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ExxonMobil Holdings Corporation XOM

i

Market datapartial · fetched 2026-11-07T16:23:30.309Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:15:06.637550877Z

FundamentalsAlpha Vantage · unavailable

Share price$166.20
1D+0.9%
AH$163.35$164.23$165.11$165.99$166.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXOM
Sold putSold callAH

ExxonMobil Holdings Corporation options

Live interpolated XOM call and put midpoint premiums by absolute delta.ExxonMobil Holdings Corporation$0.00$0.27$0.54$0.81$1.08$-0.17$0.17$0.50$0.83$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEXOM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.09%
Daily close
XOM24.7%31.5%38.3%2026-08-10: 31.47%2026-08-11: 29.49%2026-08-12: 28.37%2026-08-13: 27.40%2026-08-14: 25.63%2026-08-17: 28.92%2026-08-18: 29.25%2026-08-19: 27.76%2026-08-20: 27.99%2026-08-21: 27.24%2026-08-24: 28.30%2026-08-25: 28.59%2026-08-26: 28.12%2026-08-27: 26.77%2026-08-28: 25.97%2026-08-31: 28.36%2026-09-01: 29.39%2026-09-02: 27.26%2026-09-03: 26.07%2026-09-04: 25.74%2026-09-08: 29.84%2026-09-09: 30.30%2026-09-10: 30.55%2026-09-11: 29.32%2026-09-14: 31.26%2026-09-15: 32.65%2026-09-16: 31.54%2026-09-17: 29.62%2026-09-18: 28.21%2026-09-21: 30.47%2026-09-22: 30.54%2026-09-23: 30.72%2026-09-24: 29.44%2026-09-25: 27.27%2026-09-28: 30.33%2026-09-29: 29.68%2026-09-30: 28.71%2026-10-01: 27.71%2026-10-02: 27.29%2026-10-05: 28.80%2026-10-06: 27.66%2026-10-07: 27.93%2026-10-08: 28.20%2026-10-09: 26.41%2026-10-12: 27.41%2026-10-13: 27.99%2026-10-14: 30.79%2026-10-15: 30.00%2026-10-16: 29.34%2026-10-19: 30.39%2026-10-20: 31.96%2026-10-21: 32.22%2026-10-22: 34.27%2026-10-23: 33.19%2026-10-26: 34.41%2026-10-27: 34.86%2026-10-28: 36.14%2026-10-29: 37.34%2026-10-30: 31.09%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
31.47%
29.49%
28.37%
27.40%
25.63%
28.92%
29.25%
27.76%
27.99%
27.24%
28.30%
28.59%
28.12%
26.77%
25.97%
28.36%
29.39%
27.26%
26.07%
25.74%
29.84%
30.30%
30.55%
29.32%
31.26%
32.65%
31.54%
29.62%
28.21%
30.47%
30.54%
30.72%
29.44%
27.27%
30.33%
29.68%
28.71%
27.71%
27.29%
28.80%
27.66%
27.93%
28.20%
26.41%
27.41%
27.99%
30.79%
30.00%
29.34%
30.39%
31.96%
32.22%
34.27%
33.19%
34.41%
34.86%
36.14%
37.34%
31.09%