XOM Options History — November 2019

In November 2019, XOM traded between $67.92 and $73.06. ATM implied volatility averaged 16.6%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 8.0% (HV 20d: 24.6%). Max pain ranged from $67.50 to $70.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.01.

Notable Days

  • 2019-11-07: Highest Volume — 330,801 contracts
  • 2019-11-08: Largest IV spike — 16.4% change
  • 2019-11-20: Highest IV Rank — 12.9%
  • 2019-11-14: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.66$67.92$73.06$69.49$68.19
Max Pain$69.50$67.50$70.00$70.00$70.00
ATM IV16.6%14.9%17.9%15.1%16.8%
Expected Move4.8%4.4%5.2%4.7%5.1%
HV 20d24.6%19.3%26.2%19.3%25.9%
HV 60d20.9%20.2%21.8%20.6%20.4%
IV Rank8.2%2.6%12.9%3.2%8.9%
IV Percentile19.7%2.4%39.3%4.0%19.8%
Term Structure-0.1%-0.8%0.7%0.5%0.1%
VWIV17.1%15.1%18.4%17.0%18.1%
Skew 25d2.9%1.9%4.5%2.8%2.7%
Skew 10d5.7%3.6%9.0%4.1%5.3%
Call IV 25d15.5%13.8%16.6%13.8%15.6%
Put IV 25d18.5%16.5%20.3%16.5%18.3%
Bid-Ask Spread %2.541.753.572.842.98
Gamma HHI0.100.070.190.080.09
Net GEX-12.6M-53.1M53.6M2.6M-27.0M
Net DEX387.4M-348.7M784.2M348.8M541.1M
Net VEX-4.9M-5.4M-4.2M-4.2M-4.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.062.650.430.92
Total Volume64,95114,965330,80166,07714,965
Total OI712,373.3629,050781,704716,761692,729

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-11-01$69.49$70.0015.1%4.7%19.3%3.2%17.0%2.8%0.5%2.6M348.8M-4.2M0.432.8446,16519,912379,855336,906
2019-11-04$71.59$67.5015.3%4.4%21.6%3.7%16.2%2.4%0.3%36.1M-36.9M-4.5M0.892.3459,04352,801372,465325,576
2019-11-05$73.06$67.5014.9%4.6%20.6%2.6%15.8%1.9%0.3%53.6M-348.7M-4.6M0.682.9644,88530,503386,084349,477
2019-11-06$71.42$67.5015.9%4.5%22.6%6.1%16.7%2.4%0.4%-2.0M50.1M-4.8M1.222.3329,28635,748394,824361,449
2019-11-07$72.83$67.5014.9%4.5%23.2%2.6%15.1%2.2%0.4%16.3M-283.4M-4.8M0.063.57312,51018,291401,497374,433
2019-11-08$70.85$70.0017.4%5.1%25.2%11.1%17.5%4.5%-0.1%-30.9M441.5M-5.4M0.673.3631,52521,040373,387378,531
2019-11-11$70.47$70.0016.9%5.0%25.3%9.5%17.2%3.5%0.5%-34.5M489.2M-5.1M0.862.7920,05617,244368,676367,937
2019-11-12$69.26$70.0017.5%4.9%26.1%11.5%17.9%3.6%-0.5%-47.2M707.3M-4.9M1.071.7526,96228,970376,961367,605
2019-11-13$68.84$70.0017.6%4.8%25.4%11.9%18.4%3.7%-0.8%-53.1M781.2M-4.9M2.461.8123,15356,985387,868376,599
2019-11-14$68.55$70.0017.5%5.2%25.4%11.5%17.4%3.2%0.7%-51.0M784.2M-4.9M2.122.2520,08942,616396,720375,507
2019-11-15$69.06$70.0015.8%4.4%25.4%5.5%16.1%2.9%-0.6%-29.1M672.5M-4.9M0.742.0816,13612,013402,909378,795
2019-11-18$68.42$70.0016.8%4.8%25.2%9.1%16.7%2.9%-0.4%-22.5M538.6M-4.7M0.352.5327,6539,748318,088310,962
2019-11-19$67.92$70.0017.1%4.9%25.1%10.2%17.8%3.0%-0.6%-26.7M609.7M-4.8M0.732.4115,83611,559331,295315,245
2019-11-20$68.08$70.0017.9%5.1%25.0%12.9%18.2%3.0%-0.6%-24.0M578.6M-4.9M2.032.3724,85050,362337,563321,350
2019-11-21$69.58$70.0017.6%5.1%26.2%11.8%18.3%3.0%-0.7%6.8M263.9M-5.3M0.352.5230,26810,742345,262329,820
2019-11-22$69.51$70.0017.0%4.9%26.2%9.9%17.5%3.0%-0.5%17.1M240.5M-5.2M0.962.3922,70221,797355,345326,793
2019-11-25$68.73$70.0016.9%5.0%26.2%9.3%16.9%2.9%-0.1%-11.3M441.0M-4.9M0.562.5018,81010,610342,845322,869
2019-11-26$68.56$70.0016.4%4.8%26.2%7.6%17.5%2.7%0.1%-16.3M490.3M-4.9M2.652.4410,96929,049350,368327,493
2019-11-27$68.77$70.0016.0%4.8%25.7%6.1%16.7%2.5%0.2%-9.1M437.8M-4.9M0.452.5615,9427,225354,781330,597
2019-11-29$68.19$70.0016.8%5.1%25.9%8.9%18.1%2.7%0.1%-27.0M541.1M-4.8M0.922.987,8127,153359,841332,888