XOM Options History — September 2019

In September 2019, XOM traded between $68.52 and $73.80. ATM implied volatility averaged 18.1%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded below realized volatility by 0.1% (HV 20d: 18.2%). Max pain ranged from $71.00 to $72.50. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.67.

Notable Days

  • 2019-09-16: Highest Volume — 121,581 contracts
  • 2019-09-16: Largest IV spike — 15.6% change
  • 2019-09-03: Highest IV Rank — 26.2%
  • 2019-09-03: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.53$68.52$73.80$68.52$70.83
Max Pain$72.38$71.00$72.50$71.50$72.50
ATM IV18.1%16.6%21.0%21.0%19.6%
Expected Move5.1%4.7%6.1%6.1%5.0%
HV 20d18.2%11.4%25.1%24.1%12.9%
HV 60d18.5%18.3%18.7%18.3%18.3%
IV Rank15.9%9.9%26.2%26.2%18.6%
IV Percentile40.1%19.4%69.0%69.0%60.3%
Term Structure0.6%-0.7%2.9%0.1%1.7%
VWIV18.0%16.5%21.2%21.2%17.6%
Skew 25d3.7%2.7%4.7%4.7%4.0%
Skew 10d7.7%5.6%11.6%9.5%7.8%
Call IV 25d16.8%15.3%19.0%19.0%18.7%
Put IV 25d20.5%18.3%23.7%23.7%22.7%
Bid-Ask Spread %2.451.714.782.874.78
Gamma HHI0.090.070.110.090.09
Net GEX16.0M-4.2M37.1M-2.1M-2.1M
Net DEX233.8M-199.9M612.4M612.4M425.4M
Net VEX-5.5M-6.1M-5.1M-5.1M-5.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.171.931.160.49
Total Volume31,997.115,035121,58121,25220,777
Total OI684,502.45636,673765,438650,123650,709

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-09-03$68.52$71.5021.0%6.1%24.1%26.2%21.2%4.7%0.1%-2.1M612.4M-5.1M1.162.879,84611,406361,156288,967
2019-09-04$69.27$71.0019.4%5.5%24.4%20.9%17.9%4.3%0.3%5.4M508.7M-5.2M0.942.0919,81518,671366,048292,398
2019-09-05$70.34$72.5017.8%5.4%25.1%15.6%18.5%3.9%0.5%17.3M352.0M-5.5M0.462.0614,6006,733373,080297,098
2019-09-06$70.81$72.5017.0%5.3%24.4%13.1%17.5%3.7%0.4%21.7M274.9M-5.5M0.591.7814,2898,499378,960298,860
2019-09-09$71.45$72.5017.8%5.0%24.3%15.7%18.4%4.1%-0.5%26.5M203.3M-5.6M0.752.1617,62713,192370,899294,685
2019-09-10$71.78$72.5018.4%5.1%22.9%17.7%18.1%3.6%-0.7%24.8M169.1M-5.6M0.292.0139,16011,294376,307303,209
2019-09-11$71.83$72.5018.0%5.1%22.7%16.3%18.3%3.8%-0.4%27.2M157.9M-5.6M0.921.9519,79618,235386,762305,851
2019-09-12$72.09$72.5017.6%5.0%18.1%15.2%18.8%3.5%-0.5%29.0M122.9M-5.7M0.932.6013,33912,402394,024317,134
2019-09-13$72.62$72.5016.6%4.8%17.4%11.6%17.1%3.2%0.1%30.3M25.8M-5.7M0.521.9310,7085,520391,717316,657
2019-09-16$73.80$72.5019.1%5.4%17.5%20.1%19.5%3.4%0.1%37.1M-199.9M-6.0M0.172.68103,71517,866384,159310,624
2019-09-17$73.16$72.5019.1%5.5%17.0%20.1%18.8%3.1%0.7%36.4M-76.5M-6.1M0.531.7126,50814,046407,083317,822
2019-09-18$72.74$72.5017.5%5.0%16.9%14.8%17.4%3.2%0.1%24.1M26.6M-5.7M0.632.1317,48510,967412,351324,723
2019-09-19$72.28$72.5016.6%4.7%17.0%11.7%17.3%3.0%0.4%19.8M126.2M-5.5M1.932.8514,21727,426415,946324,070
2019-09-20$71.94$72.5016.7%4.7%17.2%12.0%17.2%3.4%0.1%18.7M272.1M-5.5M0.322.2320,6626,656420,426345,012
2019-09-23$72.20$72.5016.8%4.7%11.4%12.5%16.5%2.7%2.0%10.9M205.7M-5.4M0.362.5711,9774,368345,426291,247
2019-09-24$71.19$72.5018.5%5.3%13.0%15.0%18.4%3.5%1.1%833.7K366.5M-5.3M0.622.4816,2199,985350,658292,174
2019-09-25$71.31$72.5017.1%4.8%12.6%9.9%16.9%4.5%2.9%-631.7K366.7M-5.2M0.502.6110,0225,013357,141298,581
2019-09-26$71.05$72.5017.9%4.9%12.7%13.0%17.2%4.4%1.9%-4.2M401.6M-5.2M0.292.7312,8133,744361,807300,509
2019-09-27$71.41$72.5019.3%5.1%12.4%17.8%17.7%4.1%1.8%-1.8M334.8M-5.4M0.982.7810,25210,092363,872301,897
2019-09-30$70.83$72.5019.6%5.0%12.9%18.6%17.6%4.0%1.7%-2.1M425.4M-5.1M0.494.7813,9276,850354,904295,805