XOM Options History — June 2024

In June 2024, XOM traded between $108.52 and $115.12. ATM implied volatility averaged 19.3%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 1.4% (HV 20d: 20.7%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.60.

Notable Days

  • 2024-06-20: Highest Volume — 115,192 contracts
  • 2024-06-21: Largest IV drop — 3.6% change
  • 2024-06-04: Highest IV Rank — 25.8%
  • 2024-06-04: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$112.36$108.52$115.12$114.00$115.12
Max Pain$110.79$110.00$115.00$115.00$110.00
ATM IV19.3%18.8%19.8%19.6%19.6%
Expected Move5.6%5.3%6.0%5.8%5.3%
HV 20d20.7%18.8%22.4%21.0%21.4%
HV 60d17.3%16.6%18.6%16.6%18.0%
IV Rank21.5%16.9%25.8%23.5%23.4%
IV Percentile13.8%8.3%19.0%14.3%19.0%
Term Structure0.3%-0.6%1.1%0.1%0.8%
VWIV19.4%18.4%20.8%20.0%18.6%
Skew 25d1.7%1.2%2.8%2.0%1.3%
Skew 10d3.5%2.4%6.1%3.9%2.8%
Call IV 25d18.6%17.8%19.4%18.6%18.9%
Put IV 25d20.3%19.4%21.4%20.6%20.2%
Bid-Ask Spread %7.701.8330.082.4430.08
Gamma HHI0.110.090.240.110.24
Net GEX35.8M-85.1M170.2M44.8M170.2M
Net DEX-466.9M-1.42B484.7M-680.0M-1.42B
Net VEX-16.4M-17.1M-15.1M-17.0M-17.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.301.300.840.30
Total Volume76,231.84240,257115,19286,17886,994
Total OI1,104,824.579902,3621,184,6961,118,596977,816

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$114.00$115.0019.6%5.8%21.0%23.5%20.0%2.0%0.1%44.8M-680.0M-17.0M0.842.4446,78739,391620,792497,804
2024-06-04$112.35$115.0019.8%6.0%20.9%25.8%20.6%2.0%0.3%12.0M-224.0M-17.0M0.622.5361,98538,661630,984515,154
2024-06-05$112.84$115.0019.3%5.8%21.0%21.5%19.7%2.0%0.0%22.9M-371.6M-17.1M0.513.3038,99019,830640,619522,653
2024-06-06$113.90$110.0019.0%5.5%21.3%19.0%19.4%1.5%-0.2%50.2M-677.0M-17.0M0.692.9140,86128,102647,769526,835
2024-06-07$113.03$110.0018.8%5.3%20.0%17.0%19.2%1.8%-0.1%17.9M-392.9M-16.9M0.521.8355,68028,952651,506533,190
2024-06-10$112.88$110.0019.4%5.4%20.0%22.0%18.9%2.8%-0.3%22.1M-404.1M-16.6M0.512.8734,11217,394631,498516,429
2024-06-11$112.02$110.0019.4%5.8%20.1%22.4%19.9%1.4%0.7%7.4M-169.4M-16.4M0.352.5638,14113,541641,188519,743
2024-06-12$110.88$110.0019.4%5.6%20.3%22.2%18.7%2.4%0.3%-9.4M50.0M-15.9M0.344.8457,86019,756642,110514,443
2024-06-13$110.37$110.0019.2%5.6%20.0%20.6%19.5%1.5%0.3%-12.4M157.3M-15.9M1.302.7544,77558,344656,574515,557
2024-06-14$109.00$110.0019.7%5.7%20.2%24.6%20.8%1.5%0.0%-85.1M484.7M-15.5M0.752.2744,48433,478665,977517,669
2024-06-17$108.52$110.0019.6%5.6%18.8%23.6%20.0%2.0%-0.4%-13.9M462.0M-15.1M0.662.2643,69328,659640,618502,935
2024-06-18$109.27$110.0019.7%5.6%19.2%24.2%19.8%1.6%0.6%3.1M105.7M-15.4M0.702.5641,38928,915661,346495,501
2024-06-20$111.84$110.0019.8%5.7%21.5%25.2%19.7%1.3%-0.6%46.5M-641.4M-15.8M0.502.1376,76138,431664,465498,091
2024-06-21$111.02$110.0019.1%5.4%20.2%19.4%19.0%1.4%0.3%48.8M-380.2M-16.1M0.652.0953,47134,518675,540505,534
2024-06-24$114.41$110.0019.0%5.3%22.4%19.1%18.4%1.3%0.2%74.0M-1.14B-16.5M0.3615.3472,49225,989512,536389,826
2024-06-25$114.22$110.0018.8%5.3%22.4%17.0%18.4%1.3%0.8%80.9M-1.11B-16.8M0.4423.2239,87917,461531,792401,382
2024-06-26$114.52$110.0018.8%5.4%21.8%16.9%19.2%1.2%1.1%95.0M-1.22B-17.0M0.7918.8232,57825,794550,484407,919
2024-06-27$114.72$110.0019.3%5.4%21.4%21.1%18.8%1.2%1.0%105.7M-1.29B-17.1M0.4721.5327,29812,959557,772409,616
2024-06-28$115.12$110.0019.6%5.3%21.4%23.4%18.6%1.3%0.8%170.2M-1.42B-17.0M0.3030.0866,99819,996565,446412,370