XOM Options History — July 2023

In July 2023, XOM traded between $100.95 and $107.59. ATM implied volatility averaged 24.7%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 1.9% (HV 20d: 22.8%). Max pain ranged from $105.00 to $105.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.56.

Notable Days

  • 2023-07-14: Highest Volume — 195,815 contracts
  • 2023-07-28: Largest IV drop — 10.7% change
  • 2023-07-17: Highest IV Rank — 20.0%
  • 2023-07-17: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$104.38$100.95$107.59$107.59$107.00
Max Pain$105.00$105.00$105.00$105.00$105.00
ATM IV24.7%21.8%27.3%23.0%21.8%
Expected Move7.1%5.9%7.9%5.9%6.6%
HV 20d22.8%18.1%25.3%18.1%25.3%
HV 60d23.8%21.8%24.9%22.9%22.3%
IV Rank9.2%0.0%20.0%1.5%0.0%
IV Percentile9.7%0.0%26.2%0.4%0.0%
Term Structure-0.1%-1.7%1.2%0.6%-0.1%
VWIV24.5%21.5%26.4%21.7%22.2%
Skew 25d2.8%2.2%3.8%3.1%2.8%
Skew 10d5.1%3.9%7.2%6.1%4.5%
Call IV 25d23.5%20.3%25.9%21.8%20.5%
Put IV 25d26.3%23.3%28.4%25.0%23.3%
Bid-Ask Spread %3.132.255.652.882.60
Gamma HHI0.100.080.130.130.11
Net GEX40.9M-34.6M77.7M71.6M76.5M
Net DEX-286.8M-991.9M728.6M-932.0M-991.9M
Net VEX-16.8M-17.4M-16.1M-17.4M-16.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.271.090.850.33
Total Volume103,257.4538,282195,81556,025173,283
Total OI1,104,127.1993,5231,218,9091,052,0071,035,788

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-07-03$107.59$105.0023.0%5.9%18.1%1.5%21.7%3.1%0.6%71.6M-932.0M-17.4M0.852.8830,30425,721575,880476,127
2023-07-05$106.63$105.0023.5%6.1%18.5%3.8%21.7%3.2%0.9%58.2M-662.6M-17.2M1.092.4231,03233,699585,143483,515
2023-07-06$103.03$105.0025.6%7.3%22.0%12.8%25.1%3.8%0.1%-5.6M297.2M-16.8M0.722.2555,17939,486594,486500,116
2023-07-07$103.41$105.0025.4%7.4%20.5%12.1%25.2%3.0%0.5%5.5M185.6M-16.9M0.273.2790,65824,790602,672504,131
2023-07-10$104.59$105.0025.4%7.5%21.1%11.8%25.6%2.5%0.5%30.4M-228.2M-17.0M0.393.5346,54518,123588,739490,056
2023-07-11$105.91$105.0024.4%7.4%21.7%7.8%25.6%2.7%1.2%59.8M-602.9M-17.2M0.462.3446,92521,354600,742496,300
2023-07-12$106.50$105.0024.5%7.2%21.4%8.0%24.0%2.9%1.0%77.7M-731.4M-17.3M0.592.3347,49827,898608,989505,610
2023-07-13$104.78$105.0025.7%7.4%22.1%13.3%25.5%2.2%-0.4%28.5M-180.1M-16.9M0.584.2888,37651,459606,329512,441
2023-07-14$100.95$105.0026.6%7.8%25.3%17.3%26.2%2.6%0.8%-34.6M728.6M-16.1M0.353.64145,41150,404633,457516,441
2023-07-17$101.55$105.0027.3%7.9%24.9%20.0%26.4%2.5%-1.7%9.0M353.1M-16.5M0.372.4087,83332,584665,077504,252
2023-07-18$101.13$105.0027.0%7.8%24.6%18.9%26.4%2.5%-1.6%7.0M352.3M-16.3M0.443.1965,71728,809686,791507,790
2023-07-19$101.77$105.0026.4%7.6%23.8%16.2%25.5%2.7%-1.6%28.5M189.1M-16.5M1.013.3548,86149,593700,957516,533
2023-07-20$103.28$105.0024.4%7.0%24.2%7.9%24.5%2.4%0.1%70.8M-244.0M-16.7M0.282.2586,32424,138701,112517,797
2023-07-21$103.75$105.0024.0%6.9%24.1%6.1%24.6%2.4%-0.3%73.5M-340.4M-16.6M0.452.5861,61827,905698,647519,069
2023-07-24$105.50$105.0024.2%7.1%24.4%6.8%24.5%2.7%-0.5%58.9M-702.5M-16.6M0.433.6167,71629,019547,161446,362
2023-07-25$105.91$105.0023.9%7.1%23.3%5.6%24.8%2.9%-0.1%66.7M-799.3M-16.8M0.913.6332,14029,232557,817458,476
2023-07-26$105.05$105.0023.9%7.1%23.5%5.4%24.9%3.0%-0.1%54.8M-565.6M-16.8M0.745.6522,02316,259566,094467,076
2023-07-27$105.27$105.0024.6%7.3%23.3%8.5%24.9%3.0%-0.5%63.0M-634.3M-16.8M0.493.9283,23540,481571,831470,383
2023-07-28$104.09$105.0022.0%6.5%23.4%0.0%21.5%3.2%0.1%18.6M-227.1M-16.4M0.532.46120,31963,198580,097482,258
2023-07-31$107.00$105.0021.8%6.6%25.3%0.0%22.2%2.8%-0.1%76.5M-991.9M-16.9M0.332.60129,99743,286565,177470,611