XOM Options History — October 2020

In October 2020, XOM traded between $31.64 and $35.23. ATM implied volatility averaged 46.1%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 12.2% (HV 20d: 33.9%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.55.

Notable Days

2020-10-08: Highest Volume — 195,037 contracts
2020-10-26: Largest IV spike — 10.9% change
2020-10-28: Highest IV Rank — 37.5%
2020-10-30: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.69	$31.64	$35.23	$32.97	$32.51
Max Pain	$38.14	$35.00	$40.00	$38.00	$35.00
ATM IV	46.1%	42.7%	52.0%	44.1%	51.4%
Expected Move	13.4%	11.5%	16.1%	12.1%	16.1%
HV 20d	33.9%	29.9%	38.8%	29.9%	38.8%
HV 60d	29.9%	28.6%	31.7%	30.6%	31.7%
IV Rank	31.6%	28.2%	37.5%	29.6%	37.0%
IV Percentile	74.6%	66.3%	84.5%	71.4%	83.7%
Term Structure	-0.8%	-2.9%	2.2%	1.7%	-1.5%
VWIV	46.9%	40.1%	56.7%	42.7%	56.7%
Skew 25d	4.9%	2.2%	6.6%	4.9%	4.2%
Skew 10d	9.6%	5.1%	25.5%	12.6%	7.3%
Call IV 25d	44.3%	40.6%	50.7%	42.5%	50.5%
Put IV 25d	49.2%	46.3%	54.9%	47.3%	54.7%
Bid-Ask Spread %	3.27	2.22	11.71	2.53	2.87
Gamma HHI	0.11	0.08	0.20	0.12	0.20
Net GEX	-7.8M	-28.1M	10.9M	-22.8M	-12.3M
Net DEX	1.28B	710.1M	1.76B	1.76B	1.13B
Net VEX	-8.1M	-8.9M	-7.3M	-7.3M	-8.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.21	0.97	0.44	0.52
Total Volume	112,423.091	51,430	195,037	151,948	96,087
Total OI	1,922,412.136	1,724,456	2,077,348	1,849,101	1,995,420

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
2020-10-01	$32.97	$38.00	44.1%	12.1%	29.9%	29.6%	42.7%	4.9%	1.7%	-22.8M	1.76B	-7.3M	0.44	2.53	105,569	46,379	944,664	904,437
2020-10-02	$32.97	$37.50	43.6%	11.5%	30.1%	29.0%	40.1%	6.5%	1.7%	-28.1M	1.72B	-7.3M	0.93	2.22	100,730	94,119	996,476	905,091
2020-10-05	$33.66	$40.00	43.4%	13.3%	31.6%	28.9%	45.0%	6.4%	1.0%	-14.3M	1.56B	-7.8M	0.44	11.71	52,161	23,145	1,015,566	888,455
2020-10-06	$33.49	$40.00	44.3%	13.4%	31.4%	29.8%	45.8%	6.4%	2.2%	-12.9M	1.57B	-7.9M	0.49	2.83	47,899	23,393	1,040,864	895,788
2020-10-07	$33.50	$40.00	42.7%	12.9%	31.4%	28.2%	44.3%	6.6%	2.0%	-12.9M	1.61B	-7.6M	0.45	2.44	42,404	19,165	1,046,742	897,075
2020-10-08	$35.23	$40.00	45.2%	12.8%	36.5%	30.7%	44.4%	6.5%	0.7%	-7.2M	1.23B	-8.8M	0.37	3.42	141,946	53,091	1,058,399	904,204
2020-10-09	$34.72	$40.00	45.1%	12.8%	36.7%	30.5%	45.8%	3.7%	0.8%	-8.8M	1.30B	-8.8M	0.36	2.92	105,273	37,383	1,101,928	917,720
2020-10-12	$34.65	$40.00	46.0%	12.8%	36.7%	31.5%	45.1%	4.4%	-2.5%	-8.9M	1.34B	-8.6M	0.34	2.86	47,858	16,045	1,081,411	898,040
2020-10-13	$34.25	$40.00	46.3%	12.8%	36.6%	31.8%	45.5%	4.3%	-2.7%	-8.5M	1.41B	-8.3M	0.21	3.54	61,552	13,029	1,099,463	903,181
2020-10-14	$34.19	$40.00	46.5%	12.8%	32.1%	32.0%	45.3%	4.5%	-2.4%	-8.5M	1.44B	-8.3M	0.31	2.38	39,118	12,312	1,111,614	905,160
2020-10-15	$34.32	$40.00	47.0%	13.0%	32.1%	32.5%	45.4%	3.4%	-1.6%	-7.8M	1.41B	-8.3M	0.34	2.38	89,364	30,027	1,126,696	908,165
2020-10-16	$34.18	$37.50	45.4%	12.6%	32.1%	30.8%	44.2%	2.2%	-2.9%	-332.4K	1.44B	-8.2M	0.85	2.33	57,576	49,135	1,162,247	915,101
2020-10-19	$33.56	$37.50	46.8%	13.2%	31.5%	32.3%	45.3%	4.5%	-2.8%	-7.2M	1.15B	-7.9M	0.81	2.30	59,992	48,759	950,723	773,733
2020-10-20	$33.84	$37.50	45.1%	12.9%	31.5%	30.6%	44.9%	6.1%	-2.4%	-5.5M	1.09B	-8.0M	0.97	2.34	69,197	67,003	972,123	782,138
2020-10-21	$33.27	$37.00	45.2%	13.0%	30.0%	30.7%	47.4%	4.8%	-1.8%	-6.8M	1.09B	-7.6M	0.33	3.59	125,138	41,250	990,879	752,720
2020-10-22	$34.92	$37.00	44.2%	12.8%	34.8%	29.6%	44.7%	4.6%	-2.2%	10.9M	710.1M	-8.9M	0.29	3.57	116,540	33,769	1,070,189	782,866
2020-10-23	$34.17	$37.50	43.9%	12.8%	35.5%	29.4%	45.1%	4.9%	-2.2%	3.7M	868.7M	-8.7M	0.59	3.67	44,234	25,900	1,111,167	799,863
2020-10-26	$33.24	$37.00	48.7%	14.6%	35.9%	34.2%	50.3%	4.2%	-1.5%	-1.1M	1.01B	-8.3M	0.68	3.51	53,809	36,433	1,091,717	788,576
2020-10-27	$32.94	$36.50	47.1%	14.6%	34.7%	32.6%	50.8%	5.4%	-0.1%	-2.4M	1.05B	-8.3M	0.95	2.89	38,909	36,891	1,109,584	796,694
2020-10-28	$31.64	$36.00	52.0%	16.0%	37.3%	37.5%	56.4%	4.2%	-0.2%	-8.0M	1.24B	-7.8M	0.83	3.30	62,378	52,037	1,122,000	813,032
2020-10-29	$33.00	$35.00	50.0%	15.9%	38.4%	35.6%	56.2%	4.3%	-1.3%	-2.5M	1.03B	-8.4M	0.65	2.44	94,726	61,583	1,143,515	817,641
2020-10-30	$32.51	$35.00	51.4%	16.1%	38.8%	37.0%	56.7%	4.2%	-1.5%	-12.3M	1.13B	-8.3M	0.52	2.87	63,361	32,726	1,167,949	827,471