XOM Options History — October 2021

In October 2021, XOM traded between $60.47 and $65.82. ATM implied volatility averaged 27.8%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 0.0% (HV 20d: 27.8%). Max pain ranged from $55.00 to $57.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.51.

Notable Days

2021-10-29: Highest Volume — 145,893 contracts
2021-10-29: Largest IV drop — 10.4% change
2021-10-04: Highest IV Rank — 27.7%
2021-10-06: Largest Expected Move — 9.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.66	$60.47	$65.82	$60.89	$64.64
Max Pain	$56.07	$55.00	$57.50	$57.50	$57.50
ATM IV	27.8%	23.6%	31.9%	29.8%	23.6%
Expected Move	8.0%	7.1%	9.1%	8.1%	7.1%
HV 20d	27.8%	22.6%	32.1%	30.1%	22.6%
HV 60d	27.6%	26.3%	29.4%	29.1%	26.8%
IV Rank	13.1%	0.0%	27.7%	20.3%	0.0%
IV Percentile	19.1%	0.0%	43.7%	31.7%	0.0%
Term Structure	-0.0%	-1.7%	1.7%	0.3%	0.7%
VWIV	28.0%	25.1%	32.2%	30.0%	25.1%
Skew 25d	2.7%	1.1%	4.2%	4.0%	1.1%
Skew 10d	4.5%	1.5%	8.7%	7.8%	1.8%
Call IV 25d	26.5%	23.2%	30.5%	28.5%	23.2%
Put IV 25d	29.2%	24.3%	34.5%	32.5%	24.3%
Bid-Ask Spread %	3.23	2.12	9.32	2.39	4.04
Gamma HHI	0.14	0.11	0.25	0.25	0.15
Net GEX	84.5M	71.7M	125.4M	125.4M	82.7M
Net DEX	-2.28B	-2.85B	-1.85B	-2.14B	-2.53B
Net VEX	-9.8M	-10.5M	-9.2M	-10.5M	-9.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.27	0.81	0.42	0.39
Total Volume	104,172.19	63,110	145,893	137,677	145,893
Total OI	1,516,689.571	1,326,993	1,675,266	1,572,670	1,535,991

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
2021-10-01	$60.89	$57.50	29.8%	8.1%	30.1%	20.3%	30.0%	4.0%	0.3%	125.4M	-2.14B	-10.5M	0.42	2.39	97,040	40,637	897,925	674,745
2021-10-04	$61.99	$55.00	31.9%	9.1%	30.4%	27.7%	32.2%	4.0%	1.4%	72.7M	-2.33B	-10.4M	0.37	8.99	81,588	29,889	862,654	658,849
2021-10-05	$61.78	$55.00	30.0%	8.9%	30.3%	21.1%	31.5%	3.8%	1.5%	80.9M	-2.29B	-10.4M	0.37	2.17	75,419	28,225	877,880	671,713
2021-10-06	$60.47	$55.00	31.2%	9.1%	31.5%	25.1%	31.1%	4.2%	1.7%	71.7M	-1.85B	-10.5M	0.47	2.28	59,352	27,867	895,361	680,554
2021-10-07	$60.67	$55.00	28.9%	8.6%	31.5%	17.1%	30.1%	3.6%	1.5%	76.7M	-1.92B	-10.3M	0.34	2.63	68,033	22,988	907,556	691,108
2021-10-08	$62.31	$55.00	29.1%	8.4%	32.1%	17.8%	29.6%	2.9%	1.2%	92.2M	-2.55B	-10.1M	0.27	2.12	101,550	27,304	915,460	695,316
2021-10-11	$61.69	$55.00	30.7%	8.5%	32.1%	23.5%	30.3%	3.0%	-1.2%	76.7M	-2.22B	-10.1M	0.40	2.36	83,892	33,261	887,507	682,457
2021-10-12	$61.02	$55.00	31.1%	8.8%	31.9%	25.0%	29.8%	2.7%	-0.3%	73.8M	-2.07B	-9.9M	0.74	2.13	44,732	33,037	904,833	689,828
2021-10-13	$61.17	$55.00	30.1%	8.3%	30.1%	21.4%	29.2%	2.5%	-0.2%	74.1M	-2.10B	-9.7M	0.46	2.17	68,820	31,408	924,249	699,162
2021-10-14	$62.01	$55.00	27.9%	7.6%	29.9%	13.4%	26.9%	2.0%	-1.7%	93.5M	-2.42B	-9.2M	0.48	2.30	42,566	20,544	928,145	697,198
2021-10-15	$62.73	$55.00	26.9%	7.5%	29.2%	9.7%	26.4%	2.6%	-0.8%	77.8M	-2.77B	-9.4M	0.51	2.26	74,987	38,434	963,976	711,290
2021-10-18	$62.59	$55.00	26.4%	7.5%	25.5%	8.0%	25.6%	2.8%	-0.9%	73.9M	-1.94B	-9.3M	0.61	3.15	65,406	39,839	767,623	559,370
2021-10-19	$63.41	$55.00	25.6%	7.3%	25.5%	5.3%	25.1%	2.8%	-0.9%	82.6M	-2.19B	-9.3M	0.37	2.56	63,999	23,929	788,003	570,927
2021-10-20	$63.76	$57.50	25.1%	7.2%	24.4%	3.3%	25.2%	2.8%	-0.9%	90.4M	-2.32B	-9.6M	0.81	2.30	37,801	30,611	821,721	594,590
2021-10-21	$62.72	$57.50	26.4%	7.6%	24.1%	8.0%	26.4%	1.9%	-1.4%	75.4M	-2.01B	-9.8M	0.58	2.86	58,220	33,770	825,408	598,478
2021-10-22	$63.12	$57.50	26.0%	7.5%	23.9%	6.7%	26.1%	2.4%	-1.0%	107.4M	-2.16B	-9.6M	0.77	9.32	45,787	35,054	837,999	607,666
2021-10-25	$64.31	$57.50	25.8%	7.7%	23.1%	5.7%	26.8%	2.1%	-0.2%	86.8M	-2.42B	-9.4M	0.71	2.68	63,407	45,147	813,915	598,556
2021-10-26	$65.82	$57.50	24.8%	7.4%	24.0%	2.3%	26.2%	1.8%	0.1%	92.7M	-2.85B	-9.3M	0.62	2.54	85,436	52,720	824,606	616,013
2021-10-27	$64.31	$57.50	25.7%	7.8%	26.0%	5.6%	26.9%	2.2%	0.1%	80.4M	-2.36B	-9.7M	0.58	4.01	63,610	37,113	837,509	635,970
2021-10-28	$64.36	$57.50	26.3%	8.1%	24.7%	7.7%	28.3%	1.6%	0.1%	86.2M	-2.41B	-9.6M	0.54	2.64	83,583	44,718	856,885	641,485
2021-10-29	$64.64	$57.50	23.6%	7.1%	22.6%	0.0%	25.1%	1.1%	0.7%	82.7M	-2.53B	-9.4M	0.39	4.04	104,902	40,991	883,786	652,205