XOM Options History — December 2018

In December 2018, XOM traded between $65.55 and $81.12. ATM implied volatility averaged 27.0%, placing in the 76.9% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 0.7% (HV 20d: 26.4%). Max pain ranged from $77.50 to $80.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.80.

Notable Days

  • 2018-12-20: Highest Volume — 75,891 contracts
  • 2018-12-24: Largest IV spike — 36.5% change
  • 2018-12-20: Highest IV Rank — 100.0%
  • 2018-12-24: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.48$65.55$81.12$81.12$68.12
Max Pain$79.25$77.50$80.00$80.00$77.50
ATM IV27.0%18.3%43.2%18.3%30.3%
Expected Move7.8%5.6%10.9%5.6%8.4%
HV 20d26.4%23.9%31.4%24.3%29.7%
HV 60d22.4%20.5%25.5%20.5%25.4%
IV Rank76.9%46.7%100.0%46.7%59.2%
IV Percentile93.0%56.3%100.0%56.3%97.6%
Term Structure-0.5%-3.0%1.2%0.2%-0.7%
VWIV26.6%18.8%36.8%20.5%28.8%
Skew 25d3.8%-4.3%5.6%3.2%5.3%
Skew 10d7.8%3.9%10.1%6.6%8.9%
Call IV 25d25.6%16.9%45.2%16.9%28.0%
Put IV 25d29.4%20.1%40.9%20.1%33.3%
Bid-Ask Spread %4.332.169.213.362.66
Gamma HHI0.090.070.110.080.10
Net GEX-7.7M-26.8M40.5M40.5M-20.1M
Net DEX635.8M-256.9M1.18B-256.9M968.0M
Net VEX-5.3M-6.4M-4.1M-6.3M-4.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.431.920.520.67
Total Volume43,516.821,76975,89136,00724,418
Total OI667,353.3635,931725,184635,931665,774

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-12-03$81.12$80.0018.3%5.6%24.3%46.7%20.5%3.2%0.2%40.5M-256.9M-6.3M0.523.3623,75212,255364,637271,294
2018-12-04$79.61$80.0021.6%6.9%25.1%64.7%24.0%4.0%-0.1%24.8M4.4M-6.4M0.764.3218,91214,449376,372275,585
2018-12-05$79.48$80.0021.9%7.1%25.1%66.6%24.8%3.9%-0.1%23.2M40.8M-6.4M0.769.2119,24714,709376,372275,585
2018-12-06$78.13$80.0023.3%6.7%24.9%74.1%23.1%4.3%-0.7%5.2M254.9M-6.1M0.704.9119,43213,524379,675276,577
2018-12-07$78.41$80.0021.8%6.6%24.5%66.0%23.1%3.7%0.5%7.5M212.2M-6.1M0.584.3413,7658,004383,448281,637
2018-12-10$76.42$80.0024.5%6.8%25.9%80.8%23.8%4.6%-0.6%-7.6M479.5M-5.6M0.572.1623,35213,348374,606272,472
2018-12-11$76.67$80.0024.0%6.8%25.5%77.9%23.2%4.1%-0.5%-5.3M431.3M-5.7M0.582.1916,7859,721379,532274,989
2018-12-12$76.35$80.0022.9%6.5%23.9%71.9%22.8%3.8%-0.2%-8.8M479.1M-5.6M1.482.6416,11523,769385,360278,559
2018-12-13$76.94$80.0021.8%6.3%24.1%66.1%18.8%3.6%0.2%-6.6M398.8M-5.7M1.923.4514,51227,798388,515285,960
2018-12-14$75.19$80.0023.0%6.7%25.3%72.7%21.7%3.6%0.7%-23.5M670.2M-5.5M0.583.1925,34314,695391,586290,220
2018-12-17$73.55$80.0026.8%7.7%25.6%93.5%25.2%4.0%-1.2%-25.4M810.5M-5.2M0.652.8318,17511,726381,104284,132
2018-12-18$72.33$80.0027.6%7.9%26.0%98.1%27.2%4.1%-0.5%-26.8M925.8M-5.0M0.563.1940,15322,482388,477289,279
2018-12-19$70.81$80.0027.7%7.9%25.7%98.3%26.3%4.4%-1.2%-25.6M1.07B-4.6M1.183.9524,31328,585401,834295,171
2018-12-20$68.41$80.0032.1%9.3%27.3%100.0%31.5%5.2%-2.0%-21.5M1.16B-4.5M0.788.1942,54533,346411,873294,733
2018-12-21$68.06$77.5031.6%9.2%25.9%98.0%31.0%5.6%-1.6%-21.2M1.18B-4.5M1.045.2226,09927,198425,502299,682
2018-12-24$65.55$77.5043.2%10.9%26.9%100.0%36.8%-4.3%-3.0%-17.9M1.11B-4.1M0.756.6834,53425,809365,885274,247
2018-12-26$68.13$77.5033.1%9.9%31.4%68.0%34.4%5.1%-0.7%-19.0M944.5M-4.6M0.524.9739,42520,564368,508276,524
2018-12-27$68.35$77.5033.6%10.0%30.7%69.7%33.5%2.5%1.2%-16.4M898.0M-4.8M0.434.4132,08213,920379,617283,529
2018-12-28$67.88$77.5032.1%9.4%29.6%64.9%31.7%5.4%1.2%-10.3M936.7M-4.6M1.014.7130,59830,877391,800286,414
2018-12-31$68.12$77.5030.3%8.4%29.7%59.2%28.8%5.3%-0.7%-20.1M968.0M-4.5M0.672.6614,5979,821375,686290,088