XOM Options History — April 2021

In April 2021, XOM traded between $55.26 and $58.84. ATM implied volatility averaged 31.8%, placing in the 2.0% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 8.0% (HV 20d: 23.8%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2021-04-14: Highest Volume — 155,341 contracts
2021-04-12: Largest IV spike — 6.5% change
2021-04-12: Highest IV Rank — 7.3%
2021-04-06: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.48	$55.26	$58.84	$57.25	$57.35
Max Pain	$52.24	$50.00	$55.00	$55.00	$54.50
ATM IV	31.8%	28.0%	34.2%	32.2%	28.0%
Expected Move	9.1%	8.3%	9.6%	8.4%	8.3%
HV 20d	23.8%	18.8%	32.6%	32.6%	22.1%
HV 60d	33.4%	31.0%	36.1%	36.1%	31.2%
IV Rank	2.0%	0.0%	7.3%	1.9%	0.0%
IV Percentile	4.1%	0.0%	12.3%	4.8%	0.0%
Term Structure	-0.3%	-2.1%	2.4%	0.7%	-0.5%
VWIV	31.8%	28.9%	35.4%	29.3%	28.9%
Skew 25d	1.2%	0.3%	2.0%	1.1%	1.0%
Skew 10d	1.9%	-0.6%	3.6%	3.6%	0.1%
Call IV 25d	31.3%	28.1%	33.2%	32.7%	28.1%
Put IV 25d	32.6%	29.1%	34.2%	33.8%	29.1%
Bid-Ask Spread %	6.40	2.80	14.21	2.80	3.69
Gamma HHI	0.09	0.07	0.14	0.10	0.14
Net GEX	51.0M	35.7M	79.4M	61.7M	73.9M
Net DEX	-1.83B	-2.43B	-1.29B	-2.26B	-1.91B
Net VEX	-10.3M	-11.3M	-9.9M	-11.3M	-9.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.27	0.74	0.32	0.29
Total Volume	85,553.143	52,339	155,341	117,304	118,968
Total OI	1,725,938.762	1,484,307	1,924,376	1,823,979	1,682,761

Daily Data (21 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
2021-04-01	$57.25	$55.00	32.2%	8.4%	32.6%	1.9%	29.3%	1.1%	0.7%	61.7M	-2.26B	-11.3M	0.32	2.80	88,802	28,502	1,042,999	780,980
2021-04-05	$56.59	$50.00	32.5%	9.6%	28.9%	2.4%	33.7%	1.1%	2.4%	48.2M	-2.01B	-11.0M	0.55	4.68	33,724	18,615	1,015,792	772,370
2021-04-06	$56.44	$50.00	32.4%	9.6%	28.7%	2.3%	33.4%	0.9%	2.2%	46.7M	-1.96B	-10.9M	0.34	4.66	50,417	17,072	1,028,951	784,302
2021-04-07	$56.56	$50.00	32.3%	9.3%	28.4%	2.6%	33.0%	2.0%	0.9%	52.0M	-2.01B	-11.0M	0.31	13.94	43,625	13,725	1,045,673	789,145
2021-04-08	$55.89	$50.00	31.7%	9.2%	26.1%	0.9%	32.3%	0.8%	1.3%	39.7M	-1.78B	-10.8M	0.57	4.28	43,728	24,952	1,052,821	795,652
2021-04-09	$55.84	$52.50	32.1%	9.2%	26.1%	2.0%	32.1%	1.1%	1.6%	41.3M	-1.75B	-10.7M	0.38	3.38	45,173	17,287	1,062,001	809,338
2021-04-12	$55.47	$52.50	34.2%	9.1%	25.6%	7.3%	35.4%	1.1%	-1.2%	37.3M	-1.63B	-10.4M	0.59	3.84	64,935	38,024	1,039,137	802,618
2021-04-13	$55.68	$52.50	32.3%	8.9%	24.5%	2.4%	31.8%	1.2%	-1.2%	41.7M	-1.71B	-10.2M	0.54	14.04	58,479	31,506	1,055,294	816,164
2021-04-14	$57.16	$52.50	33.2%	9.1%	25.9%	4.7%	31.5%	1.2%	-2.0%	65.5M	-2.29B	-10.3M	0.32	14.21	117,250	38,091	1,060,902	825,751
2021-04-15	$57.06	$52.50	31.9%	8.8%	25.9%	1.5%	31.4%	0.3%	-2.1%	62.9M	-2.27B	-10.1M	0.27	4.54	52,528	14,164	1,076,664	834,060
2021-04-16	$56.62	$52.50	31.6%	8.7%	20.5%	0.7%	30.3%	0.6%	-2.1%	51.3M	-2.11B	-10.1M	0.41	3.91	54,129	22,216	1,085,137	839,239
2021-04-19	$56.36	$52.50	31.8%	9.0%	20.4%	1.3%	31.4%	1.4%	-0.8%	46.7M	-1.57B	-9.9M	0.46	4.37	54,952	25,502	862,095	622,212
2021-04-20	$55.26	$52.50	33.2%	9.5%	21.1%	4.9%	33.1%	1.6%	-0.9%	37.2M	-1.29B	-10.1M	0.74	4.91	47,691	35,386	884,014	635,311
2021-04-21	$56.03	$52.50	32.2%	9.2%	21.0%	2.3%	32.0%	1.4%	-0.8%	45.1M	-1.49B	-10.2M	0.36	7.77	45,666	16,648	899,259	656,123
2021-04-22	$55.45	$52.50	32.4%	9.3%	20.1%	3.3%	32.5%	1.6%	-0.2%	35.7M	-1.32B	-10.0M	0.57	7.66	44,623	25,580	909,712	661,893
2021-04-23	$55.65	$52.50	31.4%	9.0%	20.2%	0.4%	30.8%	1.4%	0.1%	38.4M	-1.39B	-10.1M	0.35	7.90	43,859	15,183	921,114	675,607
2021-04-26	$55.74	$52.50	31.1%	9.0%	18.8%	0.0%	31.2%	1.8%	-1.2%	39.6M	-1.41B	-9.9M	0.33	6.85	58,624	19,074	893,112	662,205
2021-04-27	$56.57	$52.50	30.7%	9.0%	19.6%	0.0%	31.1%	1.3%	-1.4%	53.3M	-1.70B	-10.0M	0.51	6.04	35,378	17,970	930,935	670,649
2021-04-28	$58.27	$52.50	30.9%	9.1%	21.8%	0.6%	31.8%	1.4%	-0.9%	72.6M	-2.23B	-10.1M	0.30	5.74	105,390	31,106	941,641	677,541
2021-04-29	$58.84	$52.50	29.8%	9.0%	21.2%	0.0%	31.5%	1.1%	-1.1%	79.4M	-2.43B	-10.0M	0.33	5.14	103,646	34,426	956,322	687,218
2021-04-30	$57.35	$54.50	28.0%	8.3%	22.1%	0.0%	28.9%	1.0%	-0.5%	73.9M	-1.91B	-9.9M	0.29	3.69	92,144	26,824	982,086	700,675