XOM Options History — April 2019

In April 2019, XOM traded between $79.97 and $83.31. ATM implied volatility averaged 17.5%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 3.9% (HV 20d: 13.6%). Max pain ranged from $80.00 to $81.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.85.

Notable Days

  • 2019-04-05: Highest Volume — 80,913 contracts
  • 2019-04-26: Largest IV drop — 11.3% change
  • 2019-04-15: Highest IV Rank — 23.9%
  • 2019-04-15: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.55$79.97$83.31$81.60$80.24
Max Pain$80.21$80.00$81.00$80.00$80.50
ATM IV17.5%15.0%20.3%16.2%15.0%
Expected Move5.1%4.7%5.7%4.7%4.7%
HV 20d13.6%11.2%17.8%14.3%17.4%
HV 60d15.5%14.9%17.1%16.2%15.1%
IV Rank14.8%6.4%23.9%10.4%6.4%
IV Percentile45.1%14.7%71.8%31.0%14.7%
Term Structure-0.5%-2.5%1.5%1.4%0.0%
VWIV17.7%15.1%19.5%16.7%16.3%
Skew 25d3.8%3.2%4.7%3.2%3.5%
Skew 10d7.1%5.8%8.4%6.9%5.8%
Call IV 25d15.6%13.4%18.0%14.8%13.4%
Put IV 25d19.3%16.9%21.7%18.0%16.9%
Bid-Ask Spread %3.862.735.573.143.42
Gamma HHI0.140.090.230.160.09
Net GEX34.3M-3.7M79.9M53.9M18.3M
Net DEX-442.5M-872.9M152.4M-632.1M8.7M
Net VEX-7.0M-7.3M-6.6M-6.9M-6.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.431.560.490.57
Total Volume42,642.66727,43280,91327,43235,175
Total OI655,210.238568,237733,692621,005623,542

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$81.60$80.0016.2%4.7%14.3%10.4%16.7%3.2%1.4%53.9M-632.1M-6.9M0.493.1418,4658,967327,411293,594
2019-04-02$81.31$80.0016.4%4.8%14.3%11.0%16.6%3.3%1.1%52.2M-548.6M-7.0M0.632.9417,88611,318334,217297,739
2019-04-03$81.08$80.0016.9%5.3%13.4%12.6%18.1%3.4%1.3%47.3M-497.4M-7.1M0.703.9617,06511,930339,873303,559
2019-04-04$81.91$80.0017.0%4.9%12.9%13.0%16.9%3.5%1.1%65.4M-709.7M-7.0M0.503.8125,88412,899343,051308,150
2019-04-05$82.38$80.0016.7%4.8%11.6%11.9%15.1%3.4%1.5%79.9M-858.7M-7.1M1.113.1738,33642,577352,528314,199
2019-04-08$82.91$80.0017.9%5.0%11.2%16.2%17.1%3.6%-0.7%57.5M-872.9M-7.1M0.533.1523,16312,356349,298317,482
2019-04-09$81.98$80.0018.9%5.0%12.1%19.2%17.8%3.5%-1.3%40.6M-615.6M-7.2M0.713.5417,59112,540355,165321,661
2019-04-10$81.52$80.0019.5%5.0%12.2%21.4%17.8%3.9%-2.5%30.1M-487.0M-7.2M0.973.7316,72016,234359,441327,010
2019-04-11$81.92$80.0019.1%5.1%12.2%19.9%18.5%3.7%-1.9%33.0M-619.6M-7.1M1.123.7816,80418,830365,193332,821
2019-04-12$80.81$80.0020.0%5.6%13.3%22.9%18.9%3.7%-0.4%16.0M-261.9M-7.0M1.563.5326,65141,499368,798337,095
2019-04-15$80.63$80.0020.3%5.7%12.8%23.9%19.5%4.7%-1.7%1.1M-203.8M-6.9M1.294.9117,26722,233362,281336,130
2019-04-16$81.10$80.0018.8%5.4%12.8%19.1%18.2%4.2%-1.8%686.1K-334.3M-6.8M1.373.9014,33019,607365,755343,600
2019-04-17$81.45$80.0017.1%4.9%12.2%13.3%18.3%4.1%0.1%6.3M-446.6M-6.9M0.865.5720,13317,217368,504353,117
2019-04-18$81.19$80.0017.8%5.2%12.2%15.7%18.3%3.8%-2.1%16.1M-359.1M-6.8M1.102.7322,56524,929372,084361,608
2019-04-22$83.01$80.0017.1%5.2%13.7%13.5%18.0%3.9%-0.7%53.1M-600.5M-7.0M0.564.4637,37221,079299,398268,839
2019-04-23$83.31$80.0016.5%5.0%13.1%11.5%18.3%3.5%-0.8%60.7M-667.5M-7.2M0.874.7820,28217,549314,212278,413
2019-04-24$81.94$81.0018.1%5.5%14.4%16.6%19.3%4.2%-0.8%42.4M-368.4M-7.2M0.884.5519,27616,869320,280286,074
2019-04-25$82.33$81.0017.5%5.5%14.3%14.6%18.6%4.2%-0.9%44.9M-443.7M-7.3M0.633.7324,57115,486324,478294,901
2019-04-26$79.97$81.0015.5%4.7%17.8%8.0%16.3%3.8%-0.5%-3.7M152.4M-6.7M0.965.3841,03439,456332,209301,291
2019-04-29$80.03$81.0015.8%4.9%17.8%8.9%17.5%3.9%-0.1%4.5M74.2M-6.7M0.432.9328,99612,355312,688291,726
2019-04-30$80.24$80.5015.0%4.7%17.4%6.4%16.3%3.5%0.0%18.3M8.7M-6.6M0.573.4222,45212,723324,398299,144