XOM Options History — November 2022

In November 2022, XOM traded between $109.05 and $114.42. ATM implied volatility averaged 31.0%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 3.0% (HV 20d: 28.0%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.08.

Notable Days

  • 2022-11-11: Highest Volume — 549,838 contracts
  • 2022-11-28: Largest IV spike — 7.6% change
  • 2022-11-09: Highest IV Rank — 45.4%
  • 2022-11-09: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$112.24$109.05$114.42$111.77$111.69
Max Pain$106.43$100.00$110.00$100.00$110.00
ATM IV31.0%28.2%33.8%31.8%28.2%
Expected Move9.1%8.4%9.8%9.7%8.4%
HV 20d28.0%22.8%32.0%29.1%32.0%
HV 60d35.0%34.2%36.1%34.3%34.6%
IV Rank33.0%20.6%45.4%37.4%20.6%
IV Percentile24.9%8.7%49.2%31.7%8.7%
Term Structure0.3%-0.8%0.9%0.6%0.4%
VWIV32.5%29.9%34.8%34.3%31.1%
Skew 25d4.2%3.0%5.2%4.2%3.8%
Skew 10d8.1%5.5%10.5%7.4%7.8%
Call IV 25d29.5%26.9%32.6%30.3%26.9%
Put IV 25d33.7%30.7%36.8%34.5%30.7%
Bid-Ask Spread %2.801.924.103.044.10
Gamma HHI0.120.100.150.130.11
Net GEX91.8M47.9M150.1M117.8M83.1M
Net DEX-4.04B-5.68B-2.65B-5.22B-3.18B
Net VEX-18.5M-19.3M-17.6M-17.9M-19.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.211.911.081.91
Total Volume147,981.28644,075549,83895,856103,434
Total OI1,586,440.7621,450,0881,699,9101,576,8731,585,075

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$111.77$100.0031.8%9.7%29.1%37.4%34.3%4.2%0.6%117.8M-5.22B-17.9M1.083.0446,14749,709850,702726,171
2022-11-02$109.67$100.0032.0%9.6%26.6%38.1%34.3%3.7%0.6%95.1M-4.58B-18.0M1.143.9661,13469,443862,052742,106
2022-11-03$111.29$100.0031.6%9.5%25.8%36.6%33.5%3.3%0.6%119.3M-5.11B-17.8M1.192.7052,16062,015870,255753,476
2022-11-04$112.24$100.0030.8%9.4%25.2%33.0%33.5%3.0%0.9%150.1M-5.39B-17.8M0.923.0173,47267,856876,248772,455
2022-11-07$113.53$105.0031.5%9.3%23.6%36.0%34.2%3.2%0.6%118.4M-5.46B-17.6M1.062.4752,62355,527842,432724,925
2022-11-08$114.35$105.0031.9%9.3%22.8%36.9%33.9%3.2%0.7%120.4M-5.68B-17.6M0.833.4357,91248,238854,464751,374
2022-11-09$109.05$105.0033.8%9.8%30.1%45.4%34.8%4.1%0.4%74.1M-4.02B-18.5M0.942.2790,39784,599865,500771,203
2022-11-10$110.35$105.0032.1%9.4%28.2%37.9%33.6%3.8%0.9%96.1M-4.48B-18.4M1.582.5957,09690,279879,855774,950
2022-11-11$114.30$105.0030.1%8.7%27.8%28.9%30.8%3.6%0.6%122.8M-5.29B-18.1M0.213.24455,55394,285874,992824,918
2022-11-14$113.79$105.0030.8%8.9%27.8%31.9%31.6%4.8%0.3%82.9M-3.64B-17.8M0.942.1687,45481,828721,641810,348
2022-11-15$114.19$105.0031.2%9.0%27.6%33.8%32.4%4.8%0.5%78.2M-3.59B-18.2M1.122.8485,72996,358732,863849,094
2022-11-16$112.91$110.0030.8%8.8%27.2%32.1%32.8%5.2%0.9%54.2M-3.13B-18.6M1.211.9248,03758,254746,713878,492
2022-11-17$112.62$110.0030.8%8.8%27.3%32.1%32.5%4.8%0.6%47.9M-3.10B-19.2M0.862.0674,41164,243755,739879,438
2022-11-18$112.30$110.0031.6%9.1%26.8%35.6%32.1%4.9%-0.8%52.7M-3.11B-19.3M1.252.4272,54590,736779,827884,113
2022-11-21$110.45$110.0031.9%9.2%27.6%36.8%31.6%4.9%-0.5%60.8M-2.81B-18.9M1.173.1586,602101,309719,424730,664
2022-11-22$114.42$110.0029.8%8.5%29.9%27.5%30.8%4.5%-0.4%103.7M-3.94B-19.1M0.972.8854,25252,775740,543754,519
2022-11-23$113.52$110.0029.1%8.4%29.8%24.6%30.1%4.4%-0.1%99.2M-3.71B-18.7M1.002.8662,01761,811747,969761,894
2022-11-25$114.02$110.0029.0%8.4%29.8%24.0%29.9%4.3%-0.4%118.0M-3.90B-19.2M0.692.4026,01018,065776,502783,824
2022-11-28$109.94$110.0031.2%9.3%31.9%33.9%32.5%4.7%0.2%62.9M-2.65B-19.0M1.182.4860,56571,521758,706752,425
2022-11-29$110.56$110.0030.4%9.0%31.7%30.1%32.0%4.2%0.5%69.3M-2.79B-19.3M1.422.8533,56047,646770,221777,144
2022-11-30$111.69$110.0028.2%8.4%32.0%20.6%31.1%3.8%0.4%83.1M-3.18B-19.0M1.914.1035,56367,871784,636800,439