XOM Options History — March 2019

In March 2019, XOM traded between $78.94 and $81.76. ATM implied volatility averaged 16.3%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 2.3% (HV 20d: 14.0%). Max pain ranged from $77.50 to $80.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.37.

Notable Days

  • 2019-03-04: Highest Volume — 103,903 contracts
  • 2019-03-22: Largest IV spike — 18.4% change
  • 2019-03-25: Highest IV Rank — 17.9%
  • 2019-03-04: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.36$78.94$81.76$79.59$80.72
Max Pain$79.14$77.50$80.00$77.50$80.00
ATM IV16.3%14.2%18.4%14.8%16.8%
Expected Move5.1%4.3%5.7%4.3%5.1%
HV 20d14.0%12.4%18.9%18.9%13.9%
HV 60d20.4%16.2%23.2%23.2%16.2%
IV Rank10.7%3.7%17.9%5.8%12.5%
IV Percentile29.3%7.5%51.6%11.1%38.5%
Term Structure0.4%-0.1%1.6%0.1%-0.1%
VWIV18.1%15.6%20.9%15.6%17.7%
Skew 25d3.5%2.8%4.3%2.8%3.3%
Skew 10d7.3%5.5%8.6%6.3%7.0%
Call IV 25d14.7%12.7%17.0%13.4%15.2%
Put IV 25d18.2%15.6%20.8%16.3%18.5%
Bid-Ask Spread %3.542.445.932.893.19
Gamma HHI0.130.090.390.130.14
Net GEX9.7M-134.6M49.2M46.4M26.6M
Net DEX-483.4M-693.9M-136.9M-582.7M-445.5M
Net VEX-6.8M-7.2M-6.1M-6.1M-7.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.370.733.330.910.81
Total Volume41,022.04822,879103,90346,99126,139
Total OI635,668.714565,715693,949585,733647,214

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-03-01$79.59$77.5014.8%4.3%18.9%5.8%15.6%2.8%0.1%46.4M-582.7M-6.1M0.912.8924,54322,448299,697286,036
2019-03-04$80.05$78.0017.1%5.7%13.4%13.3%20.9%3.6%-0.0%27.2M-582.2M-6.4M3.335.9323,98379,920297,985285,648
2019-03-05$79.99$79.0016.5%5.4%12.4%11.5%20.2%3.7%-0.1%-18.0M-437.7M-6.7M1.863.5718,31834,066307,823344,059
2019-03-06$78.94$79.0016.9%5.1%13.6%12.6%18.5%3.6%-0.1%-49.4M-138.5M-6.7M1.393.0923,01932,048314,416347,267
2019-03-07$80.12$79.0017.4%5.4%14.3%14.5%19.9%3.9%-0.0%-23.5M-524.6M-6.8M1.793.9322,68840,724319,950350,498
2019-03-08$78.97$79.5018.1%5.5%15.1%16.8%20.0%3.9%0.4%-134.6M-136.9M-6.8M1.472.7717,78626,145325,608367,188
2019-03-11$79.88$77.5016.2%5.1%14.2%10.4%17.3%3.7%-0.0%-2.6M-450.5M-6.6M1.114.1014,21615,848313,050318,906
2019-03-12$80.08$77.5015.6%5.0%14.2%8.3%17.5%3.2%-0.1%-547.5K-530.0M-6.5M1.023.4215,55715,866319,967326,438
2019-03-13$80.62$77.5014.7%4.9%13.6%5.5%19.2%3.1%0.3%14.6M-693.9M-6.6M1.373.4313,75818,869326,324336,559
2019-03-14$80.48$77.5014.6%4.9%13.4%5.0%16.1%3.0%0.6%10.0M-671.7M-6.4M1.873.5913,03324,329329,988343,655
2019-03-15$80.37$80.0014.2%4.8%13.5%3.7%16.8%2.8%0.8%49.2M-654.3M-6.5M1.693.9619,06932,182332,366361,583
2019-03-18$81.15$80.0014.2%4.9%13.1%3.7%16.3%3.1%1.4%43.3M-595.2M-6.6M1.162.6612,34314,294299,653266,062
2019-03-19$80.69$80.0015.4%5.0%13.0%7.8%16.1%3.4%1.0%30.6M-483.8M-6.7M1.323.8522,98730,347305,568279,884
2019-03-20$81.67$80.0015.2%4.7%13.5%7.0%17.0%3.4%1.1%27.6M-664.1M-6.9M0.733.6820,68315,201315,953301,170
2019-03-21$81.76$80.0015.2%4.7%12.7%7.2%17.1%3.5%1.2%28.9M-687.6M-7.0M1.103.0415,55417,159322,371306,420
2019-03-22$80.74$80.0018.0%5.4%13.6%16.5%18.2%3.9%1.6%29.5M-423.9M-7.2M1.514.3817,69726,635326,843316,166
2019-03-25$79.97$80.0018.4%5.5%14.1%17.9%19.5%3.8%0.2%24.6M-261.1M-7.0M1.504.109,75314,618319,070293,183
2019-03-26$80.72$80.0017.8%5.3%14.4%15.6%19.7%3.7%-0.1%28.0M-414.2M-7.1M1.152.4410,80012,399322,171300,426
2019-03-27$80.38$80.0017.5%5.3%14.3%14.7%17.6%3.8%0.4%20.5M-338.8M-7.1M0.813.0713,03310,527325,519305,766
2019-03-28$80.70$80.0017.3%5.2%14.1%14.0%17.8%4.3%0.7%24.3M-433.2M-7.0M0.783.2212,8899,990331,711308,882
2019-03-29$80.72$80.0016.8%5.1%13.9%12.5%17.7%3.3%-0.1%26.6M-445.5M-7.1M0.813.1914,47111,668335,630311,584