XOM Options History — May 2021

In May 2021, XOM traded between $58.32 and $62.84. ATM implied volatility averaged 29.2%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 0.8% (HV 20d: 28.3%). Max pain ranged from $50.00 to $57.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.35.

Notable Days

  • 2021-05-11: Highest Volume — 1,493,009 contracts
  • 2021-05-12: Largest IV spike — 17.0% change
  • 2021-05-12: Highest IV Rank — 32.4%
  • 2021-05-12: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.01$58.32$62.84$58.81$58.42
Max Pain$55.60$50.00$57.50$54.50$57.50
ATM IV29.2%25.7%35.4%27.6%26.6%
Expected Move8.4%7.4%9.9%8.0%7.4%
HV 20d28.3%23.3%32.5%23.3%29.5%
HV 60d29.1%27.9%31.5%31.5%27.9%
IV Rank10.3%0.0%32.4%0.0%2.7%
IV Percentile4.0%0.0%25.0%0.0%0.4%
Term Structure0.1%-1.1%1.0%0.4%-0.7%
VWIV29.6%26.3%35.2%28.1%26.3%
Skew 25d1.8%-0.6%4.1%0.3%1.3%
Skew 10d2.8%-3.6%8.3%0.1%3.3%
Call IV 25d29.2%26.5%35.0%27.6%26.5%
Put IV 25d31.0%26.3%37.4%27.9%27.8%
Bid-Ask Spread %3.231.8011.242.832.24
Gamma HHI0.140.090.200.150.18
Net GEX72.7M34.0M105.3M74.6M94.1M
Net DEX-1.88B-3.56B-1.01B-2.35B-1.12B
Net VEX-11.1M-12.3M-9.0M-9.9M-11.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.040.610.330.36
Total Volume201,983.683,9311,493,00998,19684,216
Total OI1,644,021.651,489,1401,739,2531,627,4801,628,507

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-05-03$58.81$54.5027.6%8.0%23.3%0.0%28.1%0.3%0.4%74.6M-2.35B-9.9M0.332.8373,71924,477946,950680,530
2021-05-04$59.12$55.0028.6%8.5%23.3%3.6%29.6%0.8%0.1%77.4M-2.45B-10.0M0.352.7670,42624,395960,250686,485
2021-05-05$60.91$55.0027.9%8.4%25.2%1.0%29.9%0.2%0.4%96.4M-3.04B-9.7M0.393.72164,90564,595965,813692,179
2021-05-06$61.43$50.0028.4%8.2%24.6%3.1%28.8%0.0%0.0%95.0M-3.17B-9.7M0.262.4693,65324,670980,808708,778
2021-05-07$62.41$50.0025.7%7.5%24.8%0.0%26.6%-0.6%0.5%105.3M-3.56B-9.0M0.351.80131,68746,622994,380718,983
2021-05-10$62.84$50.0027.1%7.8%24.4%4.4%28.1%4.1%0.2%98.7M-3.48B-9.1M0.214.13227,82547,056970,889689,392
2021-05-11$60.57$50.0030.2%8.6%28.8%15.1%28.0%0.9%-0.6%79.5M-2.63B-9.9M0.042.561,441,12251,8871,012,460702,349
2021-05-12$60.06$57.5035.4%9.9%27.9%32.4%35.2%2.4%-1.1%54.5M-1.38B-11.9M0.423.32184,49577,450855,951726,000
2021-05-13$59.50$57.5032.9%9.4%28.2%24.1%33.5%2.6%-0.0%43.5M-1.18B-12.3M0.612.2880,98649,355893,116770,270
2021-05-14$60.68$57.5029.7%8.6%28.6%13.3%30.5%1.9%0.6%68.3M-1.57B-12.3M0.422.4769,20529,269906,072790,703
2021-05-17$62.00$57.5029.9%8.6%29.1%14.0%31.0%2.1%-0.1%79.5M-1.98B-12.0M0.402.1671,88028,449865,765766,006
2021-05-18$60.78$57.5030.2%8.7%29.1%15.1%30.4%2.5%-0.3%68.0M-1.61B-12.0M0.391.8677,96330,013878,674773,953
2021-05-19$58.92$57.5031.8%9.1%31.5%20.5%32.9%3.4%0.5%34.0M-1.01B-12.1M0.463.0491,85942,367895,590784,555
2021-05-20$59.00$57.5029.8%8.5%31.1%13.9%30.6%2.7%0.4%38.1M-1.03B-12.2M0.292.4677,00721,976921,720798,185
2021-05-21$59.11$57.5029.3%8.3%31.1%12.1%29.7%2.7%1.0%64.4M-1.06B-12.1M0.352.4694,01132,910934,997804,256
2021-05-24$59.77$57.5027.9%8.0%31.3%7.3%28.3%2.1%0.2%70.0M-1.48B-11.8M0.372.4461,09322,838848,827640,313
2021-05-25$58.32$57.5028.6%8.2%32.5%9.8%28.8%2.2%-1.1%57.4M-1.06B-11.8M0.3611.2488,27031,750871,420647,763
2021-05-26$59.02$57.5027.9%8.0%31.0%7.2%28.3%2.5%0.8%79.3M-1.31B-11.8M0.235.4978,28418,129906,371662,964
2021-05-27$58.61$57.5027.6%7.8%30.9%6.3%27.9%1.8%0.7%76.0M-1.19B-11.8M0.332.8482,09726,761930,364667,845
2021-05-28$58.42$57.5026.6%7.4%29.5%2.7%26.3%1.3%-0.7%94.1M-1.12B-11.7M0.362.2461,81322,403949,279679,228