XOM Options History — September 2023

In September 2023, XOM traded between $113.59 and $119.91. ATM implied volatility averaged 21.5%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 0.7% (HV 20d: 20.8%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.94.

Notable Days

  • 2023-09-28: Highest Volume — 175,413 contracts
  • 2023-09-21: Largest IV spike — 9.8% change
  • 2023-09-26: Highest IV Rank — 22.3%
  • 2023-09-26: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$116.26$113.59$119.91$113.59$117.59
Max Pain$111.75$110.00$115.00$110.00$115.00
ATM IV21.5%18.8%24.9%18.8%23.9%
Expected Move6.1%4.9%6.9%4.9%6.4%
HV 20d20.8%19.4%24.0%21.4%23.0%
HV 60d22.1%21.5%22.9%21.7%21.8%
IV Rank10.0%0.0%22.3%0.0%21.1%
IV Percentile8.5%0.0%28.2%0.0%23.8%
Term Structure0.4%-0.6%1.3%0.8%0.2%
VWIV21.3%17.5%24.2%17.5%22.9%
Skew 25d2.7%2.3%3.3%2.3%3.1%
Skew 10d5.1%4.5%5.7%4.7%5.3%
Call IV 25d20.2%17.7%23.4%17.7%22.7%
Put IV 25d22.9%20.0%26.7%20.0%25.8%
Bid-Ask Spread %1.721.152.202.072.02
Gamma HHI0.120.080.170.130.09
Net GEX98.7M21.1M184.4M142.2M64.3M
Net DEX-2.49B-3.50B-1.64B-2.52B-2.27B
Net VEX-18.4M-20.1M-17.4M-17.5M-20.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.491.230.660.92
Total Volume108,817.650,789175,413133,084126,150
Total OI1,207,708.851,133,4951,314,3341,141,3731,314,334

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-09-01$113.59$110.0018.8%4.9%21.4%0.0%17.5%2.3%0.8%142.2M-2.52B-17.5M0.662.0779,95053,134609,150532,223
2023-09-05$113.81$110.0020.2%5.9%21.2%5.1%20.5%2.3%0.1%127.9M-2.35B-17.4M0.491.5689,40844,201603,631529,864
2023-09-06$114.31$110.0020.9%6.0%21.2%7.5%21.1%2.5%-0.0%139.7M-2.52B-17.8M1.091.6945,78749,883628,747543,142
2023-09-07$114.10$110.0020.8%6.0%20.3%7.1%20.9%2.4%0.2%129.5M-2.37B-18.1M0.971.5843,21041,754631,500567,269
2023-09-08$115.63$110.0020.1%5.9%20.7%4.6%20.8%2.3%0.2%184.4M-2.90B-18.0M1.081.2052,97657,437639,815575,453
2023-09-11$113.78$110.0020.4%5.8%21.2%6.0%20.5%2.7%-0.3%108.9M-2.12B-17.6M0.931.3134,39831,898620,495559,466
2023-09-12$117.56$110.0020.5%5.7%24.0%6.2%21.0%2.5%-0.5%139.2M-3.26B-17.7M0.771.4188,69767,873626,672567,131
2023-09-13$116.50$110.0020.6%6.0%20.3%6.7%20.6%2.6%0.3%126.6M-2.87B-17.8M1.111.5245,70050,516640,523591,727
2023-09-14$118.41$110.0019.5%5.4%19.8%2.5%20.6%2.5%-0.6%161.8M-3.50B-17.9M1.071.1970,21274,786651,392602,435
2023-09-15$116.93$110.0020.2%5.9%20.3%5.2%20.0%2.4%0.5%49.5M-2.92B-18.1M0.911.1564,06058,300661,643632,467
2023-09-18$117.59$110.0020.3%5.8%20.0%5.4%20.2%2.7%1.3%83.8M-2.54B-18.0M0.932.0645,14341,868593,868549,678
2023-09-19$117.41$110.0020.3%5.8%19.5%5.4%20.1%2.6%1.1%80.2M-2.45B-18.4M1.031.9248,00549,460606,220562,209
2023-09-20$116.53$110.0020.6%5.9%19.5%6.4%20.2%2.8%1.3%70.6M-2.19B-18.7M1.231.8436,26544,514622,518573,539
2023-09-21$114.93$115.0022.6%6.4%20.0%13.8%22.8%2.8%1.1%34.2M-1.64B-18.9M1.171.9452,79561,641630,907581,104
2023-09-22$115.09$115.0022.7%6.4%19.8%14.1%22.3%3.0%1.3%21.1M-1.67B-19.2M1.041.9746,41948,059643,889590,403
2023-09-25$116.13$115.0023.4%6.5%19.5%16.8%23.0%3.3%0.4%55.9M-1.92B-19.1M1.131.7629,63733,631611,642570,878
2023-09-26$116.16$115.0024.9%6.9%19.4%22.3%24.2%3.3%0.2%54.4M-1.90B-19.4M0.992.2025,52025,269619,734582,890
2023-09-27$119.91$115.0024.4%6.8%22.0%20.7%24.2%3.2%0.1%104.5M-3.02B-19.1M0.802.0579,15063,233625,201589,941
2023-09-28$119.28$115.0024.4%6.7%22.1%22.3%23.4%3.2%0.1%96.0M-2.83B-19.6M0.561.98112,71962,694651,195619,282
2023-09-29$117.59$115.0023.9%6.4%23.0%21.1%22.9%3.1%0.2%64.3M-2.27B-20.1M0.922.0265,54960,601683,953630,381