XOM Options History — August 2024

In August 2024, XOM traded between $114.16 and $119.34. ATM implied volatility averaged 21.3%, placing in the 32.2% 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 $115.00 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 0.53.

Notable Days

  • 2024-08-14: Highest Volume — 196,042 contracts
  • 2024-08-05: Largest IV spike — 25.4% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$117.11$114.16$119.34$116.84$117.59
Max Pain$115.00$115.00$115.00$115.00$115.00
ATM IV21.3%17.8%31.5%25.1%17.8%
Expected Move6.1%5.0%8.4%7.8%5.0%
HV 20d21.0%19.1%22.5%22.5%19.2%
HV 60d20.0%19.4%20.5%20.1%19.4%
IV Rank32.2%7.7%100.0%68.3%7.7%
IV Percentile39.8%4.8%100.0%90.1%4.8%
Term Structure-0.1%-2.9%2.3%-2.9%0.5%
VWIV21.1%15.4%30.1%27.1%15.4%
Skew 25d2.5%0.5%3.5%0.5%2.4%
Skew 10d5.6%0.4%13.2%13.0%4.2%
Call IV 25d20.1%16.9%29.5%24.2%16.9%
Put IV 25d22.7%18.9%32.7%24.7%19.2%
Bid-Ask Spread %28.876.7848.1321.7216.75
Gamma HHI0.130.100.190.110.13
Net GEX97.1M35.7M166.9M81.8M115.6M
Net DEX-1.29B-1.91B-540.1M-1.31B-1.37B
Net VEX-17.6M-19.0M-16.8M-18.0M-17.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.111.130.810.57
Total Volume77,325.45541,340196,04264,21274,734
Total OI988,420921,6301,022,332962,0831,020,694

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$116.84$115.0025.1%7.8%22.5%68.3%27.1%0.5%-2.9%81.8M-1.31B-18.0M0.8121.7235,48828,724548,063414,020
2024-08-02$116.47$115.0025.1%8.2%21.6%68.6%28.4%2.4%2.3%70.0M-1.16B-18.5M0.6631.2566,96844,283556,116423,978
2024-08-05$114.77$115.0031.5%8.4%22.0%100.0%30.1%3.2%0.3%44.1M-775.8M-19.0M1.1341.9036,88441,737539,998415,679
2024-08-06$114.87$115.0025.1%7.2%21.8%56.6%24.3%3.4%-0.5%44.3M-725.1M-18.0M0.3947.3930,12111,744547,246425,644
2024-08-07$116.19$115.0025.9%7.4%22.1%62.2%25.3%3.1%-0.2%65.7M-1.06B-18.4M0.6847.6134,85623,697551,701428,797
2024-08-08$117.62$115.0024.7%6.6%22.0%54.2%24.5%3.5%-0.5%98.0M-1.45B-18.3M0.5744.8226,99515,496560,351436,106
2024-08-09$118.91$115.0021.8%6.3%22.2%34.7%22.4%2.3%0.0%134.9M-1.85B-18.0M0.6135.4046,20128,213565,804441,133
2024-08-12$118.65$115.0021.3%6.1%21.3%31.6%21.8%3.0%-0.0%118.1M-1.66B-18.0M0.4137.0740,03716,408551,612425,141
2024-08-13$117.84$115.0020.6%5.9%21.4%26.3%21.0%3.1%0.0%113.2M-1.39B-17.8M0.3336.9531,15110,189563,203432,186
2024-08-14$119.34$115.0019.8%5.8%21.3%21.4%19.2%3.2%0.4%166.9M-1.91B-17.4M0.1140.98177,13918,903575,746434,945
2024-08-15$118.78$115.0019.0%5.3%21.3%15.6%19.0%2.5%-0.7%161.0M-1.64B-17.3M0.4940.6944,96621,976558,010440,004
2024-08-16$118.22$115.0017.9%5.1%19.9%8.5%18.0%1.8%-0.2%109.9M-1.43B-17.1M0.4748.1344,42320,878568,387446,409
2024-08-19$118.38$115.0018.1%5.2%19.7%9.8%18.4%2.0%-0.0%98.6M-1.44B-16.9M0.4228.9159,04725,089524,456397,174
2024-08-20$115.03$115.0020.1%5.8%21.5%22.9%19.3%2.5%-0.1%37.0M-692.6M-16.8M0.3710.8495,55635,155539,252406,630
2024-08-21$114.16$115.0019.9%5.7%21.4%21.8%19.5%2.8%-0.4%35.7M-540.1M-17.0M0.4919.2868,20033,677565,484415,613
2024-08-22$114.73$115.0020.5%5.9%19.2%26.1%19.8%2.6%-1.0%56.2M-742.1M-17.3M0.9420.8035,85033,710587,312430,088
2024-08-23$116.19$115.0019.1%5.4%19.9%16.2%18.2%2.5%1.6%96.0M-1.15B-17.3M0.396.7857,10422,348593,473428,859
2024-08-26$118.78$115.0018.2%5.2%21.1%10.5%17.7%2.5%0.4%131.5M-1.76B-17.5M0.3011.7171,06421,035558,996420,229
2024-08-27$117.84$115.0018.9%5.3%20.4%14.7%18.3%1.8%-0.2%115.7M-1.46B-17.6M0.5714.0238,61721,856563,780427,654
2024-08-28$116.83$115.0019.4%5.5%20.2%18.7%19.3%2.2%-0.4%94.0M-1.21B-17.2M0.6413.0229,94219,187570,394432,602
2024-08-29$118.39$115.0018.6%5.3%19.1%12.9%18.0%2.4%0.6%147.5M-1.69B-17.2M0.3919.1044,34717,165576,786435,485
2024-08-30$117.59$115.0017.8%5.0%19.2%7.7%15.4%2.4%0.5%115.6M-1.37B-17.1M0.5716.7547,74726,987580,341440,353