XOM Options History — November 2018

In November 2018, XOM traded between $75.49 and $82.99. ATM implied volatility averaged 20.8%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 2.2% (HV 20d: 23.0%). Max pain ranged from $80.00 to $82.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.97.

Notable Days

2018-11-08: Highest Volume — 106,934 contracts
2018-11-12: Largest IV spike — 13.9% change
2018-11-23: Highest IV Rank — 81.4%
2018-11-01: Largest Expected Move — 7.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.23	$75.49	$82.99	$80.34	$79.35
Max Pain	$81.64	$80.00	$82.50	$82.50	$80.00
ATM IV	20.8%	16.6%	24.6%	22.6%	20.1%
Expected Move	6.1%	4.9%	7.7%	7.7%	6.1%
HV 20d	23.0%	19.9%	25.8%	22.2%	23.7%
HV 60d	18.5%	17.2%	20.3%	17.2%	20.3%
IV Rank	60.6%	37.5%	81.4%	70.7%	56.7%
IV Percentile	80.2%	46.4%	96.4%	92.1%	76.6%
Term Structure	-0.3%	-1.5%	0.2%	-0.6%	-0.4%
VWIV	21.5%	17.1%	27.1%	27.1%	22.1%
Skew 25d	3.7%	3.2%	4.5%	4.0%	3.5%
Skew 10d	7.3%	5.4%	9.1%	8.0%	6.7%
Call IV 25d	19.4%	15.8%	23.2%	21.2%	18.9%
Put IV 25d	23.2%	19.0%	27.7%	25.2%	22.4%
Bid-Ask Spread %	3.44	2.50	5.11	3.53	3.40
Gamma HHI	0.07	0.06	0.10	0.07	0.07
Net GEX	18.3M	-17.5M	69.8M	31.5M	33.6M
Net DEX	148.2M	-475.6M	641.1M	29.2M	-24.2M
Net VEX	-6.4M	-7.0M	-5.7M	-6.8M	-6.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.24	1.54	0.71	1.46
Total Volume	49,645.048	33,002	106,934	55,771	36,477
Total OI	681,668.762	605,860	731,530	715,396	657,284

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
2018-11-01	$80.34	$82.50	22.6%	7.7%	22.2%	70.7%	27.1%	4.0%	-0.6%	31.5M	29.2M	-6.8M	0.71	3.53	32,616	23,155	427,625	287,771
2018-11-02	$81.76	$82.00	19.8%	6.4%	23.4%	55.1%	23.5%	4.1%	0.1%	53.1M	-276.6M	-7.0M	0.60	3.84	44,927	27,118	436,904	294,022
2018-11-05	$81.61	$82.50	19.5%	5.4%	22.6%	53.3%	19.1%	3.7%	-0.0%	40.5M	-179.2M	-6.8M	0.70	3.26	27,774	19,562	414,435	276,112
2018-11-06	$81.75	$82.50	18.6%	5.3%	22.7%	48.8%	18.9%	3.4%	-0.3%	43.6M	-191.3M	-6.8M	0.55	4.10	23,003	12,636	424,925	283,770
2018-11-07	$82.99	$82.50	16.6%	4.9%	22.6%	37.5%	17.1%	3.2%	0.2%	69.8M	-475.6M	-6.8M	0.34	3.81	38,515	13,221	431,959	285,131
2018-11-08	$81.62	$82.50	17.4%	4.9%	20.1%	41.9%	17.6%	3.2%	0.0%	53.5M	-151.4M	-6.6M	0.24	3.83	86,503	20,431	444,632	286,898
2018-11-09	$81.31	$82.50	18.3%	5.2%	19.9%	46.9%	19.9%	3.5%	0.1%	27.1M	-116.5M	-6.7M	0.59	2.85	31,806	18,906	436,355	294,494
2018-11-12	$80.03	$82.50	20.8%	5.9%	20.7%	60.9%	21.0%	3.9%	-0.0%	18.7M	140.2M	-6.6M	1.42	3.44	17,057	24,162	414,941	283,173
2018-11-13	$77.98	$82.50	22.8%	6.6%	22.6%	71.5%	22.5%	4.3%	0.2%	-9.6M	490.4M	-6.2M	1.00	4.67	24,273	24,277	418,718	288,386
2018-11-14	$77.71	$82.50	22.6%	6.4%	22.6%	70.6%	21.8%	3.6%	-0.3%	-17.5M	536.3M	-6.0M	1.51	3.10	22,530	34,024	421,259	292,715
2018-11-15	$78.02	$82.50	22.0%	6.3%	22.4%	67.3%	20.8%	3.6%	0.2%	-15.1M	468.2M	-6.1M	0.99	3.35	28,240	27,921	427,044	291,940
2018-11-16	$79.05	$82.50	20.0%	5.6%	23.0%	56.0%	19.9%	3.3%	-0.6%	1.9M	316.2M	-6.3M	0.98	2.84	20,629	20,268	432,800	296,410
2018-11-19	$78.98	$82.50	21.2%	6.1%	22.7%	62.7%	20.6%	4.1%	-0.8%	12.7M	148.5M	-6.3M	0.83	2.95	20,508	17,109	352,052	253,808
2018-11-20	$77.03	$82.50	24.1%	6.9%	23.9%	78.7%	23.8%	4.4%	-1.3%	-1.2M	424.3M	-6.1M	1.54	3.71	25,846	39,803	360,952	258,829
2018-11-21	$77.72	$80.00	22.1%	6.3%	23.1%	67.6%	21.3%	4.3%	-1.1%	3.9M	335.6M	-6.2M	1.42	2.54	19,488	27,692	367,560	265,239
2018-11-23	$75.49	$80.00	24.6%	7.2%	25.2%	81.4%	25.1%	4.5%	-1.5%	-9.7M	641.1M	-5.7M	1.14	5.11	22,599	25,856	373,522	270,505
2018-11-26	$76.84	$80.00	21.8%	6.6%	25.8%	66.3%	22.9%	3.6%	-0.2%	-409.6K	402.8M	-5.9M	1.10	3.02	16,940	18,657	364,551	265,239
2018-11-27	$76.98	$80.00	21.3%	6.5%	25.4%	63.4%	22.6%	3.6%	-0.2%	1.4M	392.6M	-5.9M	1.02	2.50	16,342	16,660	368,572	267,734
2018-11-28	$78.10	$80.00	20.5%	6.2%	23.9%	58.7%	21.7%	3.5%	-0.2%	16.6M	203.1M	-6.1M	1.11	3.13	19,739	21,846	373,729	269,797
2018-11-29	$79.27	$80.00	20.1%	6.1%	23.8%	56.8%	22.6%	3.3%	-0.4%	30.7M	-786.2K	-6.3M	1.15	3.16	15,583	17,847	378,424	274,828
2018-11-30	$79.35	$80.00	20.1%	6.1%	23.7%	56.7%	22.1%	3.5%	-0.4%	33.6M	-24.2M	-6.3M	1.46	3.40	14,834	21,643	380,806	276,478