XOM Options History — April 2022

In April 2022, XOM traded between $82.39 and $88.33. ATM implied volatility averaged 34.0%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 2.1% (HV 20d: 31.9%). Max pain ranged from $77.50 to $82.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.64.

Notable Days

2022-04-28: Highest Volume — 225,647 contracts
2022-04-25: Largest IV spike — 7.8% change
2022-04-26: Highest IV Rank — 75.8%
2022-04-26: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$85.45	$82.39	$88.33	$82.88	$85.01
Max Pain	$79.85	$77.50	$82.00	$77.50	$82.00
ATM IV	34.0%	30.4%	40.4%	30.8%	37.2%
Expected Move	9.8%	9.0%	11.9%	9.1%	11.1%
HV 20d	31.9%	23.8%	45.9%	45.9%	31.8%
HV 60d	36.5%	35.8%	37.3%	36.9%	36.5%
IV Rank	47.6%	31.8%	75.8%	33.6%	61.5%
IV Percentile	84.1%	63.9%	98.0%	66.7%	94.8%
Term Structure	-0.4%	-1.7%	1.3%	0.2%	-0.9%
VWIV	34.5%	31.6%	41.2%	32.0%	38.5%
Skew 25d	2.8%	1.6%	4.5%	1.6%	4.1%
Skew 10d	5.0%	2.6%	8.2%	3.3%	7.1%
Call IV 25d	33.1%	30.3%	38.8%	30.7%	36.3%
Put IV 25d	35.8%	31.9%	42.7%	32.3%	40.4%
Bid-Ask Spread %	2.83	2.05	5.68	2.49	3.24
Gamma HHI	0.14	0.08	0.42	0.11	0.33
Net GEX	73.9M	-46.2M	187.1M	57.7M	-46.2M
Net DEX	-2.43B	-3.54B	-1.45B	-2.02B	-2.03B
Net VEX	-13.2M	-14.9M	-12.6M	-13.2M	-14.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.43	1.03	0.80	0.63
Total Volume	126,238.2	72,321	225,647	104,967	161,507
Total OI	1,331,514.25	1,148,417	1,489,241	1,442,939	1,400,252

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
2022-04-01	$82.88	$77.50	30.8%	9.1%	45.9%	33.6%	32.0%	1.6%	0.2%	57.7M	-2.02B	-13.2M	0.80	2.49	58,308	46,659	804,047	638,892
2022-04-04	$83.14	$77.50	30.4%	9.0%	44.3%	31.8%	31.9%	1.6%	1.3%	67.8M	-2.04B	-12.9M	0.65	2.55	49,953	32,548	771,235	627,495
2022-04-05	$82.71	$77.50	31.0%	9.2%	44.0%	34.6%	32.2%	2.2%	1.2%	65.5M	-1.90B	-13.1M	0.63	2.14	57,524	36,129	781,967	637,967
2022-04-06	$83.60	$77.50	32.0%	9.4%	38.1%	39.0%	32.6%	2.1%	0.7%	77.6M	-2.18B	-13.2M	0.62	2.50	59,937	36,903	794,295	648,096
2022-04-07	$85.38	$80.00	32.5%	9.3%	36.9%	40.8%	33.1%	1.9%	0.9%	102.1M	-2.82B	-13.1M	0.70	2.79	63,101	43,907	798,869	657,517
2022-04-08	$86.95	$80.00	32.0%	9.1%	37.4%	38.9%	32.2%	1.7%	0.9%	132.7M	-3.54B	-12.9M	0.51	2.36	142,231	72,357	811,102	678,139
2022-04-11	$84.09	$80.00	34.2%	9.5%	35.8%	48.5%	33.3%	2.6%	-1.4%	72.7M	-2.35B	-13.1M	0.58	2.05	60,139	35,161	755,407	625,507
2022-04-12	$85.57	$80.00	33.2%	9.4%	29.4%	44.2%	32.7%	2.6%	-0.6%	102.4M	-2.79B	-12.8M	0.51	2.23	74,439	38,004	768,348	632,357
2022-04-13	$86.81	$80.00	32.5%	9.0%	29.4%	41.0%	31.6%	2.1%	-1.3%	119.8M	-3.11B	-12.6M	0.59	2.13	56,322	33,091	775,522	640,918
2022-04-14	$88.04	$80.00	32.6%	9.1%	28.2%	41.5%	31.9%	2.3%	-0.9%	187.1M	-3.49B	-12.8M	0.47	2.40	109,857	51,633	782,760	646,673
2022-04-18	$88.33	$80.00	33.0%	9.4%	28.0%	43.3%	33.0%	2.1%	-0.5%	67.8M	-2.70B	-12.7M	0.51	2.33	65,145	33,324	628,423	519,994
2022-04-19	$87.94	$80.00	31.8%	9.1%	23.9%	38.0%	31.8%	2.3%	-0.5%	72.1M	-2.63B	-12.8M	0.87	2.09	38,733	33,588	643,895	528,956
2022-04-20	$88.25	$80.00	31.7%	9.1%	23.8%	37.4%	31.7%	2.7%	-0.4%	75.5M	-2.69B	-12.6M	0.79	3.38	41,750	33,117	648,483	538,001
2022-04-21	$87.08	$80.00	33.7%	9.7%	24.0%	46.3%	33.4%	3.2%	-0.4%	66.5M	-2.43B	-13.0M	0.66	2.43	73,356	48,711	657,349	543,015
2022-04-22	$85.68	$80.00	35.5%	10.3%	24.9%	54.1%	35.2%	3.6%	-1.0%	48.9M	-2.09B	-13.3M	1.03	2.48	60,745	62,559	667,801	550,842
2022-04-25	$82.39	$81.00	38.2%	11.1%	27.9%	66.2%	39.2%	4.2%	-1.3%	32.6M	-1.45B	-13.5M	0.63	3.54	115,469	73,123	647,879	541,016
2022-04-26	$82.48	$80.00	40.4%	11.9%	25.9%	75.8%	41.2%	4.0%	-1.3%	37.4M	-1.53B	-13.9M	0.45	4.04	108,925	48,751	675,883	563,109
2022-04-27	$84.88	$82.00	39.3%	11.7%	27.8%	70.9%	40.9%	4.5%	-1.1%	55.9M	-2.07B	-14.0M	0.43	5.68	99,377	42,734	702,943	571,066
2022-04-28	$87.73	$82.00	37.8%	11.3%	29.7%	64.2%	40.6%	3.6%	-1.7%	83.0M	-2.82B	-14.2M	0.72	3.68	131,027	94,620	740,172	584,093
2022-04-29	$85.01	$82.00	37.2%	11.1%	31.8%	61.5%	38.5%	4.1%	-0.9%	-46.2M	-2.03B	-14.9M	0.63	3.24	98,913	62,594	776,721	623,531