XOM Options History — February 2023

In February 2023, XOM traded between $109.28 and $119.28. ATM implied volatility averaged 27.7%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 2.8% (HV 20d: 30.5%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.00.

Notable Days

2023-02-10: Highest Volume — 429,806 contracts
2023-02-02: Largest IV spike — 13.1% change
2023-02-22: Highest IV Rank — 19.4%
2023-02-06: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$113.36	$109.28	$119.28	$115.53	$110.06
Max Pain	$113.16	$110.00	$115.00	$110.00	$115.00
ATM IV	27.7%	25.5%	29.5%	25.5%	27.6%
Expected Move	8.0%	7.6%	8.4%	7.7%	7.8%
HV 20d	30.5%	25.2%	34.7%	25.2%	30.8%
HV 60d	28.6%	27.3%	29.5%	28.3%	27.9%
IV Rank	10.8%	0.0%	19.4%	0.0%	10.2%
IV Percentile	5.3%	0.0%	15.1%	0.0%	5.2%
Term Structure	0.1%	-0.6%	0.9%	0.3%	-0.2%
VWIV	28.0%	26.5%	29.7%	27.8%	27.0%
Skew 25d	4.3%	3.5%	5.1%	4.5%	4.4%
Skew 10d	8.4%	6.9%	10.0%	8.5%	8.7%
Call IV 25d	25.8%	23.9%	27.4%	23.9%	25.3%
Put IV 25d	30.1%	28.1%	32.0%	28.4%	29.7%
Bid-Ask Spread %	2.83	1.69	5.40	4.31	3.27
Gamma HHI	0.13	0.09	0.17	0.14	0.11
Net GEX	54.9M	1.5M	173.4M	98.0M	28.9M
Net DEX	-1.49B	-3.36B	-595.5M	-2.11B	-882.3M
Net VEX	-17.1M	-17.8M	-16.6M	-17.0M	-16.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.45	1.93	1.13	0.73
Total Volume	116,263.526	55,790	429,806	125,313	66,015
Total OI	1,167,714.737	1,030,925	1,253,140	1,204,719	1,085,327

Daily Data (19 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
2023-02-01	$115.53	$110.00	25.5%	7.7%	25.2%	0.0%	27.8%	4.5%	0.3%	98.0M	-2.11B	-17.0M	1.13	4.31	58,840	66,473	630,063	574,656
2023-02-02	$110.88	$110.00	28.8%	8.4%	29.7%	16.1%	29.5%	5.1%	-0.0%	1.5M	-712.7M	-17.1M	0.88	2.99	73,568	64,552	638,123	587,407
2023-02-03	$111.85	$110.00	28.3%	8.3%	28.2%	13.5%	28.7%	4.3%	-0.1%	6.8M	-1.04B	-17.2M	1.28	3.19	63,602	81,365	650,029	589,406
2023-02-06	$111.84	$110.00	28.3%	8.4%	27.7%	13.8%	29.3%	4.7%	0.9%	37.8M	-1.15B	-17.0M	1.16	2.06	42,876	49,625	612,009	559,869
2023-02-07	$115.02	$110.00	27.1%	7.8%	28.3%	7.8%	28.0%	3.9%	0.1%	93.5M	-2.01B	-17.1M	0.78	1.69	56,432	43,922	620,173	566,335
2023-02-08	$114.22	$110.00	27.5%	7.8%	28.2%	9.6%	27.8%	4.0%	-0.2%	80.9M	-1.78B	-17.0M	1.15	1.98	29,031	33,497	632,210	577,414
2023-02-09	$114.66	$110.00	27.6%	8.0%	28.1%	10.0%	28.5%	4.2%	0.6%	86.2M	-1.90B	-17.1M	0.94	2.31	58,066	54,652	638,984	585,326
2023-02-10	$119.28	$115.00	27.4%	7.9%	30.7%	9.2%	28.6%	3.5%	0.2%	173.4M	-3.36B	-17.2M	0.45	1.70	297,353	132,453	649,761	603,379
2023-02-13	$117.73	$115.00	27.7%	7.9%	31.2%	10.6%	29.1%	4.4%	0.6%	91.5M	-2.23B	-17.8M	1.05	1.98	45,909	48,116	595,713	590,102
2023-02-14	$116.65	$115.00	27.3%	7.8%	31.4%	8.6%	27.1%	4.2%	-0.6%	72.4M	-2.06B	-17.6M	0.73	1.82	42,647	31,133	608,047	585,320
2023-02-15	$115.91	$115.00	26.6%	7.6%	30.7%	5.5%	26.5%	3.9%	0.0%	54.6M	-1.87B	-17.5M	1.93	2.38	36,801	70,948	627,840	586,401
2023-02-16	$115.84	$115.00	26.5%	7.6%	30.6%	4.9%	26.5%	3.8%	-0.3%	41.5M	-1.91B	-17.5M	1.09	2.66	31,715	34,579	634,922	591,408
2023-02-17	$111.55	$115.00	28.0%	8.1%	33.5%	12.4%	27.4%	4.5%	-0.4%	15.3M	-631.2M	-17.1M	0.94	2.41	78,538	74,120	640,664	598,593
2023-02-21	$111.48	$115.00	29.2%	8.3%	33.5%	17.9%	28.9%	4.4%	0.1%	42.4M	-1.04B	-16.9M	0.80	3.30	40,545	32,440	571,758	459,167
2023-02-22	$109.28	$115.00	29.5%	8.4%	34.1%	19.4%	29.7%	4.4%	0.1%	16.7M	-595.5M	-16.6M	1.41	3.35	57,058	80,554	588,499	470,410
2023-02-23	$111.09	$115.00	27.9%	7.9%	34.7%	11.7%	27.4%	4.2%	0.0%	45.9M	-1.04B	-16.9M	0.82	5.40	51,604	42,176	598,811	476,001
2023-02-24	$110.34	$115.00	28.4%	8.0%	31.7%	14.0%	28.4%	4.3%	-0.0%	17.4M	-901.4M	-17.1M	0.84	3.53	44,677	37,335	618,259	480,720
2023-02-27	$110.56	$115.00	27.7%	7.9%	31.6%	10.9%	26.9%	4.4%	-0.2%	37.8M	-1.02B	-16.9M	0.83	3.47	30,413	25,377	598,892	464,582
2023-02-28	$110.06	$115.00	27.6%	7.8%	30.8%	10.2%	27.0%	4.4%	-0.2%	28.9M	-882.3M	-16.8M	0.73	3.27	38,059	27,956	609,539	475,788