XOM Options History — August 2020

In August 2020, XOM traded between $39.81 and $45.05. ATM implied volatility averaged 33.0%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 2.9% (HV 20d: 30.1%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.65.

Notable Days

  • 2020-08-11: Highest Volume — 336,934 contracts
  • 2020-08-26: Largest IV spike — 10.4% change
  • 2020-08-31: Highest IV Rank — 21.6%
  • 2020-08-03: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.36$39.81$45.05$42.39$39.98
Max Pain$48.33$45.00$50.00$45.00$45.00
ATM IV33.0%31.3%36.3%34.2%36.3%
Expected Move9.5%9.0%10.2%10.2%10.2%
HV 20d30.1%25.2%35.6%35.3%27.3%
HV 60d41.8%36.1%46.3%46.3%36.1%
IV Rank18.3%16.6%21.6%19.5%21.6%
IV Percentile54.9%51.2%58.3%56.7%58.3%
Term Structure0.4%-1.0%1.3%-0.1%-0.1%
VWIV33.7%29.4%36.4%36.4%36.4%
Skew 25d4.2%2.4%5.3%3.8%4.8%
Skew 10d8.5%3.8%13.7%4.8%9.9%
Call IV 25d32.2%30.7%35.2%34.0%35.2%
Put IV 25d36.4%34.6%40.0%37.8%40.0%
Bid-Ask Spread %2.661.655.775.332.11
Gamma HHI0.110.060.380.090.11
Net GEX-13.0M-63.4M24.3M-9.9M-13.8M
Net DEX753.8M175.6M1.09B731.0M963.4M
Net VEX-7.4M-8.1M-7.0M-7.5M-7.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.241.570.560.35
Total Volume96,307.09537,622336,93466,27075,052
Total OI1,444,269.4291,351,4481,524,0451,364,9271,511,926

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-08-03$42.39$45.0034.2%10.2%35.3%19.5%36.4%3.8%-0.1%-9.9M731.0M-7.5M0.565.3342,58023,690721,134643,793
2020-08-04$43.39$45.0033.7%9.8%35.4%19.0%34.6%3.9%-0.8%-2.4M554.4M-7.5M1.115.7743,12648,053740,595657,375
2020-08-05$43.86$45.0032.2%9.4%35.6%17.5%33.2%3.9%-0.3%-4.0M470.5M-7.4M0.645.0237,09023,849751,141676,794
2020-08-06$43.55$50.0032.5%9.7%32.0%17.8%33.4%3.8%-0.0%-7.4M539.2M-7.4M0.902.3119,83317,789757,902687,612
2020-08-07$43.45$50.0031.6%9.4%31.1%16.8%33.4%2.8%-0.2%-8.8M542.0M-7.3M0.402.1058,96223,535764,018692,375
2020-08-10$44.55$50.0032.0%9.4%32.2%17.3%33.7%2.4%1.2%1.6M358.3M-7.3M0.292.1695,25027,260744,367681,727
2020-08-11$45.05$50.0031.5%9.1%30.9%16.8%29.4%3.3%1.1%24.3M175.6M-7.5M0.244.20272,02764,907776,083695,729
2020-08-12$44.00$50.0033.1%9.6%31.8%18.4%33.7%4.3%0.4%-18.6M675.0M-8.1M0.362.5955,88219,929753,726713,237
2020-08-13$43.14$50.0033.7%9.9%32.3%19.0%35.5%4.5%1.2%-27.8M839.8M-8.0M0.711.8642,75230,279760,088710,866
2020-08-14$43.05$50.0033.4%9.9%31.8%18.7%34.9%5.1%1.3%-63.4M853.0M-8.0M0.701.8726,48818,570768,374722,554
2020-08-17$42.64$50.0032.9%9.5%31.4%18.3%32.8%4.4%0.1%-11.7M770.5M-7.4M0.451.8741,77818,846754,036662,980
2020-08-18$42.33$50.0031.9%9.2%26.8%17.2%32.6%4.4%0.2%-15.1M817.5M-7.3M0.431.6531,76513,804767,392667,669
2020-08-19$41.97$50.0031.3%9.0%25.9%16.6%31.5%4.3%0.9%-20.0M889.7M-7.2M0.351.8433,89511,881773,908670,723
2020-08-20$41.56$50.0032.0%9.1%26.0%17.3%33.7%4.7%1.0%-20.2M955.8M-7.2M0.611.6836,42222,319785,295676,759
2020-08-21$41.02$50.0033.4%9.7%26.3%18.7%33.1%4.7%-1.0%-17.8M994.8M-7.1M1.191.8646,69555,643798,618678,206
2020-08-24$42.10$47.5031.9%9.2%27.9%17.2%32.9%4.7%0.6%-13.0M758.9M-7.4M0.302.2674,61122,031713,128638,320
2020-08-25$40.95$47.5031.7%9.0%29.4%17.0%31.9%4.9%0.9%-10.3M927.0M-7.1M0.692.6965,10645,201738,521647,489
2020-08-26$40.09$47.5035.0%9.9%29.6%20.3%34.8%5.3%0.6%-13.5M1.05B-7.0M0.772.2259,06945,377757,761673,119
2020-08-27$39.81$47.5035.1%9.9%25.2%20.5%35.2%4.9%0.8%-15.7M1.09B-7.1M1.062.3777,02581,916776,018694,255
2020-08-28$40.77$45.0033.7%9.5%26.9%19.1%33.7%3.9%1.1%-6.1M880.8M-7.7M1.572.0467,065105,097816,151707,894
2020-08-31$39.98$45.0036.3%10.2%27.3%21.6%36.4%4.8%-0.1%-13.8M963.4M-7.7M0.352.1155,54519,507801,033710,893