XOM Options History — January 2019

In January 2019, XOM traded between $68.76 and $72.80. ATM implied volatility averaged 24.1%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 1.8% (HV 20d: 25.8%). Max pain ranged from $72.50 to $75.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2019-01-10: Highest Volume — 51,515 contracts
  • 2019-01-04: Largest IV drop — 9.8% change
  • 2019-01-03: Highest IV Rank — 61.6%
  • 2019-01-03: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.56$68.76$72.80$69.10$72.73
Max Pain$72.62$72.50$75.00$75.00$72.50
ATM IV24.1%20.7%31.6%29.8%21.0%
Expected Move7.1%5.9%8.7%8.3%5.9%
HV 20d25.8%15.6%32.2%28.8%15.6%
HV 60d25.5%24.2%26.5%25.7%24.2%
IV Rank36.5%25.4%61.6%55.6%26.4%
IV Percentile83.2%65.5%97.6%97.2%67.9%
Term Structure-0.6%-2.1%1.1%0.9%0.1%
VWIV24.9%19.7%30.7%28.4%19.7%
Skew 25d4.7%4.0%5.2%5.2%4.8%
Skew 10d9.9%6.7%19.6%9.6%14.2%
Call IV 25d21.9%19.1%29.3%27.4%19.3%
Put IV 25d26.6%23.1%34.3%32.6%24.1%
Bid-Ask Spread %3.271.956.213.616.21
Gamma HHI0.090.070.160.090.07
Net GEX-7.2M-18.2M14.3M-17.5M10.7M
Net DEX515.0M252.5M864.2M854.6M252.5M
Net VEX-4.8M-5.2M-4.6M-4.6M-5.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.521.690.640.54
Total Volume31,518.1439,52651,51534,40747,111
Total OI622,751.238456,168732,766670,844528,570

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-01-02$69.10$75.0029.8%8.3%28.8%55.6%28.4%5.2%0.9%-17.5M854.6M-4.6M0.643.6120,97313,434381,664289,180
2019-01-03$68.76$72.5031.6%8.7%28.6%61.6%30.7%5.0%0.4%-17.3M864.2M-4.8M0.703.5319,91914,016389,232293,488
2019-01-04$71.06$72.5028.5%8.2%31.9%51.4%26.6%4.2%1.1%-12.9M596.5M-5.2M0.813.0526,18621,240396,363297,065
2019-01-07$71.73$72.5028.1%7.6%32.0%50.1%27.0%4.4%-2.1%-13.9M566.1M-5.2M0.632.525,8313,695389,118292,167
2019-01-08$72.33$72.5027.1%7.5%32.2%46.7%24.7%4.1%-1.0%-12.6M496.3M-5.2M0.553.7415,6608,614392,842297,773
2019-01-09$72.23$72.5026.2%7.3%31.2%43.5%26.2%4.7%-0.7%-13.6M518.2M-5.1M1.693.7515,70626,505395,060299,712
2019-01-10$71.99$72.5024.6%6.8%31.1%38.5%23.1%4.7%-0.9%-18.2M566.3M-5.0M1.152.9223,98127,534400,603307,869
2019-01-11$71.72$72.5023.3%6.4%31.1%33.9%23.4%4.4%-1.4%-14.8M599.7M-4.8M0.802.5916,99513,650409,655310,851
2019-01-14$71.56$72.5022.8%6.4%30.8%32.3%24.1%5.1%-0.1%-13.6M637.6M-4.7M1.623.038,45513,688405,468301,150
2019-01-15$71.73$72.5022.4%6.4%30.0%30.8%23.1%5.0%-0.2%-12.6M614.3M-4.6M0.992.4310,85510,756409,205304,659
2019-01-16$71.88$72.5022.0%6.3%29.1%29.7%22.5%4.9%-1.2%-11.4M557.9M-4.6M1.312.3011,74415,355412,540304,257
2019-01-17$72.05$72.5022.0%6.4%28.6%29.6%22.5%4.5%-0.9%-13.0M534.0M-4.7M0.873.1518,62616,295414,787309,909
2019-01-18$72.80$72.5020.7%6.1%27.7%25.5%21.8%4.0%-2.0%14.3M389.9M-4.7M0.521.9528,19814,639419,251313,515
2019-01-22$71.78$72.5022.7%7.0%25.0%31.8%24.4%4.8%0.0%-486.1K379.7M-4.6M1.014.1715,62015,724233,644222,524
2019-01-23$71.24$72.5023.3%7.2%25.1%34.0%25.9%5.1%-1.3%-5.3M436.3M-4.6M0.713.4916,50811,756242,603229,264
2019-01-24$71.37$72.5022.7%7.1%20.2%31.9%25.8%4.7%-1.1%-5.8M427.9M-4.7M0.653.6115,99510,449249,176234,322
2019-01-25$71.67$72.5021.4%6.7%15.6%27.5%23.7%4.6%-1.3%-1.2M392.9M-4.7M0.632.8722,71414,358256,509238,055
2019-01-28$71.06$72.5022.4%7.4%16.1%31.2%25.9%4.8%-0.7%-2.4M446.2M-4.6M0.673.315,7163,833253,662234,075
2019-01-29$71.65$72.5022.1%7.5%15.9%29.9%27.8%5.0%0.1%2.9M374.4M-4.8M1.062.9613,63814,437260,666239,000
2019-01-30$72.30$72.5020.7%7.0%16.1%25.4%25.7%4.5%-0.4%6.8M309.0M-5.1M0.693.4318,65312,819269,125249,198
2019-01-31$72.73$72.5021.0%5.9%15.6%26.4%19.7%4.8%0.1%10.7M252.5M-5.2M0.546.2130,56916,542275,856252,714