XOM Options History — April 2024 In April 2024, XOM traded between $117.15 and $122.07. ATM implied volatility averaged 22.1%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 10.1% (HV 20d: 12.0%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2024-04-26 : Highest Volume — 272,041 contracts2024-04-12 : Largest IV spike — 13.5% change2024-04-15 : Highest IV Rank — 58.9%2024-04-12 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $119.90 $117.15 $122.07 $117.15 $118.22 Max Pain $109.32 $105.00 $110.00 $105.00 $110.00 ATM IV 22.1% 19.5% 24.7% 19.5% 20.4% Expected Move 6.5% 5.1% 7.1% 5.1% 6.3% HV 20d 12.0% 9.0% 15.2% 11.8% 14.8% HV 60d 16.7% 15.6% 17.8% 17.8% 16.3% IV Rank 37.3% 16.3% 58.9% 16.3% 23.2% IV Percentile 35.7% 6.0% 71.4% 6.0% 11.9% Term Structure 0.0% -1.2% 1.8% 0.3% 0.2% VWIV 22.7% 18.6% 25.1% 18.7% 21.5% Skew 25d 1.1% 0.3% 2.1% 1.2% 1.0% Skew 10d 1.8% 0.5% 3.7% 2.4% 1.3% Call IV 25d 21.6% 19.3% 24.4% 19.3% 19.7% Put IV 25d 22.7% 20.2% 25.5% 20.4% 20.7% Bid-Ask Spread % 3.31 1.72 7.28 3.49 3.23 Gamma HHI 0.14 0.11 0.35 0.15 0.13 Net GEX 162.9M 84.4M 281.9M 162.2M 100.1M Net DEX -3.72B -4.89B -2.23B -3.54B -2.27B Net VEX -20.0M -21.2M -17.9M -17.9M -19.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.33 1.32 0.43 1.25 Total Volume 129,366.955 61,107 272,041 91,108 101,162 Total OI 1,348,011.818 1,189,446 1,524,307 1,189,446 1,267,142
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 2024-04-01 $117.15 $105.00 19.5% 5.1% 11.8% 16.3% 18.7% 1.2% 0.3% 162.2M -3.54B -17.9M 0.43 3.49 63,497 27,611 669,174 520,272 2024-04-02 $118.91 $105.00 20.2% 5.4% 9.3% 21.9% 19.3% 0.3% 0.2% 171.9M -4.14B -18.1M 0.33 3.71 139,420 46,280 690,288 533,056 2024-04-03 $119.34 $105.00 20.2% 5.3% 9.3% 22.0% 18.6% 0.8% 0.1% 180.6M -4.21B -18.7M 0.77 3.51 57,989 44,463 726,760 549,452 2024-04-04 $119.50 $110.00 20.9% 6.3% 9.0% 27.6% 22.7% 0.6% 0.0% 192.6M -4.25B -18.9M 0.98 7.28 70,820 69,293 736,660 552,648 2024-04-05 $121.47 $110.00 21.4% 6.5% 9.7% 31.3% 23.1% 0.6% -0.3% 177.0M -4.87B -19.2M 0.47 3.51 151,940 71,022 750,407 582,238 2024-04-08 $121.20 $110.00 21.2% 6.3% 10.2% 29.8% 22.8% 0.9% 1.0% 175.2M -4.53B -19.5M 0.87 4.02 63,923 55,553 771,076 561,998 2024-04-09 $120.77 $110.00 20.8% 6.4% 10.6% 26.8% 21.9% 1.0% 1.6% 173.0M -4.39B -20.0M 0.56 2.52 57,099 31,918 790,713 588,117 2024-04-10 $122.07 $110.00 21.8% 6.7% 10.3% 34.9% 23.1% 0.9% 1.8% 194.9M -4.89B -20.3M 0.93 2.58 66,978 62,379 809,409 603,193 2024-04-11 $121.70 $110.00 21.4% 6.5% 10.7% 31.7% 23.2% 0.8% 1.5% 188.9M -4.69B -20.7M 0.67 2.29 62,308 41,755 822,828 623,193 2024-04-12 $120.06 $110.00 24.3% 7.1% 12.2% 55.3% 25.1% 0.5% 1.2% 116.4M -4.08B -21.2M 0.57 2.29 167,994 96,092 833,733 629,047 2024-04-15 $119.63 $110.00 24.7% 7.1% 12.5% 58.9% 24.7% 1.3% -1.0% 156.9M -3.87B -21.1M 0.66 2.48 62,677 41,262 840,859 611,644 2024-04-16 $118.81 $110.00 24.3% 7.0% 12.9% 54.9% 25.0% 1.5% -0.5% 143.0M -3.51B -21.0M 0.89 2.44 66,466 59,048 850,390 622,317 2024-04-17 $118.53 $110.00 24.5% 7.0% 12.9% 56.9% 24.9% 2.1% -0.4% 140.6M -3.37B -21.0M 0.74 2.59 64,254 47,841 856,725 633,894 2024-04-18 $118.50 $110.00 24.0% 6.9% 13.0% 52.7% 24.3% 1.6% -0.5% 133.3M -3.38B -20.9M 0.72 1.72 65,693 47,577 863,663 636,527 2024-04-19 $119.93 $110.00 24.4% 7.1% 13.3% 56.4% 24.5% 1.6% -1.2% 281.9M -3.98B -21.1M 0.54 2.24 92,628 49,928 877,385 646,922 2024-04-22 $120.66 $110.00 23.4% 7.0% 13.2% 48.3% 24.1% 1.3% -0.9% 159.8M -3.13B -20.7M 0.54 3.12 61,890 33,644 724,976 514,072 2024-04-23 $120.94 $110.00 22.8% 6.8% 12.9% 43.2% 23.4% 1.3% -0.7% 168.7M -3.20B -20.7M 0.69 3.16 36,106 25,001 738,818 524,952 2024-04-24 $121.13 $110.00 22.7% 6.9% 12.5% 42.4% 23.7% 1.4% -0.6% 174.3M -3.30B -20.2M 0.63 3.17 37,982 23,932 740,301 529,192 2024-04-25 $121.34 $110.00 22.6% 6.9% 12.5% 41.6% 23.5% 1.3% -0.7% 175.2M -3.37B -20.5M 0.71 6.84 67,452 48,068 748,599 536,702 2024-04-26 $118.41 $110.00 20.4% 6.1% 15.1% 23.7% 20.9% 1.1% -0.5% 84.4M -2.23B -19.8M 0.57 3.49 172,927 99,114 749,951 551,782 2024-04-29 $119.45 $110.00 20.0% 6.2% 15.2% 20.0% 21.5% 0.7% 0.4% 133.4M -2.71B -19.6M 1.32 3.12 40,175 52,912 715,925 529,260 2024-04-30 $118.22 $110.00 20.4% 6.3% 14.8% 23.2% 21.5% 1.0% 0.2% 100.1M -2.27B -19.6M 1.25 3.23 44,928 56,234 723,175 543,967
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