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Exxon Mobil Corp XOM

ENERGY · OIL & GAS INTEGRATED
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Market dataready · fetched 2026-10-15T20:35:35.068Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:24.138959775Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:34.380990+00:00

Share price$174.51
1D-1.9%
AH$173$175$176$178$1795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXOM
Sold putSold callAH

Exxon Mobil Corp options

Live interpolated XOM call and put midpoint premiums by absolute delta.Exxon Mobil Corp$0.22$1.24$2.27$3.29$4.31$170.37$172.72$175.08$177.43$179.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $174.51OPTION PRICELive XOM spot · $174.51XOM PRICE$0.36$0.50$0.64$0.78$0.92$1.07$1.35$1.63$1.91$2.18$2.46$3.05$4.02$0.33$0.43$0.57$0.70$0.84$0.97$1.10$1.24$1.53$1.93$2.32$2.71$3.11
PutsCheap0.86×
CallsExpensive1.39×
SkewBullish-5.70 pp
Implied moveBullish±$2.46
TiltBullish8.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ177.2433.8%1.8%172.0031.6%1.6%
25Δ176.7834.0%1.6%172.6230.9%1.3%
30Δ176.3234.2%1.4%173.0030.5%1.2%
35Δ175.8734.4%1.2%173.3730.1%1.1%
40Δ175.4134.6%1.0%173.7429.8%0.9%
45Δ174.9534.8%0.9%174.1129.4%0.8%
50Δ174.5135.3%0.8%174.4929.0%0.6%
55Δ174.0735.8%0.7%174.8628.6%0.5%
60Δ173.6236.3%0.6%175.3129.2%0.4%
65Δ173.1836.8%0.5%175.8030.4%0.4%
70Δ172.7437.3%0.4%176.3031.7%0.3%
75Δ172.0240.0%0.3%176.7932.9%0.2%
80Δ170.9645.2%0.3%177.2934.2%0.2%

20Δ

Calls
Pseudo strike
177.24
IV
33.8%
B/E move
1.8%
Puts
Pseudo strike
172.00
IV
31.6%
B/E move
1.6%

25Δ

Calls
Pseudo strike
176.78
IV
34.0%
B/E move
1.6%
Puts
Pseudo strike
172.62
IV
30.9%
B/E move
1.3%

30Δ

Calls
Pseudo strike
176.32
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
173.00
IV
30.5%
B/E move
1.2%

35Δ

Calls
Pseudo strike
175.87
IV
34.4%
B/E move
1.2%
Puts
Pseudo strike
173.37
IV
30.1%
B/E move
1.1%

40Δ

Calls
Pseudo strike
175.41
IV
34.6%
B/E move
1.0%
Puts
Pseudo strike
173.74
IV
29.8%
B/E move
0.9%

45Δ

Calls
Pseudo strike
174.95
IV
34.8%
B/E move
0.9%
Puts
Pseudo strike
174.11
IV
29.4%
B/E move
0.8%

50Δ

Calls
Pseudo strike
174.51
IV
35.3%
B/E move
0.8%
Puts
Pseudo strike
174.49
IV
29.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
174.07
IV
35.8%
B/E move
0.7%
Puts
Pseudo strike
174.86
IV
28.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
173.62
IV
36.3%
B/E move
0.6%
Puts
Pseudo strike
175.31
IV
29.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
173.18
IV
36.8%
B/E move
0.5%
Puts
Pseudo strike
175.80
IV
30.4%
B/E move
0.4%

70Δ

Calls
Pseudo strike
172.74
IV
37.3%
B/E move
0.4%
Puts
Pseudo strike
176.30
IV
31.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
172.02
IV
40.0%
B/E move
0.3%
Puts
Pseudo strike
176.79
IV
32.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
170.96
IV
45.2%
B/E move
0.3%
Puts
Pseudo strike
177.29
IV
34.2%
B/E move
0.2%