XOM Options History — January 2022

In January 2022, XOM traded between $63.56 and $75.95. ATM implied volatility averaged 29.8%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 2.8% (HV 20d: 27.0%). Max pain ranged from $60.00 to $67.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.71.

Notable Days

2022-01-31: Highest Volume — 210,534 contracts
2022-01-24: Largest IV spike — 7.8% change
2022-01-24: Highest IV Rank — 49.4%
2022-01-25: Largest Expected Move — 10.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$71.33	$63.56	$75.95	$63.56	$75.95
Max Pain	$64.25	$60.00	$67.50	$60.00	$67.50
ATM IV	29.8%	24.1%	34.6%	24.1%	30.3%
Expected Move	8.6%	6.3%	10.2%	6.3%	9.4%
HV 20d	27.0%	21.9%	29.2%	21.9%	28.3%
HV 60d	27.1%	25.3%	27.9%	25.3%	27.5%
IV Rank	29.2%	4.1%	49.4%	4.1%	36.5%
IV Percentile	52.8%	5.6%	83.7%	5.6%	59.9%
Term Structure	-0.3%	-4.3%	2.1%	1.6%	-0.3%
VWIV	30.4%	23.3%	35.8%	23.3%	32.8%
Skew 25d	2.6%	1.0%	5.1%	2.5%	3.1%
Skew 10d	4.6%	1.1%	7.8%	5.5%	5.6%
Call IV 25d	28.8%	23.9%	31.7%	23.9%	29.4%
Put IV 25d	31.4%	26.3%	36.2%	26.3%	32.5%
Bid-Ask Spread %	2.91	2.09	5.55	2.46	3.09
Gamma HHI	0.15	0.11	0.19	0.15	0.13
Net GEX	80.0M	34.8M	116.0M	68.3M	58.6M
Net DEX	-2.61B	-3.59B	-1.27B	-1.27B	-2.23B
Net VEX	-8.8M	-9.7M	-7.9M	-9.1M	-9.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.35	1.46	0.72	0.58
Total Volume	157,563.3	62,149	210,534	121,262	210,534
Total OI	1,357,041.6	989,279	1,598,885	1,382,530	1,065,168

Daily Data (20 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
2022-01-03	$63.56	$60.00	24.1%	6.3%	21.9%	4.1%	23.3%	2.5%	1.6%	68.3M	-1.27B	-9.1M	0.72	2.46	70,303	50,959	723,668	658,862
2022-01-04	$66.00	$60.00	24.9%	6.6%	24.9%	7.6%	24.0%	2.5%	2.1%	89.3M	-2.09B	-8.7M	0.47	2.61	125,037	58,514	736,798	662,962
2022-01-05	$66.76	$60.00	26.5%	7.1%	25.0%	14.4%	25.6%	1.5%	1.3%	90.4M	-2.28B	-8.7M	0.35	2.50	154,660	54,740	742,415	676,592
2022-01-06	$68.43	$62.50	27.3%	8.1%	26.1%	18.0%	28.5%	1.7%	1.6%	97.2M	-2.68B	-8.7M	0.54	2.55	108,600	58,420	757,181	696,315
2022-01-07	$68.90	$65.00	27.4%	8.0%	26.1%	18.2%	28.5%	1.4%	1.8%	116.0M	-2.82B	-8.6M	0.54	2.31	75,301	40,712	771,563	712,400
2022-01-10	$68.17	$65.00	29.3%	8.1%	26.7%	26.7%	28.8%	2.2%	-1.2%	78.7M	-2.37B	-8.7M	1.00	2.68	31,018	31,131	740,844	690,981
2022-01-11	$71.27	$65.00	28.9%	8.0%	28.9%	25.0%	28.7%	1.0%	-1.4%	94.2M	-3.23B	-7.9M	0.49	2.20	136,559	67,332	743,076	699,903
2022-01-12	$71.13	$65.00	29.6%	8.2%	28.7%	27.8%	28.4%	2.3%	-0.8%	93.8M	-3.17B	-8.2M	0.55	2.39	93,011	51,046	764,490	723,861
2022-01-13	$70.59	$65.00	29.6%	8.3%	28.9%	27.9%	30.0%	1.8%	-0.2%	89.4M	-2.97B	-8.6M	0.66	2.09	68,270	44,717	784,866	742,853
2022-01-14	$71.96	$65.00	29.1%	8.2%	29.2%	25.7%	28.5%	1.4%	-0.9%	113.5M	-3.36B	-8.5M	0.40	2.55	105,245	42,095	791,534	757,042
2022-01-18	$72.85	$65.00	30.6%	8.7%	26.8%	32.1%	30.7%	1.4%	-1.0%	102.1M	-3.52B	-8.1M	0.49	2.46	130,196	63,244	787,332	739,278
2022-01-19	$73.34	$65.00	30.1%	8.6%	24.8%	30.1%	31.4%	2.1%	-1.1%	109.7M	-3.58B	-8.4M	0.93	2.10	68,303	63,468	808,773	758,769
2022-01-20	$73.82	$65.00	30.1%	8.7%	24.4%	29.9%	30.5%	2.4%	-1.0%	103.7M	-3.59B	-8.6M	0.68	2.39	95,193	65,077	796,930	774,815
2022-01-21	$72.07	$65.00	32.1%	9.3%	27.2%	38.6%	32.5%	3.8%	-0.9%	34.8M	-2.93B	-9.3M	1.03	3.00	78,816	81,385	800,091	798,794
2022-01-24	$72.69	$65.00	34.6%	9.9%	27.2%	49.4%	34.9%	5.1%	-4.3%	41.0M	-1.68B	-9.5M	1.46	5.55	59,966	87,463	524,200	465,079
2022-01-25	$75.04	$65.00	33.6%	10.2%	28.4%	45.3%	35.8%	4.1%	-0.5%	52.9M	-2.16B	-9.3M	0.78	4.51	107,009	83,874	533,513	476,150
2022-01-26	$74.17	$65.00	32.8%	10.0%	29.2%	41.7%	35.0%	4.6%	-0.2%	52.7M	-1.99B	-9.4M	0.57	3.35	118,595	68,072	552,331	493,797
2022-01-27	$75.01	$65.00	32.6%	9.9%	28.5%	43.5%	35.3%	3.7%	-0.3%	62.4M	-2.18B	-9.7M	0.86	2.82	78,710	67,517	575,242	504,975
2022-01-28	$74.84	$65.00	32.0%	9.7%	28.2%	40.8%	34.5%	4.0%	-0.3%	52.1M	-2.07B	-9.6M	1.16	4.58	72,169	84,005	580,447	526,942
2022-01-31	$75.95	$67.50	30.3%	9.4%	28.3%	36.5%	32.8%	3.1%	-0.3%	58.6M	-2.23B	-9.2M	0.58	3.09	133,361	77,173	558,899	506,269