XOM Options History — January 2021

In January 2021, XOM traded between $41.49 and $50.50. ATM implied volatility averaged 40.9%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 5.6% (HV 20d: 35.3%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.50.

Notable Days

2021-01-14: Highest Volume — 304,801 contracts
2021-01-27: Largest IV spike — 9.1% change
2021-01-27: Highest IV Rank — 28.4%
2021-01-27: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.60	$41.49	$50.50	$41.49	$44.76
Max Pain	$43.16	$40.00	$45.00	$40.00	$45.00
ATM IV	40.9%	37.6%	46.3%	41.5%	44.9%
Expected Move	11.8%	10.8%	14.0%	12.1%	13.3%
HV 20d	35.3%	28.8%	41.7%	31.1%	41.7%
HV 60d	48.4%	47.7%	50.0%	47.8%	47.7%
IV Rank	23.2%	20.0%	28.4%	24.2%	26.9%
IV Percentile	51.9%	31.3%	71.8%	57.1%	65.9%
Term Structure	-0.2%	-3.3%	2.2%	2.2%	0.3%
VWIV	41.5%	38.0%	49.7%	42.9%	48.0%
Skew 25d	1.4%	0.2%	3.2%	2.1%	2.4%
Skew 10d	1.9%	-1.0%	4.6%	4.6%	1.5%
Call IV 25d	40.6%	37.4%	46.3%	42.2%	45.7%
Put IV 25d	42.0%	38.8%	49.5%	44.3%	48.1%
Bid-Ask Spread %	3.42	2.42	5.36	2.90	5.36
Gamma HHI	0.12	0.09	0.22	0.13	0.09
Net GEX	50.3M	22.1M	79.7M	31.4M	22.1M
Net DEX	-1.74B	-3.38B	-504.1M	-504.1M	-726.4M
Net VEX	-11.2M	-11.5M	-10.7M	-10.9M	-11.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.24	0.87	0.47	0.44
Total Volume	153,070.526	86,161	304,801	86,161	114,421
Total OI	1,871,080.316	1,511,852	2,218,989	1,998,819	1,726,612

Daily Data (19 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
2021-01-04	$41.49	$40.00	41.5%	12.1%	31.1%	24.2%	42.9%	2.1%	2.2%	31.4M	-504.1M	-10.9M	0.47	2.90	58,629	27,532	1,264,199	734,620
2021-01-05	$43.78	$40.00	40.8%	11.8%	33.7%	23.4%	41.7%	2.1%	1.6%	52.8M	-1.27B	-11.5M	0.37	4.21	183,114	68,277	1,280,309	748,776
2021-01-06	$44.62	$40.00	40.2%	11.3%	33.1%	22.7%	40.1%	1.2%	0.2%	68.1M	-1.57B	-11.4M	0.38	4.76	105,287	39,509	1,311,162	769,832
2021-01-07	$45.03	$40.00	37.6%	10.8%	30.9%	20.0%	38.0%	1.5%	1.6%	79.7M	-1.72B	-11.2M	0.43	3.05	107,756	46,647	1,316,594	777,096
2021-01-08	$45.53	$42.50	38.9%	11.0%	30.9%	21.4%	38.6%	1.1%	1.7%	71.0M	-1.96B	-11.2M	0.47	2.48	85,659	40,007	1,321,590	784,515
2021-01-11	$46.97	$42.50	41.9%	11.8%	31.3%	24.6%	41.7%	0.8%	-1.3%	59.3M	-2.26B	-10.9M	0.62	3.32	113,489	70,386	1,280,347	766,826
2021-01-12	$48.10	$42.50	41.4%	11.5%	31.9%	24.0%	40.2%	0.2%	-1.3%	62.2M	-2.63B	-10.9M	0.32	3.32	156,475	50,409	1,305,140	802,849
2021-01-13	$48.48	$42.50	41.1%	11.3%	28.8%	23.7%	40.3%	0.5%	0.0%	65.6M	-2.73B	-10.9M	0.40	2.64	117,289	47,128	1,321,119	822,965
2021-01-14	$50.50	$42.50	40.7%	11.2%	31.1%	23.3%	39.7%	0.6%	-1.6%	68.9M	-3.38B	-10.7M	0.40	3.86	217,697	87,104	1,323,360	839,051
2021-01-15	$47.84	$42.50	40.5%	11.2%	37.8%	23.1%	39.5%	0.3%	-3.3%	59.7M	-2.43B	-11.2M	0.76	3.34	157,358	119,585	1,356,910	862,079
2021-01-19	$48.88	$45.00	38.5%	11.0%	38.0%	21.0%	38.7%	1.0%	-0.9%	49.4M	-1.97B	-11.0M	0.62	2.63	67,176	41,826	954,596	557,256
2021-01-20	$49.55	$45.00	38.7%	11.1%	36.7%	20.7%	38.5%	1.6%	-0.9%	54.3M	-2.14B	-11.0M	0.32	2.90	91,095	28,923	971,512	574,449
2021-01-21	$48.26	$45.00	39.8%	11.5%	37.8%	21.7%	40.3%	1.9%	-1.1%	43.8M	-1.75B	-11.3M	0.58	2.42	86,246	50,397	1,001,085	590,089
2021-01-22	$47.53	$45.00	38.9%	11.2%	37.9%	20.7%	39.2%	2.1%	-0.7%	38.5M	-1.52B	-11.4M	0.58	2.66	63,630	37,016	1,027,876	615,093
2021-01-25	$46.76	$45.00	40.4%	11.9%	38.6%	22.2%	41.9%	2.1%	0.0%	35.5M	-1.33B	-11.3M	0.56	3.03	56,958	32,013	1,004,344	594,529
2021-01-26	$46.03	$45.00	42.4%	12.6%	39.0%	24.3%	44.3%	2.1%	-1.3%	31.9M	-1.13B	-11.3M	0.87	2.89	49,412	42,879	1,019,814	610,739
2021-01-27	$45.25	$45.00	46.3%	14.0%	39.8%	28.4%	49.7%	3.2%	0.5%	28.4M	-945.0M	-11.5M	0.24	5.13	95,885	22,727	1,029,836	617,951
2021-01-28	$46.08	$45.00	42.2%	12.7%	39.9%	24.1%	45.4%	0.7%	-0.0%	33.8M	-1.16B	-11.3M	0.67	4.09	76,749	51,650	1,039,972	625,434
2021-01-29	$44.76	$45.00	44.9%	13.3%	41.7%	26.9%	48.0%	2.4%	0.3%	22.1M	-726.4M	-11.5M	0.44	5.36	79,331	35,090	1,067,989	658,623