XOM Options History — October 2024 In October 2024, XOM traded between $116.81 and $125.31. ATM implied volatility averaged 25.3%, placing in the 58.6% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 2.2% (HV 20d: 23.1%). Max pain ranged from $115.00 to $119.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.46.
Notable Days 2024-10-04 : Highest Volume — 210,918 contracts2024-10-31 : Largest IV spike — 5.7% change2024-10-07 : Highest IV Rank — 70.1%2024-10-31 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $120.92 $116.81 $125.31 $119.78 $116.81 Max Pain $116.17 $115.00 $119.00 $115.00 $119.00 ATM IV 25.3% 23.9% 27.1% 23.9% 26.4% Expected Move 7.7% 6.7% 9.2% 6.7% 9.2% HV 20d 23.1% 15.8% 28.2% 28.2% 15.8% HV 60d 22.9% 21.7% 23.7% 23.2% 21.7% IV Rank 58.6% 49.1% 70.1% 49.1% 65.9% IV Percentile 90.2% 80.6% 98.0% 80.6% 98.0% Term Structure -0.3% -1.9% 1.7% 1.7% -0.6% VWIV 26.7% 23.7% 30.9% 23.7% 30.9% Skew 25d 2.3% 0.9% 3.2% 2.0% 2.8% Skew 10d 4.2% -3.8% 6.0% 4.4% 5.1% Call IV 25d 24.3% 22.6% 27.1% 23.4% 25.2% Put IV 25d 26.6% 25.0% 28.7% 25.4% 28.0% Bid-Ask Spread % 29.75 10.29 49.45 10.29 16.48 Gamma HHI 0.14 0.10 0.55 0.10 0.10 Net GEX 130.2M 51.5M 398.1M 125.1M 52.2M Net DEX -2.06B -3.39B -939.1M -2.05B -939.1M Net VEX -18.8M -19.8M -17.9M -18.2M -18.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.23 0.61 0.32 0.49 Total Volume 79,464.87 33,117 210,918 189,789 70,319 Total OI 1,114,809.696 988,450 1,205,702 988,450 1,074,865
Daily Data (23 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 2024-10-01 $119.78 $115.00 23.9% 6.7% 28.2% 49.1% 23.7% 2.0% 1.7% 125.1M -2.05B -18.2M 0.32 10.29 143,288 46,501 550,514 437,936 2024-10-02 $121.38 $115.00 24.7% 7.1% 28.2% 54.5% 25.1% 1.5% 1.3% 143.7M -2.45B -18.8M 0.45 13.30 101,939 45,421 585,913 458,659 2024-10-03 $122.28 $115.00 26.0% 8.2% 27.8% 63.0% 28.2% 2.1% 1.5% 157.0M -2.71B -19.3M 0.40 41.11 95,411 38,613 614,341 473,083 2024-10-04 $124.43 $115.00 25.9% 7.9% 27.7% 62.5% 27.7% 0.9% -0.3% 195.7M -3.39B -19.4M 0.48 36.87 142,699 68,219 636,372 486,412 2024-10-07 $125.31 $115.00 27.1% 8.1% 26.7% 70.1% 28.3% 1.5% 0.8% 157.3M -3.33B -19.7M 0.41 24.04 80,292 32,939 648,309 484,268 2024-10-08 $122.41 $115.00 26.5% 8.1% 23.6% 66.5% 29.2% 1.8% 1.6% 126.0M -2.44B -19.8M 0.61 49.45 76,099 46,752 661,347 493,503 2024-10-09 $122.20 $115.00 26.0% 7.7% 23.3% 63.1% 26.3% 2.6% 0.6% 145.2M -2.42B -19.6M 0.51 32.98 33,683 17,096 674,810 493,963 2024-10-10 $123.44 $115.00 26.2% 7.6% 23.3% 64.5% 26.9% 2.1% 0.4% 171.5M -2.84B -19.5M 0.37 26.83 42,976 15,712 684,239 497,771 2024-10-11 $123.90 $115.00 25.0% 7.3% 23.3% 56.0% 25.8% 1.6% 0.4% 206.9M -3.01B -19.3M 0.60 43.99 44,864 26,862 696,991 503,713 2024-10-14 $123.81 $115.00 24.9% 7.2% 23.2% 55.5% 25.0% 2.8% -0.7% 171.1M -2.84B -18.9M 0.50 46.74 29,923 14,864 668,204 493,465 2024-10-15 $120.82 $115.00 25.7% 7.4% 25.2% 60.8% 25.5% 2.6% -1.8% 107.9M -1.87B -18.8M 0.47 43.43 56,020 26,494 669,433 499,836 2024-10-16 $120.91 $115.00 25.6% 7.3% 25.2% 60.4% 24.1% 2.7% -1.9% 120.1M -1.96B -18.7M 0.25 48.23 40,016 9,843 681,483 502,632 2024-10-17 $120.44 $115.00 25.4% 7.3% 24.9% 58.7% 25.3% 2.5% -1.6% 115.6M -1.85B -18.5M 0.43 48.92 38,424 16,444 698,113 501,990 2024-10-18 $119.94 $115.00 24.8% 7.2% 24.4% 55.0% 24.4% 3.2% -1.0% 398.1M -1.65B -18.3M 0.50 48.48 44,807 22,560 703,906 501,796 2024-10-21 $120.30 $115.00 24.5% 7.4% 23.5% 53.0% 25.4% 2.5% -1.1% 88.5M -1.68B -18.2M 0.53 21.23 45,286 24,224 609,627 424,035 2024-10-22 $120.77 $115.00 24.6% 7.6% 23.5% 53.9% 26.2% 2.7% -1.0% 106.2M -1.85B -18.7M 0.40 21.73 26,617 10,655 636,443 438,495 2024-10-23 $119.97 $118.00 25.0% 7.7% 22.2% 56.3% 26.4% 2.9% -1.2% 89.2M -1.63B -18.8M 0.60 22.03 24,968 14,946 644,424 442,441 2024-10-24 $119.63 $119.00 25.0% 7.8% 20.9% 56.0% 26.7% 2.7% -1.6% 74.5M -1.53B -18.6M 0.23 16.86 29,752 6,898 645,606 446,090 2024-10-25 $119.73 $119.00 25.1% 7.9% 18.5% 57.2% 27.2% 2.7% -1.5% 60.1M -1.59B -18.6M 0.44 17.38 35,839 15,823 654,514 445,748 2024-10-28 $118.84 $119.00 24.6% 8.3% 18.5% 53.6% 28.3% 2.9% -0.1% 76.0M -1.37B -18.4M 0.58 17.55 34,852 20,178 619,538 430,329 2024-10-29 $117.16 $119.00 24.8% 8.4% 17.1% 55.2% 28.6% 1.8% -0.2% 55.8M -986.7M -17.9M 0.60 16.10 20,741 12,376 625,909 433,974 2024-10-30 $116.94 $119.00 25.0% 8.5% 16.2% 56.2% 28.1% 3.0% -0.4% 51.5M -940.8M -17.9M 0.39 20.33 25,511 9,946 630,171 435,412 2024-10-31 $116.81 $119.00 26.4% 9.2% 15.8% 65.9% 30.9% 2.8% -0.6% 52.2M -939.1M -18.1M 0.49 16.48 47,140 23,179 637,833 437,032
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