XOM Options History — March 2022

In March 2022, XOM traded between $76.75 and $87.86. ATM implied volatility averaged 36.6%, placing in the 62.5% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded below realized volatility by 5.1% (HV 20d: 41.8%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.43.

Notable Days

2022-03-08: Highest Volume — 528,031 contracts
2022-03-07: Largest IV spike — 11.1% change
2022-03-04: Highest IV Rank — 100.0%
2022-03-08: Largest Expected Move — 15.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.25	$76.75	$87.86	$78.83	$82.82
Max Pain	$77.28	$75.00	$80.00	$80.00	$77.50
ATM IV	36.6%	31.1%	45.9%	38.3%	31.3%
Expected Move	11.0%	9.2%	15.6%	11.7%	9.3%
HV 20d	41.8%	28.3%	48.8%	34.2%	48.3%
HV 60d	34.4%	28.3%	38.0%	28.3%	37.0%
IV Rank	62.5%	34.8%	100.0%	79.9%	35.8%
IV Percentile	90.4%	67.5%	100.0%	98.4%	71.4%
Term Structure	-0.2%	-1.6%	0.9%	-0.5%	-0.1%
VWIV	39.2%	32.6%	55.8%	41.3%	32.6%
Skew 25d	1.7%	0.1%	3.8%	3.8%	1.3%
Skew 10d	3.9%	0.6%	8.8%	8.8%	3.2%
Call IV 25d	36.7%	31.3%	47.1%	37.2%	31.5%
Put IV 25d	38.5%	32.6%	47.3%	41.0%	32.8%
Bid-Ask Spread %	3.79	2.39	6.00	3.07	3.97
Gamma HHI	0.11	0.06	0.37	0.12	0.12
Net GEX	63.0M	-5.0M	156.3M	60.2M	71.6M
Net DEX	-2.11B	-3.40B	-608.3M	-1.65B	-2.05B
Net VEX	-13.5M	-14.1M	-13.0M	-13.3M	-13.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.24	0.69	0.24	0.69
Total Volume	198,114.739	102,248	528,031	181,961	102,248
Total OI	1,368,940.478	1,207,482	1,514,638	1,224,516	1,428,848

Daily Data (23 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
2022-03-01	$78.83	$80.00	38.3%	11.7%	34.2%	79.9%	41.3%	3.8%	-0.5%	60.2M	-1.65B	-13.3M	0.24	3.07	146,639	35,322	635,827	588,689
2022-03-02	$80.93	$80.00	35.5%	10.4%	28.3%	65.4%	36.9%	3.2%	-0.5%	81.3M	-2.19B	-13.1M	0.38	2.68	140,607	52,786	647,935	597,924
2022-03-03	$80.67	$80.00	36.4%	10.6%	28.3%	70.0%	38.9%	3.3%	-0.1%	86.4M	-2.11B	-13.3M	0.46	4.82	93,539	42,866	666,863	614,542
2022-03-04	$84.04	$80.00	39.2%	11.7%	31.3%	100.0%	42.2%	2.2%	-0.7%	63.3M	-3.04B	-13.3M	0.41	2.39	198,474	82,166	683,145	624,751
2022-03-07	$86.75	$80.00	43.6%	13.9%	31.7%	100.0%	49.6%	1.3%	-0.9%	66.7M	-3.15B	-13.4M	0.35	3.93	194,763	68,344	650,429	616,426
2022-03-08	$87.86	$80.00	45.9%	15.6%	31.8%	100.0%	55.8%	0.1%	-1.6%	68.9M	-3.40B	-13.1M	0.31	3.22	403,825	124,206	677,445	631,078
2022-03-09	$82.51	$80.00	42.9%	14.8%	38.1%	86.6%	53.4%	1.1%	-1.0%	52.0M	-2.12B	-14.1M	0.51	3.20	239,023	121,634	754,123	657,497
2022-03-10	$85.32	$80.00	42.0%	13.2%	39.1%	82.7%	47.9%	0.5%	-0.8%	80.1M	-2.86B	-13.9M	0.32	2.93	188,007	60,313	796,372	673,526
2022-03-11	$85.08	$80.00	40.5%	12.5%	38.6%	76.1%	44.6%	0.8%	-0.9%	89.4M	-2.84B	-13.7M	0.45	2.56	147,673	65,741	812,958	682,072
2022-03-14	$81.34	$75.00	39.8%	11.1%	41.3%	73.2%	38.5%	2.8%	-0.4%	35.0M	-1.81B	-13.7M	0.54	4.49	106,023	57,147	747,652	657,877
2022-03-15	$77.05	$75.00	38.8%	10.9%	45.3%	68.7%	38.0%	3.2%	-0.6%	-643.0K	-685.8M	-13.5M	0.56	3.95	139,789	78,914	768,822	670,955
2022-03-16	$76.75	$75.00	35.9%	10.2%	45.1%	56.0%	35.2%	2.8%	-0.3%	-5.0M	-608.3M	-13.0M	0.54	4.26	89,369	48,515	790,859	678,091
2022-03-17	$79.03	$75.00	36.3%	10.3%	46.2%	57.8%	36.2%	1.5%	-0.8%	20.7M	-1.32B	-13.4M	0.36	3.69	125,132	44,659	802,920	681,131
2022-03-18	$78.61	$75.00	34.6%	10.1%	46.3%	50.4%	34.8%	1.8%	-1.0%	32.6M	-1.10B	-13.2M	0.38	2.53	101,688	39,067	826,143	688,495
2022-03-21	$82.27	$75.00	35.0%	10.1%	48.8%	51.9%	35.6%	1.2%	0.5%	57.8M	-2.06B	-13.3M	0.36	4.73	132,300	47,117	674,901	532,581
2022-03-22	$81.99	$75.00	32.5%	9.7%	48.4%	40.9%	34.2%	1.5%	0.9%	65.8M	-2.03B	-13.3M	0.35	4.64	80,486	27,940	708,752	551,172
2022-03-23	$83.36	$75.00	33.4%	10.0%	48.6%	44.8%	35.4%	0.9%	0.8%	78.4M	-2.37B	-13.4M	0.45	6.00	186,120	83,800	720,624	558,346
2022-03-24	$83.37	$75.00	33.4%	9.9%	48.0%	44.8%	35.5%	1.4%	0.9%	83.3M	-2.31B	-14.1M	0.60	3.17	76,838	46,304	796,133	609,037
2022-03-25	$84.89	$75.00	33.1%	9.8%	47.3%	43.5%	35.9%	0.8%	0.9%	156.3M	-2.78B	-13.8M	0.30	3.05	141,739	42,157	805,960	623,964
2022-03-28	$82.45	$75.00	31.9%	9.5%	48.8%	38.3%	33.5%	1.8%	0.4%	61.3M	-1.94B	-13.6M	0.48	4.86	75,224	35,949	760,161	595,414
2022-03-29	$82.36	$77.50	31.1%	9.2%	48.8%	34.8%	32.7%	1.4%	0.3%	62.7M	-1.91B	-13.4M	0.52	5.81	91,662	47,734	771,993	608,276
2022-03-30	$83.54	$77.50	31.1%	9.3%	48.1%	35.1%	32.6%	1.2%	-0.1%	81.6M	-2.31B	-13.4M	0.36	3.26	75,721	27,069	793,500	621,422
2022-03-31	$82.82	$77.50	31.3%	9.3%	48.3%	35.8%	32.6%	1.3%	-0.1%	71.6M	-2.05B	-13.6M	0.69	3.97	60,573	41,675	800,812	628,036