XOM Options History — July 2021

In July 2021, XOM traded between $55.09 and $63.27. ATM implied volatility averaged 31.0%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 1.9% (HV 20d: 29.0%). Max pain ranged from $58.00 to $60.00. 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

  • 2021-07-06: Highest Volume — 192,597 contracts
  • 2021-07-19: Largest IV spike — 16.3% change
  • 2021-07-19: Highest IV Rank — 44.5%
  • 2021-07-19: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.10$55.09$63.27$63.27$57.51
Max Pain$59.76$58.00$60.00$60.00$58.00
ATM IV31.0%27.1%37.0%27.8%28.6%
Expected Move8.8%6.7%10.4%7.1%8.4%
HV 20d29.0%27.2%30.5%27.7%30.5%
HV 60d28.5%26.8%30.3%27.0%28.9%
IV Rank22.0%7.5%44.5%10.1%13.1%
IV Percentile21.3%6.3%52.4%7.9%13.1%
Term Structure-0.2%-2.4%3.1%0.5%0.1%
VWIV31.0%24.0%36.9%25.4%29.0%
Skew 25d2.3%-3.0%4.8%0.6%2.8%
Skew 10d5.3%1.4%11.9%1.4%4.1%
Call IV 25d30.3%27.3%35.2%28.2%28.0%
Put IV 25d32.6%27.5%39.3%28.8%30.8%
Bid-Ask Spread %3.302.285.122.492.82
Gamma HHI0.100.070.150.150.09
Net GEX36.3M2.3M94.0M85.7M33.7M
Net DEX-835.5M-1.99B82.4M-1.98B-566.9M
Net VEX-10.7M-11.2M-10.0M-11.2M-10.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.260.870.280.34
Total Volume110,927.71457,072192,597123,042148,230
Total OI1,491,2971,290,8511,650,5591,519,2901,462,024

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$63.27$60.0027.8%7.1%27.7%10.1%25.4%0.6%0.5%85.7M-1.98B-11.2M0.282.4996,37026,672896,495622,795
2021-07-02$63.19$60.0027.1%6.7%27.7%7.5%24.0%0.2%0.8%94.0M-1.99B-11.1M0.262.2976,66319,869917,857624,068
2021-07-06$61.41$60.0029.6%8.7%29.6%17.0%30.8%1.2%2.6%46.9M-1.33B-10.9M0.482.89129,71562,882883,141610,236
2021-07-07$60.49$60.0029.2%8.8%29.3%15.6%30.9%1.9%3.1%34.7M-1.00B-11.1M0.385.12108,60340,886912,447638,782
2021-07-08$59.94$60.0031.3%9.1%29.2%23.2%32.0%2.5%2.1%29.5M-818.1M-11.1M0.562.7266,19337,232931,081651,330
2021-07-09$61.16$60.0029.9%8.8%30.2%18.0%30.2%1.9%2.5%59.0M-1.37B-11.0M0.482.5065,49031,625942,019644,022
2021-07-12$61.19$60.0031.3%8.7%29.9%23.1%31.2%2.8%-0.7%54.7M-1.39B-10.7M0.872.2852,51845,461911,808629,889
2021-07-13$60.90$60.0031.4%8.7%29.9%23.5%31.1%-3.0%-1.1%48.1M-1.25B-10.7M0.512.9250,45325,909923,001647,674
2021-07-14$59.45$60.0031.9%8.6%27.7%25.6%30.2%2.5%-2.4%22.5M-608.1M-10.5M0.372.8394,60734,988936,968659,441
2021-07-15$58.95$60.0031.2%8.7%27.7%22.7%30.7%2.5%-2.0%17.2M-399.0M-10.2M0.432.6572,12331,012972,165665,166
2021-07-16$57.24$60.0031.8%9.0%27.3%25.2%31.8%3.0%-1.4%2.3M82.4M-10.1M0.465.07107,99449,918985,595664,964
2021-07-19$55.09$60.0037.0%10.4%29.1%44.5%36.9%4.8%-1.5%7.2M-32.4M-10.0M0.605.0998,77759,655766,473524,378
2021-07-20$55.94$60.0033.9%9.7%27.2%33.0%35.0%4.0%-1.0%12.3M-192.3M-10.4M0.374.0369,04425,884797,781554,773
2021-07-21$57.89$60.0031.8%9.1%29.2%25.0%32.1%3.0%-1.1%27.6M-638.1M-10.8M0.313.0379,85824,958824,943566,958
2021-07-22$57.24$60.0032.2%9.3%29.0%26.6%32.7%3.0%-1.1%24.7M-488.6M-10.7M0.403.9445,66418,241846,318583,395
2021-07-23$57.14$60.0031.2%9.0%28.9%22.7%31.5%3.1%-1.0%18.3M-475.6M-10.7M0.562.7648,05727,063864,682588,705
2021-07-26$58.41$60.0031.5%9.3%30.4%24.1%32.1%3.2%-0.6%31.0M-772.5M-10.8M0.313.7062,31019,149824,501559,651
2021-07-27$57.65$60.0031.8%9.5%29.2%24.9%33.2%3.5%-0.3%27.0M-610.2M-10.7M0.313.6043,52313,549838,000567,337
2021-07-28$58.16$59.0030.7%9.1%29.5%20.9%31.5%2.8%-0.5%36.2M-751.5M-10.7M0.333.7251,65216,831860,316571,549
2021-07-29$58.82$58.0029.0%8.6%29.8%14.6%29.2%2.8%-0.2%50.2M-953.8M-10.6M0.282.83117,13732,717870,855573,654
2021-07-30$57.51$58.0028.6%8.4%30.5%13.1%29.0%2.8%0.1%33.7M-566.9M-10.3M0.342.82110,31037,920883,680578,344