XOM Options History — January 2024

In January 2024, XOM traded between $96.85 and $104.70. ATM implied volatility averaged 24.4%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 5.4% (HV 20d: 19.0%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.76.

Notable Days

2024-01-10: Highest Volume — 248,364 contracts
2024-01-16: Largest IV spike — 7.8% change
2024-01-17: Highest IV Rank — 44.0%
2024-01-17: Largest Expected Move — 7.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$100.26	$96.85	$104.70	$102.06	$103.03
Max Pain	$100.71	$100.00	$105.00	$100.00	$100.00
ATM IV	24.4%	22.9%	27.3%	24.1%	24.0%
Expected Move	7.3%	6.3%	7.8%	6.3%	7.7%
HV 20d	19.0%	16.8%	20.6%	19.6%	20.4%
HV 60d	19.3%	18.3%	21.7%	21.6%	18.9%
IV Rank	29.1%	21.1%	44.0%	27.8%	27.0%
IV Percentile	43.4%	26.2%	70.2%	40.9%	44.0%
Term Structure	-0.1%	-2.0%	1.7%	0.2%	-0.1%
VWIV	25.1%	21.4%	26.4%	22.6%	26.2%
Skew 25d	2.0%	1.4%	3.1%	1.4%	1.9%
Skew 10d	3.3%	2.4%	4.5%	2.4%	3.1%
Call IV 25d	23.6%	22.2%	25.3%	24.1%	23.3%
Put IV 25d	25.6%	24.0%	28.2%	25.5%	25.2%
Bid-Ask Spread %	3.71	1.96	7.65	2.08	3.46
Gamma HHI	0.11	0.07	0.16	0.08	0.13
Net GEX	6.2M	-106.2M	109.7M	16.9M	75.9M
Net DEX	111.0M	-1.23B	1.34B	-344.4M	-681.6M
Net VEX	-15.3M	-16.8M	-14.0M	-16.4M	-16.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.30	1.75	0.50	0.35
Total Volume	123,544.81	76,832	248,364	131,181	97,184
Total OI	1,302,543.619	992,568	1,537,336	1,383,540	1,085,761

Daily Data (21 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
2024-01-02	$102.06	$100.00	24.1%	6.3%	19.6%	27.8%	22.6%	1.4%	0.2%	16.9M	-344.4M	-16.4M	0.50	2.08	87,563	43,618	769,111	614,429
2024-01-03	$103.52	$100.00	24.5%	6.3%	20.2%	29.5%	21.4%	1.6%	0.2%	59.5M	-878.9M	-16.8M	1.51	1.96	59,605	89,839	783,500	625,105
2024-01-04	$102.31	$105.00	24.8%	7.7%	19.5%	30.9%	26.2%	1.8%	0.1%	29.3M	-419.6M	-16.4M	0.82	2.49	58,432	47,891	792,267	631,213
2024-01-05	$102.32	$105.00	23.9%	7.5%	18.6%	26.4%	26.2%	1.8%	0.3%	-25.4M	-422.2M	-16.2M	1.05	3.87	50,545	53,192	804,793	641,261
2024-01-08	$100.80	$105.00	24.4%	7.5%	19.2%	29.2%	25.6%	2.0%	1.7%	-19.7M	154.8M	-15.4M	0.81	3.24	78,641	63,929	774,655	619,541
2024-01-09	$99.56	$100.00	24.3%	7.3%	19.3%	28.3%	25.3%	2.1%	1.4%	-41.3M	513.7M	-15.2M	0.80	2.41	61,669	49,390	797,678	629,908
2024-01-10	$98.48	$100.00	24.5%	7.2%	19.7%	29.6%	24.7%	1.9%	0.2%	-71.2M	907.2M	-14.9M	1.61	2.55	95,143	153,221	812,295	637,749
2024-01-11	$98.72	$100.00	23.9%	7.1%	18.9%	26.6%	24.9%	1.5%	0.8%	-66.3M	701.2M	-15.1M	0.67	3.28	67,039	45,112	836,580	641,908
2024-01-12	$99.84	$100.00	23.7%	7.0%	19.1%	25.5%	24.0%	1.5%	1.2%	27.1M	267.1M	-15.4M	0.72	3.06	83,842	60,485	844,360	649,991
2024-01-16	$97.59	$100.00	25.6%	7.4%	18.5%	35.2%	25.5%	3.1%	-0.2%	-76.8M	1.06B	-14.3M	0.73	3.72	85,216	61,874	829,110	631,188
2024-01-17	$96.85	$100.00	27.3%	7.8%	18.5%	44.0%	26.1%	2.9%	-1.9%	-99.6M	1.29B	-14.3M	1.75	3.12	74,239	129,916	851,955	641,732
2024-01-18	$96.88	$100.00	26.7%	7.7%	17.4%	41.0%	26.4%	2.6%	-1.9%	-106.2M	1.25B	-14.3M	1.09	3.58	66,823	73,047	873,488	643,570
2024-01-19	$96.88	$100.00	25.5%	7.5%	17.1%	35.0%	25.2%	2.7%	-2.0%	-19.5M	1.34B	-14.2M	0.53	4.45	67,263	35,575	887,316	650,020
2024-01-22	$96.88	$100.00	24.6%	7.3%	16.8%	29.9%	25.4%	2.2%	-0.2%	-2.1M	707.1M	-14.0M	0.39	4.93	63,262	24,603	555,722	436,846
2024-01-23	$97.91	$100.00	23.7%	7.1%	17.4%	25.3%	24.7%	2.0%	-0.1%	28.0M	420.4M	-14.4M	0.52	4.85	53,663	27,700	581,098	446,893
2024-01-24	$99.47	$100.00	23.4%	7.1%	18.3%	23.7%	24.5%	2.0%	-0.3%	60.7M	-2.8M	-15.0M	0.41	5.92	64,041	26,034	591,997	453,552
2024-01-25	$101.93	$100.00	24.0%	7.4%	20.4%	26.9%	25.8%	1.8%	-0.5%	80.9M	-702.0M	-15.7M	0.50	4.64	83,532	42,174	604,840	460,487
2024-01-26	$102.81	$100.00	23.4%	7.2%	20.3%	23.7%	25.1%	1.8%	-0.4%	91.1M	-908.1M	-16.0M	0.38	7.65	71,782	27,445	619,938	471,642
2024-01-29	$102.88	$100.00	23.5%	7.4%	19.9%	24.4%	25.9%	1.8%	0.3%	80.3M	-690.7M	-16.0M	0.61	3.86	47,854	28,978	595,400	455,677
2024-01-30	$104.70	$100.00	22.9%	7.2%	20.6%	21.1%	25.2%	1.8%	-0.0%	109.7M	-1.23B	-16.2M	0.30	2.72	71,619	21,461	610,175	468,665
2024-01-31	$103.03	$100.00	24.0%	7.7%	20.4%	27.0%	26.2%	1.9%	-0.1%	75.9M	-681.6M	-16.1M	0.35	3.46	71,907	25,277	609,975	475,786