XOM Options History — February 2022

In February 2022, XOM traded between $75.39 and $82.59. ATM implied volatility averaged 31.4%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 2.0% (HV 20d: 33.4%). Max pain ranged from $67.50 to $80.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.42.

Notable Days

2022-02-08: Highest Volume — 877,159 contracts
2022-02-11: Largest IV spike — 11.5% change
2022-02-24: Highest IV Rank — 66.8%
2022-02-28: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.82	$75.39	$82.59	$80.60	$78.11
Max Pain	$77.24	$67.50	$80.00	$67.50	$80.00
ATM IV	31.4%	27.6%	35.8%	28.7%	35.5%
Expected Move	9.1%	8.0%	10.6%	8.7%	10.6%
HV 20d	33.4%	30.9%	34.9%	32.2%	34.4%
HV 60d	29.6%	28.1%	31.1%	29.8%	28.4%
IV Rank	43.7%	23.3%	66.8%	29.5%	65.1%
IV Percentile	69.2%	34.9%	94.8%	48.0%	94.4%
Term Structure	-0.2%	-1.0%	0.6%	-0.1%	-0.1%
VWIV	32.2%	28.3%	37.3%	30.9%	37.3%
Skew 25d	3.2%	1.4%	5.5%	1.4%	5.5%
Skew 10d	6.4%	0.5%	9.8%	0.5%	9.0%
Call IV 25d	30.7%	27.2%	34.5%	28.9%	32.9%
Put IV 25d	33.9%	29.5%	38.8%	30.3%	38.4%
Bid-Ask Spread %	2.98	1.81	7.92	2.98	3.94
Gamma HHI	0.12	0.07	0.26	0.13	0.13
Net GEX	58.9M	18.7M	105.4M	91.2M	58.6M
Net DEX	-1.84B	-3.64B	-767.7M	-3.40B	-1.50B
Net VEX	-11.5M	-13.2M	-8.3M	-8.3M	-12.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.13	0.77	0.45	0.39
Total Volume	222,588.789	103,611	877,159	428,395	114,600
Total OI	1,267,333.263	1,159,947	1,379,226	1,159,947	1,208,076

Daily Data (19 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
2022-02-01	$80.60	$67.50	28.7%	8.7%	32.2%	29.5%	30.9%	1.4%	-0.1%	91.2M	-3.40B	-8.3M	0.45	2.98	295,318	133,077	617,707	542,240
2022-02-02	$80.72	$70.00	27.6%	8.2%	30.9%	23.3%	29.5%	1.9%	0.1%	83.8M	-3.32B	-8.8M	0.77	2.67	85,878	65,830	653,148	589,125
2022-02-03	$79.58	$70.00	29.2%	8.4%	32.1%	31.9%	29.9%	2.3%	0.2%	75.5M	-2.95B	-9.3M	0.62	2.28	100,092	62,404	662,698	599,818
2022-02-04	$81.85	$70.00	29.2%	8.5%	32.3%	32.0%	30.5%	1.5%	0.1%	105.4M	-3.64B	-9.0M	0.34	2.46	201,384	69,252	682,982	607,696
2022-02-07	$82.59	$75.00	29.9%	8.7%	32.3%	35.6%	30.4%	1.8%	0.4%	95.9M	-3.56B	-9.4M	0.33	2.33	122,816	41,031	669,616	577,929
2022-02-08	$80.29	$75.00	29.4%	8.5%	34.3%	32.9%	30.2%	2.3%	0.3%	74.6M	-2.92B	-9.9M	0.13	3.68	773,758	103,401	680,586	593,386
2022-02-09	$78.96	$80.00	28.2%	8.0%	32.5%	26.7%	28.3%	3.2%	-0.1%	43.2M	-1.18B	-11.0M	0.59	2.38	166,246	97,751	566,561	634,753
2022-02-10	$77.92	$80.00	29.2%	8.4%	33.1%	31.8%	28.5%	3.4%	0.2%	29.2M	-1.01B	-12.5M	0.46	2.04	124,591	57,437	626,444	662,867
2022-02-11	$80.13	$80.00	32.5%	9.3%	33.8%	49.5%	33.0%	3.3%	0.6%	101.6M	-1.65B	-13.2M	0.29	7.92	188,748	55,232	651,474	672,561
2022-02-14	$78.67	$80.00	33.9%	9.8%	34.5%	56.7%	33.9%	3.5%	-1.0%	53.1M	-1.30B	-13.0M	0.49	2.41	153,557	74,676	653,343	653,123
2022-02-15	$77.74	$80.00	31.1%	9.0%	34.8%	42.3%	32.6%	3.6%	-0.7%	40.0M	-1.02B	-12.8M	0.42	2.51	98,439	41,083	676,089	664,638
2022-02-16	$78.45	$80.00	30.3%	8.7%	34.9%	37.8%	30.6%	3.4%	-0.4%	57.5M	-1.23B	-12.6M	0.28	2.64	95,177	27,028	682,668	674,433
2022-02-17	$78.29	$80.00	32.3%	9.3%	34.9%	48.1%	32.2%	4.3%	-0.8%	50.6M	-1.15B	-12.9M	0.42	3.13	72,766	30,845	691,160	677,001
2022-02-18	$77.54	$80.00	32.5%	9.4%	33.8%	49.7%	33.5%	4.2%	-0.4%	34.3M	-951.6M	-12.9M	0.41	1.81	93,388	38,242	700,873	678,353
2022-02-22	$76.33	$80.00	34.1%	9.9%	34.4%	58.0%	34.2%	3.9%	-0.8%	30.0M	-964.8M	-12.5M	0.35	2.66	125,621	44,400	597,395	564,079
2022-02-23	$76.64	$80.00	34.6%	10.2%	32.6%	60.5%	35.8%	4.4%	-0.3%	35.1M	-1.06B	-12.8M	0.46	2.86	72,852	33,782	621,713	573,559
2022-02-24	$75.39	$80.00	35.8%	10.5%	32.9%	66.8%	37.3%	4.2%	-0.5%	18.7M	-767.7M	-12.8M	0.46	3.60	123,747	57,143	634,423	587,051
2022-02-25	$77.72	$80.00	32.9%	9.6%	34.4%	51.7%	34.0%	2.9%	-0.3%	40.0M	-1.39B	-12.9M	0.30	2.27	143,810	43,785	657,639	592,125
2022-02-28	$78.11	$80.00	35.5%	10.6%	34.4%	65.1%	37.3%	5.5%	-0.1%	58.6M	-1.50B	-12.8M	0.39	3.94	82,179	32,421	632,239	575,837