XOM Options History — December 2024 In December 2024, XOM traded between $105.84 and $117.93. ATM implied volatility averaged 21.2%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 3.5% (HV 20d: 17.6%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.49.
Notable Days 2024-12-16 : Highest Volume — 119,903 contracts2024-12-18 : Largest IV spike — 9.4% change2024-12-18 : Highest IV Rank — 56.7%2024-12-18 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $110.18 $105.84 $117.93 $117.62 $107.40 Max Pain $112.62 $110.00 $115.00 $115.00 $110.00 ATM IV 21.2% 18.1% 25.1% 18.3% 23.0% Expected Move 6.2% 5.5% 7.2% 5.6% 6.5% HV 20d 17.6% 14.6% 20.3% 20.2% 16.1% HV 60d 19.8% 17.3% 21.9% 21.9% 17.3% IV Rank 30.4% 9.3% 56.7% 10.7% 42.7% IV Percentile 49.2% 7.1% 92.5% 8.3% 73.8% Term Structure 0.5% -1.3% 1.7% 0.9% 1.7% VWIV 21.7% 19.3% 24.8% 19.5% 22.6% Skew 25d 1.0% 0.6% 1.5% 1.5% 1.1% Skew 10d 1.6% -3.6% 6.4% 3.1% 2.0% Call IV 25d 21.0% 17.8% 25.1% 17.8% 22.7% Put IV 25d 22.0% 18.7% 25.7% 19.3% 23.8% Bid-Ask Spread % 18.50 2.80 32.63 15.44 13.79 Gamma HHI 0.11 0.08 0.14 0.13 0.08 Net GEX 13.9M -32.3M 96.2M 83.4M 38.1M Net DEX 51.8M -1.23B 810.2M -1.14B -25.9M Net VEX -14.4M -15.8M -13.2M -15.8M -13.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.20 1.49 0.36 0.25 Total Volume 78,149.524 44,952 119,903 60,743 78,704 Total OI 1,117,788.19 1,032,313 1,217,401 1,058,393 1,065,994
Daily Data (21 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 2024-12-02 $117.62 $115.00 18.3% 5.6% 20.2% 10.7% 19.5% 1.5% 0.9% 83.4M -1.14B -15.8M 0.36 15.44 44,574 16,169 629,825 428,568 2024-12-03 $117.93 $115.00 18.1% 5.5% 17.4% 9.3% 19.3% 0.7% 0.8% 96.2M -1.23B -15.8M 0.52 13.42 32,296 16,688 641,691 435,995 2024-12-04 $114.46 $115.00 19.4% 6.1% 20.3% 18.2% 21.4% 1.3% 0.8% 11.8M -343.8M -15.5M 0.34 13.39 80,755 27,813 656,782 447,398 2024-12-05 $115.23 $115.00 19.0% 5.8% 18.6% 15.7% 19.8% 1.4% 0.6% 56.1M -672.7M -15.6M 0.44 25.57 43,068 18,876 688,913 454,097 2024-12-06 $113.72 $115.00 19.2% 5.7% 18.9% 16.9% 20.5% 1.5% 0.4% -18.4M -188.2M -15.3M 0.67 32.20 38,413 25,908 694,489 455,377 2024-12-09 $113.18 $115.00 19.5% 5.7% 18.9% 19.2% 20.2% 1.2% 0.2% 14.3M -161.3M -14.9M 0.23 16.99 38,241 8,917 663,855 447,656 2024-12-10 $113.03 $115.00 20.2% 5.9% 18.9% 23.6% 20.6% 1.4% 0.1% 17.8M -177.7M -14.9M 0.29 9.87 49,360 14,363 676,065 449,655 2024-12-11 $111.88 $115.00 20.3% 6.1% 19.0% 24.2% 21.0% 1.0% 1.2% -2.5M 57.4M -14.8M 0.20 31.15 66,478 13,246 690,089 453,181 2024-12-12 $112.13 $115.00 20.6% 6.1% 18.4% 26.4% 21.0% 0.8% 0.9% 22.4M -124.9M -15.0M 1.49 27.75 46,609 69,369 703,109 450,827 2024-12-13 $110.88 $115.00 20.7% 6.1% 18.4% 27.1% 21.6% 0.7% 1.1% -17.2M 162.6M -14.6M 0.55 23.55 53,191 29,431 711,613 449,799 2024-12-16 $108.35 $115.00 22.5% 6.4% 19.6% 39.2% 23.1% 0.9% -0.3% -31.0M 638.5M -13.9M 0.45 2.80 82,640 37,263 687,700 446,074 2024-12-17 $107.90 $110.00 22.9% 6.6% 19.0% 42.2% 23.3% 1.0% -0.4% -24.3M 682.5M -14.0M 0.45 30.55 67,671 30,758 716,701 452,869 2024-12-18 $106.63 $110.00 25.1% 7.2% 18.7% 56.7% 24.7% 0.6% -0.8% -23.6M 741.7M -13.9M 0.44 32.63 48,086 21,366 746,124 447,355 2024-12-19 $105.84 $110.00 24.6% 7.1% 17.3% 53.7% 24.8% 0.7% -0.9% -32.3M 810.2M -13.6M 0.53 21.78 72,081 37,872 755,867 441,831 2024-12-20 $106.03 $110.00 22.9% 6.6% 15.0% 41.9% 23.1% 1.1% -1.3% 2.2M 626.7M -13.7M 0.49 30.54 62,678 30,711 779,829 437,572 2024-12-23 $106.21 $110.00 22.1% 6.4% 15.3% 36.9% 22.9% 0.6% 1.1% 17.5M 312.6M -13.8M 0.39 8.01 53,565 20,881 635,575 396,738 2024-12-24 $106.75 $110.00 21.3% 6.1% 15.6% 31.4% 21.9% 1.1% 1.3% 31.4M 165.3M -13.8M 0.35 11.11 33,201 11,751 648,944 401,678 2024-12-26 $106.27 $110.00 21.3% 6.0% 15.0% 31.4% 20.6% 1.1% 1.3% 21.3M 309.3M -13.5M 1.00 8.77 44,603 44,764 655,892 404,316 2024-12-27 $106.32 $110.00 21.7% 6.3% 15.1% 34.3% 21.8% 0.7% 0.7% 20.5M 256.0M -13.6M 0.47 11.10 48,651 22,915 663,880 407,232 2024-12-30 $105.98 $110.00 22.1% 6.3% 14.6% 36.9% 22.0% 0.6% 0.7% 8.0M 390.6M -13.2M 0.41 8.15 40,621 16,593 645,350 407,047 2024-12-31 $107.40 $110.00 23.0% 6.5% 16.1% 42.7% 22.6% 1.1% 1.7% 38.1M -25.9M -13.8M 0.25 13.79 62,791 15,913 658,300 407,694
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