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Exxon Mobil Corp XOM

ENERGY · OIL & GAS INTEGRATED
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Market dataready · fetched 2026-10-15T21:09:39.537Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:03:52.171570284Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:09:38.496681+00:00

Share price$174.20
1D-2.1%
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$0.10$1.98$3.85$5.73$7.60$169.96$172.43$174.89$177.36$179.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $174.20OPTION PRICELive XOM spot · $174.20XOM PRICE$0.39$0.54$0.69$0.85$1.00$1.26$1.56$1.87$2.18$2.49$3.21$4.20$5.50$0.31$0.39$0.50$0.62$0.73$0.85$0.96$1.08$1.19$1.58$3.41$5.23$7.06
PutsCheap0.79×
CallsExpensive1.74×
SkewBullish-14.06 pp
Implied moveBullish±$2.53
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ177.1336.3%1.9%171.8029.4%1.6%
25Δ176.6436.8%1.7%172.5028.4%1.2%
30Δ176.1537.3%1.5%172.8227.8%1.1%
35Δ175.6537.8%1.3%173.1427.1%1.0%
40Δ175.1638.3%1.1%173.4626.4%0.8%
45Δ174.6639.2%1.0%173.7725.7%0.7%
50Δ174.1740.4%0.9%174.0925.0%0.6%
55Δ173.6841.6%0.8%174.4124.4%0.5%
60Δ173.1842.8%0.7%174.7323.7%0.4%
65Δ172.6943.9%0.6%175.3024.3%0.3%
70Δ171.8448.6%0.5%177.1931.8%0.2%
75Δ170.7755.5%0.4%179.0939.3%0.2%
80Δ169.3864.3%0.4%180.9846.8%0.2%

20Δ

Calls
Pseudo strike
177.13
IV
36.3%
B/E move
1.9%
Puts
Pseudo strike
171.80
IV
29.4%
B/E move
1.6%

25Δ

Calls
Pseudo strike
176.64
IV
36.8%
B/E move
1.7%
Puts
Pseudo strike
172.50
IV
28.4%
B/E move
1.2%

30Δ

Calls
Pseudo strike
176.15
IV
37.3%
B/E move
1.5%
Puts
Pseudo strike
172.82
IV
27.8%
B/E move
1.1%

35Δ

Calls
Pseudo strike
175.65
IV
37.8%
B/E move
1.3%
Puts
Pseudo strike
173.14
IV
27.1%
B/E move
1.0%

40Δ

Calls
Pseudo strike
175.16
IV
38.3%
B/E move
1.1%
Puts
Pseudo strike
173.46
IV
26.4%
B/E move
0.8%

45Δ

Calls
Pseudo strike
174.66
IV
39.2%
B/E move
1.0%
Puts
Pseudo strike
173.77
IV
25.7%
B/E move
0.7%

50Δ

Calls
Pseudo strike
174.17
IV
40.4%
B/E move
0.9%
Puts
Pseudo strike
174.09
IV
25.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
173.68
IV
41.6%
B/E move
0.8%
Puts
Pseudo strike
174.41
IV
24.4%
B/E move
0.5%

60Δ

Calls
Pseudo strike
173.18
IV
42.8%
B/E move
0.7%
Puts
Pseudo strike
174.73
IV
23.7%
B/E move
0.4%

65Δ

Calls
Pseudo strike
172.69
IV
43.9%
B/E move
0.6%
Puts
Pseudo strike
175.30
IV
24.3%
B/E move
0.3%

70Δ

Calls
Pseudo strike
171.84
IV
48.6%
B/E move
0.5%
Puts
Pseudo strike
177.19
IV
31.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
170.77
IV
55.5%
B/E move
0.4%
Puts
Pseudo strike
179.09
IV
39.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
169.38
IV
64.3%
B/E move
0.4%
Puts
Pseudo strike
180.98
IV
46.8%
B/E move
0.2%