XOM Options History — February 2020

In February 2020, XOM traded between $50.32 and $62.66. ATM implied volatility averaged 25.2%, placing in the 69.2% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 2.7% (HV 20d: 27.9%). Max pain ranged from $60.00 to $67.50. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.69.

Notable Days

  • 2020-02-27: Highest Volume — 196,557 contracts
  • 2020-02-28: Largest IV spike — 33.3% change
  • 2020-02-24: Highest IV Rank — 100.0%
  • 2020-02-28: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.63$50.32$62.66$60.65$50.32
Max Pain$63.29$60.00$67.50$67.50$60.00
ATM IV25.2%19.6%53.2%22.0%53.2%
Expected Move7.5%5.4%17.1%6.5%17.1%
HV 20d27.9%17.3%36.8%18.3%36.4%
HV 60d20.7%18.0%25.3%18.4%25.3%
IV Rank69.2%46.0%100.0%66.7%100.0%
IV Percentile90.1%75.4%100.0%92.9%100.0%
Term Structure-0.5%-3.8%0.9%-0.0%-3.8%
VWIV26.4%19.0%62.5%22.1%62.5%
Skew 25d2.7%1.4%7.1%2.8%4.2%
Skew 10d4.8%2.3%14.9%4.2%14.9%
Call IV 25d24.8%19.3%56.6%21.5%56.6%
Put IV 25d27.5%21.3%60.8%24.4%60.8%
Bid-Ask Spread %2.341.616.791.936.79
Gamma HHI0.140.090.220.150.09
Net GEX-17.9M-31.6M1.2M-28.7M-10.5M
Net DEX895.8M555.3M1.47B1.02B1.25B
Net VEX-5.9M-7.0M-4.5M-4.5M-6.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.251.141.020.87
Total Volume108,661.57950,282196,557144,987174,926
Total OI926,448.789716,4271,116,750716,4271,116,750

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-02-03$60.65$67.5022.0%6.5%18.3%66.7%22.1%2.8%-0.0%-28.7M1.02B-4.5M1.021.9371,61573,372373,928342,499
2020-02-04$59.91$67.5021.3%6.0%17.3%61.4%20.9%2.3%-0.2%-30.1M1.07B-4.5M0.712.1452,72237,251405,356365,437
2020-02-05$62.66$67.5019.7%5.4%25.6%47.6%19.0%2.3%0.1%-10.9M607.7M-5.1M0.561.9981,31145,142424,042376,052
2020-02-06$61.93$67.5019.8%5.6%25.6%47.9%19.8%2.0%-0.1%-14.7M744.2M-5.3M0.651.8934,48922,389440,015388,666
2020-02-07$61.52$65.0019.6%5.5%25.3%46.0%19.5%1.9%0.1%-27.3M824.9M-5.1M0.771.8250,60339,175449,338396,104
2020-02-10$59.91$65.0021.0%6.0%26.3%58.6%21.2%3.1%-0.0%-31.6M1.01B-5.5M0.451.6153,37724,015432,693399,499
2020-02-11$60.44$65.0022.1%6.5%26.4%67.4%23.4%1.7%0.8%-18.7M772.4M-6.0M0.252.7892,25223,096459,454390,498
2020-02-12$61.28$62.5021.6%6.3%27.5%63.2%22.5%1.7%0.4%1.2M555.3M-6.5M0.362.2188,75331,639509,150404,428
2020-02-13$60.81$62.5021.8%6.4%27.5%65.0%22.6%1.5%0.9%-838.1K587.0M-7.0M0.552.0332,52017,762570,624420,037
2020-02-14$60.60$62.5020.6%5.9%27.4%55.3%21.1%1.4%0.0%-17.4M647.1M-6.7M0.331.7439,82612,952577,591421,160
2020-02-18$59.85$62.5021.1%6.0%27.5%59.4%22.0%1.5%-0.3%-24.0M782.5M-6.4M0.511.7857,08628,860558,611409,968
2020-02-19$60.44$62.5020.4%5.9%28.0%53.3%20.7%1.4%-0.4%-13.5M632.5M-6.6M1.111.9438,04842,321576,242423,259
2020-02-20$59.90$62.5021.1%6.1%28.0%59.1%21.3%1.7%-0.4%-29.0M734.8M-6.6M0.471.9144,98421,141587,228426,240
2020-02-21$59.22$62.5022.3%6.4%28.1%69.5%22.7%2.2%-0.4%-5.5M882.8M-6.5M0.872.1348,09641,751602,944429,199
2020-02-24$56.60$60.0027.4%8.1%31.3%100.0%28.2%3.0%-0.7%-16.4M975.7M-6.1M0.852.2774,20462,920533,021384,291
2020-02-25$54.32$60.0032.5%9.7%33.2%100.0%34.0%4.6%-2.3%-18.2M1.18B-5.7M1.052.9090,69495,174549,670402,840
2020-02-26$53.17$60.0031.6%9.8%33.3%95.4%35.1%4.7%-1.1%-23.7M1.28B-5.8M1.142.3457,78465,763567,271427,165
2020-02-27$50.36$60.0040.0%12.4%36.8%100.0%42.1%7.1%-2.1%-20.3M1.47B-5.5M0.642.29120,17076,387606,590454,667
2020-02-28$50.32$60.0053.2%17.1%36.4%100.0%62.5%4.2%-3.8%-10.5M1.25B-6.9M0.876.7993,42781,499649,566467,184