XOM Options History — June 2019

In June 2019, XOM traded between $71.59 and $77.56. ATM implied volatility averaged 18.7%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 1.3% (HV 20d: 20.1%). Max pain ranged from $75.00 to $77.50. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 1.06.

Notable Days

  • 2019-06-20: Highest Volume — 54,722 contracts
  • 2019-06-04: Largest IV drop — 10.4% change
  • 2019-06-03: Highest IV Rank — 28.0%
  • 2019-06-03: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.14$71.59$77.56$71.59$76.37
Max Pain$75.40$75.00$77.50$77.50$76.00
ATM IV18.7%17.1%21.5%21.5%18.7%
Expected Move5.3%4.8%6.3%6.3%4.9%
HV 20d20.1%16.7%22.0%16.7%16.8%
HV 60d17.6%16.4%18.0%16.4%18.0%
IV Rank18.9%13.3%28.0%28.0%18.7%
IV Percentile55.3%38.1%77.0%77.0%55.6%
Term Structure0.3%-0.7%1.4%-0.2%0.2%
VWIV18.5%16.8%21.6%21.6%16.8%
Skew 25d3.5%3.0%4.0%4.0%3.5%
Skew 10d7.3%6.0%11.4%8.3%11.4%
Call IV 25d17.3%15.8%19.6%19.6%17.1%
Put IV 25d20.8%18.8%23.6%23.6%20.6%
Bid-Ask Spread %2.511.755.652.615.65
Gamma HHI0.110.080.180.110.08
Net GEX2.6M-29.9M68.7M-29.6M30.3M
Net DEX198.1M-345.6M781.4M781.4M-20.0M
Net VEX-6.5M-6.7M-5.8M-5.8M-6.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.402.250.820.63
Total Volume32,723.5516,24354,72240,77732,950
Total OI683,243.55581,413755,225665,202623,087

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$71.59$77.5021.5%6.3%16.7%28.0%21.6%4.0%-0.2%-29.6M781.4M-5.8M0.822.6122,35418,423344,621320,581
2019-06-04$73.41$77.0019.3%5.5%19.5%20.6%19.7%4.0%0.1%-19.9M507.3M-6.4M0.662.4119,98713,199351,933324,960
2019-06-05$72.81$76.5019.9%5.8%19.5%22.7%20.7%3.6%-0.1%-22.1M600.3M-6.3M2.252.5411,15725,153360,179330,285
2019-06-06$74.45$75.0019.5%5.5%21.0%21.5%18.9%3.8%-0.2%-9.3M308.4M-6.7M1.442.1519,02127,425363,786334,893
2019-06-07$74.60$75.0019.0%5.4%21.0%19.8%18.7%3.6%-0.0%-5.6M274.5M-6.6M0.842.1915,48312,995371,270340,604
2019-06-10$74.91$75.0018.8%5.4%21.1%18.9%18.7%3.7%0.1%-9.3M259.8M-6.6M0.742.459,3566,887362,262335,390
2019-06-11$75.08$75.0018.5%5.3%20.7%18.0%18.3%3.6%0.2%-8.4M227.7M-6.6M0.792.0211,8469,339365,607339,879
2019-06-12$73.90$75.0019.1%5.3%21.4%20.1%18.7%3.6%-0.7%-29.9M471.9M-6.4M2.221.758,53218,979370,470343,443
2019-06-13$74.44$75.0018.7%5.3%21.3%18.8%17.5%3.2%-0.3%-21.8M358.9M-6.4M1.202.2913,79716,583372,391345,981
2019-06-14$74.56$75.0018.3%5.2%21.3%17.3%18.0%3.3%-0.4%-13.6M341.9M-6.4M1.141.9412,96114,788376,145347,314
2019-06-17$75.12$75.0017.9%5.1%21.5%16.0%17.8%3.3%1.4%-12.1M226.9M-6.3M0.832.1510,6918,888368,645340,552
2019-06-18$75.73$75.0018.3%5.3%21.7%17.3%17.7%3.4%0.6%-386.9K93.8M-6.4M0.822.4118,22114,872373,264345,684
2019-06-19$75.52$75.0018.1%5.2%21.6%16.6%18.7%3.4%0.6%-6.2M156.4M-6.4M1.972.0411,31722,281380,261353,284
2019-06-20$76.51$75.0017.1%4.8%22.0%13.3%17.9%3.2%1.3%33.3M-101.8M-6.5M1.122.5625,82328,899382,793351,183
2019-06-21$77.56$75.0017.4%4.9%19.6%14.4%18.1%3.0%0.8%68.7M-345.6M-6.7M0.912.6327,73325,109392,451362,774
2019-06-24$76.99$75.0018.2%5.0%19.9%16.9%18.1%3.1%0.5%31.8M-138.8M-6.6M1.132.3116,00818,051310,881270,532
2019-06-25$76.44$75.0018.6%5.2%18.2%18.4%18.4%3.4%1.0%23.0M-16.4M-6.6M0.512.6616,4548,351316,143277,489
2019-06-26$76.81$75.0019.0%5.1%18.0%19.7%18.5%3.5%0.1%31.7M-95.9M-6.7M0.782.9117,83613,938323,775279,316
2019-06-27$76.01$76.0019.1%5.0%18.6%20.1%17.0%3.3%0.3%20.8M71.5M-6.5M0.402.6320,5768,208330,287280,476
2019-06-28$76.37$76.0018.7%4.9%16.8%18.7%16.8%3.5%0.2%30.3M-20.0M-6.5M0.635.6520,18412,766338,487284,600