XOM Options History — July 2024

In July 2024, XOM traded between $111.22 and $119.59. ATM implied volatility averaged 21.8%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 2.9% (HV 20d: 18.9%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.45.

Notable Days

2024-07-25: Highest Volume — 121,681 contracts
2024-07-15: Largest IV spike — 8.0% change
2024-07-30: Highest IV Rank — 53.9%
2024-07-30: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$115.19	$111.22	$119.59	$114.72	$119.59
Max Pain	$114.32	$110.00	$115.00	$110.00	$115.00
ATM IV	21.8%	19.6%	23.3%	19.8%	22.8%
Expected Move	6.5%	5.3%	7.3%	5.4%	7.3%
HV 20d	18.9%	17.3%	20.9%	19.4%	20.8%
HV 60d	18.7%	17.7%	19.7%	18.0%	19.7%
IV Rank	41.8%	23.9%	53.9%	25.3%	49.5%
IV Percentile	52.2%	20.2%	73.4%	21.8%	68.7%
Term Structure	-0.1%	-2.1%	2.1%	0.1%	-2.1%
VWIV	22.4%	18.3%	25.4%	19.1%	25.3%
Skew 25d	1.6%	-1.9%	2.6%	1.0%	2.1%
Skew 10d	3.2%	-0.9%	5.8%	2.6%	5.8%
Call IV 25d	21.0%	19.6%	23.4%	19.8%	21.8%
Put IV 25d	22.6%	20.6%	24.3%	20.8%	23.9%
Bid-Ask Spread %	41.87	17.46	62.38	17.46	44.56
Gamma HHI	0.11	0.09	0.18	0.11	0.11
Net GEX	82.7M	18.1M	166.6M	85.9M	114.7M
Net DEX	-1.18B	-2.26B	-305.5M	-1.16B	-2.01B
Net VEX	-17.0M	-18.0M	-15.8M	-17.0M	-18.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.27	0.84	0.42	0.34
Total Volume	75,548	40,667	121,681	73,547	62,792
Total OI	968,401.273	887,419	1,063,883	964,026	942,255

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
2024-07-01	$114.72	$110.00	19.8%	5.4%	19.4%	25.3%	19.1%	1.0%	0.1%	85.9M	-1.16B	-17.0M	0.42	17.46	51,719	21,828	562,206	401,820
2024-07-02	$113.84	$110.00	19.6%	5.3%	17.8%	23.9%	18.6%	1.0%	0.4%	61.6M	-919.9M	-16.9M	0.42	18.86	35,605	14,984	567,319	411,410
2024-07-03	$115.02	$110.00	20.1%	5.4%	17.3%	28.0%	18.3%	1.2%	0.1%	100.5M	-1.26B	-17.1M	0.43	34.97	31,125	13,393	575,455	413,819
2024-07-05	$113.16	$115.00	20.4%	6.1%	18.3%	30.6%	20.9%	1.7%	-0.7%	45.5M	-697.6M	-16.3M	0.55	48.44	51,189	27,914	578,014	414,914
2024-07-08	$112.05	$115.00	21.2%	6.5%	18.3%	36.6%	21.3%	1.6%	1.8%	35.3M	-480.5M	-16.2M	0.46	50.90	50,376	23,399	556,471	408,565
2024-07-09	$111.22	$115.00	20.7%	6.4%	18.3%	32.9%	21.5%	1.9%	2.0%	18.1M	-305.5M	-15.8M	0.39	41.52	29,258	11,409	561,418	413,676
2024-07-10	$111.55	$115.00	21.1%	6.5%	18.3%	35.9%	22.0%	1.2%	2.1%	25.0M	-372.0M	-16.0M	0.45	52.73	55,404	24,654	568,032	417,301
2024-07-11	$113.06	$115.00	21.4%	6.3%	18.8%	38.6%	21.3%	1.2%	0.3%	71.5M	-790.6M	-16.2M	0.37	57.88	58,789	21,878	580,277	422,591
2024-07-12	$113.25	$115.00	20.7%	6.2%	18.3%	33.0%	21.3%	1.4%	0.7%	66.1M	-801.7M	-16.2M	0.39	57.00	43,297	16,720	579,790	425,859
2024-07-15	$115.53	$115.00	22.4%	6.5%	19.4%	46.5%	22.2%	2.0%	-1.6%	114.8M	-1.39B	-16.6M	0.46	60.84	50,624	23,414	564,417	410,940
2024-07-16	$116.03	$115.00	22.7%	6.6%	18.6%	49.0%	23.0%	2.0%	-1.8%	122.2M	-1.53B	-16.4M	0.38	52.71	73,641	28,139	565,906	417,483
2024-07-17	$117.75	$115.00	22.6%	6.5%	18.8%	47.8%	22.9%	2.1%	-0.9%	160.9M	-2.23B	-16.9M	0.34	56.51	81,455	27,710	594,935	431,848
2024-07-18	$118.47	$115.00	22.8%	6.6%	18.8%	49.7%	22.6%	2.3%	-0.2%	166.6M	-2.26B	-17.5M	0.45	57.15	84,146	37,523	597,066	440,328
2024-07-19	$116.02	$115.00	23.1%	6.8%	19.3%	52.0%	23.2%	2.5%	-0.9%	114.1M	-1.55B	-17.7M	0.84	62.38	49,859	41,728	612,783	451,100
2024-07-22	$115.41	$115.00	21.9%	6.6%	19.2%	42.3%	22.3%	2.2%	0.9%	59.4M	-948.3M	-17.4M	0.44	29.47	38,866	17,250	496,929	390,490
2024-07-23	$113.40	$115.00	22.1%	6.6%	17.3%	43.8%	22.4%	1.8%	-0.1%	32.1M	-515.4M	-17.0M	0.50	31.28	41,028	20,575	505,048	397,143
2024-07-24	$114.50	$115.00	22.7%	6.5%	17.6%	49.2%	24.3%	-1.9%	-0.3%	50.1M	-811.3M	-17.5M	0.30	35.56	60,160	18,147	510,192	401,698
2024-07-25	$117.47	$115.00	23.2%	7.3%	19.8%	53.1%	25.0%	2.0%	-0.2%	104.9M	-1.55B	-17.7M	0.56	25.83	78,247	43,434	519,947	406,559
2024-07-26	$117.50	$115.00	22.6%	6.9%	19.8%	48.5%	23.9%	2.6%	-0.3%	100.5M	-1.54B	-17.9M	0.27	30.29	67,607	18,176	531,405	415,638
2024-07-29	$116.37	$115.00	22.7%	7.3%	20.2%	49.4%	25.2%	2.1%	-0.5%	71.8M	-1.21B	-17.7M	0.68	31.66	30,541	20,616	515,015	397,577
2024-07-30	$118.34	$115.00	23.3%	7.3%	20.9%	53.9%	25.4%	1.7%	-1.1%	97.2M	-1.68B	-17.9M	0.39	23.12	45,697	17,740	524,996	404,193
2024-07-31	$119.59	$115.00	22.8%	7.3%	20.8%	49.5%	25.3%	2.1%	-2.1%	114.7M	-2.01B	-18.0M	0.34	44.56	46,908	15,884	533,175	409,080