XOM Options History — March 2023

In March 2023, XOM traded between $99.81 and $113.53. ATM implied volatility averaged 30.3%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 2.0% (HV 20d: 28.3%). Max pain ranged from $105.00 to $112.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.94.

Notable Days

2023-03-15: Highest Volume — 196,709 contracts
2023-03-15: Largest IV spike — 18.6% change
2023-03-15: Highest IV Rank — 60.4%
2023-03-15: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$107.15	$99.81	$113.53	$111.20	$109.43
Max Pain	$107.83	$105.00	$112.00	$111.00	$105.00
ATM IV	30.3%	25.5%	38.0%	27.5%	28.0%
Expected Move	8.5%	7.2%	10.8%	7.7%	7.3%
HV 20d	28.3%	20.4%	33.5%	29.8%	33.2%
HV 60d	28.6%	26.7%	30.6%	27.9%	29.4%
IV Rank	23.4%	0.1%	60.4%	9.8%	12.1%
IV Percentile	27.9%	0.4%	75.0%	4.8%	9.9%
Term Structure	0.2%	-0.9%	1.2%	-0.3%	0.5%
VWIV	29.6%	24.6%	37.2%	27.1%	26.9%
Skew 25d	5.2%	3.7%	7.3%	4.0%	5.1%
Skew 10d	10.6%	7.1%	14.9%	8.5%	10.1%
Call IV 25d	27.9%	23.9%	34.7%	25.4%	25.3%
Put IV 25d	33.1%	27.6%	41.8%	29.4%	30.4%
Bid-Ask Spread %	4.11	1.87	7.11	2.61	2.90
Gamma HHI	0.11	0.07	0.28	0.11	0.12
Net GEX	30.6M	-52.5M	114.5M	51.4M	65.3M
Net DEX	-713.5M	-1.91B	810.8M	-1.24B	-1.59B
Net VEX	-16.9M	-18.3M	-15.7M	-17.0M	-18.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.94	0.42	1.54	0.71	0.93
Total Volume	92,821.348	53,921	196,709	85,070	68,503
Total OI	1,117,057.174	988,229	1,210,049	1,095,349	1,128,720

Daily Data (23 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
2023-03-01	$111.20	$111.00	27.5%	7.7%	29.8%	9.8%	27.1%	4.0%	-0.3%	51.4M	-1.24B	-17.0M	0.71	2.61	49,866	35,204	616,142	479,207
2023-03-02	$111.50	$112.00	26.8%	7.5%	29.8%	6.2%	25.0%	4.0%	0.0%	58.3M	-1.36B	-17.3M	0.42	3.50	63,078	26,253	637,710	491,287
2023-03-03	$112.66	$112.00	25.5%	7.2%	26.1%	0.1%	24.6%	3.7%	0.1%	114.5M	-1.78B	-17.6M	0.90	3.72	56,024	50,376	661,309	501,373
2023-03-06	$113.53	$110.00	25.7%	7.3%	26.1%	1.2%	26.8%	3.9%	-0.1%	101.4M	-1.91B	-17.5M	1.54	2.58	31,902	49,157	644,578	487,658
2023-03-07	$111.53	$110.00	26.4%	7.8%	26.9%	4.4%	27.0%	4.1%	-0.2%	64.5M	-1.33B	-17.2M	0.91	1.87	28,302	25,619	655,084	497,077
2023-03-08	$109.69	$110.00	26.8%	7.7%	25.3%	6.6%	26.3%	4.1%	-0.2%	30.1M	-787.2M	-16.7M	0.59	4.49	50,814	29,812	657,257	500,781
2023-03-09	$109.39	$110.00	28.8%	8.2%	25.3%	16.1%	28.0%	3.7%	-0.2%	33.6M	-804.2M	-17.0M	0.91	7.11	36,448	33,268	664,149	501,460
2023-03-10	$107.19	$110.00	31.2%	9.0%	26.0%	27.5%	29.3%	4.3%	-0.7%	8.0M	-188.1M	-16.8M	1.07	6.35	49,799	53,143	666,573	515,427
2023-03-13	$106.46	$110.00	32.5%	9.3%	20.4%	34.0%	32.7%	5.0%	0.6%	1.0M	-138.6M	-16.5M	0.83	6.95	56,256	46,874	651,316	496,492
2023-03-14	$106.53	$110.00	32.0%	9.2%	20.4%	31.6%	31.5%	5.2%	0.3%	-1.5M	-161.7M	-16.6M	0.91	6.01	42,413	38,776	660,747	506,285
2023-03-15	$101.32	$110.00	38.0%	10.8%	25.9%	60.4%	34.9%	7.2%	-0.2%	-30.7M	743.2M	-16.0M	0.82	6.51	108,246	88,463	664,419	510,933
2023-03-16	$101.23	$110.00	34.6%	9.8%	26.0%	44.3%	32.8%	6.8%	-0.3%	-29.4M	670.7M	-15.7M	0.75	5.00	99,870	75,245	686,016	510,985
2023-03-17	$99.81	$105.00	36.1%	10.2%	26.0%	51.5%	37.2%	7.3%	-0.9%	-52.5M	810.8M	-15.7M	1.25	3.46	59,433	74,107	697,098	512,951
2023-03-20	$101.94	$105.00	32.8%	9.4%	25.3%	35.6%	32.7%	6.4%	0.8%	1.5M	-22.6M	-16.1M	0.72	3.05	55,588	39,939	553,104	435,125
2023-03-21	$107.16	$105.00	29.8%	8.5%	31.9%	20.8%	30.6%	5.4%	0.7%	41.9M	-1.09B	-17.0M	0.91	2.37	64,137	58,470	576,711	443,053
2023-03-22	$105.34	$105.00	30.3%	8.7%	31.7%	23.5%	30.3%	5.5%	0.8%	24.7M	-690.9M	-17.1M	1.16	6.46	31,630	36,697	589,959	465,798
2023-03-23	$103.53	$105.00	32.8%	9.3%	31.3%	35.2%	32.3%	6.6%	1.2%	9.3M	-294.4M	-17.0M	1.12	4.69	35,285	39,502	598,081	473,563
2023-03-24	$103.56	$105.00	32.5%	9.2%	31.4%	33.9%	32.4%	6.1%	1.1%	11.6M	-289.2M	-16.9M	0.84	5.06	37,503	31,430	606,732	481,326
2023-03-27	$106.23	$105.00	31.1%	8.5%	32.9%	27.0%	29.0%	5.6%	0.1%	31.5M	-865.1M	-16.9M	1.12	3.02	37,175	41,795	575,815	458,546
2023-03-28	$107.09	$105.00	30.8%	8.4%	33.1%	25.7%	29.7%	5.8%	-0.1%	43.4M	-1.07B	-17.0M	1.06	2.76	31,764	33,634	584,854	468,347
2023-03-29	$108.84	$105.00	29.2%	7.8%	33.4%	17.9%	27.4%	5.4%	0.2%	59.1M	-1.45B	-17.2M	1.03	2.05	30,997	31,945	591,452	480,930
2023-03-30	$109.34	$105.00	28.3%	7.5%	33.5%	13.8%	27.0%	4.9%	0.4%	66.5M	-1.56B	-18.0M	1.04	2.12	34,368	35,781	606,022	499,863
2023-03-31	$109.43	$105.00	28.0%	7.3%	33.2%	12.1%	26.9%	5.1%	0.5%	65.3M	-1.59B	-18.3M	0.93	2.90	35,503	33,000	619,073	509,647