XOM Options History — November 2021

In November 2021, XOM traded between $60.32 and $66.31. ATM implied volatility averaged 25.8%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 0.6% (HV 20d: 25.2%). Max pain ranged from $57.50 to $65.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2021-11-09: Highest Volume — 2,110,426 contracts
  • 2021-11-26: Largest IV spike — 23.1% change
  • 2021-11-30: Highest IV Rank — 46.8%
  • 2021-11-30: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.70$60.32$66.31$65.73$60.32
Max Pain$62.88$57.50$65.00$57.50$65.00
ATM IV25.8%23.2%34.0%23.2%34.0%
Expected Move7.5%6.8%10.3%6.9%10.3%
HV 20d25.2%20.1%30.7%22.5%30.7%
HV 60d27.0%25.2%28.5%26.9%28.5%
IV Rank11.3%0.0%46.8%0.0%46.8%
IV Percentile15.0%0.0%68.3%0.0%68.3%
Term Structure0.3%-0.6%1.0%0.6%0.2%
VWIV26.2%19.9%35.4%24.3%34.4%
Skew 25d1.6%-0.2%5.0%1.3%5.0%
Skew 10d3.1%-1.6%11.8%0.5%11.8%
Call IV 25d25.7%23.2%32.9%23.2%32.5%
Put IV 25d27.3%23.7%37.5%24.5%37.5%
Bid-Ask Spread %2.731.686.973.343.36
Gamma HHI0.150.100.370.160.10
Net GEX62.4M16.5M157.9M98.4M26.6M
Net DEX-1.42B-2.85B-87.2M-2.78B-274.2M
Net VEX-10.4M-11.6M-8.9M-8.9M-11.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.031.020.480.32
Total Volume215,54476,4822,110,426118,546116,284
Total OI1,455,903.2381,358,5841,534,0641,469,1261,431,653

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$65.73$57.5023.2%6.9%22.5%0.0%24.3%1.3%0.6%98.4M-2.78B-8.9M0.483.3480,01538,531839,106630,020
2021-11-02$64.89$57.5023.8%7.0%23.1%2.5%24.2%1.1%0.5%88.0M-2.50B-9.2M0.556.9749,19127,291854,821642,511
2021-11-03$63.81$58.0023.8%7.1%22.5%2.7%24.7%1.2%0.7%74.6M-2.13B-9.2M0.652.8447,08130,568858,869645,536
2021-11-04$64.36$60.0023.4%6.9%22.6%1.1%24.5%0.8%0.5%87.5M-2.33B-9.4M0.592.2452,49630,998869,187651,101
2021-11-05$65.08$60.0023.3%6.9%21.0%0.5%23.7%-0.2%0.9%157.9M-2.60B-9.3M0.742.7251,72538,420875,503658,561
2021-11-08$65.68$60.0023.8%7.0%20.7%2.6%24.8%0.0%0.4%104.7M-2.65B-9.2M0.492.0583,78041,041835,088632,327
2021-11-09$66.31$60.0023.9%7.0%20.1%3.1%19.9%0.4%1.0%118.3M-2.85B-9.2M0.032.782,053,81456,612849,010647,884
2021-11-10$64.08$62.5025.6%7.4%24.3%10.6%26.2%1.0%0.2%41.2M-1.07B-10.4M0.272.21304,26481,613684,890673,694
2021-11-11$64.30$65.0024.4%7.0%23.9%5.5%24.6%1.0%0.1%45.9M-1.12B-10.6M0.602.1488,60953,436710,640705,081
2021-11-12$63.71$65.0023.8%7.0%23.9%3.0%24.9%0.8%0.8%30.6M-907.5M-10.9M0.612.0766,74740,936737,991733,231
2021-11-15$64.41$65.0024.0%6.9%24.2%3.5%25.2%1.8%0.5%51.8M-1.20B-11.0M0.461.6874,31933,922727,195724,161
2021-11-16$65.01$65.0023.7%6.8%24.0%2.3%24.4%1.5%0.4%68.6M-1.41B-10.8M0.552.0459,31132,768742,846731,643
2021-11-17$64.22$65.0024.0%6.9%24.4%3.8%24.8%1.4%0.3%52.6M-1.16B-10.8M0.592.1451,90930,633746,718738,956
2021-11-18$63.74$65.0024.5%7.0%23.7%5.7%24.4%1.2%-0.0%41.9M-990.3M-11.0M1.022.2847,75348,719755,214740,620
2021-11-19$60.68$65.0027.5%7.9%29.5%18.6%27.7%2.7%-0.6%16.5M-87.2M-10.9M0.432.71120,09452,243757,469730,611
2021-11-22$61.89$65.0026.6%7.6%29.6%14.9%25.5%1.8%0.3%31.0M-598.2M-10.9M0.552.6079,44643,536719,157648,280
2021-11-23$63.05$65.0027.4%7.8%29.1%18.3%27.7%1.4%-0.2%51.1M-933.1M-11.3M0.522.5777,62140,502734,688652,078
2021-11-24$63.39$65.0027.4%7.8%28.1%18.5%27.3%1.7%0.0%60.3M-1.08B-11.1M0.512.6159,10330,124754,017666,481
2021-11-26$61.23$65.0033.8%9.9%30.6%45.9%35.4%3.9%-0.1%22.4M-465.1M-11.6M0.782.9466,48351,873764,398669,508
2021-11-29$61.74$65.0029.7%8.8%30.7%28.5%31.0%3.2%0.5%40.9M-631.4M-10.9M0.612.9957,61434,999749,942653,282
2021-11-30$60.32$65.0034.0%10.3%30.7%46.8%34.4%5.0%0.2%26.6M-274.2M-11.1M0.323.3687,95228,332764,925666,728