XOM Options History — February 2024

In February 2024, XOM traded between $100.52 and $104.81. ATM implied volatility averaged 21.2%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 0.3% (HV 20d: 21.0%). Max pain ranged from $100.00 to $103.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.59.

Notable Days

2024-02-12: Highest Volume — 335,127 contracts
2024-02-02: Largest IV drop — 12.0% change
2024-02-01: Highest IV Rank — 27.7%
2024-02-01: Largest Expected Move — 7.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$103.16	$100.52	$104.81	$102.35	$104.78
Max Pain	$100.30	$100.00	$103.00	$100.00	$103.00
ATM IV	21.2%	19.9%	24.1%	24.1%	20.3%
Expected Move	6.1%	5.8%	7.0%	7.0%	5.8%
HV 20d	21.0%	18.2%	23.5%	19.9%	20.2%
HV 60d	19.4%	18.2%	20.2%	18.9%	19.7%
IV Rank	12.4%	5.6%	27.7%	27.7%	7.9%
IV Percentile	12.2%	0.8%	44.8%	44.8%	4.4%
Term Structure	0.1%	-0.8%	0.9%	-0.8%	-0.0%
VWIV	21.4%	20.3%	24.0%	24.0%	20.3%
Skew 25d	1.6%	0.9%	2.4%	1.9%	1.5%
Skew 10d	2.8%	1.3%	4.4%	3.0%	2.9%
Call IV 25d	20.7%	19.6%	23.5%	23.5%	19.8%
Put IV 25d	22.3%	20.7%	25.4%	25.4%	21.3%
Bid-Ask Spread %	2.40	1.89	5.85	5.85	2.25
Gamma HHI	0.16	0.12	0.23	0.15	0.17
Net GEX	106.9M	10.4M	170.7M	73.9M	151.0M
Net DEX	-603.9M	-1.04B	169.0M	-507.3M	-1.01B
Net VEX	-16.3M	-17.4M	-14.9M	-16.1M	-16.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.16	0.86	0.57	0.76
Total Volume	109,132.65	54,903	335,127	93,224	62,941
Total OI	1,146,387.85	1,075,695	1,231,177	1,121,414	1,160,104

Daily Data (20 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
2024-02-01	$102.35	$100.00	24.1%	7.0%	19.9%	27.7%	24.0%	1.9%	-0.8%	73.9M	-507.3M	-16.1M	0.57	5.85	59,349	33,875	638,727	482,687
2024-02-02	$102.63	$100.00	21.2%	6.2%	19.5%	12.6%	22.0%	1.5%	0.2%	99.6M	-559.9M	-15.6M	0.52	2.06	95,419	49,162	652,212	494,296
2024-02-05	$101.88	$100.00	21.1%	6.3%	19.6%	12.0%	21.4%	1.6%	0.7%	72.3M	-228.4M	-15.1M	0.46	1.92	53,938	24,684	621,832	472,446
2024-02-06	$102.18	$100.00	20.6%	6.2%	18.9%	9.4%	21.1%	1.4%	0.9%	89.1M	-314.2M	-15.1M	0.57	1.95	34,914	19,989	637,115	480,077
2024-02-07	$102.25	$100.00	19.9%	6.0%	18.2%	5.6%	20.5%	1.1%	0.8%	88.2M	-315.7M	-14.9M	0.86	2.21	35,300	30,315	642,221	486,707
2024-02-08	$104.10	$100.00	19.9%	5.8%	18.5%	5.8%	20.6%	0.9%	0.3%	168.9M	-1.00B	-15.6M	0.53	2.23	83,264	43,966	652,847	503,035
2024-02-09	$101.72	$100.00	20.8%	6.1%	20.7%	10.2%	21.5%	1.2%	0.8%	68.0M	-84.5M	-15.3M	0.51	2.34	92,858	47,380	669,255	514,832
2024-02-12	$103.32	$100.00	20.7%	5.9%	21.0%	9.7%	20.9%	1.6%	0.5%	142.8M	-658.7M	-15.5M	0.16	2.16	289,748	45,379	650,505	501,810
2024-02-13	$101.27	$100.00	22.9%	6.6%	20.6%	21.2%	22.0%	2.4%	-0.4%	50.5M	14.6M	-16.4M	0.37	2.33	86,648	31,816	670,024	522,412
2024-02-14	$100.52	$100.00	21.9%	6.3%	20.6%	15.8%	21.2%	2.3%	-0.4%	10.4M	169.0M	-16.3M	0.73	2.13	57,067	41,877	673,625	526,657
2024-02-15	$103.41	$100.00	21.0%	6.0%	22.6%	11.5%	21.4%	1.9%	0.6%	167.6M	-829.5M	-16.9M	0.72	2.29	83,984	60,089	680,761	528,781
2024-02-16	$103.98	$100.00	21.1%	6.0%	22.6%	11.6%	21.2%	1.7%	0.5%	170.7M	-954.0M	-17.0M	0.61	1.89	75,497	46,028	680,295	550,882
2024-02-20	$102.81	$100.00	22.0%	6.3%	23.2%	16.3%	22.6%	1.8%	-0.2%	76.3M	-501.8M	-16.6M	0.66	2.35	53,315	35,025	602,248	473,447
2024-02-21	$104.50	$100.00	22.1%	6.3%	23.5%	16.9%	21.8%	1.4%	-0.3%	121.1M	-1.04B	-17.0M	0.69	2.33	67,315	46,764	618,150	479,760
2024-02-22	$104.81	$100.00	21.3%	6.1%	23.1%	12.8%	21.2%	1.7%	-0.0%	117.6M	-1.04B	-17.4M	0.55	2.44	56,969	31,401	623,861	501,678
2024-02-23	$103.91	$100.00	20.6%	5.8%	21.9%	9.5%	20.3%	1.5%	-0.0%	140.4M	-691.5M	-17.1M	0.69	2.27	56,467	39,171	638,466	508,992
2024-02-26	$104.59	$100.00	20.8%	6.0%	21.8%	10.1%	21.0%	1.4%	-0.1%	113.5M	-947.5M	-16.9M	0.66	2.38	44,306	29,171	620,478	485,985
2024-02-27	$104.09	$101.00	20.9%	6.0%	21.9%	10.7%	21.0%	1.4%	-0.2%	101.9M	-770.3M	-16.8M	0.55	2.35	37,671	20,704	631,497	503,190
2024-02-28	$104.19	$102.00	21.1%	6.1%	20.9%	11.8%	21.2%	1.5%	-0.2%	113.9M	-808.9M	-16.8M	0.67	2.25	47,201	31,686	639,747	506,113
2024-02-29	$104.78	$103.00	20.3%	5.8%	20.2%	7.9%	20.3%	1.5%	-0.0%	151.0M	-1.01B	-16.9M	0.76	2.25	35,851	27,090	649,019	511,085