XLE Options History — November 2025 In November 2025, XLE traded between $43.65 and $46.02. ATM implied volatility averaged 21.2%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 4.9% (HV 20d: 16.2%). Max pain ranged from $44.50 to $45.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 1.71.
Notable Days 2025-11-12 : Highest Volume — 238,234 contracts2025-11-24 : Largest IV drop — 6.6% change2025-11-20 : Highest IV Rank — 18.2%2025-11-20 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $44.84 $43.65 $46.02 $44.06 $45.24 Max Pain $44.58 $44.50 $45.00 $45.00 $44.50 ATM IV 21.2% 19.6% 23.5% 21.4% 19.6% Expected Move 6.1% 5.5% 6.7% 6.2% 5.5% HV 20d 16.2% 14.2% 17.6% 17.2% 16.6% HV 60d 17.3% 16.7% 17.8% 16.7% 17.2% IV Rank 12.3% 8.3% 18.2% 13.1% 8.3% IV Percentile 49.1% 19.4% 77.0% 57.5% 19.4% Term Structure 0.1% -0.9% 1.6% 0.7% 0.3% VWIV 22.7% 19.4% 25.4% 22.3% 19.7% Skew 25d 3.4% 1.5% 5.4% 3.0% 5.0% Skew 10d 7.5% -2.4% 12.4% 6.0% 8.4% Call IV 25d 20.0% 18.0% 22.5% 20.6% 18.0% Put IV 25d 23.4% 21.2% 26.3% 23.6% 22.9% Bid-Ask Spread % 23.68 8.41 36.93 8.41 11.95 Gamma HHI 0.05 0.05 0.15 0.05 0.05 Net GEX -71.5M -156.7M 121.4M -100.7M -23.3M Net DEX 467.4M -853.1M 1.53B 1.05B -119.5K Net VEX -35.0M -35.8M -34.2M -35.8M -34.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.71 0.71 3.70 1.64 0.87 Total Volume 136,798.842 39,368 238,234 68,386 68,960 Total OI 4,588,154.526 4,408,770 4,866,272 4,408,770 4,682,950
Daily Data (19 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 2025-11-03 $44.06 $45.00 21.4% 6.2% 17.2% 13.1% 22.3% 3.0% 0.7% -100.7M 1.05B -35.8M 1.64 8.41 25,872 42,514 1,497,176 2,911,594 2025-11-04 $43.65 $45.00 21.8% 6.4% 17.5% 13.9% 25.4% 3.5% 0.5% -126.7M 1.53B -35.8M 2.58 13.38 21,454 55,302 1,510,278 2,931,476 2025-11-05 $43.89 $45.00 20.7% 6.0% 17.6% 11.2% 23.3% 3.0% 0.0% -109.2M 1.20B -35.1M 1.80 10.10 45,486 81,852 1,512,556 2,940,360 2025-11-06 $44.30 $44.50 20.8% 6.1% 17.4% 11.4% 22.2% 2.5% 0.5% -81.4M 835.2M -35.7M 1.10 20.38 70,942 78,266 1,539,578 2,959,202 2025-11-07 $44.77 $44.50 21.9% 6.2% 14.3% 14.2% 24.1% 3.7% 0.6% -60.1M 382.8M -35.5M 1.37 22.80 63,590 87,432 1,504,500 2,991,466 2025-11-10 $45.17 $44.50 20.9% 6.1% 14.2% 11.8% 22.7% 5.4% -0.7% -38.5M 27.6M -35.0M 1.38 19.02 23,620 32,666 1,505,420 2,977,982 2025-11-11 $45.78 $44.50 20.5% 5.7% 14.7% 10.6% 22.3% 1.5% -0.8% 828.5K -643.3M -34.5M 0.71 20.10 106,478 75,866 1,513,570 2,991,180 2025-11-12 $45.19 $44.50 20.1% 5.8% 15.8% 9.6% 21.9% 2.9% 0.2% -36.4M -37.4M -34.6M 1.94 17.15 80,992 157,242 1,528,138 3,012,512 2025-11-13 $45.20 $44.50 20.1% 6.1% 14.5% 9.6% 22.9% 2.2% 1.6% -39.8M -9.1M -34.5M 1.79 27.86 38,084 68,208 1,565,010 3,059,512 2025-11-14 $46.02 $44.50 20.6% 6.0% 15.2% 11.0% 23.5% 2.8% 0.9% 121.4M -853.1M -34.4M 1.50 23.95 59,788 89,804 1,576,420 3,102,888 2025-11-17 $45.16 $44.50 21.8% 6.3% 16.9% 13.9% 23.7% 3.8% -0.9% -73.9M 247.9M -35.3M 2.05 23.57 74,076 152,126 1,559,558 3,091,474 2025-11-18 $45.52 $44.50 21.9% 6.3% 16.9% 14.3% 22.8% 3.9% 0.1% -47.8M -71.7M -35.3M 1.50 27.42 15,756 23,612 1,573,896 3,155,450 2025-11-19 $44.94 $44.50 22.5% 6.5% 17.1% 15.8% 23.7% 4.7% -0.7% -102.1M 514.9M -34.9M 2.44 31.46 44,414 108,560 1,578,546 3,159,620 2025-11-20 $44.50 $44.50 23.5% 6.7% 16.9% 18.2% 24.0% 3.8% 0.3% -141.4M 978.8M -35.4M 3.70 36.93 43,690 161,658 1,595,422 3,185,886 2025-11-21 $44.73 $44.50 22.5% 6.4% 16.3% 15.8% 22.4% 4.6% -0.4% -115.1M 910.9M -35.5M 1.40 35.60 55,256 77,198 1,612,862 3,253,410 2025-11-24 $44.60 $44.50 21.0% 6.1% 16.4% 12.0% 21.0% 1.8% -0.8% -127.9M 930.6M -34.5M 1.62 30.61 57,000 92,522 1,441,062 3,008,066 2025-11-25 $44.36 $44.50 20.5% 5.9% 16.2% 10.7% 24.0% 2.6% -0.4% -156.7M 1.17B -34.8M 2.09 32.78 56,908 119,078 1,471,680 3,063,148 2025-11-26 $44.80 $44.50 19.9% 5.6% 16.4% 9.2% 19.4% 3.9% 0.0% -99.1M 716.5M -34.9M 0.97 36.37 72,412 70,494 1,508,884 3,102,204 2025-11-28 $45.24 $44.50 19.6% 5.5% 16.6% 8.3% 19.7% 5.0% 0.3% -23.3M -119.5K -34.2M 0.87 11.95 36,876 32,084 1,549,032 3,133,918
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