XOM Options History — December 2019

In December 2019, XOM traded between $67.84 and $70.31. ATM implied volatility averaged 16.6%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 0.0% (HV 20d: 16.6%). Max pain ranged from $70.00 to $72.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.83.

Notable Days

  • 2019-12-06: Highest Volume — 71,774 contracts
  • 2019-12-30: Largest IV spike — 9.6% change
  • 2019-12-31: Highest IV Rank — 30.9%
  • 2019-12-03: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.48$67.84$70.31$68.56$69.67
Max Pain$70.60$70.00$72.50$70.00$70.00
ATM IV16.6%15.1%19.6%17.3%19.6%
Expected Move4.8%4.3%5.6%5.3%5.0%
HV 20d16.6%14.3%23.7%23.7%14.5%
HV 60d20.5%19.2%21.1%20.4%19.2%
IV Rank10.0%3.3%30.9%10.8%30.9%
IV Percentile23.8%5.6%71.8%30.6%71.8%
Term Structure0.6%-0.8%2.6%0.4%-0.3%
VWIV16.8%15.2%19.1%18.5%17.2%
Skew 25d3.1%2.4%3.9%3.3%3.9%
Skew 10d6.2%4.2%8.8%6.1%8.8%
Call IV 25d15.4%14.0%18.2%16.0%18.1%
Put IV 25d18.5%17.0%22.1%19.2%22.1%
Bid-Ask Spread %2.001.232.662.522.18
Gamma HHI0.110.080.480.090.08
Net GEX4.7M-31.4M125.8M-15.6M-1.8M
Net DEX216.2M-36.6M574.7M446.2M193.2M
Net VEX-5.1M-5.3M-4.8M-4.8M-5.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.411.520.630.96
Total Volume40,005.04827,37971,77427,37935,352
Total OI718,408.333668,603776,659668,603726,021

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-12-02$68.56$70.0017.3%5.3%23.7%10.8%18.5%3.3%0.4%-15.6M446.2M-4.8M0.632.5216,78910,590343,020325,583
2019-12-03$67.84$70.0018.1%5.6%21.1%13.5%19.1%3.4%0.5%-25.1M574.7M-4.8M0.992.6115,41715,197349,912328,486
2019-12-04$68.67$70.0017.5%5.4%20.0%11.7%19.0%3.4%0.4%-11.3M413.0M-4.9M1.062.6622,69824,039353,679330,295
2019-12-05$68.49$72.5016.5%5.2%18.7%8.1%16.9%3.1%0.7%-14.3M419.3M-4.8M0.641.4919,21612,264364,339329,697
2019-12-06$69.55$72.5015.9%4.7%18.1%5.9%16.5%2.9%0.8%29.5M163.3M-5.1M0.781.5940,24831,526372,533337,035
2019-12-09$69.63$72.5016.7%4.8%15.4%8.5%16.6%3.4%0.0%2.2M187.8M-5.1M1.331.9915,39520,464363,113332,828
2019-12-10$69.12$72.5016.9%4.8%15.5%9.5%18.4%3.2%-0.2%-13.7M311.7M-5.0M1.272.3520,28625,847367,371340,936
2019-12-11$69.01$72.5017.1%4.8%14.3%10.0%17.0%3.2%-0.3%-20.3M353.1M-5.1M1.521.6017,73026,891372,627352,695
2019-12-12$70.31$70.0016.4%4.9%15.6%7.6%17.4%3.0%0.9%22.1M29.0M-5.3M0.481.6332,33815,647377,243360,645
2019-12-13$69.24$70.0016.1%4.6%16.5%6.8%16.3%2.7%-0.1%-19.3M309.0M-5.1M0.531.4927,16714,269384,830367,330
2019-12-16$69.97$70.0015.6%4.5%16.7%4.8%16.2%2.8%-0.0%-1.8M127.7M-5.0M0.412.5125,44410,443372,628361,521
2019-12-17$69.69$70.0015.5%4.5%16.4%4.6%15.9%2.6%0.3%-9.7M188.4M-5.2M0.561.2320,84011,758386,406363,608
2019-12-18$69.98$70.0015.6%4.5%16.2%4.9%15.7%2.8%0.1%6.1M90.8M-5.2M1.211.3313,41616,204393,941367,762
2019-12-19$69.31$70.0015.1%4.3%16.6%3.3%15.8%2.4%0.5%-31.4M254.3M-5.1M0.581.3217,98410,355399,375369,284
2019-12-20$70.12$70.0015.4%4.4%15.3%4.2%15.4%3.0%-0.0%125.8M-36.6M-5.2M0.921.4032,79630,174406,487370,172
2019-12-23$70.24$70.0015.4%4.4%15.3%4.4%15.2%3.1%2.1%11.5M57.8M-5.2M0.682.3718,41912,459361,306324,278
2019-12-24$69.99$70.0015.5%4.5%14.7%4.7%15.2%3.3%2.5%12.7M101.1M-5.3M0.972.2214,21813,862370,094327,087
2019-12-26$70.12$70.0016.4%4.6%14.7%11.6%15.9%3.0%2.3%19.3M76.4M-5.3M0.642.5918,19811,586377,246331,249
2019-12-27$70.06$70.0017.3%4.7%14.6%16.3%16.4%3.1%2.6%35.7M71.8M-5.3M0.882.4222,03519,417383,520335,876
2019-12-30$69.49$70.0019.0%5.0%14.6%26.9%17.3%3.6%-0.8%-2.9M208.7M-5.2M0.462.6042,01219,116373,011331,506
2019-12-31$69.67$70.0019.6%5.0%14.5%30.9%17.2%3.9%-0.3%-1.8M193.2M-5.3M0.962.1818,02117,331382,510343,511