3.7%	-0.6%	84.5M	-682.4M	-8.0M	0.91	4.60	32,293	29,340	456,096	314,706
2018-10-11	$81.93	$82.50	25.3%	7.0%	18.1%	86.6%	24.8%	5.9%	-1.8%	28.1M	72.2M	-7.7M	0.93	4.27	43,644	40,480	458,648	327,440
2018-10-12	$81.22	$82.50	24.9%	6.9%	17.9%	84.3%	23.9%	5.6%	-0.7%	1.4M	302.8M	-7.2M	0.76	3.13	36,799	27,955	455,923	330,132
2018-10-15	$81.06	$82.50	23.7%	6.7%	17.8%	77.7%	23.4%	3.9%	-1.8%	13.3M	235.4M	-7.0M	0.55	3.28	23,598	12,957	442,918	319,739
2018-10-16	$81.15	$82.50	22.7%	6.5%	17.6%	72.2%	22.3%	3.6%	-2.0%	15.5M	238.2M	-6.8M	0.70	3.04	25,505	17,867	447,502	321,796
2018-10-17	$81.19	$82.50	22.3%	6.4%	16.9%	69.8%	21.4%	3.4%	-2.1%	20.4M	222.4M	-6.8M	0.60	3.75	23,545	14,085	453,126	326,431
2018-10-18	$81.76	$82.50	22.0%	6.4%	17.2%	68.1%	22.5%	3.9%	-1.1%	34.0M	21.4M	-7.0M	0.44	2.72	37,005	16,164	455,362	324,162
2018-10-19	$82.11	$82.50	21.1%	6.2%	17.2%	63.3%	22.1%	4.0%	-0.9%	58.2M	-48.1M	-6.9M	0.65	1.94	27,306	17,824	461,204	326,526
2018-10-22	$81.15	$82.50	21.5%	6.5%	16.2%	65.3%	22.6%	3.7%	-0.7%	14.9M	114.7M	-6.5M	0.40	3.41	27,947	11,093	371,018	264,875
2018-10-23	$80.11	$82.50	23.6%	7.3%	16.5%	77.3%	24.7%	4.1%	-1.0%	13.3M	254.3M	-6.6M	0.58	3.82	37,936	22,039	383,650	267,774
2018-10-24	$78.46	$82.50	26.0%	8.2%	17.6%	90.5%	28.3%	4.5%	-1.1%	4.1M	470.8M	-6.3M	0.51	3.74	42,446	21,795	397,119	273,934
2018-10-25	$78.47	$82.50	25.3%	8.1%	17.6%	86.7%	29.0%	4.3%	-1.2%	11.4M	442.8M	-6.4M	0.49	3.36	33,034	16,184	418,804	277,920
2018-10-26	$77.53	$82.50	27.4%	8.9%	17.9%	98.3%	31.4%	4.5%	-1.4%	-4.7M	563.1M	-6.3M	0.64	5.03	31,957	20,492	425,900	281,426
2018-10-29	$76.54	$82.50	28.0%	9.5%	17.7%	100.0%	32.5%	4.6%	-1.0%	-3.2M	611.5M	-6.0M	0.80	3.86	25,969	20,670	395,605	275,649
2018-10-30	$78.71	$82.50	26.4%	9.0%	20.9%	91.2%	31.3%	4.7%	-0.9%	8.3M	333.3M	-6.6M	0.34	3.76	34,292	11,754	402,853	282,558
2018-10-31	$79.94	$82.50	24.0%	8.1%	22.1%	78.3%	28.8%	4.4%	-0.7%	27.3M	82.7M	-6.9M	0.42	4.75	28,445	11,874	419,061	282,143