XOM Options History — September 2021

In September 2021, XOM traded between $53.44 and $60.07. ATM implied volatility averaged 28.4%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 0.9% (HV 20d: 27.5%). Max pain ranged from $57.50 to $57.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.41.

Notable Days

2021-09-27: Highest Volume — 205,297 contracts
2021-09-20: Largest IV spike — 17.4% change
2021-09-20: Highest IV Rank — 36.4%
2021-09-20: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.90	$53.44	$60.07	$53.82	$59.00
Max Pain	$57.50	$57.50	$57.50	$57.50	$57.50
ATM IV	28.4%	25.4%	34.3%	26.4%	31.5%
Expected Move	8.1%	7.1%	9.9%	7.1%	8.6%
HV 20d	27.5%	25.1%	29.6%	26.2%	29.0%
HV 60d	27.7%	26.4%	28.9%	28.0%	28.4%
IV Rank	15.4%	4.6%	36.4%	8.0%	26.4%
IV Percentile	21.6%	3.6%	49.2%	7.1%	39.3%
Term Structure	0.3%	-0.8%	1.4%	0.6%	-0.2%
VWIV	28.5%	25.0%	34.8%	25.0%	30.6%
Skew 25d	4.0%	2.7%	5.2%	3.1%	4.3%
Skew 10d	9.3%	6.2%	13.2%	6.8%	6.2%
Call IV 25d	27.3%	24.7%	32.2%	25.6%	29.8%
Put IV 25d	31.3%	27.4%	37.4%	28.7%	34.1%
Bid-Ask Spread %	2.53	1.79	3.69	2.62	2.43
Gamma HHI	0.08	0.07	0.12	0.07	0.11
Net GEX	30.7M	3.5M	76.7M	3.5M	59.8M
Net DEX	-518.5M	-1.86B	160.6M	160.6M	-1.46B
Net VEX	-10.3M	-11.0M	-9.7M	-10.0M	-11.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.24	0.69	0.31	0.60
Total Volume	94,196.619	48,530	205,297	74,516	81,349
Total OI	1,514,376	1,368,300	1,632,038	1,500,085	1,554,380

Daily Data (21 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
2021-09-01	$53.82	$57.50	26.4%	7.1%	26.2%	8.0%	25.0%	3.1%	0.6%	3.5M	160.6M	-10.0M	0.31	2.62	56,686	17,830	870,648	629,437
2021-09-02	$54.84	$57.50	26.0%	7.7%	27.2%	6.7%	26.5%	3.0%	0.4%	16.4M	-88.3M	-10.2M	0.27	3.11	80,518	21,593	878,580	638,520
2021-09-03	$54.89	$57.50	25.4%	7.6%	26.9%	4.6%	26.8%	2.7%	0.6%	22.1M	-129.8M	-10.3M	0.42	2.78	34,108	14,422	899,613	641,041
2021-09-07	$54.60	$57.50	26.5%	7.7%	26.9%	8.5%	27.3%	3.0%	0.3%	15.7M	-56.1M	-9.9M	0.30	1.95	41,972	12,384	872,470	629,627
2021-09-08	$54.17	$57.50	27.4%	7.8%	26.1%	11.5%	28.1%	3.1%	-0.1%	9.5M	58.0M	-9.7M	0.39	2.04	49,249	19,412	879,817	635,596
2021-09-09	$54.27	$57.50	27.7%	7.9%	26.1%	12.5%	27.2%	4.2%	-0.2%	12.1M	36.6M	-9.9M	0.32	3.67	66,004	21,341	897,573	640,074
2021-09-10	$54.01	$57.50	28.0%	8.0%	25.5%	13.8%	28.5%	3.9%	0.0%	9.8M	71.0M	-9.9M	0.47	2.02	50,958	23,845	918,453	647,770
2021-09-13	$55.26	$57.50	28.1%	8.1%	27.0%	14.3%	28.1%	3.6%	-0.0%	23.3M	-281.3M	-10.0M	0.50	2.21	95,861	47,742	901,166	641,883
2021-09-14	$54.53	$57.50	29.0%	8.3%	26.8%	17.3%	29.2%	4.5%	0.1%	13.1M	-56.9M	-10.0M	0.29	2.37	44,798	12,829	912,465	651,452
2021-09-15	$56.42	$57.50	27.5%	7.9%	29.4%	12.1%	28.2%	4.3%	1.0%	45.7M	-634.7M	-10.6M	0.28	1.84	80,322	22,110	930,891	680,850
2021-09-16	$55.94	$57.50	28.3%	8.1%	29.0%	14.8%	27.9%	5.0%	-0.4%	40.0M	-519.8M	-10.4M	0.48	2.15	37,339	17,743	942,125	681,071
2021-09-17	$55.25	$57.50	29.2%	8.4%	25.7%	18.2%	29.5%	4.9%	0.3%	11.9M	-274.1M	-10.3M	0.63	1.79	50,295	31,671	944,431	687,607
2021-09-20	$53.44	$57.50	34.3%	9.9%	28.6%	36.4%	34.8%	5.2%	0.9%	10.2M	56.7M	-10.2M	0.56	2.23	58,846	32,934	769,310	598,990
2021-09-21	$53.84	$57.50	31.0%	8.9%	25.1%	24.7%	32.7%	5.2%	0.6%	12.0M	7.3M	-10.1M	0.52	3.69	50,919	26,360	784,588	610,008
2021-09-22	$55.38	$57.50	28.6%	8.2%	27.0%	15.8%	27.9%	4.3%	1.4%	27.7M	-367.7M	-10.4M	0.27	2.50	93,471	25,183	799,145	624,102
2021-09-23	$57.11	$57.50	26.8%	7.6%	29.1%	9.5%	26.6%	3.8%	0.3%	47.1M	-906.4M	-10.6M	0.39	2.68	80,583	31,563	816,366	638,735
2021-09-24	$57.80	$57.50	26.9%	7.3%	28.9%	9.8%	26.6%	4.2%	1.3%	61.7M	-1.22B	-10.7M	0.46	2.40	51,654	23,675	843,843	646,527
2021-09-27	$59.34	$57.50	27.8%	7.6%	29.6%	13.1%	26.7%	4.3%	-0.1%	61.7M	-1.59B	-10.6M	0.24	2.70	165,838	39,459	824,874	634,262
2021-09-28	$60.00	$57.50	30.4%	8.5%	29.4%	22.5%	30.8%	3.5%	-0.8%	64.1M	-1.83B	-10.8M	0.30	3.37	143,919	42,499	840,222	641,251
2021-09-29	$60.07	$57.50	30.5%	8.3%	28.8%	22.7%	29.8%	3.9%	0.6%	76.7M	-1.86B	-10.7M	0.69	2.68	46,762	32,083	871,941	650,192
2021-09-30	$59.00	$57.50	31.5%	8.6%	29.0%	26.4%	30.6%	4.3%	-0.2%	59.8M	-1.46B	-11.0M	0.60	2.43	50,800	30,549	888,793	665,587