XOM Options History — September 2024

In September 2024, XOM traded between $109.95 and $117.28. ATM implied volatility averaged 21.6%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 2.5% (HV 20d: 24.1%). Max pain ranged from $115.00 to $115.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.67.

Notable Days

2024-09-10: Highest Volume — 116,619 contracts
2024-09-10: Largest IV spike — 7.7% change
2024-09-10: Highest IV Rank — 46.9%
2024-09-10: Largest Expected Move — 7.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$114.02	$109.95	$117.28	$115.38	$116.91
Max Pain	$115.00	$115.00	$115.00	$115.00	$115.00
ATM IV	21.6%	20.0%	23.6%	21.2%	22.9%
Expected Move	6.2%	5.6%	7.0%	6.4%	6.3%
HV 20d	24.1%	19.2%	27.8%	19.7%	27.8%
HV 60d	21.4%	19.8%	23.0%	19.8%	22.8%
IV Rank	33.5%	22.6%	46.9%	30.9%	42.3%
IV Percentile	51.7%	27.8%	77.4%	48.8%	72.2%
Term Structure	0.6%	-0.5%	1.8%	0.4%	1.8%
VWIV	21.7%	19.3%	24.1%	21.7%	22.2%
Skew 25d	2.9%	2.5%	4.0%	3.5%	2.5%
Skew 10d	5.8%	1.9%	7.4%	4.9%	5.7%
Call IV 25d	20.5%	18.6%	22.9%	19.7%	22.1%
Put IV 25d	23.4%	21.3%	26.0%	23.2%	24.7%
Bid-Ask Spread %	30.16	6.23	56.12	11.42	23.40
Gamma HHI	0.10	0.09	0.13	0.12	0.10
Net GEX	44.8M	-11.0M	111.4M	55.4M	91.0M
Net DEX	-661.3M	-1.43B	190.1M	-807.5M	-1.33B
Net VEX	-16.9M	-17.6M	-16.4M	-16.8M	-17.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.40	0.98	0.51	0.44
Total Volume	74,714.1	41,498	116,619	77,286	51,690
Total OI	1,010,924.2	888,629	1,085,680	982,682	972,266

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
2024-09-03	$115.38	$115.00	21.2%	6.4%	19.7%	30.9%	21.7%	3.5%	0.4%	55.4M	-807.5M	-16.8M	0.51	11.42	51,312	25,974	554,513	428,169
2024-09-04	$114.41	$115.00	21.6%	6.5%	19.9%	33.6%	20.9%	2.6%	0.3%	42.5M	-603.1M	-16.7M	0.98	14.54	23,995	23,417	566,537	433,083
2024-09-05	$113.37	$115.00	22.1%	6.3%	19.7%	36.8%	21.5%	3.6%	-0.2%	22.4M	-335.7M	-16.5M	0.70	55.01	47,375	33,226	574,172	438,033
2024-09-06	$112.26	$115.00	22.8%	6.8%	19.2%	41.7%	22.6%	3.1%	-0.2%	4.3M	-109.5M	-16.4M	0.64	11.99	44,744	28,726	581,841	436,248
2024-09-09	$115.18	$115.00	21.9%	6.3%	21.2%	35.6%	22.3%	2.8%	0.4%	64.7M	-877.8M	-16.6M	0.43	56.12	70,858	30,756	564,484	434,816
2024-09-10	$110.72	$115.00	23.6%	7.0%	25.1%	46.9%	23.9%	3.1%	1.1%	-7.0M	146.9M	-16.6M	0.49	37.61	78,231	38,388	578,571	444,187
2024-09-11	$109.95	$115.00	23.1%	6.7%	25.1%	43.6%	23.5%	4.0%	-0.1%	-11.0M	190.1M	-16.5M	0.58	33.65	69,370	40,447	604,520	443,817
2024-09-12	$111.00	$115.00	22.6%	6.5%	24.9%	40.2%	24.1%	3.0%	0.3%	9.7M	-113.8M	-17.0M	0.86	50.48	47,479	40,765	615,484	451,647
2024-09-13	$111.16	$115.00	21.8%	6.3%	24.9%	34.6%	21.3%	2.6%	0.2%	3.6M	-101.4M	-17.0M	0.46	52.36	51,506	23,757	620,930	462,877
2024-09-16	$112.70	$115.00	21.2%	6.0%	25.6%	30.7%	21.8%	2.8%	0.5%	25.4M	-460.4M	-16.8M	0.58	36.20	31,910	18,362	593,727	455,413
2024-09-17	$113.97	$115.00	21.5%	6.2%	26.1%	32.7%	22.0%	2.7%	-0.1%	50.4M	-787.2M	-17.2M	0.59	45.51	34,208	20,093	598,096	460,258
2024-09-18	$114.54	$115.00	21.1%	6.0%	24.2%	29.8%	21.9%	2.6%	0.6%	61.1M	-911.6M	-17.1M	0.81	34.30	25,285	20,580	602,661	465,723
2024-09-19	$116.34	$115.00	20.6%	5.9%	24.6%	26.3%	20.5%	2.6%	-0.5%	97.5M	-1.43B	-17.1M	0.94	14.96	43,984	41,455	604,915	469,974
2024-09-20	$114.98	$115.00	20.2%	5.8%	25.0%	23.7%	20.2%	2.5%	0.2%	60.6M	-976.3M	-17.0M	0.62	34.40	43,163	26,655	611,774	473,906
2024-09-23	$117.28	$115.00	20.0%	5.7%	25.6%	22.6%	19.8%	2.6%	1.5%	83.2M	-1.32B	-16.9M	0.75	6.23	36,046	26,881	496,932	391,697
2024-09-24	$117.16	$115.00	20.1%	5.6%	24.3%	23.0%	19.3%	2.7%	1.4%	82.6M	-1.29B	-17.2M	0.74	18.48	23,868	17,630	510,397	403,736
2024-09-25	$114.68	$115.00	20.7%	6.0%	25.2%	27.3%	20.8%	2.8%	1.1%	35.8M	-712.4M	-17.0M	0.94	23.55	45,176	42,290	519,116	409,777
2024-09-26	$112.57	$115.00	21.6%	6.3%	25.9%	33.0%	23.4%	3.2%	1.6%	12.6M	-262.8M	-17.1M	0.88	23.33	40,996	36,022	536,500	424,615
2024-09-27	$115.91	$115.00	21.8%	6.1%	27.7%	34.4%	21.2%	2.6%	1.4%	111.4M	-1.13B	-17.5M	0.40	19.59	69,807	27,855	548,019	435,053
2024-09-30	$116.91	$115.00	22.9%	6.3%	27.8%	42.3%	22.2%	2.5%	1.8%	91.0M	-1.33B	-17.6M	0.44	23.40	35,932	15,758	540,792	431,474