XOM Options History — December 2022

In December 2022, XOM traded between $103.44 and $110.88. ATM implied volatility averaged 29.7%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 1.5% (HV 20d: 28.2%). Max pain ranged from $97.50 to $110.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.34.

Notable Days

2022-12-06: Highest Volume — 184,766 contracts
2022-12-13: Largest IV drop — 7.4% change
2022-12-09: Highest IV Rank — 39.5%
2022-12-08: Largest Expected Move — 9.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$106.92	$103.44	$110.88	$110.88	$110.25
Max Pain	$100.00	$97.50	$110.00	$110.00	$100.00
ATM IV	29.7%	27.2%	32.5%	28.1%	29.7%
Expected Move	8.5%	7.7%	9.4%	8.4%	8.1%
HV 20d	28.2%	24.8%	33.0%	31.3%	26.4%
HV 60d	32.7%	28.0%	35.4%	34.5%	28.0%
IV Rank	27.0%	15.8%	39.5%	20.1%	27.3%
IV Percentile	16.5%	4.0%	39.7%	8.3%	13.5%
Term Structure	0.8%	-0.4%	1.8%	0.2%	1.8%
VWIV	30.3%	27.0%	34.1%	30.1%	29.5%
Skew 25d	4.2%	3.4%	5.0%	3.9%	4.6%
Skew 10d	8.2%	6.4%	10.1%	7.3%	8.4%
Call IV 25d	27.8%	25.3%	30.5%	26.6%	27.2%
Put IV 25d	32.0%	28.7%	35.6%	30.5%	31.7%
Bid-Ask Spread %	2.26	1.59	4.15	2.31	2.09
Gamma HHI	0.10	0.08	0.34	0.10	0.14
Net GEX	33.5M	-61.8M	118.9M	69.0M	85.5M
Net DEX	-1.74B	-2.87B	-437.5M	-2.85B	-2.82B
Net VEX	-17.9M	-19.1M	-16.9M	-19.1M	-17.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.34	0.70	2.15	1.02	0.73
Total Volume	104,084.238	57,142	184,766	83,163	83,821
Total OI	1,600,608.048	1,422,700	1,741,779	1,621,767	1,563,350

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
2022-12-01	$110.88	$110.00	28.1%	8.4%	31.3%	20.1%	30.1%	3.9%	0.2%	69.0M	-2.85B	-19.1M	1.02	2.31	41,188	41,975	796,595	825,172
2022-12-02	$109.59	$110.00	28.1%	8.3%	31.1%	20.0%	29.3%	4.0%	0.4%	45.1M	-2.37B	-18.9M	1.25	2.07	63,860	80,054	804,630	837,090
2022-12-05	$106.44	$97.50	29.8%	8.9%	32.5%	27.6%	31.1%	4.5%	0.9%	12.0M	-1.36B	-18.7M	1.34	1.72	75,421	100,886	789,968	825,021
2022-12-06	$103.79	$97.50	31.8%	9.3%	33.0%	36.2%	34.1%	4.9%	0.7%	-13.8M	-637.1M	-18.5M	1.78	1.85	66,417	118,349	801,056	838,057
2022-12-07	$103.53	$100.00	32.4%	9.3%	32.7%	39.3%	33.5%	5.0%	0.4%	-14.7M	-566.4M	-18.8M	2.05	2.03	53,272	109,153	813,260	861,766
2022-12-08	$103.95	$100.00	32.3%	9.4%	28.7%	38.5%	33.0%	4.6%	1.0%	-6.2M	-727.0M	-18.4M	2.15	1.89	46,521	99,835	824,325	881,312
2022-12-09	$103.44	$97.50	32.5%	9.4%	28.2%	39.5%	33.8%	4.4%	1.1%	-61.8M	-437.5M	-18.6M	1.70	2.41	34,026	57,919	830,598	911,181
2022-12-12	$106.06	$97.50	31.8%	9.2%	26.5%	36.2%	32.7%	4.3%	0.3%	21.1M	-1.44B	-18.2M	1.26	2.14	56,236	71,021	805,589	869,703
2022-12-13	$107.66	$97.50	29.4%	8.3%	27.4%	25.7%	30.1%	4.1%	-0.4%	55.4M	-2.02B	-18.1M	1.23	1.59	38,091	46,967	821,527	855,936
2022-12-14	$106.63	$97.50	29.4%	8.7%	27.4%	25.6%	29.7%	4.6%	0.9%	42.5M	-1.61B	-17.9M	1.96	4.15	23,182	45,383	829,694	867,044
2022-12-15	$105.38	$97.50	30.1%	8.6%	27.4%	29.0%	31.7%	4.3%	0.0%	22.9M	-1.16B	-17.7M	1.99	2.29	33,838	67,486	832,544	873,154
2022-12-16	$105.27	$97.50	30.0%	8.6%	27.4%	28.4%	29.6%	4.0%	-0.1%	118.9M	-1.24B	-17.5M	1.15	2.10	52,371	60,117	837,507	884,068
2022-12-19	$105.12	$100.00	28.6%	8.2%	27.4%	22.2%	27.9%	4.0%	0.8%	5.9M	-1.43B	-17.1M	0.84	2.34	41,547	34,853	686,554	736,146
2022-12-20	$107.19	$100.00	27.9%	8.0%	28.1%	19.3%	28.9%	3.9%	0.7%	33.4M	-2.00B	-17.4M	0.96	1.91	36,662	35,101	705,358	751,886
2022-12-21	$108.15	$100.00	27.2%	7.8%	24.8%	15.8%	27.0%	3.4%	0.6%	50.3M	-2.30B	-17.2M	1.05	2.19	34,788	36,577	713,815	753,179
2022-12-22	$105.75	$100.00	28.7%	8.2%	25.8%	22.8%	29.3%	3.9%	0.9%	13.6M	-1.57B	-17.4M	1.13	3.60	53,569	60,583	729,678	770,452
2022-12-23	$108.53	$100.00	27.2%	7.7%	27.7%	16.2%	27.8%	3.8%	1.4%	59.7M	-2.41B	-17.5M	0.97	2.08	41,568	40,126	742,945	777,900
2022-12-27	$110.25	$100.00	28.4%	8.0%	25.3%	21.5%	28.4%	4.0%	1.5%	68.0M	-2.87B	-17.2M	0.70	2.11	44,709	31,242	731,766	767,325
2022-12-28	$108.03	$100.00	30.0%	8.5%	26.2%	28.6%	30.3%	4.5%	1.6%	38.3M	-2.16B	-17.2M	1.37	2.42	24,147	32,995	744,052	781,898
2022-12-29	$109.37	$100.00	29.6%	8.2%	26.4%	26.6%	29.6%	4.0%	1.6%	57.9M	-2.58B	-16.9M	1.46	2.21	28,425	41,488	746,414	793,254
2022-12-30	$110.25	$100.00	29.7%	8.1%	26.4%	27.3%	29.5%	4.6%	1.8%	85.5M	-2.82B	-17.0M	0.73	2.09	48,425	35,396	753,828	809,522