XOM Options History — May 2022

In May 2022, XOM traded between $84.28 and $97.68. ATM implied volatility averaged 35.3%, placing in the 53.4% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 7.7% (HV 20d: 43.0%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.65.

Notable Days

2022-05-11: Highest Volume — 278,841 contracts
2022-05-09: Largest IV spike — 22.3% change
2022-05-09: Highest IV Rank — 82.2%
2022-05-12: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$90.95	$84.28	$97.68	$86.27	$95.79
Max Pain	$85.45	$80.00	$90.00	$82.50	$90.00
ATM IV	35.3%	29.7%	41.9%	36.8%	32.3%
Expected Move	10.2%	8.5%	11.7%	11.1%	9.5%
HV 20d	43.0%	32.2%	48.3%	32.2%	42.5%
HV 60d	39.7%	36.3%	41.2%	36.5%	40.1%
IV Rank	53.4%	28.6%	82.2%	60.0%	39.9%
IV Percentile	85.0%	52.4%	98.4%	94.0%	72.2%
Term Structure	0.0%	-1.1%	0.5%	-0.2%	0.1%
VWIV	36.4%	31.4%	43.9%	39.7%	33.5%
Skew 25d	4.2%	3.2%	5.2%	4.5%	3.8%
Skew 10d	8.5%	5.8%	11.4%	8.4%	8.7%
Call IV 25d	34.0%	28.1%	40.3%	35.3%	31.4%
Put IV 25d	38.2%	32.1%	44.6%	39.9%	35.2%
Bid-Ask Spread %	3.18	2.00	7.07	3.66	2.71
Gamma HHI	0.11	0.07	0.14	0.09	0.14
Net GEX	86.0M	37.8M	128.2M	62.4M	77.1M
Net DEX	-2.96B	-4.18B	-1.56B	-2.28B	-3.42B
Net VEX	-15.5M	-16.7M	-13.9M	-14.7M	-15.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.22	0.97	0.69	0.67
Total Volume	170,598.524	102,839	278,841	102,839	254,085
Total OI	1,423,997.762	1,300,844	1,522,741	1,320,114	1,409,186

Daily Data (21 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
2022-05-02	$86.27	$82.50	36.8%	11.1%	32.2%	60.0%	39.7%	4.5%	-0.2%	62.4M	-2.28B	-14.7M	0.69	3.66	60,849	41,990	726,901	593,213
2022-05-03	$88.16	$82.00	35.0%	10.5%	32.9%	52.2%	37.1%	4.0%	0.3%	83.5M	-2.76B	-14.4M	0.59	3.06	85,463	50,233	739,479	604,925
2022-05-04	$91.62	$82.50	31.3%	9.2%	35.1%	35.8%	33.2%	3.3%	0.5%	109.8M	-3.68B	-13.9M	0.48	4.22	130,675	62,372	755,844	622,998
2022-05-05	$90.03	$80.00	35.3%	10.0%	35.9%	53.3%	35.4%	3.6%	-0.1%	101.4M	-3.20B	-15.0M	0.75	3.03	107,145	80,745	792,526	649,194
2022-05-06	$91.47	$80.00	34.2%	9.7%	35.6%	48.7%	34.1%	3.2%	0.1%	117.4M	-3.63B	-14.8M	0.53	2.99	101,691	53,463	802,537	664,026
2022-05-09	$84.28	$80.00	41.9%	11.6%	46.3%	82.2%	41.4%	3.7%	-1.1%	37.8M	-1.56B	-15.7M	0.73	4.14	102,315	74,418	771,080	652,994
2022-05-10	$84.65	$80.00	39.7%	11.2%	44.7%	72.4%	38.9%	4.3%	-0.3%	42.9M	-1.65B	-15.8M	0.65	3.73	72,907	47,353	795,685	667,031
2022-05-11	$86.94	$80.00	39.3%	11.0%	45.3%	70.7%	37.2%	3.7%	-0.5%	66.8M	-2.25B	-15.9M	0.22	2.47	229,444	49,397	800,691	676,939
2022-05-12	$85.68	$87.50	40.9%	11.7%	45.3%	77.7%	43.9%	5.2%	-0.2%	50.0M	-1.59B	-16.7M	0.56	3.31	95,217	53,643	771,182	680,581
2022-05-13	$88.92	$85.00	36.4%	10.4%	47.0%	58.3%	38.8%	4.7%	-0.2%	80.6M	-2.48B	-16.5M	0.40	2.53	98,902	39,817	782,578	687,699
2022-05-16	$90.96	$87.50	35.6%	10.2%	47.7%	54.8%	37.4%	4.1%	-0.6%	97.9M	-2.98B	-15.9M	0.54	2.52	117,527	63,797	749,869	670,003
2022-05-17	$91.94	$87.50	33.5%	9.6%	47.7%	45.3%	33.8%	4.2%	0.5%	105.4M	-3.24B	-15.7M	0.67	3.21	93,445	63,057	765,653	688,971
2022-05-18	$90.25	$87.50	36.6%	10.5%	48.3%	58.9%	37.4%	4.6%	0.2%	95.4M	-2.78B	-15.7M	0.84	2.26	86,285	72,348	773,224	698,953
2022-05-19	$91.70	$87.50	34.9%	10.0%	48.2%	51.7%	36.3%	4.8%	0.5%	104.0M	-3.16B	-16.0M	0.81	7.07	92,785	74,803	782,449	715,767
2022-05-20	$91.69	$87.50	34.5%	9.9%	47.7%	49.9%	35.5%	4.5%	0.3%	87.6M	-3.22B	-15.7M	0.54	2.99	138,682	74,210	794,397	728,344
2022-05-23	$93.82	$87.50	34.2%	9.9%	45.4%	48.5%	35.5%	4.4%	0.1%	75.5M	-3.08B	-15.8M	0.74	3.18	120,086	88,827	671,978	628,866
2022-05-24	$94.71	$90.00	33.9%	9.9%	45.4%	47.3%	35.1%	4.7%	-0.0%	81.7M	-3.31B	-15.7M	0.78	2.80	70,041	54,946	697,237	654,469
2022-05-25	$96.42	$90.00	33.7%	9.8%	44.9%	46.1%	35.0%	4.0%	0.1%	96.5M	-3.75B	-15.7M	0.80	2.00	86,955	69,521	708,608	665,998
2022-05-26	$96.97	$90.00	32.0%	9.2%	43.8%	38.8%	33.2%	3.9%	0.2%	104.1M	-3.95B	-15.1M	0.74	2.54	87,474	64,402	721,892	686,381
2022-05-27	$97.68	$90.00	29.7%	8.5%	41.6%	28.6%	31.4%	4.0%	0.5%	128.2M	-4.18B	-15.1M	0.97	2.39	86,932	84,322	744,073	709,532
2022-05-31	$95.79	$90.00	32.3%	9.5%	42.5%	39.9%	33.5%	3.8%	0.1%	77.1M	-3.42B	-15.4M	0.67	2.71	152,191	101,894	719,363	689,823