XOM Options History — June 2023

In June 2023, XOM traded between $102.25 and $108.38. ATM implied volatility averaged 24.1%, placing in the 3.7% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 4.0% (HV 20d: 20.0%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.60.

Notable Days

  • 2023-06-20: Highest Volume — 97,738 contracts
  • 2023-06-21: Largest IV drop — 7.5% change
  • 2023-06-01: Highest IV Rank — 15.4%
  • 2023-06-01: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$105.47$102.25$108.38$103.60$107.31
Max Pain$106.48$105.00$110.00$105.00$105.00
ATM IV24.1%22.6%27.0%27.0%22.6%
Expected Move6.8%5.8%8.0%8.0%5.8%
HV 20d20.0%18.0%22.9%22.6%19.2%
HV 60d27.5%23.2%30.3%30.2%23.2%
IV Rank3.7%0.0%15.4%15.4%0.0%
IV Percentile2.4%0.0%11.1%11.1%0.0%
Term Structure0.4%-0.1%1.7%-0.1%-0.0%
VWIV23.6%20.2%28.2%28.2%20.2%
Skew 25d3.4%2.6%4.7%4.7%2.6%
Skew 10d6.7%5.3%9.5%9.5%5.3%
Call IV 25d22.6%21.3%25.4%25.4%21.3%
Put IV 25d26.0%23.9%30.0%30.0%23.9%
Bid-Ask Spread %2.371.477.612.212.60
Gamma HHI0.120.070.700.070.12
Net GEX11.9M-418.7M89.9M2.9M89.9M
Net DEX-443.0M-1.22B226.8M21.0M-1.04B
Net VEX-17.7M-18.7M-16.7M-18.5M-17.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.271.060.440.66
Total Volume64,796.71427,88097,73839,92588,090
Total OI1,164,245.857979,8741,311,9981,210,6541,085,539

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$103.60$105.0027.0%8.0%22.6%15.4%28.2%4.7%-0.1%2.9M21.0M-18.5M0.442.2127,73912,186658,309552,345
2023-06-02$105.57$105.0026.0%7.7%22.9%10.7%27.3%4.7%-0.0%38.7M-487.6M-18.7M0.492.5327,33413,499665,388559,071
2023-06-05$105.41$105.0025.1%7.3%20.5%7.1%25.8%4.0%0.0%14.6M-372.1M-18.2M0.552.0728,15015,573647,017552,600
2023-06-06$106.16$105.0023.9%7.1%20.7%1.7%23.3%3.9%0.4%29.4M-570.5M-18.1M0.771.8320,75315,886661,446561,956
2023-06-07$108.38$105.0023.2%6.7%22.1%0.0%23.6%3.3%0.4%79.0M-1.22B-18.5M0.651.8223,27415,171672,410572,367
2023-06-08$108.06$105.0023.3%6.6%21.4%0.4%23.6%3.3%0.2%63.6M-1.03B-18.5M0.712.0416,27511,605672,778590,507
2023-06-09$107.70$105.0023.5%6.6%19.5%1.3%24.6%3.4%-0.0%65.4M-903.4M-18.4M0.457.6127,64312,362681,511600,366
2023-06-12$106.41$110.0024.9%7.2%20.0%7.3%24.4%3.7%0.3%17.8M-518.1M-17.9M0.541.5059,86532,204660,987578,659
2023-06-13$106.50$110.0023.9%7.0%19.9%3.3%23.9%3.2%0.5%26.2M-543.9M-17.9M0.271.4765,50017,872680,872590,969
2023-06-14$105.03$110.0023.9%6.9%18.9%3.3%23.6%3.1%0.2%-17.9M-104.1M-17.5M0.961.5844,16242,390690,442595,653
2023-06-15$106.38$110.0023.7%6.9%18.0%2.4%23.2%3.1%0.5%23.4M-553.1M-17.8M0.662.0544,37929,130704,834596,731
2023-06-16$105.03$110.0023.5%6.8%18.3%1.3%23.0%2.9%0.3%-418.7M-128.0M-17.2M0.561.5651,53028,865709,921602,077
2023-06-20$103.00$110.0025.1%7.2%19.4%8.4%25.6%3.7%1.2%-8.3M120.0M-16.8M0.462.6167,04030,698531,582448,292
2023-06-21$104.03$106.0023.2%6.7%19.7%0.2%23.0%3.0%1.3%18.5M-174.5M-17.1M0.552.1445,15324,963561,861460,888
2023-06-22$103.37$105.0023.2%6.6%19.1%0.1%23.1%3.0%1.7%6.2M-3.4M-16.9M1.062.2526,04527,480575,865471,171
2023-06-23$102.25$105.0023.9%6.7%19.1%3.0%23.0%3.5%1.6%-2.9M226.8M-16.7M0.801.8346,18537,023583,841475,948
2023-06-26$104.45$105.0024.1%6.5%20.3%4.2%22.2%3.3%-0.0%31.8M-324.2M-17.3M0.412.5260,80825,032562,190458,683
2023-06-27$104.50$105.0024.2%6.5%20.2%4.3%21.6%3.4%0.1%42.7M-356.1M-17.2M0.402.4645,80418,141581,532466,063
2023-06-28$105.38$105.0023.7%6.3%19.8%2.4%21.4%3.3%0.2%60.3M-561.3M-17.3M0.442.6648,95621,543585,976471,196
2023-06-29$106.28$105.0023.4%6.1%19.3%0.9%21.4%3.2%0.0%86.4M-775.9M-17.5M0.822.3835,42428,999592,385476,935
2023-06-30$107.31$105.0022.6%5.8%19.2%0.0%20.2%2.6%-0.0%89.9M-1.04B-17.4M0.662.6053,03635,054595,280490,259