XOM Options History — July 2022

In July 2022, XOM traded between $83.15 and $97.14. ATM implied volatility averaged 40.9%, placing in the 77.5% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 3.6% (HV 20d: 44.5%). Max pain ranged from $87.50 to $90.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.68.

Notable Days

2022-07-29: Highest Volume — 272,760 contracts
2022-07-29: Largest IV drop — 8.5% change
2022-07-06: Highest IV Rank — 100.0%
2022-07-06: Largest Expected Move — 13.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$87.53	$83.15	$97.14	$87.78	$97.14
Max Pain	$89.58	$87.50	$90.00	$90.00	$90.00
ATM IV	40.9%	32.6%	46.1%	42.7%	32.6%
Expected Move	11.6%	9.4%	13.2%	11.4%	9.4%
HV 20d	44.5%	33.8%	52.9%	52.5%	34.0%
HV 60d	43.5%	42.9%	44.1%	43.3%	43.5%
IV Rank	77.5%	41.3%	100.0%	85.6%	41.3%
IV Percentile	90.1%	63.1%	100.0%	97.2%	63.1%
Term Structure	-0.5%	-2.2%	1.4%	-0.1%	0.1%
VWIV	40.2%	33.6%	44.6%	39.8%	33.6%
Skew 25d	6.0%	3.4%	7.9%	6.7%	3.4%
Skew 10d	11.4%	5.9%	15.8%	15.1%	5.9%
Call IV 25d	38.3%	31.5%	42.9%	40.2%	31.5%
Put IV 25d	44.2%	34.9%	50.7%	46.9%	34.9%
Bid-Ask Spread %	2.60	1.94	3.50	2.92	2.03
Gamma HHI	0.07	0.05	0.12	0.07	0.12
Net GEX	38.2M	-2.5M	106.4M	31.9M	106.4M
Net DEX	-1.14B	-3.63B	-47.6M	-790.5M	-3.63B
Net VEX	-16.1M	-17.7M	-15.3M	-17.7M	-15.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.31	1.19	0.80	0.31
Total Volume	129,265.95	85,208	272,760	152,687	272,760
Total OI	1,474,021.15	1,266,070	1,662,119	1,662,119	1,404,887

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
2022-07-01	$87.78	$90.00	42.7%	11.4%	52.5%	85.6%	39.8%	6.7%	-0.1%	31.9M	-790.5M	-17.7M	0.80	2.92	84,719	67,968	941,843	720,276
2022-07-05	$84.77	$90.00	45.8%	12.9%	52.9%	99.5%	44.0%	7.9%	0.3%	14.0M	-305.4M	-16.8M	0.82	2.57	118,258	97,566	874,461	677,066
2022-07-06	$83.68	$90.00	46.1%	13.2%	52.8%	100.0%	44.6%	7.8%	0.4%	9.6M	-100.8M	-16.7M	0.73	3.10	119,101	87,412	900,525	691,652
2022-07-07	$86.10	$87.50	43.8%	12.5%	51.4%	89.9%	42.3%	5.7%	0.9%	30.7M	-773.6M	-17.1M	0.62	3.50	99,512	61,607	922,388	705,576
2022-07-08	$86.31	$87.50	42.0%	11.7%	50.9%	82.0%	41.9%	5.3%	1.4%	26.7M	-820.0M	-16.6M	0.77	1.94	77,195	59,436	933,161	712,043
2022-07-11	$85.34	$87.50	43.3%	12.1%	50.8%	87.8%	40.4%	6.6%	-1.4%	17.4M	-577.6M	-16.2M	0.85	2.17	46,590	39,388	887,171	684,913
2022-07-12	$84.24	$90.00	45.0%	12.4%	50.7%	95.1%	43.7%	6.7%	-2.0%	8.3M	-303.7M	-16.1M	1.19	1.99	42,267	50,217	893,426	691,764
2022-07-13	$85.04	$90.00	44.0%	12.3%	47.8%	90.5%	42.3%	6.5%	-1.3%	13.6M	-499.5M	-15.9M	0.73	2.77	58,032	42,370	902,763	697,512
2022-07-14	$83.15	$90.00	44.4%	12.4%	47.8%	92.6%	42.7%	7.1%	-1.2%	-2.5M	-47.6M	-15.7M	0.86	3.07	75,580	64,703	915,198	700,039
2022-07-15	$84.42	$90.00	41.8%	11.6%	48.4%	81.1%	39.7%	7.0%	-2.2%	21.0M	-392.9M	-15.5M	0.60	2.29	56,633	33,745	927,770	702,343
2022-07-18	$85.90	$90.00	41.9%	11.9%	47.2%	81.7%	40.7%	5.5%	-1.2%	27.8M	-941.9M	-15.8M	0.59	2.91	66,184	38,851	720,081	545,989
2022-07-19	$88.43	$90.00	39.5%	11.3%	45.2%	70.9%	39.0%	5.7%	-0.7%	44.0M	-1.42B	-16.1M	0.53	2.52	66,714	35,566	742,758	559,118
2022-07-20	$89.51	$90.00	38.1%	10.9%	40.2%	64.9%	38.0%	5.7%	-0.6%	56.2M	-1.66B	-16.0M	0.51	3.04	66,191	34,011	760,320	569,713
2022-07-21	$87.49	$90.00	39.6%	11.4%	38.5%	71.7%	40.1%	6.1%	-0.4%	39.1M	-1.18B	-15.9M	0.94	2.86	56,803	53,605	771,224	578,347
2022-07-22	$87.02	$90.00	38.8%	11.2%	36.3%	68.0%	38.6%	5.9%	-0.4%	50.1M	-1.10B	-15.8M	0.65	2.94	51,527	33,681	784,380	587,434
2022-07-25	$89.77	$89.00	38.3%	11.2%	37.1%	65.9%	39.2%	4.9%	-0.5%	49.5M	-1.73B	-15.7M	0.39	2.31	73,714	29,032	746,650	556,319
2022-07-26	$89.53	$90.00	38.6%	11.3%	36.1%	67.2%	39.3%	5.2%	-0.5%	53.3M	-1.68B	-15.9M	0.55	2.20	59,651	32,984	771,619	565,192
2022-07-27	$91.90	$90.00	36.7%	10.8%	36.5%	58.9%	37.7%	5.1%	-0.7%	75.7M	-2.23B	-16.0M	0.63	2.38	58,868	37,237	785,209	574,494
2022-07-28	$93.16	$90.00	35.7%	10.4%	33.8%	54.6%	36.6%	4.5%	-0.2%	90.8M	-2.57B	-15.5M	0.54	2.46	88,091	47,550	794,304	580,495
2022-07-29	$97.14	$90.00	32.6%	9.4%	34.0%	41.3%	33.6%	3.4%	0.1%	106.4M	-3.63B	-15.3M	0.31	2.03	207,759	65,001	814,780	590,107