XOM Options History — March 2021

In March 2021, XOM traded between $55.30 and $61.94. ATM implied volatility averaged 35.7%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 1.3% (HV 20d: 34.4%). Max pain ranged from $47.50 to $55.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.39.

Notable Days

2021-03-04: Highest Volume — 337,152 contracts
2021-03-22: Largest IV drop — 9.5% change
2021-03-04: Highest IV Rank — 13.1%
2021-03-04: Largest Expected Move — 11.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.23	$55.30	$61.94	$56.56	$55.97
Max Pain	$51.74	$47.50	$55.00	$50.00	$55.00
ATM IV	35.7%	31.7%	42.1%	38.6%	33.5%
Expected Move	10.1%	9.0%	11.6%	11.2%	9.0%
HV 20d	34.4%	30.2%	37.2%	36.1%	32.9%
HV 60d	36.5%	35.2%	37.3%	37.1%	37.3%
IV Rank	5.8%	0.6%	13.1%	8.8%	4.6%
IV Percentile	16.6%	1.2%	56.7%	35.7%	7.1%
Term Structure	0.2%	-1.9%	3.4%	-0.0%	3.4%
VWIV	36.1%	31.9%	41.3%	39.7%	31.9%
Skew 25d	1.4%	-4.0%	5.8%	-4.0%	1.5%
Skew 10d	6.0%	2.3%	23.0%	13.0%	6.3%
Call IV 25d	36.4%	31.8%	47.4%	47.4%	33.5%
Put IV 25d	37.9%	33.0%	44.2%	43.4%	35.0%
Bid-Ask Spread %	4.29	2.15	8.33	7.84	6.89
Gamma HHI	0.12	0.08	0.24	0.16	0.08
Net GEX	72.5M	41.6M	129.1M	73.6M	41.9M
Net DEX	-3.20B	-4.73B	-1.66B	-3.05B	-1.81B
Net VEX	-12.0M	-13.0M	-11.4M	-13.0M	-11.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.18	0.67	0.21	0.38
Total Volume	144,877.217	47,520	337,152	253,483	57,380
Total OI	1,874,170.13	1,673,408	2,042,140	1,753,827	1,812,864

Daily Data (23 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
2021-03-01	$56.56	$50.00	38.6%	11.2%	36.1%	8.8%	39.7%	-4.0%	-0.0%	73.6M	-3.05B	-13.0M	0.21	7.84	210,032	43,451	1,036,268	717,559
2021-03-02	$56.49	$50.00	37.6%	11.0%	36.3%	7.6%	39.2%	1.3%	-0.4%	87.8M	-3.06B	-12.9M	0.28	3.58	61,977	17,425	1,092,834	738,136
2021-03-03	$57.03	$50.00	39.4%	11.1%	36.2%	9.9%	39.7%	2.0%	-1.0%	95.3M	-3.25B	-13.0M	0.21	4.65	173,955	35,689	1,116,799	745,418
2021-03-04	$58.50	$47.50	42.1%	11.6%	35.5%	13.1%	41.3%	1.6%	-1.9%	94.5M	-3.78B	-13.0M	0.18	8.33	286,519	50,633	1,134,760	760,086
2021-03-05	$60.89	$47.50	38.4%	11.0%	37.0%	8.6%	38.7%	0.4%	-1.7%	109.5M	-4.72B	-12.2M	0.24	4.31	241,690	59,002	1,177,417	771,678
2021-03-08	$61.15	$50.00	38.8%	11.1%	35.7%	9.1%	38.8%	2.9%	-0.1%	85.1M	-4.48B	-12.0M	0.26	4.47	156,714	40,313	1,135,674	755,095
2021-03-09	$60.09	$50.00	36.9%	10.5%	34.6%	6.8%	37.5%	1.2%	-0.3%	87.9M	-4.12B	-12.2M	0.45	3.76	73,655	33,237	1,152,113	775,226
2021-03-10	$61.78	$50.00	37.0%	10.5%	32.3%	6.9%	37.7%	1.3%	-0.3%	90.3M	-4.66B	-11.7M	0.40	4.78	90,519	36,575	1,156,292	783,936
2021-03-11	$61.36	$50.00	35.7%	10.2%	32.7%	5.4%	36.6%	0.7%	0.0%	91.9M	-4.53B	-11.7M	0.54	2.54	84,067	45,720	1,167,065	797,762
2021-03-12	$61.94	$50.00	35.5%	10.2%	30.2%	5.1%	37.8%	5.8%	-0.3%	129.1M	-4.73B	-11.6M	0.45	3.17	81,664	36,351	1,177,905	811,561
2021-03-15	$60.32	$50.00	36.5%	10.5%	32.9%	6.3%	37.7%	1.6%	-0.5%	71.1M	-4.16B	-11.7M	0.56	2.15	91,805	51,833	1,138,138	785,960
2021-03-16	$59.10	$50.00	34.4%	9.9%	33.1%	3.8%	35.1%	1.2%	0.1%	69.7M	-3.80B	-11.5M	0.45	2.74	89,227	39,802	1,153,325	803,353
2021-03-17	$59.16	$50.00	33.9%	9.7%	33.1%	3.1%	34.2%	0.8%	0.1%	66.8M	-3.83B	-11.5M	0.56	6.21	77,440	43,104	1,169,657	819,246
2021-03-18	$56.56	$52.50	36.3%	10.4%	37.2%	6.1%	37.5%	2.6%	0.2%	91.6M	-2.76B	-12.2M	0.38	4.61	114,159	43,042	1,179,039	825,315
2021-03-19	$56.85	$52.50	35.0%	9.8%	37.2%	4.8%	34.8%	1.8%	0.8%	45.1M	-2.94B	-12.0M	0.56	2.95	110,410	62,265	1,203,441	838,699
2021-03-22	$56.09	$55.00	31.7%	9.0%	35.4%	0.6%	32.2%	1.2%	1.7%	43.9M	-1.88B	-11.5M	0.30	3.17	72,905	22,151	965,944	707,464
2021-03-23	$55.30	$55.00	32.1%	9.2%	35.6%	1.2%	33.0%	1.8%	1.3%	41.6M	-1.66B	-11.4M	0.67	3.75	92,739	61,793	993,894	719,816
2021-03-24	$56.41	$55.00	32.1%	9.3%	34.5%	1.7%	32.7%	1.5%	1.3%	46.9M	-1.92B	-11.7M	0.42	3.29	83,583	35,347	1,013,430	755,625
2021-03-25	$56.25	$55.00	33.3%	9.5%	33.9%	4.3%	33.8%	2.1%	0.9%	45.3M	-1.89B	-12.0M	0.38	3.77	84,439	32,384	1,035,603	771,809
2021-03-26	$57.33	$55.00	33.6%	9.4%	33.9%	4.9%	33.5%	1.6%	1.6%	53.8M	-2.23B	-12.7M	0.28	3.04	71,195	19,585	1,051,966	780,795
2021-03-29	$57.50	$55.00	34.4%	9.6%	32.3%	6.6%	34.0%	0.5%	0.4%	54.1M	-2.29B	-11.9M	0.39	5.14	49,534	19,346	1,013,636	762,163
2021-03-30	$56.77	$55.00	33.6%	9.0%	32.7%	4.9%	32.3%	1.3%	-1.3%	50.8M	-2.07B	-11.7M	0.46	3.43	32,470	15,050	1,030,620	770,527
2021-03-31	$55.97	$55.00	33.5%	9.0%	32.9%	4.6%	31.9%	1.5%	3.4%	41.9M	-1.81B	-11.5M	0.38	6.89	41,726	15,654	1,035,828	777,036