XOM Options History — October 2023

In October 2023, XOM traded between $105.22 and $115.84. ATM implied volatility averaged 27.4%, placing in the 39.0% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 1.8% (HV 20d: 29.2%). Max pain ranged from $110.00 to $120.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.65.

Notable Days

2023-10-11: Highest Volume — 412,812 contracts
2023-10-13: Largest IV spike — 9.1% change
2023-10-20: Highest IV Rank — 51.2%
2023-10-26: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$109.57	$105.22	$115.84	$115.50	$105.81
Max Pain	$114.23	$110.00	$120.00	$115.00	$110.00
ATM IV	27.4%	24.5%	29.0%	26.1%	24.5%
Expected Move	8.0%	7.3%	8.6%	7.3%	7.3%
HV 20d	29.2%	22.9%	32.1%	22.9%	29.5%
HV 60d	24.5%	22.1%	25.6%	22.2%	24.9%
IV Rank	39.0%	29.4%	51.2%	29.9%	29.4%
IV Percentile	51.3%	27.8%	71.8%	36.1%	27.8%
Term Structure	-0.1%	-2.2%	1.1%	0.3%	0.3%
VWIV	27.7%	25.1%	29.5%	25.1%	26.3%
Skew 25d	3.3%	2.4%	3.9%	3.5%	2.9%
Skew 10d	5.6%	4.3%	7.1%	6.2%	4.4%
Call IV 25d	25.9%	23.5%	27.6%	24.2%	23.5%
Put IV 25d	29.2%	26.4%	30.8%	27.7%	26.4%
Bid-Ask Spread %	2.29	1.69	3.46	1.95	2.00
Gamma HHI	0.09	0.07	0.18	0.09	0.08
Net GEX	12.8M	-65.9M	94.7M	43.1M	-2.9M
Net DEX	-441.8M	-1.83B	921.4M	-1.56B	319.6M
Net VEX	-20.0M	-21.1M	-18.6M	-20.0M	-18.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.31	1.25	0.51	0.83
Total Volume	134,673.909	50,418	412,812	104,774	55,180
Total OI	1,377,305.136	1,213,429	1,567,443	1,272,277	1,278,389

Daily Data (22 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
2023-10-02	$115.50	$115.00	26.1%	7.3%	22.9%	29.9%	25.1%	3.5%	0.3%	43.1M	-1.56B	-20.0M	0.51	1.95	69,304	35,470	667,818	604,459
2023-10-03	$115.84	$115.00	27.3%	7.6%	22.9%	35.0%	26.4%	3.5%	0.3%	50.9M	-1.68B	-20.3M	0.83	2.04	49,045	40,528	677,684	612,905
2023-10-04	$111.38	$115.00	28.3%	8.1%	26.9%	39.2%	28.5%	3.9%	0.0%	-16.3M	-319.1M	-19.7M	1.25	1.69	90,365	113,315	689,885	620,001
2023-10-05	$109.16	$120.00	28.0%	8.0%	27.7%	37.6%	28.0%	3.9%	0.0%	-38.0M	257.0M	-19.7M	0.85	2.72	83,499	70,580	706,837	642,243
2023-10-06	$107.57	$120.00	27.0%	7.7%	27.4%	33.7%	27.5%	3.7%	-0.4%	-58.3M	624.3M	-19.1M	0.56	1.97	117,021	65,282	725,553	656,217
2023-10-09	$110.69	$115.00	28.2%	8.3%	29.2%	38.6%	29.0%	3.1%	1.0%	4.5M	-580.7M	-20.2M	0.40	2.23	132,001	53,223	705,939	652,532
2023-10-10	$110.65	$115.00	26.6%	7.9%	26.4%	32.0%	27.5%	3.2%	1.1%	15.9M	-577.8M	-20.1M	0.38	1.87	80,311	30,152	738,661	671,099
2023-10-11	$106.15	$115.00	27.3%	8.1%	29.7%	34.9%	27.4%	3.5%	1.1%	-65.9M	921.4M	-19.1M	1.20	2.50	187,560	225,252	756,087	683,483
2023-10-12	$106.44	$115.00	25.9%	7.6%	28.8%	29.4%	25.5%	2.7%	0.9%	-33.8M	456.9M	-19.6M	0.53	2.06	92,723	49,200	814,006	691,215
2023-10-13	$109.56	$115.00	28.3%	8.2%	31.1%	39.6%	28.1%	2.4%	0.2%	54.1M	-804.1M	-21.0M	0.31	2.03	177,909	55,628	823,281	705,394
2023-10-16	$109.81	$115.00	27.1%	7.8%	30.9%	35.2%	27.1%	3.4%	-1.3%	27.3M	-751.0M	-20.3M	0.72	2.01	62,080	44,407	791,991	678,504
2023-10-17	$111.20	$115.00	27.0%	7.8%	31.5%	34.7%	26.7%	3.3%	-1.8%	61.0M	-1.22B	-20.5M	0.57	1.90	64,453	36,707	806,095	694,683
2023-10-18	$112.34	$115.00	29.0%	8.3%	31.7%	44.7%	28.2%	2.9%	-2.2%	87.9M	-1.66B	-21.0M	0.51	2.04	93,765	47,767	817,490	705,170
2023-10-19	$112.84	$115.00	28.3%	8.2%	31.5%	45.6%	28.9%	3.1%	-0.7%	94.7M	-1.83B	-21.1M	0.63	1.72	68,845	43,223	826,282	718,769
2023-10-20	$110.90	$115.00	28.9%	8.5%	32.0%	51.2%	28.7%	3.1%	-2.1%	49.6M	-1.14B	-20.7M	0.55	2.55	71,625	39,718	837,897	729,546
2023-10-23	$109.19	$115.00	28.1%	8.4%	32.1%	48.6%	29.1%	3.4%	-0.0%	20.2M	-474.9M	-20.2M	0.58	3.00	48,785	28,166	662,950	550,479
2023-10-24	$108.53	$113.00	26.9%	8.1%	32.1%	42.2%	28.3%	3.6%	-0.1%	16.5M	-298.8M	-19.9M	0.72	2.85	44,853	32,330	678,997	564,221
2023-10-25	$108.62	$110.00	27.3%	8.3%	29.3%	44.2%	28.8%	3.5%	0.2%	22.4M	-322.1M	-20.1M	0.49	3.19	33,871	16,547	690,013	575,401
2023-10-26	$107.31	$110.00	28.0%	8.6%	29.4%	48.1%	29.5%	3.5%	0.0%	3.7M	21.4M	-19.8M	0.59	3.46	56,035	33,045	699,897	579,651
2023-10-27	$105.22	$110.00	27.8%	8.4%	29.7%	47.1%	29.0%	3.4%	0.6%	-49.0M	583.0M	-19.2M	0.77	2.48	86,850	67,270	718,421	590,718
2023-10-30	$105.81	$110.00	25.9%	7.8%	29.6%	36.9%	26.8%	3.5%	0.4%	-5.5M	313.6M	-18.9M	0.55	2.06	44,578	24,358	683,302	576,548
2023-10-31	$105.81	$110.00	24.5%	7.3%	29.5%	29.4%	26.3%	2.9%	0.3%	-2.9M	319.6M	-18.6M	0.83	2.00	30,127	25,053	695,052	583,337