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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 2026-12-18 expiry: 91 calendar days from 2026-09-18 (92 from the book date), outside 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 0.22), put 145 (Δ -0.20).

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: 18531k031k1.4k1.4k25%10%10%25%-$8.4m+$8.4mcall wall 165book spot 163.27put wall 160γ flip 151.48strike 200 calls: OI 1,831 (+80) · vol 57 (at ask 3, at bid 53, sweep 1, multi-leg 2) · NBBO 1.04 × 1.29, spread 21.5% of mid · Δ 0.10 puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.00 × 38.15, spread 3.1% of mid · Δ -0.91 net GEX +$354k per 1% (calls +$355k, puts -$1k)strike 195 calls: OI 1,271 (+8) · vol 8 (at ask 6, at bid 0, multi-leg 2) · NBBO 1.38 × 1.68, spread 19.6% of mid · Δ 0.13 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.50 × 33.55, spread 3.2% of mid · Δ -0.88 net GEX +$298k per 1% (calls +$298k, puts +$0)strike 190 calls: OI 11,109 (+35) · vol 498 (at ask 157, at bid 336, sweep 1, multi-leg 22) · NBBO 2.05 × 2.27, spread 10.2% of mid · Δ 0.17 puts: OI 18 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.40 × 29.80, spread 8.4% of mid · Δ -0.84 net GEX +$3.1m per 1% (calls +$3.1m, puts -$5k)strike 185 calls: OI 14,803 (+882) · vol 112 (at ask 21, at bid 91, sweep 1, multi-leg 1) · NBBO 2.68 × 3.05, spread 12.9% of mid · Δ 0.22 puts: OI 48 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 23.80 × 24.80, spread 4.1% of mid · Δ -0.79 net GEX +$4.8m per 1% (calls +$4.8m, puts -$16k)strike 180 calls: OI 5,408 (+24) · vol 95 (at ask 40, at bid 26, sweep 4, multi-leg 15) · NBBO 3.85 × 4.10, spread 6.3% of mid · Δ 0.28 puts: OI 60 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 18.85 × 21.45, spread 12.9% of mid · Δ -0.73 net GEX +$2.0m per 1% (calls +$2.0m, puts -$23k)strike 175 calls: OI 3,023 (+612) · vol 1,317 (at ask 1,107, at bid 188, sweep 761, multi-leg 45) · NBBO 5.15 × 5.45, spread 5.7% of mid · Δ 0.35 puts: OI 373 (+36) · vol 0 (at ask 0, at bid 0) · NBBO 15.60 × 17.10, spread 9.2% of mid · Δ -0.66 net GEX +$1.1m per 1% (calls +$1.2m, puts -$158k)strike 170 calls: OI 6,908 (+6) · vol 1,438 (at ask 371, at bid 1,067, sweep 1, multi-leg 21) · NBBO 6.60 × 7.20, spread 8.7% of mid · Δ 0.42 puts: OI 433 (+10) · vol 29 (at ask 16, at bid 10, multi-leg 6) · NBBO 12.95 × 13.80, spread 6.4% of mid · Δ -0.58 net GEX +$2.8m per 1% (calls +$3.0m, puts -$190k)strike 165 calls: OI 6,648 (+28) · vol 39 (at ask 13, at bid 23, sweep 1, multi-leg 3) · NBBO 9.00 × 9.50, spread 5.4% of mid · Δ 0.50 puts: OI 785 (+39) · vol 40 (at ask 12, at bid 28, multi-leg 15) · NBBO 10.10 × 10.60, spread 4.8% of mid · Δ -0.50 net GEX +$2.5m per 1% (calls +$2.8m, puts -$353k)strike 160 calls: OI 3,049 (+10) · vol 35 (at ask 24, at bid 10, multi-leg 8) · NBBO 11.40 × 11.85, spread 3.9% of mid · Δ 0.58 puts: OI 2,335 (+397) · vol 118 (at ask 26, at bid 85, sweep 5, multi-leg 25) · NBBO 7.65 × 7.90, spread 3.2% of mid · Δ -0.42 net GEX +$237k per 1% (calls +$1.3m, puts -$1.0m)strike 155 calls: OI 4,358 (+23) · vol 8 (at ask 7, at bid 1) · NBBO 13.90 × 15.00, spread 7.6% of mid · Δ 0.66 puts: OI 2,661 (+50) · vol 86 (at ask 30, at bid 45, sweep 2, multi-leg 46) · NBBO 5.50 × 6.05, spread 9.5% of mid · Δ -0.33 net GEX +$646k per 1% (calls +$1.7m, puts -$1.1m)strike 150 calls: OI 7,800 (-11) · vol 6 (at ask 5, at bid 1) · NBBO 17.50 × 18.30, spread 4.5% of mid · Δ 0.74 puts: OI 4,267 (+9) · vol 54 (at ask 24, at bid 25, sweep 2, multi-leg 15) · NBBO 3.70 × 4.25, spread 13.8% of mid · Δ -0.26 net GEX +$1.2m per 1% (calls +$2.7m, puts -$1.5m)strike 145 calls: OI 2,756 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 20.80 × 22.20, spread 6.5% of mid · Δ 0.80 puts: OI 31,220 (-13) · vol 15 (at ask 14, at bid 1, sweep 2, multi-leg 4) · NBBO 2.84 × 3.10, spread 8.8% of mid · Δ -0.20 net GEX -$8.4m per 1% (calls +$806k, puts -$9.2m)strike 140 calls: OI 7,075 (-14) · vol 1 (at ask 1, at bid 0) · NBBO 25.15 × 26.60, spread 5.6% of mid · Δ 0.85 puts: OI 3,542 (-3) · vol 30 (at ask 8, at bid 12, multi-leg 10) · NBBO 1.94 × 2.17, spread 11.2% of mid · Δ -0.15 net GEX +$833k per 1% (calls +$1.7m, puts -$839k)strike 135 calls: OI 2,883 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 29.30 × 30.65, spread 4.5% of mid · Δ 0.90 puts: OI 3,750 (-9) · vol 8 (at ask 7, at bid 1) · NBBO 1.32 × 1.50, spread 12.8% of mid · Δ -0.10 net GEX -$158k per 1% (calls +$527k, puts -$685k)strike 130 calls: OI 5,718 (-5) · vol 0 (at ask 0, at bid 0) · NBBO 33.45 × 35.35, spread 5.5% of mid · Δ 0.94 puts: OI 5,175 (-3) · vol 6 (at ask 3, at bid 2, sweep 1) · NBBO 0.90 × 1.04, spread 14.4% of mid · Δ -0.07 net GEX +$13k per 1% (calls +$721k, puts -$708k)strike 125 calls: OI 4,511 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.90 × 39.95, spread 5.3% of mid · Δ 0.96 puts: OI 6,945 (+10) · vol 405 (at ask 401, at bid 3, sweep 4) · NBBO 0.55 × 0.70, spread 24.0% of mid · Δ -0.05 net GEX -$299k per 1% (calls +$385k, puts -$684k)

2026-12-18 expiry, 16 strikes within ±25% of book spot (the flip search band); 21 hidden (6 above, 15 below), 21 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$10.9m 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
+0700000-0.913.1%38.1537.002001.041.2921.5%0.1057353121,831+80-$1k+$355k+$354k
+0000000-0.883.2%33.5532.501951.381.6819.6%0.13860021,271+8+$0+$298k+$298k
+01800000-0.848.4%29.8027.401902.052.2710.2%0.1749815733612211,109+35-$5k+$3.1m+$3.1m
+104800000-0.794.1%24.8023.801852.683.0512.9%0.2211221911114,803+882-$16k+$4.8m+$4.8m
+16000000-0.7312.9%21.4518.851803.854.106.3%0.289540264155,408+24-$23k+$2.0m+$2.0m
+3637300000-0.669.2%17.1015.601755.155.455.7%0.351,3171,107188761453,023+612-$158k+$1.2m+$1.1m
+1043360101629-0.586.4%13.8012.951706.607.208.7%0.421,4383711,0671216,908+6-$190k+$3.0m+$2.8m
+39785150281240-0.504.8%10.6010.101659.009.505.4%0.50391323136,648+28-$353k+$2.8m+$2.5m
+3972,3352558526118-0.423.2%7.907.6516011.4011.853.9%0.58352410083,049+10-$1.0m+$1.3m+$237k
+502,661462453086-0.339.5%6.055.5015513.9015.007.6%0.66871004,358+23-$1.1m+$1.7m+$646k
+94,267152252454-0.2613.8%4.253.7015017.5018.304.5%0.74651007,800-11-$1.5m+$2.7m+$1.2m
-1331,2204211415-0.208.8%3.102.8414520.8022.206.5%0.80000002,756+2-$9.2m+$806k-$8.4m
-33,54210012830-0.1511.2%2.171.9414025.1526.605.6%0.85110007,075-14-$839k+$1.7m+$833k
-93,75000178-0.1012.8%1.501.3213529.3030.654.5%0.90000002,883-1-$685k+$527k-$158k
-35,17501236-0.0714.4%1.040.9013033.4535.355.5%0.94000005,718-5-$708k+$721k+$13k
+106,945043401405-0.0524.0%0.700.5512537.9039.955.3%0.96000004,511+0-$684k+$385k-$299k