XOM Options History — July 2020

In July 2020, XOM traded between $41.55 and $44.62. ATM implied volatility averaged 42.6%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 6.1% (HV 20d: 36.5%). Max pain ranged from $45.00 to $48.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.61.

Notable Days

2020-07-21: Highest Volume — 105,954 contracts
2020-07-31: Largest IV drop — 11.5% change
2020-07-13: Highest IV Rank — 34.2%
2020-07-13: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.41	$41.55	$44.62	$44.00	$41.98
Max Pain	$45.25	$45.00	$48.00	$48.00	$45.00
ATM IV	42.6%	35.9%	48.7%	44.2%	35.9%
Expected Move	12.1%	10.6%	13.4%	12.5%	10.6%
HV 20d	36.5%	31.2%	54.1%	54.1%	35.1%
HV 60d	49.5%	45.3%	53.0%	53.0%	46.2%
IV Rank	28.0%	21.3%	34.2%	29.7%	21.3%
IV Percentile	70.4%	57.9%	81.3%	75.8%	57.9%
Term Structure	-0.8%	-4.7%	2.0%	0.7%	0.3%
VWIV	42.3%	37.3%	46.4%	43.7%	37.3%
Skew 25d	6.1%	3.6%	18.0%	4.5%	4.3%
Skew 10d	9.3%	4.0%	13.3%	4.0%	5.8%
Call IV 25d	40.1%	34.3%	44.9%	41.9%	34.3%
Put IV 25d	46.2%	38.5%	58.8%	46.5%	38.5%
Bid-Ask Spread %	4.80	2.47	9.16	2.47	6.27
Gamma HHI	0.07	0.06	0.25	0.06	0.25
Net GEX	-6.4M	-38.6M	4.1M	-3.2M	-38.6M
Net DEX	772.7M	403.0M	1.18B	818.4M	888.7M
Net VEX	-8.1M	-8.8M	-7.3M	-8.6M	-7.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.24	1.20	0.88	0.60
Total Volume	67,439.136	34,324	105,954	69,104	91,365
Total OI	1,412,326.364	1,243,048	1,549,900	1,416,008	1,404,252

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
2020-07-01	$44.00	$48.00	44.2%	12.5%	54.1%	29.7%	43.7%	4.5%	0.7%	-3.2M	818.4M	-8.6M	0.88	2.47	36,856	32,248	760,883	655,125
2020-07-02	$44.16	$47.50	41.7%	11.1%	54.1%	27.1%	39.2%	3.7%	-0.3%	-1.7M	821.3M	-8.6M	0.36	3.90	51,600	18,609	771,013	668,848
2020-07-06	$44.33	$45.00	43.8%	12.5%	44.6%	29.2%	44.7%	18.0%	-0.0%	-667.1K	772.9M	-8.6M	0.24	7.76	73,731	18,056	761,936	662,349
2020-07-07	$43.25	$45.00	44.9%	12.9%	42.1%	30.3%	45.1%	6.6%	-0.7%	-5.7M	964.9M	-8.1M	1.19	5.30	32,808	38,885	770,642	668,915
2020-07-08	$43.33	$45.00	44.3%	12.8%	42.4%	29.7%	44.2%	5.9%	-3.0%	-6.7M	959.8M	-8.1M	0.29	9.16	46,402	13,377	776,404	673,197
2020-07-09	$41.55	$45.00	46.8%	13.1%	40.8%	32.3%	46.4%	7.5%	2.0%	-11.3M	1.18B	-7.6M	0.54	4.80	43,674	23,487	793,891	677,028
2020-07-10	$42.51	$45.00	45.1%	13.0%	31.2%	30.6%	45.0%	8.3%	0.0%	-10.2M	1.09B	-7.8M	0.65	3.75	36,470	23,659	804,618	683,901
2020-07-13	$42.84	$45.00	48.7%	13.4%	31.2%	34.2%	46.1%	8.0%	-3.4%	-7.6M	1.01B	-7.9M	1.20	4.29	36,192	43,503	784,792	676,273
2020-07-14	$44.06	$45.00	46.8%	12.8%	33.3%	32.2%	45.3%	5.5%	-2.3%	-4.9M	820.3M	-8.4M	0.38	4.39	62,967	24,230	795,297	707,976
2020-07-15	$44.62	$45.00	48.3%	12.8%	32.2%	33.9%	44.2%	5.0%	-4.7%	531.8K	658.5M	-8.8M	0.38	8.88	43,695	16,751	822,129	714,904
2020-07-16	$44.11	$45.00	44.9%	12.3%	31.2%	30.4%	42.7%	6.5%	-2.4%	-1.3M	787.5M	-8.5M	0.52	5.47	34,477	17,997	833,977	715,923
2020-07-17	$43.43	$45.00	44.3%	12.2%	31.5%	29.8%	41.8%	3.6%	-1.3%	-2.6M	927.4M	-8.2M	0.71	2.82	40,174	28,535	834,804	714,589
2020-07-20	$42.66	$45.00	41.6%	11.8%	31.7%	27.0%	40.7%	5.5%	-0.1%	-5.5M	659.8M	-7.8M	0.52	2.70	45,437	23,762	658,113	584,935
2020-07-21	$44.58	$45.00	39.7%	11.3%	35.8%	25.1%	38.6%	5.7%	-0.7%	4.1M	403.0M	-8.4M	0.46	3.44	72,658	33,296	678,622	603,527
2020-07-22	$43.61	$45.00	40.1%	11.5%	36.1%	25.5%	40.2%	5.3%	-0.6%	-1.9M	553.9M	-8.1M	0.53	4.43	37,658	19,992	695,263	622,310
2020-07-23	$43.50	$45.00	39.8%	11.5%	33.2%	25.2%	40.3%	5.5%	0.1%	-1.0M	582.4M	-8.1M	0.78	3.49	31,453	24,406	710,833	631,015
2020-07-24	$43.35	$45.00	40.4%	11.7%	33.0%	25.8%	41.4%	6.3%	-1.1%	-5.7M	614.0M	-8.0M	0.50	3.39	38,260	19,131	719,602	640,806
2020-07-27	$43.76	$45.00	39.6%	11.7%	31.8%	25.0%	41.0%	3.8%	-0.4%	-5.8M	546.5M	-8.0M	0.76	5.29	28,823	21,788	691,172	632,438
2020-07-28	$43.51	$45.00	38.7%	11.4%	31.7%	24.1%	40.4%	5.0%	-0.0%	-7.9M	584.8M	-7.9M	0.61	4.72	21,300	13,024	703,450	640,097
2020-07-29	$43.97	$45.00	37.0%	11.0%	31.6%	22.4%	38.5%	4.4%	0.3%	-5.2M	517.4M	-7.9M	0.51	5.15	23,531	11,955	711,058	645,170
2020-07-30	$41.98	$45.00	40.6%	12.2%	35.2%	26.0%	43.4%	4.8%	-0.8%	-17.5M	837.5M	-7.5M	0.86	3.74	47,107	40,332	718,005	651,098
2020-07-31	$41.98	$45.00	35.9%	10.6%	35.1%	21.3%	37.3%	4.3%	0.3%	-38.6M	888.7M	-7.3M	0.60	6.27	57,064	34,301	735,725	668,527