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 2026-09-21, 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 2026-09-21, 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 2027-01-15 expiry: 119 calendar days from 2026-09-18 (120 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 190 (Δ 0.21), put 145 (Δ -0.21).

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: 19035k035k1.0k1.0k25%10%10%25%-$11.7m+$11.7mcall wall 165book spot 163.27put wall 160γ flip 151.48strike 200 calls: OI 3,946 (-1) · vol 28 (at ask 26, at bid 1, multi-leg 6) · NBBO 1.50 × 2.00, spread 28.6% of mid · Δ 0.13 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.55 × 38.60, spread 5.5% of mid · Δ -0.90 net GEX +$817k per 1% (calls +$817k, puts -$189)strike 195 calls: OI 2,205 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 2.02 × 2.68, spread 28.1% of mid · Δ 0.17 puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.80 × 34.05, spread 3.7% of mid · Δ -0.86 net GEX +$533k per 1% (calls +$533k, puts -$472)strike 190 calls: OI 2,296 (+8) · vol 807 (at ask 426, at bid 379, sweep 8, multi-leg 2) · NBBO 2.80 × 3.20, spread 13.3% of mid · Δ 0.21 puts: OI 127 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.10 × 29.70, spread 5.5% of mid · Δ -0.82 net GEX +$602k per 1% (calls +$638k, puts -$36k)strike 185 calls: OI 7,076 (+1) · vol 14 (at ask 8, at bid 5, multi-leg 1) · NBBO 3.60 × 4.20, spread 15.4% of mid · Δ 0.25 puts: OI 79 (+53) · vol 0 (at ask 0, at bid 0) · NBBO 24.10 × 25.40, spread 5.3% of mid · Δ -0.77 net GEX +$2.2m per 1% (calls +$2.2m, puts -$26k)strike 180 calls: OI 35,172 (+45) · vol 169 (at ask 107, at bid 62, multi-leg 21) · NBBO 4.90 × 5.25, spread 6.9% of mid · Δ 0.31 puts: OI 976 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 19.50 × 21.50, spread 9.8% of mid · Δ -0.72 net GEX +$11.7m per 1% (calls +$12.1m, puts -$357k)strike 175 calls: OI 4,335 (+111) · vol 90 (at ask 51, at bid 33, multi-leg 43) · NBBO 6.40 × 6.75, spread 5.3% of mid · Δ 0.37 puts: OI 356 (+0) · vol 102 (at ask 82, at bid 20) · NBBO 16.15 × 18.00, spread 10.8% of mid · Δ -0.65 net GEX +$1.4m per 1% (calls +$1.6m, puts -$143k)strike 170 calls: OI 7,060 (+31) · vol 225 (at ask 202, at bid 11, multi-leg 22) · NBBO 8.15 × 8.65, spread 6.0% of mid · Δ 0.44 puts: OI 362 (+16) · vol 0 (at ask 0, at bid 0) · NBBO 13.25 × 14.50, spread 9.0% of mid · Δ -0.57 net GEX +$2.5m per 1% (calls +$2.6m, puts -$149k)strike 165 calls: OI 4,724 (+14) · vol 222 (at ask 144, at bid 70) · NBBO 10.30 × 10.95, spread 6.1% of mid · Δ 0.51 puts: OI 2,089 (-26) · vol 9 (at ask 3, at bid 6, multi-leg 1) · NBBO 11.05 × 11.80, spread 6.6% of mid · Δ -0.49 net GEX +$911k per 1% (calls +$1.8m, puts -$845k)strike 160 calls: OI 6,759 (+51) · vol 41 (at ask 3, at bid 38) · NBBO 12.80 × 13.30, spread 3.8% of mid · Δ 0.58 puts: OI 2,942 (-4) · vol 759 (at ask 5, at bid 754, multi-leg 1) · NBBO 8.50 × 9.10, spread 6.8% of mid · Δ -0.42 net GEX +$1.3m per 1% (calls +$2.5m, puts -$1.2m)strike 155 calls: OI 2,756 (-6) · vol 12 (at ask 8, at bid 4) · NBBO 15.25 × 16.45, spread 7.6% of mid · Δ 0.65 puts: OI 3,438 (-74) · vol 47 (at ask 19, at bid 21, multi-leg 36) · NBBO 6.45 × 6.95, spread 7.5% of mid · Δ -0.34 net GEX -$313k per 1% (calls +$957k, puts -$1.3m)strike 150 calls: OI 6,946 (-15) · vol 13 (at ask 0, at bid 13) · NBBO 18.45 × 20.30, spread 9.5% of mid · Δ 0.72 puts: OI 7,775 (+30) · vol 1,046 (at ask 4, at bid 137, multi-leg 4) · NBBO 4.70 × 5.35, spread 12.9% of mid · Δ -0.28 net GEX -$381k per 1% (calls +$2.2m, puts -$2.6m)strike 145 calls: OI 3,430 (-1) · vol 4 (at ask 0, at bid 0, multi-leg 4) · NBBO 22.05 × 23.35, spread 5.7% of mid · Δ 0.77 puts: OI 3,244 (-2) · vol 24 (at ask 1, at bid 21) · NBBO 3.35 × 3.95, spread 16.4% of mid · Δ -0.21 net GEX +$22k per 1% (calls +$941k, puts -$919k)strike 140 calls: OI 4,356 (-6) · vol 6 (at ask 5, at bid 1) · NBBO 26.10 × 27.15, spread 3.9% of mid · Δ 0.82 puts: OI 3,600 (+0) · vol 18 (at ask 1, at bid 15) · NBBO 2.65 × 2.75, spread 3.7% of mid · Δ -0.17 net GEX +$155k per 1% (calls +$996k, puts -$841k)strike 135 calls: OI 4,058 (-2) · vol 120 (at ask 72, at bid 48) · NBBO 30.10 × 31.90, spread 5.8% of mid · Δ 0.86 puts: OI 5,711 (+15) · vol 7 (at ask 1, at bid 5, sweep 2) · NBBO 1.79 × 2.02, spread 12.1% of mid · Δ -0.12 net GEX -$307k per 1% (calls +$761k, puts -$1.1m)strike 130 calls: OI 5,770 (+5) · vol 1 (at ask 1, at bid 0) · NBBO 35.20 × 36.70, spread 4.2% of mid · Δ 0.89 puts: OI 8,316 (+10) · vol 8 (at ask 2, at bid 6) · NBBO 1.23 × 1.49, spread 19.1% of mid · Δ -0.09 net GEX -$335k per 1% (calls +$874k, puts -$1.2m)strike 125 calls: OI 1,700 (-3) · vol 1 (at ask 1, at bid 0) · NBBO 38.20 × 40.50, spread 5.8% of mid · Δ 0.92 puts: OI 8,228 (+45) · vol 6 (at ask 1, at bid 5) · NBBO 0.90 × 0.99, spread 9.5% of mid · Δ -0.07 net GEX -$711k per 1% (calls +$198k, puts -$910k)

2027-01-15 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 (+$20.1m 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
+0100000-0.905.5%38.6036.552001.502.0028.6%0.1328261063,946-1-$189+$817k+$817k
+0200000-0.863.7%34.0532.801952.022.6828.1%0.17550002,205+0-$472+$533k+$533k
+012700000-0.825.5%29.7028.101902.803.2013.3%0.21807426379822,296+8-$36k+$638k+$602k
+537900000-0.775.3%25.4024.101853.604.2015.4%0.251485017,076+1-$26k+$2.2m+$2.2m
+097600000-0.729.8%21.5019.501804.905.256.9%0.311691076202135,172+45-$357k+$12.1m+$11.7m
+0356002082102-0.6510.8%18.0016.151756.406.755.3%0.379051330434,335+111-$143k+$1.6m+$1.4m
+1636200000-0.579.0%14.5013.251708.158.656.0%0.44225202110227,060+31-$149k+$2.6m+$2.5m
-262,08910639-0.496.6%11.8011.0516510.3010.956.1%0.5122214470004,724+14-$845k+$1.8m+$911k
-42,942107545759-0.426.8%9.108.5016012.8013.303.8%0.5841338006,759+51-$1.2m+$2.5m+$1.3m
-743,438360211947-0.347.5%6.956.4515515.2516.457.6%0.651284002,756-6-$1.3m+$957k-$313k
+307,7754013741,046-0.2812.9%5.354.7015018.4520.309.5%0.7213013006,946-15-$2.6m+$2.2m-$381k
-23,2440021124-0.2116.4%3.953.3514522.0523.355.7%0.77400043,430-1-$919k+$941k+$22k
+03,6000015118-0.173.7%2.752.6514026.1027.153.9%0.82651004,356-6-$841k+$996k+$155k
+155,71102517-0.1212.1%2.021.7913530.1031.905.8%0.861207248004,058-2-$1.1m+$761k-$307k
+108,31600628-0.0919.1%1.491.2313035.2036.704.2%0.89110005,770+5-$1.2m+$874k-$335k
+458,22800516-0.079.5%0.990.9012538.2040.505.8%0.92110001,700-3-$910k+$198k-$711k