XOM Options History — November 2024 In November 2024, XOM traded between $115.19 and $122.38. ATM implied volatility averaged 20.0%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 1.9% (HV 20d: 18.2%). Max pain ranged from $115.00 to $119.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.49.
Notable Days 2024-11-13 : Highest Volume — 235,050 contracts2024-11-06 : Largest IV drop — 12.1% change2024-11-01 : Highest IV Rank — 51.8%2024-11-01 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $119.84 $115.19 $122.38 $115.19 $118.42 Max Pain $115.20 $115.00 $119.00 $119.00 $115.00 ATM IV 20.0% 18.5% 24.3% 24.3% 19.1% Expected Move 5.9% 5.5% 8.4% 8.4% 5.7% HV 20d 18.2% 14.5% 20.7% 14.5% 20.7% HV 60d 22.2% 21.8% 22.9% 21.8% 22.0% IV Rank 22.7% 12.1% 51.8% 51.8% 16.1% IV Percentile 29.6% 8.7% 84.1% 84.1% 16.7% Term Structure 0.0% -0.9% 0.8% -0.4% 0.7% VWIV 20.7% 19.1% 28.8% 28.8% 19.8% Skew 25d 1.7% 0.8% 2.9% 2.7% 1.4% Skew 10d 3.7% 1.9% 9.0% 4.8% 3.1% Call IV 25d 19.4% 17.9% 23.2% 23.2% 18.2% Put IV 25d 21.1% 19.4% 25.9% 25.9% 19.6% Bid-Ask Spread % 22.18 6.71 39.06 26.06 17.09 Gamma HHI 0.12 0.10 0.18 0.10 0.12 Net GEX 121.8M 19.6M 244.1M 19.6M 82.8M Net DEX -1.74B -2.55B -508.2M -508.2M -1.35B Net VEX -17.1M -17.8M -16.3M -17.4M -16.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.14 0.96 0.49 0.96 Total Volume 65,508.55 35,613 235,050 92,876 35,613 Total OI 1,080,893.5 1,013,016 1,120,808 1,092,373 1,089,263
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 2024-11-01 $115.19 $119.00 24.3% 8.4% 14.5% 51.8% 28.8% 2.7% -0.4% 19.6M -508.2M -17.4M 0.49 26.06 62,489 30,387 649,172 443,201 2024-11-04 $118.50 $115.00 23.3% 6.6% 18.1% 44.6% 23.4% 1.9% 0.1% 87.4M -1.39B -17.7M 0.43 33.02 48,733 21,061 625,751 431,527 2024-11-05 $118.66 $115.00 22.6% 6.4% 16.5% 40.1% 23.0% 1.7% 0.3% 97.9M -1.43B -17.8M 0.75 35.31 20,864 15,556 645,984 439,842 2024-11-06 $121.34 $115.00 19.9% 5.9% 18.5% 21.6% 20.9% 2.9% 0.5% 157.4M -2.19B -17.7M 0.38 38.69 39,182 15,018 652,754 449,201 2024-11-07 $121.38 $115.00 19.2% 5.8% 18.1% 17.0% 20.3% 1.3% 0.1% 165.7M -2.19B -17.5M 0.30 39.06 47,471 14,346 656,853 451,945 2024-11-08 $120.85 $115.00 18.8% 5.7% 18.1% 14.7% 20.4% 1.0% 0.8% 163.5M -2.05B -17.4M 0.64 28.32 39,403 25,058 667,910 452,898 2024-11-11 $120.33 $115.00 19.8% 5.8% 18.1% 20.9% 20.2% 1.1% 0.3% 130.4M -1.82B -17.2M 0.40 27.66 31,831 12,578 650,318 441,847 2024-11-12 $120.60 $115.00 19.6% 5.8% 15.9% 19.7% 20.0% 0.8% 0.6% 144.0M -1.91B -16.9M 0.45 11.35 33,016 14,912 657,056 445,514 2024-11-13 $121.81 $115.00 19.9% 5.9% 16.3% 22.0% 20.5% 1.2% 0.7% 182.0M -2.33B -17.2M 0.14 8.69 205,742 29,308 666,138 451,637 2024-11-14 $120.50 $115.00 19.5% 5.6% 16.7% 19.2% 20.0% 1.7% 0.1% 125.2M -1.82B -17.0M 0.48 34.20 35,980 17,309 648,100 461,734 2024-11-15 $119.46 $115.00 20.4% 5.8% 17.0% 25.1% 20.5% 1.3% -0.0% 65.9M -1.51B -17.4M 0.62 36.13 43,903 27,349 653,215 466,070 2024-11-18 $120.43 $115.00 19.1% 5.5% 17.2% 16.8% 19.5% 1.7% -0.8% 120.5M -1.88B -16.9M 0.73 6.71 21,438 15,580 597,415 415,601 2024-11-19 $118.52 $115.00 20.0% 5.7% 18.0% 22.6% 19.8% 2.3% -0.8% 77.2M -1.36B -17.0M 0.39 21.72 48,297 18,657 606,379 422,300 2024-11-20 $120.19 $115.00 19.8% 5.7% 18.6% 21.2% 19.9% 2.1% -0.6% 131.0M -1.90B -17.0M 0.46 12.78 30,133 13,842 622,108 427,336 2024-11-21 $122.38 $115.00 19.8% 5.7% 19.7% 21.4% 19.9% 1.6% -0.9% 189.7M -2.55B -17.4M 0.35 14.51 62,772 21,749 629,746 432,672 2024-11-22 $122.00 $115.00 19.1% 5.5% 19.7% 16.2% 19.5% 1.7% -0.8% 244.1M -2.38B -17.3M 0.61 17.26 35,849 21,699 636,520 438,189 2024-11-25 $120.31 $115.00 18.8% 5.6% 20.2% 14.2% 19.1% 1.8% 0.5% 123.8M -1.83B -16.9M 0.68 16.24 22,132 15,078 621,366 428,416 2024-11-26 $118.19 $115.00 19.2% 5.7% 20.6% 17.3% 19.8% 2.0% -0.0% 64.5M -1.24B -16.5M 0.23 8.24 62,480 14,520 625,789 433,132 2024-11-27 $117.77 $115.00 18.5% 5.6% 20.6% 12.1% 19.6% 1.4% 0.1% 64.4M -1.17B -16.3M 0.34 10.66 28,957 9,879 647,271 435,700 2024-11-29 $118.42 $115.00 19.1% 5.7% 20.7% 16.1% 19.8% 1.4% 0.7% 82.8M -1.35B -16.3M 0.96 17.09 18,135 17,478 653,972 435,291
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