IntraAlpha
Create free account Start free

ExxonMobil Holdings Corporation XOM

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-11-06T14:38:36.768Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T14:38:34.994560271Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T14:38:36.219199+00:00

Share price$164.53
1D-0.1%
$163.50$163.82$164.14$164.47$164.795:30 AM6:30 AM9:00 AM1:00 PMXOM
Sold putSold call

ExxonMobil Holdings Corporation options

Live interpolated XOM call and put midpoint premiums by absolute delta.ExxonMobil Holdings Corporation$0.70$2.96$5.23$7.49$9.75$149.86$160.48$171.10$181.73$192.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XOM spot · $164.53XOM PRICE$0.95$1.26$1.62$2.01$2.45$2.99$3.53$4.19$4.84$5.64$6.45$7.60$9.10$1.10$1.46$1.83$2.32$2.80$3.27$3.73$4.29$4.86$5.44$6.02$6.73$8.16
PutsCheap0.86×
CallsExpensive1.36×
SkewBullish-1.05 pp
Implied moveBearish±$7.26
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ172.3638.0%5.3%157.0641.7%5.2%
25Δ170.8837.9%4.6%158.6041.4%4.5%
30Δ169.5138.0%4.0%160.0940.9%3.8%
35Δ168.3138.2%3.5%161.3141.3%3.4%
40Δ167.1338.7%3.1%162.5341.7%2.9%
45Δ166.0239.4%2.7%163.7140.7%2.5%
50Δ164.9040.1%2.4%164.8939.6%2.0%
55Δ163.7340.6%2.1%165.9938.8%1.7%
60Δ162.5641.0%1.7%167.0938.1%1.4%
65Δ161.3041.1%1.5%168.1336.9%1.1%
70Δ160.0541.3%1.2%169.1435.4%0.9%
75Δ158.5242.0%1.0%170.2434.4%0.6%
80Δ156.6843.8%0.8%171.9235.7%0.5%

20Δ

Calls
Pseudo strike
172.36
IV
38.0%
B/E move
5.3%
Puts
Pseudo strike
157.06
IV
41.7%
B/E move
5.2%

25Δ

Calls
Pseudo strike
170.88
IV
37.9%
B/E move
4.6%
Puts
Pseudo strike
158.60
IV
41.4%
B/E move
4.5%

30Δ

Calls
Pseudo strike
169.51
IV
38.0%
B/E move
4.0%
Puts
Pseudo strike
160.09
IV
40.9%
B/E move
3.8%

35Δ

Calls
Pseudo strike
168.31
IV
38.2%
B/E move
3.5%
Puts
Pseudo strike
161.31
IV
41.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
167.13
IV
38.7%
B/E move
3.1%
Puts
Pseudo strike
162.53
IV
41.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
166.02
IV
39.4%
B/E move
2.7%
Puts
Pseudo strike
163.71
IV
40.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
164.90
IV
40.1%
B/E move
2.4%
Puts
Pseudo strike
164.89
IV
39.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
163.73
IV
40.6%
B/E move
2.1%
Puts
Pseudo strike
165.99
IV
38.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
162.56
IV
41.0%
B/E move
1.7%
Puts
Pseudo strike
167.09
IV
38.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
161.30
IV
41.1%
B/E move
1.5%
Puts
Pseudo strike
168.13
IV
36.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
160.05
IV
41.3%
B/E move
1.2%
Puts
Pseudo strike
169.14
IV
35.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
158.52
IV
42.0%
B/E move
1.0%
Puts
Pseudo strike
170.24
IV
34.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
156.68
IV
43.8%
B/E move
0.8%
Puts
Pseudo strike
171.92
IV
35.7%
B/E move
0.5%

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%