Simplify Analytics
XOM

XOM

$163.54 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
28.0%
IV percentile
46.9%
own all (<3y) · n=241
IV rank
54.8%
own all (<1y) · n=241
range
17.8% – 36.4%
own all (<1y) · n=241
low 17.8%241 sessions, all (<1y) · today 28.0%high 36.4%

Term structure · constant maturity

17 consecutive sessions in contango (the normal upward slope).

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)E 10-30 time?Earnings 2026-10-30, time unknown - date stated by the vendor's estimate First session it can move: 2026-10-30, 42 calendar days from the 2026-09-18 curve - every tenor of 42d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d29.6%26.6%
━ 2026-09-18┅ 2026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 2026-10-30 time unknown, stated by the vendor's estimate, first moves the 2026-10-30 session (42d on the tenor axis), no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

90-day IV
29.5%
own all (<3y) 64.7% · n=241
slope, 30d − 90d
-1.5 pts
own all (<3y) 12.7% · n=241
variance risk premium, 30d
+2.0 pts
own all (<3y) 46.8% · n=236

Skew · risk reversal

25-delta
+4.0 pts
own all (<3y) 98.6% · n=35
10-delta
+2.9 pts
own all (<3y) 87.1% · n=35

Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.

Smile by expiry: the 8 expiries within 120 DTE carrying the most open interest · book as of 2026-09-17

1d2026-09-18 · short
2026-09-18: 2 put and 1 call strikes within ±2.3%, IV 31% to 37%strike 160: IV 36.8%, beyond the shared scale35%27%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 4 put and 4 call strikes within ±6.5%, IV 28% to 31%35%27%−6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 6 put and 6 call strikes within ±8.8%, IV 28% to 31%35%27%−8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 8 put and 7 call strikes within ±11%, IV 28% to 32%35%27%−11%book spot+11%
29d2026-10-16
2026-10-16: 4 put and 4 call strikes within ±12%, IV 28% to 32%35%27%−12%book spot+12%
64d2026-11-20
2026-11-20: 6 put and 6 call strikes within ±18%, IV 29% to 34%35%27%−18%book spot+18%
92d2026-12-18
2026-12-18: 7 put and 7 call strikes within ±22%, IV 28% to 34%35%27%−22%book spot+22%
120d2027-01-15
2027-01-15: 8 put and 8 call strikes within ±25%, IV 28% to 34%35%27%−25%book spot+25%
IV against strike, out-of-the-money side. Each window widens with √DTE, to ±25% at the longest expiry, so every panel shows a comparable slice of its smile; all share one IV scale (27%–35%), set by the expiries past 7 DTE. 1 short-dated point beyond it is pinned to the edge as an open circle.

Expiry window · 35–65 DTE

Next earnings: 2026-10-30 time unknown, stated by the vendor's estimate, first moves the 2026-10-30 session, no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

expiryDTE28-DTE exitthesisearnings 10-30 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dclear · 7d29.4% p 162.5—
2026-10-30 Friweekly422026-10-0214dspans · +0d
exit 28d before
29.3% c 162.5none served
2026-11-20 Fri632026-10-2335dspans · +21d
exit 7d before
28.6% c 165none served

DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-18 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-18, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-17 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.

Chain · one strike axis

Book as of 2026-09-17: 1 session behind 2026-09-18: no XOM chain statistics (net_gex) dated after 2026-09-17 are knowable as of 2026-09-18, and no ticker has newer ones. The strikes drawn below are 2026-09-17's rows as stored now; the levels and statistics are the readings dated 2026-09-17, computed from those rows when the readings were derived, and a fetch of 2026-09-17 after that can revise rows. Open interest is what entered 2026-09-17 (OCC's settlement of 2026-09-16), valued at the 2026-09-17 close.

net GEX · carried book
+$114.2m per 1%
own all (<3y) 82.0% · n=64
gamma flip
$151.48
flip within ±25% of book spot
flip distance
-3.04 ATR
own all (<3y) 55.6% · n=62
0DTE share of volume
not listed daily

book spot $163.27 (unadjusted close, 2026-09-17) · call wall $165.00 (+1.06% from book spot) · put wall $160.00 (-2.00% from book spot) · max pain $155.00 (-5.07% from book spot, 2026-10-16 monthly)

Each level is stored as a distance from the book's own spot, so each is drawn at $163.27 × (1 + that distance) - the 2026-09-17 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. XOM headlines $163.54, its newest unadjusted close, on 2026-09-18; the book was taken at $163.27 on 2026-09-17, because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-17 book's levels, on the 2026-09-17 close.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

Tradability of the 2026-11-20 expiry: 63 calendar days from 2026-09-18 (64 from the book date), inside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 185 (Δ 0.18), put 145 (Δ -0.17).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move200195190185180175170165160155150145140135130125put strike nearest 0.20 delta: 145call strike nearest 0.20 delta: 1856.0k06.0k56756725%10%10%25%-$2.4m+$2.4mcall wall 165book spot 163.27put wall 160γ flip 151.48strike 200 calls: OI 875 (-4) · vol 13 (at ask 1, at bid 12, multi-leg 12) · NBBO 0.50 × 0.81, spread 47.3% of mid · Δ 0.07 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.70 × 38.30, spread 4.3% of mid · Δ -0.93 net GEX +$147k per 1% (calls +$147k, puts +$0)strike 195 calls: OI 452 (+45) · vol 495 (at ask 478, at bid 14, sweep 1) · NBBO 0.65 × 1.07, spread 48.8% of mid · Δ 0.09 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.55 × 33.20, spread 5.1% of mid · Δ -0.91 net GEX +$96k per 1% (calls +$96k, puts +$0)strike 190 calls: OI 2,156 (-31) · vol 16 (at ask 11, at bid 1, multi-leg 10) · NBBO 1.11 × 1.31, spread 16.5% of mid · Δ 0.12 puts: OI 30 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 27.00 × 28.50, spread 5.4% of mid · Δ -0.89 net GEX +$570k per 1% (calls +$578k, puts -$8k)strike 185 calls: OI 2,323 (+56) · vol 62 (at ask 53, at bid 8, sweep 1, multi-leg 6) · NBBO 1.75 × 1.96, spread 11.3% of mid · Δ 0.18 puts: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.00 × 24.00, spread 4.3% of mid · Δ -0.83 net GEX +$776k per 1% (calls +$781k, puts -$5k)strike 180 calls: OI 5,993 (+1,223) · vol 234 (at ask 34, at bid 175, sweep 2, multi-leg 18) · NBBO 2.51 × 2.77, spread 9.8% of mid · Δ 0.24 puts: OI 111 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 18.85 × 19.80, spread 4.9% of mid · Δ -0.76 net GEX +$2.4m per 1% (calls +$2.4m, puts -$45k)strike 175 calls: OI 3,092 (+176) · vol 567 (at ask 542, at bid 19, sweep 2, multi-leg 535) · NBBO 3.75 × 3.95, spread 5.2% of mid · Δ 0.31 puts: OI 232 (+0) · vol 41 (at ask 31, at bid 10) · NBBO 15.05 × 15.95, spread 5.8% of mid · Δ -0.69 net GEX +$1.3m per 1% (calls +$1.4m, puts -$109k)strike 170 calls: OI 4,260 (+53) · vol 173 (at ask 66, at bid 91, sweep 1, multi-leg 68) · NBBO 5.30 × 5.65, spread 6.4% of mid · Δ 0.40 puts: OI 668 (+1) · vol 147 (at ask 22, at bid 123, multi-leg 3) · NBBO 11.50 × 12.00, spread 4.3% of mid · Δ -0.61 net GEX +$1.8m per 1% (calls +$2.1m, puts -$355k)strike 165 calls: OI 3,062 (+129) · vol 151 (at ask 110, at bid 35, sweep 3, multi-leg 99) · NBBO 7.25 × 7.80, spread 7.3% of mid · Δ 0.49 puts: OI 861 (+34) · vol 54 (at ask 41, at bid 9, multi-leg 36) · NBBO 8.75 × 9.20, spread 5.0% of mid · Δ -0.51 net GEX +$1.1m per 1% (calls +$1.6m, puts -$453k)strike 160 calls: OI 1,820 (-21) · vol 45 (at ask 10, at bid 35, multi-leg 8) · NBBO 9.80 × 10.90, spread 10.6% of mid · Δ 0.59 puts: OI 3,050 (+26) · vol 354 (at ask 263, at bid 69, multi-leg 46) · NBBO 6.30 × 6.60, spread 4.7% of mid · Δ -0.41 net GEX -$675k per 1% (calls +$887k, puts -$1.6m)strike 155 calls: OI 4,098 (-10) · vol 52 (at ask 8, at bid 4) · NBBO 12.80 × 13.50, spread 5.3% of mid · Δ 0.68 puts: OI 2,245 (+49) · vol 16 (at ask 10, at bid 3, sweep 2, multi-leg 8) · NBBO 4.40 × 4.75, spread 7.7% of mid · Δ -0.32 net GEX +$817k per 1% (calls +$1.8m, puts -$1.0m)strike 150 calls: OI 831 (+0) · vol 7 (at ask 5, at bid 2) · NBBO 16.00 × 18.70, spread 15.6% of mid · Δ 0.76 puts: OI 2,968 (+12) · vol 242 (at ask 208, at bid 31, sweep 4, multi-leg 88) · NBBO 2.88 × 3.25, spread 12.1% of mid · Δ -0.23 net GEX -$840k per 1% (calls +$317k, puts -$1.2m)strike 145 calls: OI 1,062 (+5) · vol 2 (at ask 0, at bid 2) · NBBO 19.95 × 21.85, spread 9.1% of mid · Δ 0.82 puts: OI 3,408 (+12) · vol 127 (at ask 21, at bid 86, sweep 3, multi-leg 53) · NBBO 1.91 × 2.12, spread 10.4% of mid · Δ -0.17 net GEX -$733k per 1% (calls +$322k, puts -$1.1m)strike 140 calls: OI 1,750 (-5) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 24.10 × 25.80, spread 6.8% of mid · Δ 0.87 puts: OI 3,126 (-25) · vol 69 (at ask 61, at bid 5, sweep 3, multi-leg 6) · NBBO 1.20 × 1.35, spread 11.8% of mid · Δ -0.11 net GEX -$312k per 1% (calls +$414k, puts -$727k)strike 135 calls: OI 1,524 (-6) · vol 0 (at ask 0, at bid 0) · NBBO 28.20 × 30.70, spread 8.5% of mid · Δ 0.91 puts: OI 3,302 (+1) · vol 24 (at ask 15, at bid 7, sweep 3, multi-leg 3) · NBBO 0.73 × 0.83, spread 12.8% of mid · Δ -0.07 net GEX -$280k per 1% (calls +$265k, puts -$546k)strike 130 calls: OI 599 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 32.55 × 34.95, spread 7.1% of mid · Δ 0.95 puts: OI 4,557 (-46) · vol 10 (at ask 3, at bid 5, sweep 2, multi-leg 3) · NBBO 0.38 × 0.56, spread 38.3% of mid · Δ -0.04 net GEX -$427k per 1% (calls +$68k, puts -$495k)strike 125 calls: OI 473 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.00 × 39.70, spread 4.4% of mid · Δ 0.96 puts: OI 1,661 (+0) · vol 54 (at ask 47, at bid 7, sweep 9) · NBBO 0.21 × 0.32, spread 41.5% of mid · Δ -0.03 net GEX -$74k per 1% (calls +$39k, puts -$113k)

2026-11-20 expiry, 16 strikes within ±25% of book spot (the flip search band); 16 hidden (6 above, 10 below), 16 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$5.5m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.

max pain $155.00 belongs to the 2026-10-16 monthly (29 days from 2026-09-17, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.

Table view · 16 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-0.934.3%38.3036.702000.500.8147.3%0.0713112012875-4+$0+$147k+$147k
+0000000-0.915.1%33.2031.551950.651.0748.8%0.094954781410452+45+$0+$96k+$96k
-13000000-0.895.4%28.5027.001901.111.3116.5%0.12161110102,156-31-$8k+$578k+$570k
+01600000-0.834.3%24.0023.001851.751.9611.3%0.1862538162,323+56-$5k+$781k+$776k
+111100000-0.764.9%19.8018.851802.512.779.8%0.24234341752185,993+1,223-$45k+$2.4m+$2.4m
+023200103141-0.695.8%15.9515.051753.753.955.2%0.315675421925353,092+176-$109k+$1.4m+$1.3m
+16683012322147-0.614.3%12.0011.501705.305.656.4%0.4017366911684,260+53-$355k+$2.1m+$1.8m
+3486136094154-0.515.0%9.208.751657.257.807.3%0.49151110353993,062+129-$453k+$1.6m+$1.1m
+263,05046069263354-0.414.7%6.606.301609.8010.9010.6%0.59451035081,820-21-$1.6m+$887k-$675k
+492,2458231016-0.327.7%4.754.4015512.8013.505.3%0.685284004,098-10-$1.0m+$1.8m+$817k
+122,96888431208242-0.2312.1%3.252.8815016.0018.7015.6%0.7675200831+0-$1.2m+$317k-$840k
+123,4085338621127-0.1710.4%2.121.9114519.9521.859.1%0.82202001,062+5-$1.1m+$322k-$733k
-253,1266356169-0.1111.8%1.351.2014024.1025.806.8%0.87303031,750-5-$727k+$414k-$312k
+13,3023371524-0.0712.8%0.830.7313528.2030.708.5%0.91000001,524-6-$546k+$265k-$280k
-464,557325310-0.0438.3%0.560.3813032.5534.957.1%0.9500000599-1-$495k+$68k-$427k
+01,6610974754-0.0341.5%0.320.2112538.0039.704.4%0.9600000473+0-$113k+$39k-$74k