XOM Options History — June 2021

In June 2021, XOM traded between $60.48 and $64.69. ATM implied volatility averaged 26.9%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 0.9% (HV 20d: 27.8%). Max pain ranged from $57.50 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.37.

Notable Days

  • 2021-06-17: Highest Volume — 269,425 contracts
  • 2021-06-28: Largest IV spike — 9.5% change
  • 2021-06-18: Highest IV Rank — 16.0%
  • 2021-06-18: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.59$60.48$64.69$60.48$63.09
Max Pain$59.77$57.50$60.00$57.50$60.00
ATM IV26.9%25.0%29.3%28.0%27.9%
Expected Move7.6%7.0%8.4%7.7%7.2%
HV 20d27.8%24.9%30.7%30.7%27.8%
HV 60d26.6%24.5%27.7%27.6%27.0%
IV Rank5.9%0.0%16.0%7.5%10.7%
IV Percentile3.5%0.0%10.3%3.2%10.3%
Term Structure0.4%-3.1%1.8%0.0%0.4%
VWIV27.0%24.6%30.1%27.2%25.7%
Skew 25d1.0%0.4%1.8%1.4%0.7%
Skew 10d2.5%-3.5%4.1%4.1%3.1%
Call IV 25d27.2%25.1%29.6%28.0%28.4%
Put IV 25d28.1%25.6%31.0%29.4%29.1%
Bid-Ask Spread %3.231.7717.472.282.53
Gamma HHI0.160.120.210.200.14
Net GEX108.6M63.0M150.5M106.7M78.7M
Net DEX-2.24B-3.00B-1.60B-1.85B-1.97B
Net VEX-11.7M-12.4M-11.0M-11.8M-11.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.210.620.260.62
Total Volume138,656.86462,335269,425250,89666,286
Total OI1,625,237.51,442,7471,814,6261,578,8171,501,268

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$60.48$57.5028.0%7.7%30.7%7.5%27.2%1.4%0.0%106.7M-1.85B-11.8M0.262.28198,45952,437914,215664,602
2021-06-02$60.92$57.5027.8%7.6%30.7%6.9%27.0%1.8%-3.1%119.5M-2.02B-12.2M0.4717.4797,01545,419961,916685,479
2021-06-03$61.20$60.0028.2%8.2%28.9%8.2%28.6%1.2%-0.2%123.7M-2.08B-12.4M0.371.8171,02926,566978,075702,908
2021-06-04$61.48$60.0027.2%7.8%28.8%5.0%27.8%1.4%0.3%150.5M-2.19B-12.3M0.291.9091,53026,889990,679712,776
2021-06-07$61.09$60.0026.7%7.8%28.2%3.2%27.2%1.2%0.5%105.5M-1.91B-11.9M0.492.1541,96620,369949,688703,308
2021-06-08$62.18$60.0025.8%7.5%28.9%0.1%26.8%0.7%0.5%120.9M-2.35B-11.8M0.401.9596,95038,358958,515712,147
2021-06-09$62.75$60.0026.7%7.7%25.7%3.1%27.4%1.0%0.3%121.0M-2.54B-11.7M0.251.97147,56936,707964,321726,629
2021-06-10$62.97$60.0026.1%7.6%25.4%1.1%27.1%0.7%0.4%123.3M-2.59B-11.8M0.451.81104,48547,028979,810739,184
2021-06-11$62.19$60.0025.0%7.3%25.6%0.0%25.7%0.9%0.5%111.2M-2.24B-11.7M0.302.8265,10819,602993,696749,489
2021-06-14$61.91$60.0025.4%7.3%24.9%1.3%26.3%1.3%0.5%104.0M-2.05B-11.4M0.302.0269,65420,645955,882732,041
2021-06-15$64.17$60.0026.2%7.5%26.9%4.4%27.0%0.9%0.0%126.1M-3.00B-11.0M0.261.87183,60747,237965,116736,523
2021-06-16$64.22$60.0026.6%7.6%25.6%5.9%27.4%0.9%0.3%134.7M-3.00B-11.5M0.212.27196,52441,920992,394747,055
2021-06-17$62.16$60.0027.6%7.9%25.9%9.4%28.1%1.4%0.4%101.0M-2.11B-11.8M0.262.03214,02555,4001,031,636756,492
2021-06-18$60.72$60.0029.3%8.4%27.5%16.0%30.1%1.4%0.1%63.0M-1.60B-11.7M0.401.77119,47347,2451,048,156766,470
2021-06-21$62.56$60.0026.9%7.6%29.3%6.8%27.1%0.9%1.6%82.3M-1.88B-11.7M0.2510.75118,94030,292878,213564,534
2021-06-22$63.90$60.0026.8%7.5%29.9%6.5%26.8%0.6%1.4%106.0M-2.41B-11.6M0.352.18121,15942,990904,636573,986
2021-06-23$64.26$60.0026.5%7.5%28.0%5.5%26.5%0.7%1.6%109.9M-2.52B-11.5M0.342.0185,23828,952910,918592,962
2021-06-24$64.44$60.0026.3%7.2%27.9%4.6%25.8%0.7%1.6%119.6M-2.55B-11.6M0.572.5749,18227,904918,277604,365
2021-06-25$64.69$60.0025.5%7.0%27.6%1.5%24.6%0.4%1.8%139.0M-2.69B-11.1M0.412.1159,09724,519922,888614,105
2021-06-28$62.80$60.0027.9%7.4%30.1%10.5%26.8%0.7%0.6%69.5M-1.87B-11.4M0.492.4070,20334,658874,090589,507
2021-06-29$62.73$60.0027.9%7.3%27.8%10.6%26.4%0.9%-0.3%72.7M-1.85B-11.3M0.502.3445,24322,572885,683600,591
2021-06-30$63.09$60.0027.9%7.2%27.8%10.7%25.7%0.7%0.4%78.7M-1.97B-11.1M0.622.5340,94925,337890,909610,359