XOM Options History — November 2023

In November 2023, XOM traded between $101.91 and $108.91. ATM implied volatility averaged 22.1%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 0.8% (HV 20d: 21.4%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.84.

Notable Days

  • 2023-11-17: Highest Volume — 169,397 contracts
  • 2023-11-16: Largest IV spike — 7.3% change
  • 2023-11-08: Highest IV Rank — 25.6%
  • 2023-11-01: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$104.49$101.91$108.91$106.09$102.82
Max Pain$107.86$105.00$110.00$110.00$105.00
ATM IV22.1%20.6%23.7%23.3%20.6%
Expected Move6.5%6.2%6.9%6.9%6.3%
HV 20d21.4%18.2%27.6%26.6%20.1%
HV 60d24.5%23.9%25.4%24.9%24.3%
IV Rank17.2%9.4%25.6%23.6%9.4%
IV Percentile10.8%4.8%22.2%16.3%4.8%
Term Structure0.1%-0.8%0.9%0.4%0.3%
VWIV22.7%20.2%24.6%24.1%22.0%
Skew 25d2.4%1.9%2.7%2.6%2.6%
Skew 10d3.8%2.8%4.4%3.8%4.3%
Call IV 25d21.2%19.5%23.0%22.4%19.5%
Put IV 25d23.7%22.1%25.2%25.0%22.1%
Bid-Ask Spread %3.101.157.642.302.41
Gamma HHI0.120.070.530.080.09
Net GEX-24.7M-266.8M53.8M-6.0M-26.5M
Net DEX243.0M-625.8M1.12B262.5M216.3M
Net VEX-17.5M-18.9M-16.5M-18.5M-16.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.191.680.790.67
Total Volume109,613.28667,718169,39777,447148,120
Total OI1,314,339.191,215,9061,397,0761,295,6631,308,635

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$106.09$110.0023.3%6.9%26.6%23.6%24.1%2.6%0.4%-6.0M262.5M-18.5M0.792.3043,14834,299700,486595,177
2023-11-02$108.91$110.0021.9%6.6%27.6%15.8%23.1%2.3%0.8%53.8M-625.8M-18.9M0.481.9066,35931,809722,031603,129
2023-11-03$107.85$110.0021.8%6.5%27.3%15.2%23.7%2.5%0.8%47.7M-264.8M-18.8M0.617.5477,31046,787738,696613,474
2023-11-06$106.02$110.0022.8%6.8%25.7%20.7%23.8%2.6%0.9%-24.3M372.5M-18.2M1.037.3440,86942,128708,531603,644
2023-11-07$104.28$110.0023.4%6.8%26.2%23.9%24.0%2.5%0.2%-49.7M864.4M-17.5M0.997.5260,80960,070720,254612,238
2023-11-08$103.31$110.0023.7%6.8%22.1%25.6%24.6%2.2%-0.1%-58.8M1.08B-17.5M1.071.8963,71267,912734,779622,957
2023-11-09$103.13$110.0023.3%6.7%22.0%23.5%23.6%2.3%0.0%-59.4M1.12B-17.4M0.727.6444,99832,532752,626629,743
2023-11-10$103.66$110.0022.2%6.4%19.1%17.8%23.4%1.9%0.2%-51.3M939.1M-17.3M0.631.8748,82130,539762,821630,117
2023-11-13$104.84$110.0022.4%6.5%19.7%18.9%22.7%2.0%-0.1%-40.9M546.0M-17.3M0.191.68102,17019,287728,910618,908
2023-11-14$104.40$110.0021.6%6.2%18.9%14.3%22.0%2.5%0.2%-35.0M609.5M-17.4M0.511.4863,03531,933726,723625,409
2023-11-15$103.77$110.0021.8%6.2%18.2%15.4%21.8%2.2%0.1%-40.9M442.3M-17.3M1.681.2852,79888,890749,645612,101
2023-11-16$102.37$110.0023.4%6.7%18.3%23.8%21.8%2.5%-0.8%-56.2M827.3M-17.2M1.331.3971,97095,821761,456607,392
2023-11-17$104.97$105.0021.8%6.3%20.5%15.7%21.9%2.4%-0.2%-266.8M-292.9M-17.9M0.471.15115,06054,337781,293615,783
2023-11-20$104.90$105.0021.6%6.2%19.9%14.4%21.7%2.5%-0.3%32.4M-382.4M-17.7M0.742.5353,90339,767665,401551,672
2023-11-21$104.48$105.0021.6%6.3%19.9%14.6%20.2%2.4%-0.3%27.5M-290.1M-17.6M0.871.9649,86343,613683,645561,425
2023-11-22$104.05$105.0021.9%6.4%19.9%16.2%22.1%2.7%-0.5%25.3M-157.4M-17.4M0.932.0852,51549,079690,734559,763
2023-11-24$104.63$105.0021.2%6.2%19.7%12.3%22.6%2.6%-0.5%39.8M-358.8M-17.4M0.712.0139,55228,166700,244568,115
2023-11-27$103.88$105.0021.1%6.4%18.6%11.8%22.2%2.5%0.2%-195.8K-111.4M-16.7M0.852.2644,84438,079665,131550,775
2023-11-28$104.02$105.0020.8%6.3%18.5%10.6%22.2%2.6%0.3%3.9M-146.5M-16.9M0.773.4242,36132,623683,398562,173
2023-11-29$101.91$105.0022.1%6.9%19.7%17.2%23.2%2.7%0.1%-33.5M460.1M-16.5M1.683.4656,62895,363699,356572,333
2023-11-30$102.82$105.0020.6%6.3%20.1%9.4%22.0%2.6%0.3%-26.5M216.3M-16.8M0.672.4188,50259,618716,235592,400