XOM Options History — September 2022

In September 2022, XOM traded between $84.32 and $97.81. ATM implied volatility averaged 38.6%, placing in the 67.3% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 4.8% (HV 20d: 33.8%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.71.

Notable Days

2022-09-16: Highest Volume — 221,352 contracts
2022-09-23: Largest IV spike — 19.7% change
2022-09-26: Highest IV Rank — 99.1%
2022-09-26: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.32	$84.32	$97.81	$93.31	$87.75
Max Pain	$92.86	$90.00	$95.00	$92.50	$92.50
ATM IV	38.6%	33.6%	45.9%	40.4%	41.0%
Expected Move	11.0%	9.8%	13.1%	11.6%	11.4%
HV 20d	33.8%	30.8%	37.4%	31.2%	36.4%
HV 60d	37.3%	34.4%	41.3%	41.1%	34.8%
IV Rank	67.3%	45.3%	99.1%	74.9%	77.8%
IV Percentile	81.6%	59.5%	99.2%	88.5%	89.3%
Term Structure	0.3%	-0.4%	1.0%	-0.3%	0.3%
VWIV	38.6%	34.3%	45.1%	40.7%	39.3%
Skew 25d	6.2%	5.0%	8.2%	6.0%	7.1%
Skew 10d	12.7%	9.8%	16.9%	11.3%	14.2%
Call IV 25d	36.1%	31.5%	42.5%	38.0%	38.0%
Put IV 25d	42.3%	36.5%	50.6%	44.0%	45.1%
Bid-Ask Spread %	3.44	2.05	10.63	2.71	2.44
Gamma HHI	0.08	0.05	0.16	0.07	0.16
Net GEX	30.5M	-21.0M	92.3M	20.4M	-21.0M
Net DEX	-1.64B	-3.15B	-33.9M	-1.69B	-693.5M
Net VEX	-16.6M	-17.8M	-15.9M	-17.8M	-16.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.41	1.08	0.83	0.77
Total Volume	109,910.048	62,061	221,352	126,616	90,823
Total OI	1,463,867.381	1,301,587	1,582,932	1,489,296	1,473,463

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
2022-09-01	$93.31	$92.50	40.4%	11.6%	31.2%	74.9%	40.7%	6.0%	-0.3%	20.4M	-1.69B	-17.8M	0.83	2.71	69,279	57,337	802,732	686,564
2022-09-02	$95.28	$92.50	39.4%	11.1%	31.4%	70.6%	38.7%	5.5%	0.3%	27.1M	-2.29B	-17.5M	0.51	2.46	77,392	39,208	815,501	695,567
2022-09-06	$95.30	$90.00	39.5%	11.3%	31.4%	71.0%	41.5%	6.1%	0.1%	44.7M	-2.32B	-16.9M	1.08	3.38	59,193	63,679	787,720	674,089
2022-09-07	$94.34	$92.50	38.3%	10.9%	31.4%	66.0%	39.8%	6.2%	0.2%	36.4M	-2.05B	-16.8M	0.90	3.00	53,211	47,929	801,431	698,253
2022-09-08	$94.58	$92.50	36.8%	10.6%	31.2%	59.3%	37.1%	5.6%	0.3%	41.6M	-2.13B	-16.7M	1.03	2.47	51,153	52,820	809,333	708,958
2022-09-09	$96.72	$92.50	33.6%	9.8%	31.5%	45.3%	34.3%	5.0%	0.1%	80.0M	-2.76B	-16.7M	0.67	2.55	53,989	36,083	817,948	717,241
2022-09-12	$97.58	$92.50	34.3%	9.9%	31.6%	48.3%	34.8%	5.0%	0.5%	81.5M	-3.04B	-16.0M	0.61	2.40	76,991	46,604	793,440	693,009
2022-09-13	$95.11	$95.00	36.4%	10.4%	32.4%	57.5%	36.6%	6.0%	0.1%	51.4M	-2.30B	-16.6M	0.79	2.85	64,656	50,953	814,805	708,817
2022-09-14	$97.81	$95.00	34.2%	10.1%	33.6%	47.9%	36.1%	5.0%	1.0%	92.3M	-3.15B	-16.6M	0.68	10.63	81,561	55,076	827,329	722,056
2022-09-15	$94.85	$95.00	36.2%	10.4%	35.7%	56.8%	35.5%	5.2%	0.8%	39.1M	-2.22B	-16.8M	0.75	7.39	51,909	39,035	842,680	734,360
2022-09-16	$93.23	$95.00	37.3%	10.7%	35.2%	61.6%	37.9%	5.7%	-0.1%	11.7M	-1.86B	-16.2M	0.95	3.72	113,286	108,066	843,628	739,304
2022-09-19	$93.03	$92.50	36.7%	10.5%	35.2%	58.8%	36.6%	5.7%	0.6%	22.5M	-1.51B	-16.1M	0.41	2.05	58,463	24,069	694,129	607,458
2022-09-20	$92.87	$92.50	36.6%	10.5%	35.2%	58.3%	35.2%	6.0%	1.0%	23.9M	-1.51B	-16.2M	0.61	2.30	45,582	27,961	716,692	618,061
2022-09-21	$91.38	$92.50	37.3%	10.7%	30.8%	61.4%	36.4%	5.8%	0.7%	15.8M	-1.21B	-16.2M	0.49	2.57	63,454	31,200	738,971	629,219
2022-09-22	$91.40	$92.50	36.7%	10.5%	30.8%	58.8%	36.3%	5.8%	1.0%	16.0M	-1.21B	-16.6M	0.65	3.49	37,543	24,518	764,306	640,428
2022-09-23	$85.92	$92.50	43.9%	12.5%	36.9%	90.2%	43.6%	7.9%	0.9%	-1.5M	-140.3M	-16.0M	0.74	3.49	93,596	69,465	772,278	645,177
2022-09-26	$84.32	$92.50	45.9%	13.1%	37.1%	99.1%	45.1%	8.0%	-0.4%	-955.6K	-33.9M	-15.9M	0.80	3.38	48,618	38,997	763,866	631,650
2022-09-27	$85.93	$92.50	44.0%	12.5%	36.5%	90.5%	43.5%	8.2%	-0.2%	5.8M	-348.7M	-16.4M	0.52	3.66	70,282	36,882	775,829	640,717
2022-09-28	$89.22	$92.50	41.0%	11.5%	37.4%	77.8%	40.5%	6.9%	0.0%	26.5M	-1.05B	-17.0M	0.41	2.57	67,746	27,910	790,451	646,152
2022-09-29	$88.84	$92.50	41.8%	11.7%	37.4%	81.0%	41.8%	7.2%	0.3%	26.7M	-974.0M	-16.9M	0.66	2.63	61,322	40,270	802,797	654,806
2022-09-30	$87.75	$92.50	41.0%	11.4%	36.4%	77.8%	39.3%	7.1%	0.3%	-21.0M	-693.5M	-16.7M	0.77	2.44	51,292	39,531	809,755	663,708