XOM Options History — October 2022

In October 2022, XOM traded between $92.05 and $111.49. ATM implied volatility averaged 38.6%, placing in the 67.2% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 2.0% (HV 20d: 40.6%). Max pain ranged from $92.50 to $98.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.81.

Notable Days

2022-10-07: Highest Volume — 322,970 contracts
2022-10-28: Largest IV drop — 9.2% change
2022-10-10: Highest IV Rank — 86.7%
2022-10-12: Largest Expected Move — 12.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$102.41	$92.05	$111.49	$92.05	$111.49
Max Pain	$94.31	$92.50	$98.00	$92.50	$98.00
ATM IV	38.6%	31.6%	43.1%	39.6%	32.8%
Expected Move	11.1%	9.4%	12.0%	11.0%	9.9%
HV 20d	40.6%	30.0%	45.5%	39.9%	30.0%
HV 60d	37.0%	34.2%	38.1%	36.2%	34.2%
IV Rank	67.2%	36.7%	86.7%	71.5%	41.9%
IV Percentile	75.3%	31.3%	93.7%	84.1%	41.3%
Term Structure	-0.3%	-2.4%	1.4%	1.3%	0.5%
VWIV	39.0%	34.2%	42.0%	39.3%	35.8%
Skew 25d	5.7%	3.9%	6.9%	6.9%	4.1%
Skew 10d	10.9%	7.0%	15.0%	15.0%	8.0%
Call IV 25d	36.0%	29.8%	40.2%	36.6%	31.3%
Put IV 25d	41.7%	33.8%	46.5%	43.5%	35.3%
Bid-Ask Spread %	3.01	2.18	5.64	3.37	2.97
Gamma HHI	0.13	0.07	0.37	0.07	0.14
Net GEX	100.1M	45.9M	221.9M	45.9M	116.0M
Net DEX	-3.93B	-5.29B	-1.73B	-1.73B	-5.19B
Net VEX	-17.6M	-18.4M	-16.9M	-17.0M	-17.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.50	1.38	0.55	0.79
Total Volume	170,825.905	79,433	322,970	117,029	199,836
Total OI	1,574,477.571	1,420,878	1,732,470	1,420,878	1,527,396

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
2022-10-03	$92.05	$92.50	39.6%	11.0%	39.9%	71.5%	39.3%	6.9%	1.3%	45.9M	-1.73B	-17.0M	0.55	3.37	75,628	41,401	781,606	639,272
2022-10-04	$94.88	$92.50	38.9%	10.7%	41.5%	68.5%	37.9%	6.6%	1.1%	70.6M	-2.54B	-16.9M	0.72	2.65	73,902	53,237	807,440	654,381
2022-10-05	$99.50	$92.50	38.4%	10.7%	44.6%	66.4%	38.4%	5.2%	1.4%	90.6M	-3.76B	-17.1M	0.52	2.78	193,300	100,954	824,387	673,173
2022-10-06	$102.00	$92.50	39.3%	11.5%	45.3%	70.4%	39.7%	5.6%	1.0%	103.9M	-4.46B	-17.6M	0.67	2.18	160,369	106,687	869,827	707,182
2022-10-07	$100.92	$92.50	40.8%	11.6%	45.0%	76.6%	40.8%	4.7%	1.3%	103.0M	-4.13B	-18.2M	0.70	3.79	189,969	133,001	898,174	743,378
2022-10-10	$99.01	$92.50	43.1%	11.9%	45.5%	86.7%	41.9%	6.0%	-2.1%	73.0M	-3.27B	-18.4M	1.38	3.77	55,402	76,387	873,535	705,058
2022-10-11	$98.08	$92.50	43.0%	12.0%	44.6%	86.4%	42.0%	6.6%	-1.2%	61.3M	-2.97B	-18.2M	1.34	2.39	51,239	68,766	883,682	718,392
2022-10-12	$98.61	$92.50	42.8%	12.0%	43.6%	85.4%	41.4%	6.8%	-0.8%	68.0M	-3.13B	-18.3M	1.06	3.20	38,596	40,837	889,836	729,344
2022-10-13	$102.04	$92.50	41.1%	11.7%	43.5%	78.1%	40.6%	6.1%	-0.2%	105.9M	-4.16B	-17.8M	0.75	5.64	104,661	78,766	897,490	739,802
2022-10-14	$99.35	$92.50	42.3%	11.8%	44.2%	83.2%	40.2%	6.3%	-1.8%	73.7M	-3.31B	-18.2M	0.81	3.04	77,565	62,950	915,937	767,664
2022-10-17	$101.09	$92.50	41.5%	11.8%	44.5%	79.9%	40.6%	6.6%	-2.4%	93.4M	-3.83B	-17.5M	0.85	2.52	47,116	39,949	890,435	724,065
2022-10-18	$100.65	$95.00	39.7%	11.3%	44.5%	72.0%	39.1%	6.8%	-1.8%	90.8M	-3.67B	-17.6M	0.81	2.77	72,906	59,196	899,316	736,968
2022-10-19	$103.33	$95.00	38.5%	11.0%	44.5%	66.8%	39.7%	5.7%	-0.8%	115.8M	-4.45B	-17.6M	1.03	2.72	101,152	104,322	908,331	753,709
2022-10-20	$103.87	$95.00	37.5%	10.8%	44.5%	62.3%	37.8%	6.0%	-1.0%	109.7M	-4.61B	-17.3M	0.88	2.77	72,253	63,445	920,101	790,208
2022-10-21	$105.88	$95.00	37.1%	10.8%	36.6%	60.9%	37.9%	5.5%	-1.7%	144.3M	-5.18B	-17.5M	0.71	2.20	135,185	96,351	923,344	809,126
2022-10-24	$106.49	$95.00	36.8%	10.9%	35.0%	59.5%	39.1%	5.2%	0.0%	96.3M	-4.14B	-17.5M	0.85	2.90	64,512	54,961	791,026	634,554
2022-10-25	$105.86	$97.50	36.0%	10.8%	35.4%	55.8%	37.5%	5.1%	-0.0%	93.1M	-3.94B	-17.6M	0.81	2.80	71,349	57,539	803,550	654,743
2022-10-26	$107.50	$97.50	35.1%	10.6%	34.0%	52.0%	37.6%	4.8%	-0.2%	110.2M	-4.37B	-17.6M	0.72	2.66	61,370	44,072	818,635	669,708
2022-10-27	$107.81	$97.50	34.8%	10.6%	33.7%	50.7%	37.7%	4.6%	0.1%	113.7M	-4.46B	-17.7M	0.62	3.11	110,781	68,785	832,052	683,842
2022-10-28	$110.25	$97.50	31.6%	9.4%	32.9%	36.7%	34.2%	3.9%	0.4%	221.9M	-5.29B	-17.1M	0.50	3.09	185,629	93,018	863,099	710,261
2022-10-31	$111.49	$98.00	32.8%	9.9%	30.0%	41.9%	35.8%	4.1%	0.5%	116.0M	-5.19B	-17.5M	0.79	2.97	111,399	88,437	832,777	694,619