XOM Options History — January 2025

In January 2025, XOM traded between $106.06 and $112.52. ATM implied volatility averaged 22.2%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 4.9% (HV 20d: 17.3%). Max pain ranged from $109.00 to $110.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.55.

Notable Days

  • 2025-01-31: Highest Volume — 172,373 contracts
  • 2025-01-03: Largest IV drop — 8.0% change
  • 2025-01-13: Highest IV Rank — 52.6%
  • 2025-01-30: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$109.02$106.06$112.52$107.55$106.30
Max Pain$109.95$109.00$110.00$110.00$110.00
ATM IV22.2%20.9%24.4%23.0%21.4%
Expected Move6.4%5.7%7.0%6.3%6.3%
HV 20d17.3%12.7%21.7%16.0%21.7%
HV 60d18.0%16.7%19.5%17.2%19.5%
IV Rank37.5%28.5%52.6%42.6%32.0%
IV Percentile66.0%49.6%84.9%73.4%58.7%
Term Structure-0.3%-1.5%3.0%0.1%-0.3%
VWIV22.0%19.8%23.6%21.6%21.6%
Skew 25d1.8%0.9%3.3%1.3%2.2%
Skew 10d2.6%0.1%3.7%2.1%3.3%
Call IV 25d21.2%20.1%23.1%22.6%20.4%
Put IV 25d23.1%21.8%25.6%23.8%22.7%
Bid-Ask Spread %23.929.3045.2910.2823.69
Gamma HHI0.110.080.380.100.09
Net GEX56.9M-11.0M206.6M55.8M-8.4M
Net DEX-253.9M-1.42B512.0M-58.8M512.0M
Net VEX-13.4M-13.8M-12.6M-13.8M-12.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.231.811.130.37
Total Volume86,728.8545,809172,373111,475172,373
Total OI995,758782,4591,145,1901,089,353906,280

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-01-02$107.55$110.0023.0%6.3%16.0%42.6%21.6%1.3%0.1%55.8M-58.8M-13.8M1.1310.2852,28059,195676,084413,269
2025-01-03$107.96$109.0021.1%5.7%13.2%30.1%20.0%0.9%0.6%206.6M-158.1M-13.7M0.589.9751,13329,777685,060420,109
2025-01-06$107.56$110.0020.9%6.4%12.7%28.5%22.7%1.0%3.0%35.3M8.7M-13.4M0.5738.1241,65423,810668,466418,385
2025-01-07$108.72$110.0022.0%6.4%13.1%36.2%22.4%1.7%0.9%58.9M-276.4M-13.7M0.3036.1439,98412,179674,898421,122
2025-01-08$106.63$110.0022.7%6.7%14.4%40.5%23.4%1.5%1.1%8.4M322.5M-13.1M0.9132.7267,39361,103679,719424,880
2025-01-10$106.06$110.0023.9%6.9%14.4%49.0%23.6%1.0%0.9%-11.0M400.3M-13.0M0.4436.2972,26431,689696,202429,129
2025-01-13$109.09$110.0024.4%6.8%17.9%52.6%23.6%2.6%-1.5%73.8M-436.4M-13.7M0.5120.7458,70230,066682,523420,014
2025-01-14$108.98$110.0023.8%6.6%17.9%48.6%22.7%1.8%-1.2%69.2M-371.5M-13.6M0.739.3028,19220,608686,275428,598
2025-01-15$111.50$110.0022.1%6.1%19.4%36.4%21.0%1.7%-0.8%115.4M-1.11B-13.7M0.3140.3385,51926,847687,764431,446
2025-01-16$111.27$110.0021.7%6.1%17.4%33.8%21.3%1.4%-0.9%116.1M-1.01B-13.6M1.8145.2923,58342,645697,223437,031
2025-01-17$112.52$110.0021.3%5.9%17.6%31.5%19.8%1.8%-1.5%80.0M-1.42B-13.7M0.3637.33100,84436,214701,273443,917
2025-01-21$111.37$110.0021.3%6.1%17.5%31.5%21.0%1.9%-0.9%62.7M-514.7M-13.6M0.2321.5874,52717,424484,801297,658
2025-01-22$110.02$110.0022.0%6.3%17.9%36.2%21.5%1.8%-1.0%44.9M-275.8M-13.5M0.2513.8862,49315,833528,783303,906
2025-01-23$109.82$110.0021.6%6.3%18.0%33.6%21.6%2.0%-0.7%40.2M-218.8M-13.4M0.3216.0351,11216,581538,078308,534
2025-01-24$108.56$110.0021.4%6.2%18.6%31.9%21.9%1.9%-0.9%24.3M42.9M-13.1M0.5216.6946,00023,778554,887313,925
2025-01-27$110.13$110.0021.9%6.5%19.1%35.2%22.5%1.9%-0.4%55.5M-323.4M-13.5M0.5917.0739,46123,274533,537301,944
2025-01-28$108.44$110.0022.6%6.9%19.9%40.3%22.2%2.7%-0.2%31.0M11.1M-13.1M0.3217.0851,62216,556544,980312,113
2025-01-29$108.69$110.0022.3%6.7%20.0%38.2%22.6%3.3%-1.0%33.7M-40.2M-13.2M0.3017.1835,24410,565552,563318,304
2025-01-30$109.15$110.0022.7%7.0%19.9%40.4%23.1%1.7%-1.2%44.9M-157.8M-13.6M0.4218.6057,79624,257566,975324,505
2025-01-31$106.30$110.0021.4%6.3%21.7%32.0%21.6%2.2%-0.3%-8.4M512.0M-12.6M0.3723.69125,56546,808575,870330,410