XOM Options History — July 2019

In July 2019, XOM traded between $74.69 and $77.60. ATM implied volatility averaged 17.9%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 4.9% (HV 20d: 13.0%). Max pain ranged from $75.00 to $77.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.75.

Notable Days

  • 2019-07-16: Highest Volume — 53,678 contracts
  • 2019-07-31: Largest IV spike — 9.5% change
  • 2019-07-31: Highest IV Rank — 22.2%
  • 2019-07-31: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.89$74.69$77.60$76.59$74.74
Max Pain$75.23$75.00$77.00$76.00$75.00
ATM IV17.9%17.1%19.8%17.4%19.8%
Expected Move5.3%4.3%6.5%4.4%6.5%
HV 20d13.0%10.7%16.5%16.5%10.7%
HV 60d17.2%15.5%18.1%17.8%15.5%
IV Rank16.2%13.4%22.2%14.5%22.2%
IV Percentile49.5%38.9%67.1%42.9%67.1%
Term Structure-0.4%-2.2%1.1%0.4%-0.7%
VWIV18.3%14.5%22.7%15.4%22.7%
Skew 25d3.7%2.4%4.8%3.2%4.7%
Skew 10d7.0%5.3%9.1%6.6%9.1%
Call IV 25d16.1%15.5%17.2%16.1%17.2%
Put IV 25d19.8%18.1%21.9%19.3%21.9%
Bid-Ask Spread %4.462.748.553.516.02
Gamma HHI0.100.080.170.090.09
Net GEX11.8M-16.6M52.2M24.1M3.2M
Net DEX168.9M-251.5M501.8M-20.7M394.9M
Net VEX-6.0M-6.4M-5.7M-6.4M-5.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.371.600.871.19
Total Volume30,546.63616,70953,67842,11936,819
Total OI646,781.409594,725709,007614,405650,032

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$76.59$76.0017.4%4.4%16.5%14.5%15.4%3.2%0.4%24.1M-20.7M-6.4M0.873.5122,50619,613332,346282,059
2019-07-02$75.58$77.0017.6%4.4%15.4%15.1%14.5%3.0%0.1%8.4M190.0M-6.2M0.822.7420,45016,800343,439286,566
2019-07-03$76.17$77.0017.3%4.3%15.1%14.1%14.9%2.9%0.9%17.3M87.1M-6.3M0.733.3211,1738,134349,291295,138
2019-07-05$76.13$75.0017.5%5.4%13.1%14.6%18.9%3.0%1.1%13.8M97.3M-6.2M0.664.2414,5909,596350,015296,744
2019-07-08$76.56$75.0017.4%5.0%13.2%14.4%17.6%3.3%-0.6%16.7M22.6M-6.2M0.373.0615,6215,733339,701291,081
2019-07-09$76.42$75.0017.7%5.0%13.2%15.5%18.4%2.9%-0.9%16.2M49.8M-6.1M0.604.1411,0336,603345,626293,275
2019-07-10$77.49$75.0017.8%5.1%14.0%15.8%18.8%3.2%-0.3%39.0M-218.2M-6.2M0.524.6020,87810,813349,160295,749
2019-07-11$77.44$75.0017.4%4.9%12.4%14.6%17.3%2.4%0.0%41.8M-198.2M-6.2M0.763.3613,0039,908357,648299,714
2019-07-12$77.60$75.0017.1%4.9%12.3%13.4%16.1%3.4%0.4%52.2M-251.5M-6.3M0.905.8614,46613,076362,242305,145
2019-07-15$77.01$75.0017.6%5.0%12.8%14.9%18.0%4.3%-0.2%12.3M-26.4M-6.1M0.473.8519,2279,131358,103305,990
2019-07-16$76.06$75.0019.1%5.5%13.5%20.2%18.1%4.2%-2.2%-2.2M208.3M-5.8M0.584.3033,94919,729364,565306,715
2019-07-17$75.51$75.0018.8%5.4%13.5%19.1%18.7%4.4%-1.4%-8.3M356.4M-5.8M0.733.6020,90615,178375,555316,652
2019-07-18$74.69$75.0018.7%5.4%14.0%18.6%19.1%4.8%0.1%-14.2M501.8M-5.7M1.054.6723,44124,535385,043317,145
2019-07-19$75.19$75.0018.2%5.3%13.3%17.2%18.3%4.0%-0.7%-16.6M341.9M-5.8M1.603.3115,48524,750390,752318,255
2019-07-22$75.08$75.0018.1%5.4%12.2%16.7%19.0%4.1%-0.4%3.8M317.9M-5.7M0.503.3516,8988,471323,869270,856
2019-07-23$75.47$75.0017.8%5.5%12.2%15.8%18.7%3.8%-0.5%12.9M232.7M-5.9M0.534.1016,6008,788332,035275,926
2019-07-24$75.45$75.0017.9%5.4%12.0%16.1%18.4%4.1%-0.9%13.7M250.5M-5.9M0.864.1423,05219,767336,445280,192
2019-07-25$74.99$75.0018.1%5.6%12.0%16.7%19.5%3.8%-0.6%6.1M358.1M-5.9M0.873.3412,35710,703346,559287,058
2019-07-26$74.90$75.0017.5%5.5%11.4%14.8%18.4%3.9%-0.7%3.5M394.4M-5.8M0.536.2219,46110,247348,830291,822
2019-07-29$75.34$75.0017.5%5.8%11.5%14.7%20.2%4.1%-0.6%7.0M308.1M-5.9M0.777.739,4217,288340,863290,543
2019-07-30$75.27$75.0018.1%6.1%11.4%16.6%21.8%4.3%-0.7%8.1M318.2M-5.9M0.618.5513,5288,299346,348294,099
2019-07-31$74.74$75.0019.8%6.5%10.7%22.2%22.7%4.7%-0.7%3.2M394.9M-5.8M1.196.0216,80520,014353,981296,051