XOM Options History — March 2024

In March 2024, XOM traded between $104.15 and $116.25. ATM implied volatility averaged 19.4%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 3.6% (HV 20d: 15.9%). Max pain ranged from $103.00 to $105.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.66.

Notable Days

2024-03-13: Highest Volume — 140,863 contracts
2024-03-25: Largest IV spike — 7.8% change
2024-03-05: Highest IV Rank — 14.5%
2024-03-07: Largest Expected Move — 6.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$110.59	$104.15	$116.25	$105.81	$116.25
Max Pain	$104.90	$103.00	$105.00	$103.00	$105.00
ATM IV	19.4%	17.5%	21.6%	20.3%	17.9%
Expected Move	5.5%	4.7%	6.3%	5.8%	4.7%
HV 20d	15.9%	11.1%	21.7%	20.2%	11.8%
HV 60d	18.8%	17.9%	19.8%	19.8%	17.9%
IV Rank	6.0%	0.0%	14.5%	7.4%	2.5%
IV Percentile	4.8%	0.0%	18.7%	3.6%	1.2%
Term Structure	0.6%	-0.1%	1.8%	-0.1%	1.5%
VWIV	19.3%	16.6%	21.4%	20.2%	16.6%
Skew 25d	1.3%	0.9%	2.1%	1.1%	1.4%
Skew 10d	2.4%	1.8%	3.0%	2.1%	2.7%
Call IV 25d	19.0%	16.5%	21.1%	19.9%	17.7%
Put IV 25d	20.3%	17.6%	22.4%	21.0%	19.1%
Bid-Ask Spread %	3.47	1.80	5.98	2.34	3.18
Gamma HHI	0.14	0.11	0.22	0.22	0.16
Net GEX	154.2M	80.2M	233.2M	215.5M	191.4M
Net DEX	-2.30B	-3.49B	-668.9M	-1.40B	-3.49B
Net VEX	-17.5M	-18.1M	-16.6M	-16.9M	-17.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.43	1.01	0.52	0.43
Total Volume	90,796.95	57,554	140,863	119,950	106,897
Total OI	1,179,318.2	1,114,230	1,268,298	1,169,533	1,210,677

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
2024-03-01	$105.81	$103.00	20.3%	5.8%	20.2%	7.4%	20.2%	1.1%	-0.1%	215.5M	-1.40B	-16.9M	0.52	2.34	78,697	41,253	653,464	516,069
2024-03-04	$104.15	$105.00	21.1%	6.1%	21.1%	12.0%	21.4%	1.6%	0.5%	80.2M	-668.9M	-16.6M	0.66	1.80	48,402	32,165	625,358	501,016
2024-03-05	$105.16	$105.00	21.6%	6.2%	21.1%	14.5%	21.2%	1.3%	0.1%	108.2M	-1.02B	-16.9M	0.57	2.26	50,956	29,151	640,631	511,767
2024-03-06	$106.68	$105.00	21.5%	6.3%	21.6%	13.8%	21.2%	1.3%	0.1%	139.9M	-1.53B	-17.1M	0.55	2.71	84,418	46,671	649,811	517,361
2024-03-07	$107.47	$105.00	21.6%	6.3%	21.7%	14.3%	21.2%	1.2%	-0.1%	157.9M	-1.80B	-17.1M	0.45	2.28	55,912	25,187	658,353	520,689
2024-03-08	$108.00	$105.00	20.7%	5.9%	20.9%	9.7%	21.0%	1.3%	0.2%	233.2M	-1.99B	-17.3M	0.68	2.58	46,723	31,703	667,927	524,385
2024-03-11	$108.90	$105.00	20.6%	5.9%	18.8%	9.2%	20.8%	1.1%	-0.1%	146.5M	-2.07B	-17.0M	1.00	2.48	54,100	54,183	644,539	514,715
2024-03-12	$108.57	$105.00	19.5%	5.6%	18.4%	3.5%	20.0%	2.1%	0.7%	141.5M	-1.94B	-17.1M	1.01	2.28	32,311	32,558	662,908	538,363
2024-03-13	$109.69	$105.00	19.2%	5.5%	16.5%	1.8%	19.3%	0.9%	0.1%	163.7M	-2.36B	-17.2M	0.71	3.99	82,399	58,464	667,360	548,279
2024-03-14	$111.05	$105.00	19.4%	5.6%	16.2%	3.0%	20.0%	1.3%	0.1%	164.4M	-2.77B	-17.7M	0.83	4.52	63,739	52,758	679,709	556,727
2024-03-15	$111.23	$105.00	19.2%	5.5%	13.6%	1.7%	19.5%	1.2%	0.1%	135.2M	-2.88B	-17.9M	0.48	3.96	86,639	41,531	695,750	572,548
2024-03-18	$112.16	$105.00	18.8%	5.4%	13.7%	0.0%	19.2%	1.5%	1.1%	134.6M	-2.42B	-17.9M	0.81	4.48	51,191	41,647	620,861	493,369
2024-03-19	$112.91	$105.00	18.5%	5.3%	12.5%	0.0%	18.7%	1.4%	1.2%	140.1M	-2.64B	-17.8M	0.70	3.41	45,135	31,462	636,465	509,684
2024-03-20	$113.06	$105.00	17.8%	5.1%	11.8%	0.0%	18.3%	1.3%	1.6%	145.2M	-2.67B	-17.7M	0.66	4.68	36,536	24,111	640,497	516,183
2024-03-21	$113.80	$105.00	17.6%	5.0%	11.8%	0.0%	18.0%	1.4%	1.5%	158.6M	-2.89B	-17.7M	0.83	3.41	35,931	29,801	648,688	521,695
2024-03-22	$113.50	$105.00	17.5%	4.9%	11.1%	0.0%	17.1%	1.1%	1.8%	155.8M	-2.79B	-17.7M	0.68	4.02	39,466	26,876	658,557	531,319
2024-03-25	$114.70	$105.00	18.9%	5.1%	11.3%	8.9%	18.1%	1.2%	0.3%	154.5M	-2.99B	-17.7M	0.62	3.91	57,293	35,729	647,329	509,830
2024-03-26	$114.00	$105.00	19.0%	5.0%	11.5%	10.0%	17.7%	1.3%	0.3%	150.3M	-2.74B	-18.0M	0.52	5.09	43,618	22,772	657,578	523,641
2024-03-27	$114.66	$105.00	18.5%	4.8%	11.4%	6.9%	17.2%	1.5%	0.5%	168.3M	-2.95B	-18.1M	0.51	5.98	38,077	19,477	664,750	527,512
2024-03-28	$116.25	$105.00	17.9%	4.7%	11.8%	2.5%	16.6%	1.4%	1.5%	191.4M	-3.49B	-17.7M	0.43	3.18	74,526	32,371	675,708	534,969