XOM Options History — April 2023

In April 2023, XOM traded between $114.44 and $118.55. ATM implied volatility averaged 26.8%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 6.1% (HV 20d: 32.9%). Max pain ranged from $105.00 to $112.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.84.

Notable Days

  • 2023-04-03: Highest Volume — 247,197 contracts
  • 2023-04-28: Largest IV drop — 12.8% change
  • 2023-04-10: Highest IV Rank — 16.4%
  • 2023-04-26: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.96$114.44$118.55$116.06$118.55
Max Pain$109.32$105.00$112.00$105.00$112.00
ATM IV26.8%23.5%28.9%26.7%23.5%
Expected Move7.6%6.8%8.3%7.0%6.8%
HV 20d32.9%26.7%39.6%39.5%28.2%
HV 60d30.9%30.2%31.3%31.2%30.3%
IV Rank7.8%0.0%16.4%6.0%0.0%
IV Percentile6.9%0.0%19.0%2.8%0.0%
Term Structure-0.2%-1.5%1.2%0.6%0.0%
VWIV26.6%24.0%29.2%24.9%24.0%
Skew 25d4.1%3.3%5.3%3.8%4.2%
Skew 10d7.7%6.3%8.7%7.8%7.0%
Call IV 25d24.8%21.8%27.4%24.9%21.8%
Put IV 25d28.9%25.9%31.3%28.7%25.9%
Bid-Ask Spread %3.452.167.142.682.79
Gamma HHI0.110.090.140.110.14
Net GEX88.3M51.1M138.5M96.9M135.7M
Net DEX-2.55B-3.24B-1.67B-2.99B-2.66B
Net VEX-18.9M-19.6M-17.8M-17.8M-19.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.501.450.570.59
Total Volume103,604.78951,076247,197247,197200,152
Total OI1,194,806.6321,037,5961,292,0011,090,0651,148,485

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-04-03$116.06$105.0026.7%7.0%39.5%6.0%24.9%3.8%0.6%96.9M-2.99B-17.8M0.572.68157,75889,439600,571489,494
2023-04-04$114.75$105.0027.6%7.2%39.1%10.1%25.6%4.3%0.9%89.1M-2.63B-19.0M0.892.1659,01452,669662,181529,515
2023-04-05$116.87$105.0027.4%7.3%38.9%9.1%25.8%4.0%0.9%134.6M-3.24B-19.4M0.772.2766,93851,398684,764547,764
2023-04-06$114.84$110.0028.0%8.1%39.6%12.0%27.3%3.9%1.2%64.1M-2.59B-19.5M0.763.6959,66045,496698,219563,953
2023-04-10$114.44$110.0028.9%8.1%38.8%16.4%28.2%3.9%-0.9%79.1M-2.39B-19.2M1.455.4135,06350,820666,643531,841
2023-04-11$115.41$110.0028.5%8.0%38.6%14.8%27.1%3.3%-0.7%87.4M-2.64B-18.9M1.214.1323,72828,762670,371544,044
2023-04-12$115.22$110.0028.2%7.9%38.6%13.0%26.5%3.4%-0.4%78.0M-2.54B-18.9M1.142.4533,48938,255674,667554,489
2023-04-13$115.87$110.0026.9%7.7%32.9%6.9%26.6%3.7%-0.1%79.1M-2.76B-18.5M1.053.1524,85726,219680,915569,242
2023-04-14$115.97$110.0026.0%7.4%32.9%2.3%27.1%4.0%-0.0%138.5M-2.78B-18.5M0.627.1468,01842,058684,266576,011
2023-04-17$114.63$110.0025.4%7.3%32.7%0.0%25.0%4.6%-0.2%74.7M-2.31B-18.4M0.792.9541,26832,605666,341548,858
2023-04-18$116.62$110.0026.1%7.5%32.5%3.7%25.6%3.9%-1.5%98.1M-2.84B-18.5M0.532.3563,97333,716672,249565,091
2023-04-19$116.31$110.0026.2%7.5%28.3%3.9%26.2%3.6%-1.0%98.6M-2.77B-18.6M0.563.9840,18222,607690,701577,807
2023-04-20$114.90$110.0027.0%7.8%27.9%8.0%26.9%4.4%-0.5%58.4M-2.28B-18.8M0.663.5155,70636,923693,491580,757
2023-04-21$115.93$110.0025.9%7.5%26.7%2.7%25.8%4.0%-0.9%83.5M-2.74B-18.7M0.912.3351,52846,893704,487587,514
2023-04-24$118.52$110.0024.9%7.3%27.2%0.0%27.9%4.0%-0.0%93.8M-2.55B-18.4M0.503.7485,41842,302568,159469,437
2023-04-25$116.38$110.0027.6%8.2%27.7%13.1%27.0%5.0%-0.3%67.8M-1.98B-19.5M0.964.4643,75042,165588,421490,015
2023-04-26$115.28$110.0028.1%8.3%28.1%15.2%29.2%5.3%-0.4%51.1M-1.67B-19.6M1.283.5229,82938,293599,750503,905
2023-04-27$116.63$110.0027.0%8.0%27.8%10.1%27.9%4.6%-0.5%69.3M-2.03B-19.6M0.682.8164,09943,441605,312511,596
2023-04-28$118.55$112.0023.5%6.8%28.2%0.0%24.0%4.2%0.0%135.7M-2.66B-19.2M0.592.79125,69974,453625,856522,629