XOM Options History — October 2019

In October 2019, XOM traded between $66.83 and $69.58. ATM implied volatility averaged 21.7%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 2.0% (HV 20d: 19.7%). Max pain ranged from $70.00 to $72.50. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.82.

Notable Days

  • 2019-10-30: Highest Volume — 51,195 contracts
  • 2019-10-02: Largest IV spike — 12.2% change
  • 2019-10-08: Highest IV Rank — 40.3%
  • 2019-10-03: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.43$66.83$69.58$69.08$67.52
Max Pain$71.80$70.00$72.50$72.50$70.00
ATM IV21.7%18.6%25.9%21.8%19.4%
Expected Move6.4%5.7%7.1%5.7%6.8%
HV 20d19.7%16.0%21.4%16.0%17.2%
HV 60d20.3%18.9%21.1%18.9%20.0%
IV Rank26.1%15.1%40.3%26.2%18.2%
IV Percentile72.1%45.2%92.1%74.6%56.3%
Term Structure-0.7%-4.2%1.7%1.5%-0.4%
VWIV22.3%19.3%24.8%19.3%23.1%
Skew 25d3.8%-2.1%4.9%3.9%3.9%
Skew 10d6.1%1.5%7.5%1.5%6.2%
Call IV 25d19.5%16.9%23.2%20.3%17.8%
Put IV 25d23.3%17.2%27.5%24.2%21.6%
Bid-Ask Spread %3.581.8414.142.424.70
Gamma HHI0.090.070.140.100.10
Net GEX-15.3M-30.0M5.7M-16.6M-24.3M
Net DEX656.6M436.9M893.8M674.8M727.7M
Net VEX-4.6M-5.0M-4.3M-4.8M-4.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.311.900.880.55
Total Volume29,697.78314,74651,19535,08145,388
Total OI684,468.609623,729722,095662,915698,994

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$69.08$72.5021.8%5.7%16.0%26.2%19.3%3.9%1.5%-16.6M674.8M-4.8M0.882.4218,70516,376361,865301,050
2019-10-02$67.16$72.5024.4%6.5%18.5%35.4%22.4%4.1%1.7%-21.5M879.9M-4.6M0.672.2922,32114,945364,049304,563
2019-10-03$67.74$72.5024.2%7.1%17.8%34.5%24.5%4.0%1.6%-20.8M801.4M-4.7M0.792.1121,39316,948370,791309,021
2019-10-04$68.83$72.5022.0%6.3%18.7%27.0%22.6%4.9%1.3%-16.6M671.4M-5.0M0.731.8415,98211,651378,448317,233
2019-10-07$68.26$72.5023.6%6.8%18.4%32.6%22.6%4.3%-0.4%-18.7M744.8M-4.8M0.761.9811,4518,720372,042315,176
2019-10-08$66.83$72.5025.9%7.0%19.4%40.3%24.8%4.3%-2.0%-22.0M893.8M-4.6M0.762.2816,22012,298376,474316,154
2019-10-09$67.38$72.5024.8%6.8%19.8%36.8%23.5%4.5%-1.7%-20.1M828.0M-4.7M0.8014.1411,6729,354382,300321,316
2019-10-10$68.23$72.5024.6%6.7%20.4%35.9%22.1%4.1%-1.3%-15.3M687.7M-4.8M0.522.6713,5927,029385,476320,489
2019-10-11$69.19$72.5023.6%6.2%21.0%32.6%22.2%-2.1%-4.2%-8.2M546.3M-4.9M0.5813.2418,44210,723391,088323,920
2019-10-14$69.16$72.5021.5%6.1%19.8%25.3%21.4%4.4%-0.1%-12.7M594.1M-4.7M0.431.9316,0206,959380,294318,759
2019-10-15$69.48$72.5020.6%5.9%19.9%22.0%20.8%4.6%0.0%-8.5M527.9M-4.7M0.842.3714,86312,518386,361320,038
2019-10-16$68.26$72.5022.2%6.4%20.6%27.7%22.7%4.2%-2.4%-17.5M717.0M-4.5M0.962.3312,82312,368390,917324,244
2019-10-17$68.19$72.5021.3%6.2%20.6%24.7%21.2%3.9%-1.7%-21.2M731.1M-4.4M1.902.718,01215,211393,496328,599
2019-10-18$67.76$72.5021.6%6.3%20.6%25.7%22.0%4.2%-2.1%-30.0M739.7M-4.4M1.831.9114,36926,232395,815324,096
2019-10-21$68.67$72.5020.9%6.3%21.3%23.1%21.7%3.9%-1.0%-15.2M573.8M-4.4M0.312.5120,1666,220323,970299,759
2019-10-22$69.30$72.5020.3%6.1%21.2%21.0%22.0%3.7%-1.1%-5.5M465.2M-4.6M1.032.7819,45019,988335,908302,684
2019-10-23$69.58$71.5019.6%6.0%21.3%18.7%21.8%4.1%-1.0%-4.5M436.9M-4.6M1.042.7918,85619,549344,791311,210
2019-10-24$69.12$70.0019.7%6.2%21.4%19.0%20.8%3.9%-1.2%-8.9M502.5M-4.5M0.522.5216,7678,698353,001312,754
2019-10-25$69.41$70.0018.6%5.9%21.3%15.1%20.6%3.9%-1.2%5.7M445.3M-4.5M0.642.739,0085,738359,820318,089
2019-10-28$68.67$70.0019.8%6.7%21.4%19.3%23.4%3.6%-0.0%-13.0M572.3M-4.4M0.933.6212,55011,640348,392310,725
2019-10-29$68.47$70.0019.8%7.0%19.6%19.5%23.7%3.7%-0.4%-14.6M601.7M-4.4M0.643.1312,5768,063353,718315,316
2019-10-30$67.51$70.0019.8%7.0%17.5%19.5%24.5%3.7%-0.2%-21.7M738.8M-4.3M0.813.2628,24822,947360,606318,967
2019-10-31$67.52$70.0019.4%6.8%17.2%18.2%23.1%3.9%-0.4%-24.3M727.7M-4.3M0.554.7029,28316,105369,004329,990