XOM Options History — August 2019

In August 2019, XOM traded between $67.17 and $72.73. ATM implied volatility averaged 21.1%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 0.2% (HV 20d: 20.8%). Max pain ranged from $72.00 to $75.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.82.

Notable Days

  • 2019-08-14: Highest Volume — 73,141 contracts
  • 2019-08-14: Largest IV spike — 24.9% change
  • 2019-08-14: Highest IV Rank — 38.3%
  • 2019-08-01: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.43$67.17$72.73$72.73$68.45
Max Pain$73.27$72.00$75.00$75.00$72.00
ATM IV21.1%18.5%24.6%22.2%19.5%
Expected Move6.1%5.2%7.6%7.6%5.5%
HV 20d20.8%13.9%26.3%13.9%25.2%
HV 60d18.4%16.4%20.0%16.4%18.3%
IV Rank26.5%18.0%38.3%30.4%21.4%
IV Percentile71.8%55.2%90.5%81.7%59.9%
Term Structure-0.0%-0.9%0.8%-0.9%0.1%
VWIV20.9%17.8%26.2%26.2%18.9%
Skew 25d4.6%4.0%5.3%4.5%4.0%
Skew 10d8.5%7.1%10.3%9.4%8.1%
Call IV 25d19.2%16.7%22.3%20.2%17.9%
Put IV 25d23.7%21.3%27.1%24.7%21.9%
Bid-Ask Spread %3.091.849.219.212.52
Gamma HHI0.090.080.140.080.10
Net GEX-9.7M-25.7M4.5M-13.2M4.2M
Net DEX727.9M486.9M934.5M671.9M640.1M
Net VEX-5.1M-5.5M-4.8M-5.5M-5.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.322.530.960.33
Total Volume32,695.63614,59273,14163,56623,569
Total OI659,857.591604,566696,875654,023661,315

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$72.73$75.0022.2%7.6%13.9%30.4%26.2%4.5%-0.9%-13.2M671.9M-5.5M0.969.2132,36831,198359,913294,110
2019-08-02$71.80$75.0019.4%5.9%14.3%21.2%20.5%4.8%-0.3%-25.7M851.8M-5.1M0.643.6331,12920,004370,677303,228
2019-08-05$70.23$75.0023.7%6.4%15.5%35.3%21.6%5.2%-0.4%-18.0M893.4M-4.9M1.143.4525,95029,457358,277291,033
2019-08-06$70.67$75.0022.0%6.2%15.9%29.8%20.9%5.0%-0.3%-17.7M864.7M-5.1M0.342.1219,5506,612366,210301,012
2019-08-07$70.74$75.0021.5%6.2%14.6%27.9%22.3%5.3%-0.1%-14.8M835.9M-5.1M0.643.1721,49913,720371,650300,815
2019-08-08$71.95$75.0018.5%5.2%16.5%18.0%18.0%4.4%0.7%-8.4M672.9M-5.2M0.502.9814,3297,224379,781304,041
2019-08-09$71.13$75.0019.6%5.9%16.5%21.7%20.5%4.3%0.3%-1.9M774.9M-5.2M0.603.6927,19816,252385,511307,008
2019-08-12$69.63$72.5021.7%6.2%17.6%28.7%23.2%4.8%-0.2%-14.6M813.7M-5.2M1.262.209,76612,303369,951303,600
2019-08-13$70.34$72.5019.7%5.8%18.1%22.0%18.5%4.1%0.4%-11.5M692.8M-5.4M0.462.3819,9549,120373,786301,663
2019-08-14$67.88$72.5024.6%7.0%21.3%38.3%25.3%4.8%-0.0%-17.6M917.0M-5.0M2.533.5220,73952,402382,404301,950
2019-08-15$67.17$72.5024.1%6.8%21.3%36.8%24.1%5.3%-0.4%-22.0M934.5M-4.8M0.852.3520,95417,724388,992298,378
2019-08-16$68.23$72.5021.4%6.3%22.2%27.8%20.4%4.5%0.8%-10.8M792.7M-5.0M0.381.8424,1109,155397,521299,354
2019-08-19$69.55$72.5019.4%5.6%23.8%20.9%19.3%4.6%0.2%-2.1M520.2M-5.2M0.332.8824,7798,088331,157273,409
2019-08-20$69.02$72.5019.6%5.6%23.6%21.8%20.2%4.3%0.1%-439.9K562.8M-5.2M0.873.277,8116,781346,539276,679
2019-08-21$69.60$72.5018.9%5.4%24.0%19.3%18.6%4.5%0.2%4.1M499.2M-5.3M1.623.099,90116,034349,195281,065
2019-08-22$69.74$72.5019.2%5.5%24.0%20.4%18.9%4.3%-0.1%4.5M486.9M-5.4M0.782.9010,8468,490353,623287,724
2019-08-23$67.48$72.5022.7%6.6%26.2%32.1%21.3%4.6%-0.2%-15.3M764.3M-5.0M0.653.0213,6738,843359,868291,517
2019-08-26$67.65$72.5022.5%6.5%26.0%31.2%21.7%4.7%-0.0%-11.7M728.2M-5.1M0.322.3515,0384,886350,181287,317
2019-08-27$67.26$72.5021.9%6.3%26.0%29.5%21.3%4.6%-0.1%-12.1M759.7M-5.0M0.462.2612,9415,894358,129289,308
2019-08-28$67.70$72.5021.5%6.2%26.3%28.0%17.8%4.6%0.0%-8.8M707.0M-5.1M1.742.5010,10917,553361,959290,851
2019-08-29$68.42$72.5019.4%5.5%25.5%21.1%19.3%4.0%0.1%-522.5K629.1M-5.1M0.672.6512,8048,547364,616291,550
2019-08-30$68.45$72.0019.5%5.5%25.2%21.4%18.9%4.0%0.1%4.2M640.1M-5.0M0.332.5217,7375,832367,657293,658