XOM Options History — June 2022

In June 2022, XOM traded between $85.33 and $104.76. ATM implied volatility averaged 37.8%, placing in the 64.2% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 2.5% (HV 20d: 40.3%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.74.

Notable Days

2022-06-17: Highest Volume — 345,892 contracts
2022-06-13: Largest IV spike — 19.3% change
2022-06-30: Highest IV Rank — 95.8%
2022-06-23: Largest Expected Move — 12.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$94.24	$85.33	$104.76	$98.20	$85.33
Max Pain	$88.69	$85.00	$90.00	$90.00	$90.00
ATM IV	37.8%	31.3%	45.0%	32.2%	45.0%
Expected Move	10.8%	9.0%	12.9%	9.3%	12.8%
HV 20d	40.3%	27.0%	51.4%	42.7%	51.0%
HV 60d	38.9%	34.9%	43.0%	39.9%	43.0%
IV Rank	64.2%	35.5%	95.8%	39.5%	95.8%
IV Percentile	85.8%	62.7%	99.6%	71.4%	99.6%
Term Structure	0.0%	-0.7%	0.8%	-0.7%	0.2%
VWIV	38.6%	32.7%	45.1%	33.5%	44.4%
Skew 25d	4.9%	2.4%	7.5%	3.5%	6.9%
Skew 10d	10.2%	5.2%	16.1%	7.0%	14.3%
Call IV 25d	36.0%	29.7%	42.4%	30.8%	42.4%
Put IV 25d	40.9%	33.5%	49.3%	34.4%	49.3%
Bid-Ask Spread %	2.45	1.84	3.69	3.15	3.50
Gamma HHI	0.09	0.05	0.15	0.15	0.05
Net GEX	51.8M	-16.4M	100.0M	91.3M	9.8M
Net DEX	-2.63B	-5.51B	-209.2M	-3.98B	-209.2M
Net VEX	-16.9M	-18.4M	-14.9M	-15.6M	-17.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.42	0.96	0.67	0.96
Total Volume	204,617.286	91,510	345,892	171,650	167,931
Total OI	1,583,857.857	1,427,112	1,772,923	1,492,034	1,641,407

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
2022-06-01	$98.20	$90.00	32.2%	9.3%	42.7%	39.5%	33.5%	3.5%	-0.7%	91.3M	-3.98B	-15.6M	0.67	3.15	102,882	68,768	762,346	729,688
2022-06-02	$97.56	$85.00	31.3%	9.1%	41.0%	35.5%	32.8%	3.5%	-0.5%	82.3M	-3.79B	-15.8M	0.89	1.92	57,074	51,035	776,879	745,099
2022-06-03	$99.10	$85.00	31.3%	9.0%	40.5%	35.6%	32.8%	3.4%	-0.4%	100.0M	-4.23B	-16.1M	0.50	1.85	120,454	60,562	785,817	751,995
2022-06-06	$99.14	$85.00	31.4%	9.0%	40.3%	36.1%	33.1%	4.1%	0.0%	90.2M	-4.13B	-15.5M	0.76	3.01	52,118	39,392	757,017	718,335
2022-06-07	$103.37	$85.00	31.4%	9.0%	27.1%	36.0%	32.7%	3.1%	-0.0%	99.4M	-5.24B	-14.9M	0.61	2.24	202,209	123,815	772,517	729,196
2022-06-08	$104.76	$87.50	31.5%	9.2%	27.0%	36.8%	32.9%	2.6%	0.5%	96.5M	-5.51B	-15.8M	0.56	2.18	184,029	103,062	818,312	783,177
2022-06-09	$102.99	$87.50	32.4%	9.3%	28.0%	40.5%	33.9%	2.4%	0.2%	76.5M	-5.01B	-16.0M	0.87	2.05	95,025	83,031	854,700	808,224
2022-06-10	$101.04	$87.50	33.5%	9.7%	28.5%	45.4%	35.3%	2.6%	0.4%	61.9M	-4.38B	-16.6M	0.94	1.84	134,503	125,823	866,470	816,088
2022-06-13	$95.49	$90.00	40.0%	11.4%	34.7%	73.8%	40.0%	5.3%	-0.1%	48.2M	-2.72B	-17.7M	0.65	2.23	162,365	105,853	847,584	794,926
2022-06-14	$96.44	$90.00	38.0%	10.9%	34.0%	65.1%	40.2%	4.8%	0.2%	63.1M	-3.10B	-17.2M	0.73	3.69	96,362	70,062	871,494	814,821
2022-06-15	$95.10	$90.00	36.2%	10.4%	34.4%	57.3%	38.1%	5.0%	0.1%	49.4M	-2.61B	-17.2M	0.72	2.78	83,900	60,653	876,925	828,045
2022-06-16	$91.29	$90.00	40.9%	11.7%	37.0%	77.9%	41.9%	6.6%	0.6%	10.3M	-1.39B	-17.5M	0.79	2.52	164,914	130,680	894,249	830,798
2022-06-17	$86.91	$90.00	43.3%	12.4%	40.4%	88.3%	43.0%	6.6%	-0.4%	-16.4M	-333.1M	-17.2M	0.84	2.14	187,705	158,187	926,020	846,903
2022-06-21	$92.07	$90.00	40.7%	11.7%	45.8%	76.9%	41.6%	4.8%	0.3%	39.3M	-1.87B	-17.6M	0.70	2.43	117,330	82,582	791,356	635,756
2022-06-22	$88.46	$90.00	42.5%	12.2%	47.0%	84.9%	43.0%	6.9%	-0.1%	18.2M	-1.02B	-17.6M	0.78	2.14	95,504	74,645	826,181	656,142
2022-06-23	$85.41	$90.00	44.3%	12.9%	48.1%	93.0%	45.1%	7.5%	0.5%	4.5M	-377.0M	-17.2M	0.84	2.33	108,981	91,737	853,308	665,618
2022-06-24	$87.32	$90.00	41.8%	11.8%	48.4%	81.9%	40.2%	5.9%	0.8%	26.4M	-836.7M	-17.8M	0.74	2.65	99,748	74,242	879,950	677,881
2022-06-27	$89.53	$90.00	41.0%	11.5%	49.5%	78.2%	40.9%	6.0%	-0.4%	42.2M	-1.43B	-17.6M	0.42	2.32	99,594	42,326	840,545	650,617
2022-06-28	$91.45	$90.00	41.3%	11.7%	50.1%	79.6%	41.0%	5.1%	-0.3%	61.5M	-2.01B	-18.4M	0.62	2.20	142,511	88,897	873,512	660,994
2022-06-29	$88.01	$90.00	43.6%	12.3%	51.4%	89.7%	43.3%	6.4%	-0.5%	32.4M	-989.4M	-18.2M	0.85	2.24	100,857	85,615	901,483	698,640
2022-06-30	$85.33	$90.00	45.0%	12.8%	51.0%	95.8%	44.4%	6.9%	0.2%	9.8M	-209.2M	-17.5M	0.96	3.50	85,665	82,266	924,928	716,479