XOM Options History — June 2020

In June 2020, XOM traded between $43.82 and $54.42. ATM implied volatility averaged 45.1%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded below realized volatility by 10.3% (HV 20d: 55.4%). Max pain ranged from $46.00 to $50.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.56.

Notable Days

2020-06-05: Highest Volume — 266,457 contracts
2020-06-11: Largest IV spike — 27.9% change
2020-06-11: Highest IV Rank — 41.0%
2020-06-11: Largest Expected Move — 15.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.59	$43.82	$54.42	$46.32	$44.69
Max Pain	$49.18	$46.00	$50.00	$46.00	$49.00
ATM IV	45.1%	34.9%	55.4%	39.1%	45.3%
Expected Move	12.9%	10.0%	15.7%	11.1%	12.8%
HV 20d	55.4%	45.8%	62.4%	46.7%	56.9%
HV 60d	61.0%	53.1%	70.6%	70.6%	53.1%
IV Rank	30.6%	20.3%	41.0%	24.5%	30.8%
IV Percentile	79.2%	73.0%	86.5%	74.6%	76.2%
Term Structure	-0.1%	-2.3%	1.5%	0.1%	-0.7%
VWIV	46.0%	36.3%	55.7%	41.5%	45.7%
Skew 25d	6.0%	2.9%	8.6%	8.3%	6.3%
Skew 10d	13.6%	5.3%	18.4%	18.4%	16.6%
Call IV 25d	43.7%	33.0%	54.2%	36.8%	42.9%
Put IV 25d	49.7%	39.7%	62.5%	45.2%	49.2%
Bid-Ask Spread %	4.56	2.24	20.07	3.02	3.37
Gamma HHI	0.07	0.05	0.09	0.06	0.06
Net GEX	10.0M	-4.9M	22.5M	11.9M	-328.9K
Net DEX	113.1M	-1.33B	793.0M	349.6M	689.4M
Net VEX	-9.8M	-10.8M	-8.8M	-9.5M	-8.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.33	0.96	0.48	0.69
Total Volume	109,426.182	45,290	266,457	66,027	58,947
Total OI	1,548,818.591	1,290,694	1,743,206	1,496,588	1,393,956

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2020-06-01	$46.32	$46.00	39.1%	11.1%	46.7%	24.5%	41.5%	8.3%	0.1%	11.9M	349.6M	-9.5M	0.48	3.02	44,718	21,309	817,690	678,898
2020-06-02	$47.05	$46.00	38.1%	11.0%	45.8%	23.5%	40.0%	8.6%	0.7%	16.3M	182.6M	-9.6M	0.57	2.73	50,314	28,922	829,034	686,749
2020-06-03	$49.27	$46.00	34.9%	10.0%	48.3%	20.3%	36.3%	6.7%	-0.0%	21.9M	-333.3M	-9.9M	0.43	2.59	92,814	40,258	850,202	702,555
2020-06-04	$48.71	$47.50	36.0%	11.0%	48.3%	21.4%	37.9%	7.8%	-0.4%	22.5M	-205.0M	-9.9M	0.59	2.24	58,295	34,674	864,489	717,058
2020-06-05	$52.66	$47.50	35.8%	10.3%	54.8%	21.1%	37.8%	4.8%	-0.6%	18.8M	-1.14B	-10.2M	0.46	3.06	182,570	83,887	880,157	724,740
2020-06-08	$54.42	$50.00	42.3%	11.9%	54.4%	27.7%	42.2%	3.4%	-0.1%	19.4M	-1.33B	-10.8M	0.34	3.52	180,761	61,031	865,507	735,672
2020-06-09	$53.74	$50.00	43.4%	12.4%	54.7%	28.9%	44.1%	2.9%	-0.4%	16.1M	-1.15B	-10.7M	0.51	5.13	72,578	37,372	885,601	753,921
2020-06-10	$50.84	$50.00	43.3%	12.7%	57.5%	28.8%	44.8%	3.3%	0.7%	10.8M	-467.9M	-10.6M	0.41	4.19	85,665	35,527	895,258	757,813
2020-06-11	$46.68	$50.00	55.4%	15.7%	62.3%	41.0%	55.6%	8.3%	-0.3%	3.1M	457.7M	-10.3M	0.65	9.93	104,136	67,535	909,934	765,524
2020-06-12	$47.06	$50.00	55.1%	15.5%	62.3%	40.8%	55.7%	8.4%	-1.5%	4.2M	370.7M	-10.3M	0.70	20.07	60,765	42,518	919,956	769,728
2020-06-15	$46.80	$50.00	51.2%	14.6%	62.4%	36.8%	52.8%	6.4%	-0.3%	5.6M	394.0M	-9.8M	0.85	5.72	59,844	50,942	893,081	756,730
2020-06-16	$48.00	$50.00	50.1%	14.4%	57.2%	35.6%	49.1%	6.8%	-2.3%	12.4M	84.8M	-10.2M	0.41	5.67	83,622	34,198	905,619	761,237
2020-06-17	$46.74	$50.00	49.4%	14.2%	57.0%	34.9%	50.2%	4.5%	-0.1%	10.0M	399.7M	-10.0M	0.55	3.03	66,755	37,017	933,957	781,679
2020-06-18	$46.64	$50.00	48.8%	14.0%	56.3%	34.3%	50.2%	4.7%	-0.1%	9.8M	460.0M	-9.9M	0.71	2.78	43,509	31,003	937,979	787,053
2020-06-19	$46.90	$50.00	46.1%	13.2%	55.7%	31.6%	47.3%	5.3%	0.1%	15.7M	301.0M	-9.7M	0.45	3.21	60,785	27,375	952,560	790,646
2020-06-22	$46.17	$50.00	45.9%	13.0%	56.1%	31.4%	45.9%	6.5%	-0.2%	4.1M	417.6M	-9.4M	0.33	2.32	63,804	20,736	706,647	584,047
2020-06-23	$46.66	$50.00	43.1%	12.5%	54.9%	28.6%	44.3%	4.4%	0.1%	11.9M	309.9M	-9.5M	0.44	2.54	51,407	22,424	741,163	589,678
2020-06-24	$44.75	$50.00	48.1%	13.7%	57.0%	33.6%	47.5%	5.7%	1.5%	6.1M	594.2M	-9.0M	0.55	3.13	74,763	41,086	758,004	596,913
2020-06-25	$45.06	$50.00	46.6%	13.3%	56.7%	32.1%	47.4%	5.2%	0.9%	7.4M	555.2M	-9.4M	0.96	2.70	38,426	36,747	774,023	619,104
2020-06-26	$43.82	$50.00	47.6%	13.7%	57.5%	33.1%	48.9%	6.2%	-0.1%	-4.9M	793.0M	-8.9M	0.87	6.57	39,076	33,971	781,684	639,983
2020-06-29	$44.09	$50.00	46.7%	13.3%	57.0%	32.2%	47.0%	6.9%	1.0%	-2.4M	757.1M	-8.8M	0.45	2.77	31,259	14,031	741,668	636,112
2020-06-30	$44.69	$49.00	45.3%	12.8%	56.9%	30.8%	45.7%	6.3%	-0.7%	-328.9K	689.4M	-8.9M	0.69	3.37	34,951	23,996	751,573	642,383