XOM Options History — February 2019

In February 2019, XOM traded between $73.74 and $79.44. ATM implied volatility averaged 16.1%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 2.8% (HV 20d: 18.9%). Max pain ranged from $72.50 to $78.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.73.

Notable Days

  • 2019-02-01: Highest Volume — 112,653 contracts
  • 2019-02-07: Largest IV spike — 10.2% change
  • 2019-02-08: Highest IV Rank — 17.9%
  • 2019-02-08: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$76.71$73.74$79.44$75.70$78.99
Max Pain$75.11$72.50$78.00$72.50$77.50
ATM IV16.1%14.9%18.4%17.2%15.4%
Expected Move4.6%4.3%5.4%5.0%4.6%
HV 20d18.9%17.8%20.2%20.2%18.8%
HV 60d24.8%23.6%25.8%25.7%23.6%
IV Rank10.2%6.2%17.9%13.8%7.6%
IV Percentile23.2%11.5%43.7%31.7%17.9%
Term Structure0.2%-0.4%0.7%-0.0%0.2%
VWIV16.6%14.8%19.3%17.4%15.9%
Skew 25d3.0%2.6%3.4%3.3%3.0%
Skew 10d6.1%5.1%7.9%5.6%6.0%
Call IV 25d15.0%13.8%16.8%15.9%14.0%
Put IV 25d18.0%16.6%19.7%19.2%17.0%
Bid-Ask Spread %2.901.934.214.213.16
Gamma HHI0.130.070.650.090.13
Net GEX38.2M7.7M200.1M35.1M28.9M
Net DEX-202.5M-524.2M257.1M-216.5M-444.9M
Net VEX-5.8M-6.2M-5.3M-5.4M-6.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.282.840.391.40
Total Volume45,130.78920,408112,653112,65330,378
Total OI560,445.684502,134598,032547,429567,904

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-02-01$75.70$72.5017.2%5.0%20.2%13.8%17.4%3.3%-0.0%35.1M-216.5M-5.4M0.394.2181,27331,380288,303259,126
2019-02-04$74.81$72.5017.1%4.9%18.1%13.5%17.3%3.4%-0.1%22.2M60.2M-5.3M0.383.1033,56312,865285,793256,931
2019-02-05$75.31$72.5016.2%4.7%17.9%10.5%16.3%2.9%0.4%33.4M-33.7M-5.4M0.522.8822,29511,550301,272263,984
2019-02-06$75.30$72.5015.8%4.6%17.8%9.0%16.3%2.9%0.4%33.7M-25.4M-5.4M0.492.6216,4668,074305,988266,815
2019-02-07$74.66$72.5017.4%4.9%18.2%14.3%19.3%3.0%-0.3%21.5M100.7M-5.5M0.283.1461,45317,180310,127272,150
2019-02-08$73.74$75.0018.4%5.4%18.8%17.9%18.3%2.9%0.7%7.7M257.1M-5.5M0.522.6023,47712,292301,338279,725
2019-02-11$74.08$75.0017.3%4.9%18.7%14.0%17.3%3.3%0.7%13.5M200.5M-5.4M0.342.3518,5246,256285,964268,541
2019-02-12$75.27$75.0016.4%4.7%19.3%10.9%16.0%3.0%0.1%35.6M-19.5M-5.6M0.332.6225,9108,599293,245270,408
2019-02-13$76.05$75.0016.8%4.8%19.5%12.4%16.7%3.2%-0.4%45.9M-178.2M-5.7M1.052.0527,00928,430298,647270,432
2019-02-14$76.38$75.0015.7%4.5%19.5%8.8%16.7%3.0%0.6%41.1M-202.6M-5.8M0.531.9325,17813,373303,468282,932
2019-02-15$77.47$75.0015.8%4.5%19.9%9.2%15.9%2.9%0.2%200.1M-427.0M-5.9M0.452.0935,66616,032310,250287,782
2019-02-19$78.27$75.0015.7%4.5%19.9%8.7%17.2%2.8%0.0%37.4M-420.5M-5.9M0.982.9538,01637,416259,021243,113
2019-02-20$78.56$77.0015.5%4.4%18.8%8.1%15.6%2.8%0.0%33.2M-455.3M-6.0M0.652.9924,45015,900277,681263,500
2019-02-21$77.72$75.0016.1%4.6%19.1%9.9%16.5%2.8%0.0%25.4M-305.1M-6.1M0.863.0323,84020,385286,808259,754
2019-02-22$78.33$77.0015.0%4.3%19.1%6.5%14.8%2.6%0.2%31.1M-432.2M-6.1M0.433.3821,6319,291294,690264,920
2019-02-25$78.62$77.0015.0%4.3%19.1%6.6%15.9%2.8%0.3%34.9M-407.9M-6.0M2.843.5011,98634,059281,055253,766
2019-02-26$78.77$78.0015.0%4.3%18.5%6.4%15.6%2.9%0.2%14.3M-372.3M-6.2M0.793.2411,3809,028284,456283,062
2019-02-27$79.44$78.0014.9%4.3%18.5%6.2%15.7%2.9%0.3%30.0M-524.2M-6.2M0.703.2619,31813,562288,283277,234
2019-02-28$78.99$77.5015.4%4.6%18.8%7.6%15.9%3.0%0.2%28.9M-444.9M-6.2M1.403.1612,64517,733294,034273,870