XOM Options History — May 2019

In May 2019, XOM traded between $70.70 and $79.12. ATM implied volatility averaged 17.8%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 0.2% (HV 20d: 17.6%). Max pain ranged from $77.50 to $81.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.18.

Notable Days

  • 2019-05-09: Highest Volume — 61,461 contracts
  • 2019-05-23: Largest IV spike — 22.7% change
  • 2019-05-31: Highest IV Rank — 27.7%
  • 2019-05-31: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.51$70.70$79.12$79.12$70.70
Max Pain$79.32$77.50$81.00$81.00$77.50
ATM IV17.8%15.1%21.4%15.5%21.4%
Expected Move5.2%4.4%6.2%4.9%6.2%
HV 20d17.6%15.5%19.2%18.0%15.8%
HV 60d15.6%14.9%16.5%15.1%16.5%
IV Rank15.9%6.8%27.7%8.1%27.7%
IV Percentile49.2%18.7%76.6%23.8%76.6%
Term Structure0.0%-0.4%1.0%-0.1%-0.3%
VWIV18.3%15.6%25.1%17.3%21.1%
Skew 25d3.9%3.0%5.0%3.7%4.2%
Skew 10d7.4%5.5%10.0%7.0%6.7%
Call IV 25d16.3%13.9%19.6%13.9%19.6%
Put IV 25d20.2%17.2%23.9%17.6%23.9%
Bid-Ask Spread %3.062.215.223.972.21
Gamma HHI0.100.080.120.080.11
Net GEX-16.0M-35.3M1.7M1.7M-33.3M
Net DEX560.9M275.1M912.2M275.1M912.2M
Net VEX-6.3M-6.6M-5.6M-6.6M-5.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.463.230.810.70
Total Volume42,581.27323,54361,46140,28859,773
Total OI660,020.227616,351700,145637,082667,806

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-05-01$79.12$81.0015.5%4.9%18.0%8.1%17.3%3.7%-0.1%1.7M275.1M-6.6M0.813.9722,24418,044332,826304,256
2019-05-02$77.52$80.5016.3%5.1%19.2%10.6%17.7%3.6%0.1%-18.9M540.5M-6.3M1.122.7626,54729,821337,943304,533
2019-05-03$77.85$80.5015.1%4.6%18.8%6.8%16.7%3.1%0.2%-20.6M481.1M-6.4M1.013.6616,93817,080344,915311,164
2019-05-06$77.05$80.0017.0%4.8%18.7%13.2%17.8%3.4%-0.4%-16.9M583.4M-6.2M0.863.2318,71716,109321,988306,646
2019-05-07$76.42$80.0019.8%5.4%18.5%22.4%19.9%4.6%-0.0%-15.4M653.3M-6.3M1.745.2220,47535,560328,356312,930
2019-05-08$77.09$80.0018.7%5.2%18.8%18.7%17.5%4.0%0.1%-14.4M555.5M-6.6M1.002.9027,45727,591334,417331,500
2019-05-09$76.76$80.0018.5%5.2%18.8%18.1%25.1%4.2%-0.2%-17.3M627.8M-6.6M0.683.9436,52024,941344,027340,976
2019-05-10$76.48$80.0017.0%4.8%18.5%13.1%18.4%3.7%0.0%-18.2M604.9M-6.6M0.784.7220,99416,334347,264352,096
2019-05-13$75.58$80.0019.9%5.8%18.4%22.7%18.2%4.3%0.3%-16.0M642.6M-6.4M2.002.4810,77121,558331,070331,974
2019-05-14$75.84$80.0017.9%5.4%18.6%16.1%16.8%3.8%0.7%-12.6M525.9M-6.5M0.622.9724,87315,495342,673329,164
2019-05-15$76.49$80.0016.5%4.6%18.8%11.4%17.5%3.5%-0.4%-931.4K405.1M-6.5M3.232.2413,06342,257353,030330,337
2019-05-16$76.27$80.0015.6%4.4%18.6%8.4%15.6%3.3%-0.3%-152.4K446.7M-6.5M0.852.4114,34512,207357,442336,949
2019-05-17$75.92$80.0016.2%4.8%18.6%10.3%16.4%3.0%1.0%478.4K484.9M-6.5M1.403.0419,28626,974361,730338,415
2019-05-20$75.81$80.0017.0%4.9%16.0%13.1%19.0%4.2%-0.1%-6.6M346.6M-6.6M1.413.039,77313,770310,806305,545
2019-05-21$76.24$80.0016.0%4.6%16.1%9.9%16.0%3.8%-0.0%-2.0M293.2M-6.6M0.462.8019,9159,075315,309314,360
2019-05-22$75.63$78.0016.2%4.7%15.5%10.6%16.0%3.7%0.1%-8.6M372.4M-6.6M1.382.9414,70020,344329,652317,153
2019-05-23$73.55$77.5019.9%5.7%17.3%22.8%19.4%4.6%-0.1%-27.0M661.2M-6.3M1.142.4723,32526,506332,773316,080
2019-05-24$74.09$77.5018.1%5.2%15.5%16.8%18.0%4.0%0.2%-22.0M574.5M-6.4M0.812.7923,79219,192340,475321,577
2019-05-28$72.51$77.5019.3%5.5%16.6%20.5%17.2%4.3%-0.1%-34.4M769.0M-5.9M1.102.6116,65118,263333,578319,226
2019-05-29$72.20$77.5020.5%6.0%16.4%24.8%21.0%5.0%-0.2%-34.2M786.1M-6.0M1.072.5921,88123,522338,844321,591
2019-05-30$72.01$77.5019.9%5.7%16.1%22.8%20.2%3.9%-0.3%-35.3M797.4M-5.9M1.762.3514,52025,585343,766323,283
2019-05-31$70.70$77.5021.4%6.2%15.8%27.7%21.1%4.2%-0.3%-33.3M912.2M-5.6M0.702.2135,24324,530348,008319,798