XOM Options History — January 2020

In January 2020, XOM traded between $62.09 and $70.91. ATM implied volatility averaged 19.8%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 6.0% (HV 20d: 13.8%). Max pain ranged from $67.50 to $70.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2020-01-31: Highest Volume — 129,410 contracts
  • 2020-01-27: Largest IV spike — 9.4% change
  • 2020-01-31: Highest IV Rank — 69.9%
  • 2020-01-27: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.83$62.09$70.91$70.81$62.09
Max Pain$69.64$67.50$70.00$70.00$67.50
ATM IV19.8%18.6%22.3%19.0%22.3%
Expected Move5.6%4.8%6.7%4.8%6.3%
HV 20d13.8%11.9%17.3%14.9%17.3%
HV 60d18.8%18.0%19.4%19.4%18.5%
IV Rank46.0%28.0%69.9%28.0%69.9%
IV Percentile74.5%59.1%95.2%64.7%95.2%
Term Structure-0.4%-2.1%1.1%-0.1%0.5%
VWIV19.6%17.2%23.8%18.3%22.4%
Skew 25d3.0%2.4%3.5%3.5%2.4%
Skew 10d5.3%3.7%7.3%7.3%5.1%
Call IV 25d18.4%16.8%21.9%17.7%21.9%
Put IV 25d21.3%19.6%24.3%21.3%24.3%
Bid-Ask Spread %2.571.984.512.304.51
Gamma HHI0.100.080.310.090.11
Net GEX-14.1M-61.0M32.1M32.1M-33.3M
Net DEX359.2M-111.2M968.1M-95.4M968.1M
Net VEX-5.0M-5.4M-4.6M-5.3M-4.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.341.600.510.99
Total Volume57,951.76232,234129,41043,016129,410
Total OI725,001.143568,105850,475738,066723,688

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-01-02$70.81$70.0019.0%4.8%14.9%28.0%18.3%3.5%-0.1%32.1M-95.4M-5.3M0.512.3028,51814,498389,086348,980
2020-01-03$70.28$70.0019.8%5.1%14.8%32.2%18.0%3.5%-0.3%14.9M44.3M-5.4M0.342.3947,14815,864392,221353,077
2020-01-06$70.91$70.0019.6%5.7%14.9%37.8%19.5%3.4%0.5%20.4M-111.2M-5.3M0.342.5931,94510,777392,207348,630
2020-01-07$70.20$70.0019.2%5.5%14.6%36.3%19.4%3.2%1.1%6.9M54.3M-5.2M0.692.0725,93118,010403,002352,270
2020-01-08$69.42$70.0018.9%5.5%15.1%36.5%19.2%3.2%0.8%-17.5M264.6M-5.2M0.692.2533,70023,308408,866359,381
2020-01-09$69.76$70.0018.7%5.3%15.0%37.5%18.5%2.9%0.7%-7.6M157.2M-5.2M0.482.7929,28013,946420,885366,943
2020-01-10$69.23$70.0019.4%5.3%15.3%44.4%18.5%3.3%1.0%-24.5M304.0M-5.1M0.802.3817,91914,315428,807368,624
2020-01-13$69.72$70.0019.6%5.3%13.9%46.0%18.4%3.3%-1.7%-10.9M159.5M-5.0M0.442.4324,27910,761415,866360,302
2020-01-14$69.27$70.0019.6%5.2%12.9%46.0%17.9%3.1%-1.6%-16.6M266.8M-4.9M0.551.9826,45414,647426,451363,274
2020-01-15$68.98$70.0019.5%5.1%12.4%45.6%18.1%3.1%-2.0%-24.4M365.1M-4.9M0.802.4225,70120,481435,895372,666
2020-01-16$68.92$70.0018.6%5.0%12.3%37.7%17.2%3.0%-2.1%-18.9M394.4M-4.9M0.932.3434,76332,184448,249379,364
2020-01-17$68.52$70.0018.6%5.2%12.4%37.4%17.9%2.7%-0.3%-61.0M478.0M-4.8M1.602.5637,19359,527456,101394,374
2020-01-21$67.58$70.0019.1%5.4%12.8%42.5%18.6%3.1%-0.5%-11.5M331.3M-4.7M0.612.2944,08127,043290,581277,524
2020-01-22$67.24$70.0019.3%5.5%11.9%43.9%19.0%2.6%-0.8%-15.9M391.8M-4.7M0.572.7034,75119,853314,494293,308
2020-01-23$66.84$70.0019.3%5.6%11.9%44.0%19.4%2.8%-0.9%-29.8M450.1M-4.9M0.532.6238,22320,099327,174303,331
2020-01-24$66.24$70.0020.3%5.9%12.1%52.7%20.6%2.9%-1.0%-15.3M533.2M-4.9M0.532.8330,58816,230341,671310,119
2020-01-27$64.80$70.0022.2%6.7%13.8%69.0%23.8%2.9%-0.3%-18.8M624.0M-4.7M0.872.2732,97028,732325,926303,203
2020-01-28$64.78$69.0021.1%6.3%13.8%58.9%22.6%2.5%-0.3%-21.2M638.5M-4.8M0.622.5234,93421,700340,113317,277
2020-01-29$64.23$68.5020.9%6.3%13.8%57.7%21.8%2.4%-0.1%-24.5M711.7M-4.8M0.482.0931,44714,984352,541323,602
2020-01-30$64.62$67.5021.3%6.5%14.1%61.4%23.0%2.7%-0.1%-18.3M612.5M-5.1M0.863.7343,47037,323367,000327,951
2020-01-31$62.09$67.5022.3%6.3%17.3%69.9%22.4%2.4%0.5%-33.3M968.1M-4.6M0.994.5165,02764,383382,375341,313