XOM Options History — August 2021 In August 2021, XOM traded between $52.58 and $58.35. ATM implied volatility averaged 26.6%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 0.4% (HV 20d: 27.0%). Max pain ranged from $57.50 to $58.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.50.
Notable Days 2021-08-11 : Highest Volume — 637,901 contracts2021-08-19 : Largest IV spike — 12.5% change2021-08-19 : Highest IV Rank — 25.9%2021-08-19 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $56.08 $52.58 $58.35 $57.66 $54.72 Max Pain $57.57 $57.50 $58.00 $58.00 $57.50 ATM IV 26.6% 24.2% 31.4% 27.8% 26.2% Expected Move 7.6% 7.0% 9.0% 8.1% 7.1% HV 20d 27.0% 20.4% 30.5% 30.5% 26.4% HV 60d 27.9% 26.7% 28.9% 28.8% 28.1% IV Rank 8.0% 0.0% 25.9% 10.1% 7.4% IV Percentile 7.4% 0.0% 27.8% 8.3% 5.6% Term Structure 0.2% -0.4% 0.8% -0.3% 0.7% VWIV 26.9% 23.5% 33.1% 27.7% 25.6% Skew 25d 2.8% 1.0% 5.4% 2.5% 3.1% Skew 10d 6.0% 1.9% 12.1% 3.3% 6.7% Call IV 25d 26.0% 24.0% 30.2% 27.4% 25.7% Put IV 25d 28.9% 25.6% 35.6% 29.9% 28.8% Bid-Ask Spread % 2.50 1.89 5.00 2.76 2.50 Gamma HHI 0.10 0.07 0.15 0.11 0.07 Net GEX 20.1M -26.3M 74.5M 27.4M 14.1M Net DEX -296.2M -926.9M 610.6M -631.3M -61.2M Net VEX -10.2M -10.8M -9.3M -10.1M -10.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.04 0.81 0.32 0.59 Total Volume 112,618.455 49,668 637,901 100,551 54,232 Total OI 1,495,816.5 1,413,662 1,614,191 1,427,669 1,480,583
Daily Data (22 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 2021-08-02 $57.66 $58.00 27.8% 8.1% 30.5% 10.1% 27.7% 2.5% -0.3% 27.4M -631.3M -10.1M 0.32 2.76 76,137 24,414 868,107 559,562 2021-08-03 $58.16 $58.00 27.4% 7.9% 29.5% 8.7% 28.4% 2.2% -0.3% 38.8M -785.3M -10.2M 0.65 2.79 51,350 33,545 889,379 570,967 2021-08-04 $57.06 $58.00 28.2% 8.1% 29.8% 11.8% 28.1% 2.4% -0.4% 22.1M -491.5M -10.0M 0.48 2.64 56,460 27,150 903,373 580,250 2021-08-05 $57.22 $57.50 26.7% 7.7% 29.7% 6.1% 27.3% 1.8% -0.0% 16.7M -511.5M -9.9M 0.38 2.78 47,553 17,839 910,311 592,508 2021-08-06 $57.76 $57.50 24.6% 7.3% 28.9% 0.0% 25.6% 1.7% -0.0% 29.5M -675.3M -9.6M 0.55 1.90 49,941 27,674 922,317 593,447 2021-08-09 $57.31 $57.50 25.3% 7.4% 28.9% 2.4% 26.0% 1.4% 0.6% 20.2M -558.0M -9.3M 0.32 2.02 80,165 25,426 870,753 567,697 2021-08-10 $58.16 $57.50 24.8% 7.3% 29.6% 0.5% 25.9% 1.3% 0.7% 44.4M -787.4M -9.5M 0.43 2.11 74,301 31,989 876,479 573,985 2021-08-11 $58.35 $57.50 24.2% 7.1% 28.5% 0.0% 23.5% 1.0% 0.5% 74.5M -926.9M -9.5M 0.04 2.23 611,419 26,482 920,042 579,937 2021-08-12 $57.26 $57.50 24.9% 7.2% 29.1% 2.6% 25.3% 2.6% 0.4% 37.6M -550.2M -10.6M 0.66 2.14 100,320 66,541 919,333 586,037 2021-08-13 $56.84 $57.50 24.8% 7.2% 27.3% 2.2% 26.4% 2.9% 0.2% 6.0M -330.5M -10.1M 0.61 5.00 53,216 32,497 901,830 594,575 2021-08-16 $55.89 $57.50 26.7% 7.7% 24.2% 9.0% 26.9% 3.5% -0.1% 9.9M -131.8M -10.8M 0.60 1.89 61,196 36,786 922,913 617,178 2021-08-17 $55.41 $57.50 27.8% 8.0% 23.8% 13.2% 27.6% 3.0% 0.8% 3.0M -8.5M -10.8M 0.81 2.67 40,054 32,640 927,466 626,326 2021-08-18 $54.60 $57.50 27.9% 8.0% 20.4% 13.4% 28.8% 3.8% 0.5% -8.3M 198.2M -10.4M 0.54 2.12 45,030 24,273 947,136 639,851 2021-08-19 $52.58 $57.50 31.4% 9.0% 23.7% 25.9% 33.1% 5.4% -0.3% -17.4M 610.6M -10.1M 0.60 2.14 92,098 55,061 953,540 645,747 2021-08-20 $52.84 $57.50 29.1% 8.3% 23.9% 17.7% 28.6% 4.5% 0.2% -26.3M 596.9M -9.9M 0.68 1.92 49,490 33,638 963,387 650,804 2021-08-23 $54.91 $57.50 26.8% 7.6% 26.8% 9.6% 27.2% 3.2% 0.2% 14.8M -126.4M -10.5M 0.35 2.32 83,292 28,985 821,291 592,371 2021-08-24 $55.41 $57.50 26.5% 7.4% 26.9% 8.3% 25.8% 3.1% 0.5% 21.7M -289.3M -10.6M 0.46 2.33 56,472 25,878 833,664 600,624 2021-08-25 $55.48 $57.50 26.4% 7.4% 26.6% 7.9% 27.2% 3.0% 0.4% 29.4M -306.3M -10.5M 0.48 2.48 33,538 16,130 850,581 611,526 2021-08-26 $54.83 $57.50 27.0% 7.5% 26.3% 10.2% 26.7% 3.8% 0.4% 21.2M -130.2M -10.6M 0.76 3.16 29,284 22,254 861,397 622,313 2021-08-27 $55.84 $57.50 25.3% 7.0% 26.4% 4.0% 24.6% 3.1% 0.4% 41.6M -389.1M -10.8M 0.34 2.66 61,458 20,667 870,703 625,599 2021-08-30 $55.39 $57.50 25.8% 7.1% 26.4% 6.0% 25.1% 2.8% 0.4% 22.3M -230.9M -10.3M 0.25 2.43 48,511 12,220 845,124 616,950 2021-08-31 $54.72 $57.50 26.2% 7.1% 26.4% 7.4% 25.6% 3.1% 0.7% 14.1M -61.2M -10.3M 0.59 2.50 34,102 20,130 856,562 624,021
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