XOM Options History — August 2023

In August 2023, XOM traded between $105.18 and $111.78. ATM implied volatility averaged 22.5%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 0.2% (HV 20d: 22.6%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.68.

Notable Days

2023-08-14: Highest Volume — 567,869 contracts
2023-08-30: Largest IV drop — 6.1% change
2023-08-16: Highest IV Rank — 9.7%
2023-08-02: Largest Expected Move — 7.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$108.62	$105.18	$111.78	$106.40	$111.09
Max Pain	$107.83	$105.00	$110.00	$105.00	$110.00
ATM IV	22.5%	19.9%	23.9%	22.1%	19.9%
Expected Move	6.4%	5.4%	7.0%	6.6%	5.4%
HV 20d	22.6%	17.8%	25.5%	25.4%	20.1%
HV 60d	21.7%	20.7%	22.2%	22.0%	21.7%
IV Rank	4.1%	0.0%	9.7%	1.4%	0.0%
IV Percentile	3.8%	0.0%	11.9%	0.8%	0.0%
Term Structure	0.4%	-0.5%	1.6%	-0.3%	0.8%
VWIV	22.3%	19.0%	23.7%	22.2%	19.0%
Skew 25d	3.0%	2.2%	3.6%	2.9%	2.6%
Skew 10d	5.5%	4.1%	6.9%	4.3%	5.1%
Call IV 25d	21.2%	18.6%	22.6%	20.7%	18.6%
Put IV 25d	24.2%	21.2%	26.1%	23.5%	21.2%
Bid-Ask Spread %	2.42	1.56	3.66	2.28	1.80
Gamma HHI	0.10	0.07	0.15	0.11	0.10
Net GEX	75.8M	-6.2M	174.4M	75.8M	110.1M
Net DEX	-1.19B	-2.37B	-419.6M	-765.2M	-1.68B
Net VEX	-17.3M	-18.1M	-16.7M	-16.7M	-18.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.06	1.24	0.55	0.92
Total Volume	114,933.739	53,331	567,869	66,637	73,871
Total OI	1,096,748.087	1,004,107	1,166,173	1,070,041	1,127,698

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
2023-08-01	$106.40	$105.00	22.1%	6.6%	25.4%	1.4%	22.2%	2.9%	-0.3%	75.8M	-765.2M	-16.7M	0.55	2.28	43,118	23,519	582,880	487,161
2023-08-02	$105.18	$105.00	23.3%	7.0%	25.5%	6.4%	23.7%	3.0%	-0.5%	49.8M	-434.2M	-16.8M	0.36	2.86	56,679	20,506	593,284	495,548
2023-08-03	$107.50	$105.00	22.5%	6.7%	23.4%	2.8%	22.3%	2.6%	-0.2%	116.5M	-1.19B	-17.0M	0.66	3.66	54,126	35,855	599,949	496,915
2023-08-04	$107.47	$105.00	22.7%	6.8%	23.4%	3.7%	22.7%	2.8%	-0.3%	103.3M	-1.14B	-17.1M	0.54	1.80	116,909	63,581	602,568	511,918
2023-08-07	$107.05	$105.00	22.5%	6.7%	23.2%	2.9%	23.4%	3.0%	1.1%	64.8M	-798.0M	-16.9M	0.74	3.20	35,579	26,199	581,485	501,458
2023-08-08	$107.69	$105.00	22.2%	6.3%	22.9%	1.7%	23.3%	3.1%	-0.3%	86.2M	-1.02B	-17.2M	0.89	3.42	34,866	31,162	593,729	507,469
2023-08-09	$109.82	$105.00	22.1%	6.5%	23.8%	1.4%	22.1%	2.4%	0.4%	124.0M	-1.75B	-17.1M	0.49	2.50	108,548	52,956	601,462	512,272
2023-08-10	$110.00	$105.00	22.5%	6.5%	22.8%	2.8%	22.9%	2.5%	0.5%	126.4M	-1.79B	-17.4M	0.67	2.50	69,142	46,333	619,691	531,855
2023-08-11	$111.69	$105.00	21.6%	6.4%	17.8%	0.0%	21.5%	2.2%	1.1%	174.4M	-2.37B	-17.3M	0.55	2.03	90,467	49,885	629,566	536,607
2023-08-14	$111.78	$105.00	21.9%	6.3%	17.8%	1.3%	22.3%	2.5%	-0.1%	137.7M	-2.20B	-16.9M	0.06	2.12	535,396	32,473	615,424	521,386
2023-08-15	$108.06	$110.00	23.1%	6.6%	22.4%	6.4%	23.5%	3.2%	0.7%	11.0M	-686.7M	-17.0M	0.75	1.73	46,917	35,120	558,889	530,839
2023-08-16	$106.69	$110.00	23.9%	6.9%	23.0%	9.7%	22.2%	3.3%	-0.3%	-6.2M	-419.6M	-16.8M	0.75	1.97	64,032	48,190	574,417	532,435
2023-08-17	$108.38	$110.00	23.5%	6.7%	23.1%	8.0%	23.4%	3.5%	1.1%	27.5M	-884.3M	-17.1M	0.50	1.68	77,928	39,109	580,802	536,479
2023-08-18	$109.93	$110.00	23.4%	6.7%	23.5%	7.5%	23.0%	3.3%	0.3%	22.3M	-1.33B	-17.5M	0.62	1.56	54,258	33,773	594,046	547,613
2023-08-21	$108.84	$110.00	23.6%	6.7%	23.3%	8.6%	23.3%	3.6%	0.2%	57.8M	-1.09B	-17.4M	0.72	2.21	48,683	35,161	541,245	462,862
2023-08-22	$108.15	$110.00	23.7%	6.7%	23.4%	8.7%	23.3%	3.3%	0.4%	46.9M	-972.0M	-17.9M	0.57	2.27	45,783	26,289	563,052	476,934
2023-08-23	$107.13	$110.00	23.2%	6.5%	23.5%	6.6%	22.3%	3.3%	0.6%	29.6M	-708.6M	-17.7M	0.58	1.99	52,108	30,173	578,425	486,143
2023-08-24	$106.75	$110.00	23.3%	6.6%	23.6%	7.2%	23.4%	3.1%	0.4%	27.8M	-648.5M	-17.8M	0.91	2.34	40,287	36,783	592,153	489,878
2023-08-25	$108.35	$110.00	22.3%	6.2%	23.6%	3.0%	21.9%	3.4%	0.6%	76.4M	-1.07B	-17.9M	0.72	3.56	57,894	41,438	598,888	500,216
2023-08-28	$109.30	$110.00	22.4%	6.2%	21.8%	3.4%	21.4%	3.1%	0.6%	76.5M	-1.30B	-17.6M	1.24	2.60	32,002	39,636	575,899	480,393
2023-08-29	$109.88	$110.00	21.3%	5.8%	21.7%	0.0%	20.8%	3.0%	0.6%	87.6M	-1.43B	-17.7M	0.65	2.08	32,232	21,099	586,097	492,632
2023-08-30	$111.03	$110.00	20.0%	5.4%	21.3%	0.0%	19.5%	2.9%	1.6%	116.5M	-1.77B	-17.6M	1.14	3.46	48,215	55,196	596,344	498,200
2023-08-31	$111.09	$110.00	19.9%	5.4%	20.1%	0.0%	19.0%	2.6%	0.8%	110.1M	-1.68B	-18.1M	0.92	1.80	38,467	35,404	602,436	525,262