XOM Options History — December 2021

In December 2021, XOM traded between $58.99 and $62.96. ATM implied volatility averaged 27.8%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 1.3% (HV 20d: 26.5%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.66.

Notable Days

2021-12-20: Highest Volume — 116,898 contracts
2021-12-06: Largest IV drop — 13.1% change
2021-12-03: Highest IV Rank — 53.0%
2021-12-03: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$61.32	$58.99	$62.96	$60.28	$61.44
Max Pain	$60.68	$60.00	$65.00	$65.00	$60.00
ATM IV	27.8%	23.6%	35.4%	35.1%	24.2%
Expected Move	7.9%	6.4%	10.5%	10.4%	6.5%
HV 20d	26.5%	18.8%	31.1%	30.6%	18.8%
HV 60d	26.7%	24.4%	28.7%	28.5%	24.4%
IV Rank	20.0%	1.9%	53.0%	51.6%	4.6%
IV Percentile	29.5%	1.6%	72.2%	70.6%	6.3%
Term Structure	0.3%	-1.6%	1.6%	-0.5%	1.0%
VWIV	27.9%	22.7%	37.7%	35.8%	22.9%
Skew 25d	4.1%	2.8%	6.0%	5.5%	3.7%
Skew 10d	9.3%	6.7%	13.0%	12.4%	8.8%
Call IV 25d	26.4%	22.0%	33.7%	33.3%	22.1%
Put IV 25d	30.5%	25.8%	39.7%	38.8%	25.8%
Bid-Ask Spread %	2.79	1.85	5.64	5.64	2.33
Gamma HHI	0.12	0.08	0.33	0.12	0.11
Net GEX	48.7M	2.8M	198.4M	34.4M	43.3M
Net DEX	-499.4M	-884.4M	-1.3M	-301.7M	-640.3M
Net VEX	-10.1M	-11.5M	-9.1M	-11.4M	-9.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.38	0.92	0.49	0.90
Total Volume	77,305.227	54,601	116,898	100,332	80,254
Total OI	1,458,805.455	1,300,654	1,564,285	1,483,444	1,417,449

Daily Data (22 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
2021-12-01	$60.28	$65.00	35.1%	10.4%	30.6%	51.6%	35.8%	5.5%	-0.5%	34.4M	-301.7M	-11.4M	0.49	5.64	67,370	32,962	809,887	673,557
2021-12-02	$61.25	$65.00	34.2%	10.1%	30.9%	47.8%	35.5%	5.3%	-0.3%	42.9M	-555.9M	-11.4M	0.70	3.42	45,534	31,842	814,056	687,306
2021-12-03	$60.71	$65.00	35.4%	10.5%	30.8%	53.0%	37.7%	6.0%	0.4%	34.2M	-373.8M	-11.5M	0.90	3.34	45,824	41,179	823,798	694,318
2021-12-06	$61.63	$60.00	30.8%	8.8%	31.0%	32.9%	30.9%	5.4%	0.1%	50.3M	-581.6M	-10.9M	0.42	2.69	46,579	19,428	802,727	681,228
2021-12-07	$62.24	$60.00	27.8%	8.0%	31.1%	20.2%	28.1%	3.7%	0.4%	67.3M	-692.4M	-10.7M	0.48	2.40	62,076	29,822	816,097	689,137
2021-12-08	$62.46	$60.00	27.4%	7.9%	30.8%	18.3%	28.5%	3.3%	0.4%	73.7M	-775.4M	-10.7M	0.38	2.31	54,908	20,788	823,974	698,093
2021-12-09	$62.67	$60.00	27.1%	8.0%	28.6%	17.2%	27.6%	3.9%	0.3%	95.0M	-843.2M	-10.7M	0.55	2.62	48,816	26,673	838,857	702,275
2021-12-10	$62.96	$60.00	25.7%	7.6%	28.6%	10.9%	26.3%	3.2%	0.8%	198.4M	-884.4M	-10.2M	0.65	1.85	45,446	29,650	841,263	711,524
2021-12-13	$61.83	$60.00	27.1%	7.7%	29.1%	17.2%	27.5%	4.0%	-0.3%	53.4M	-487.1M	-10.0M	0.62	5.63	39,256	24,400	813,583	688,889
2021-12-14	$61.40	$60.00	28.3%	7.8%	28.8%	22.4%	26.9%	3.9%	-1.1%	37.7M	-345.5M	-10.0M	0.71	2.31	63,858	45,187	821,319	697,110
2021-12-15	$61.18	$60.00	27.6%	7.9%	28.5%	19.4%	27.7%	3.4%	0.1%	37.3M	-300.6M	-10.0M	0.72	1.97	45,166	32,659	830,390	705,878
2021-12-16	$61.47	$60.00	27.9%	7.7%	28.4%	20.6%	28.2%	3.5%	-1.6%	43.4M	-369.9M	-10.0M	0.78	1.95	37,149	29,064	835,221	716,205
2021-12-17	$60.07	$60.00	29.1%	8.3%	29.3%	25.6%	30.3%	5.0%	-0.2%	12.6M	-1.3M	-9.8M	0.88	2.12	46,902	41,473	839,802	724,483
2021-12-20	$58.99	$60.00	30.1%	8.6%	24.5%	30.1%	30.0%	5.2%	-1.0%	2.8M	-7.6M	-9.3M	0.75	2.82	66,917	49,981	669,710	630,944
2021-12-21	$60.37	$60.00	27.1%	7.8%	24.9%	17.0%	27.3%	4.3%	0.6%	21.3M	-347.5M	-9.6M	0.44	2.51	46,699	20,389	699,221	649,098
2021-12-22	$61.00	$60.00	24.9%	7.1%	24.2%	7.4%	24.9%	4.0%	1.0%	32.1M	-469.2M	-9.8M	0.62	2.69	46,102	28,418	705,303	653,022
2021-12-23	$61.27	$60.00	23.8%	6.8%	24.1%	3.0%	24.1%	3.9%	1.6%	37.8M	-579.6M	-9.4M	0.71	2.80	38,359	27,225	718,519	664,465
2021-12-27	$61.85	$60.00	25.2%	6.9%	21.0%	8.7%	24.5%	2.8%	1.0%	41.7M	-719.1M	-9.3M	0.72	2.31	36,779	26,370	698,099	645,892
2021-12-28	$61.78	$60.00	24.4%	6.7%	20.8%	5.4%	22.7%	3.4%	0.8%	44.1M	-708.1M	-9.2M	0.41	2.92	44,151	18,222	710,510	654,179
2021-12-29	$61.31	$60.00	24.1%	6.7%	19.2%	4.3%	23.8%	3.2%	1.2%	39.2M	-549.0M	-9.2M	0.92	2.63	32,334	29,903	728,364	661,680
2021-12-30	$60.90	$60.00	23.6%	6.4%	19.4%	1.9%	23.0%	3.6%	1.6%	29.0M	-452.9M	-9.1M	0.68	2.17	32,575	22,026	738,838	667,450
2021-12-31	$61.44	$60.00	24.2%	6.5%	18.8%	4.6%	22.9%	3.7%	1.0%	43.3M	-640.3M	-9.1M	0.90	2.33	42,172	38,082	744,145	673,304