XOM option chain Exxonmobil Holdings Corporation
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.4% (169.10–188.50) · ATM IV 30.2% · P/C open interest 1.49
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 86.90 | 90.75 | 39 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 1.44 | 1 | 173.5% | -0.00 | 0.0000 | -0.001 | |||
| 81.90 | 85.55 | 40 | 1.00 | 0.0000 | 0.000 | 95 | 0.0100 | 2.13 | 174.4% | -0.00 | 0.0000 | -0.001 | ||||
| 76.85 | 80.40 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.9400 | 1 | 139.0% | -0.00 | 0.0000 | -0.001 | ||||
| 71.85 | 75.35 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.13 | 1 | 150.3% | -0.00 | 0.0000 | -0.001 | ||||
| 66.95 | 70.30 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.13 | 139.2% | -0.00 | 0.0001 | -0.001 | |||||
| 61.85 | 65.85 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.2000 | 86.6% | -0.00 | 0.0001 | -0.002 | |||||
| 56.90 | 60.60 | 1.00 | 0.0002 | 0.000 | 120 | 0 | 2.13 | 10 | 118.2% | -0.00 | 0.0002 | -0.002 | ||||
| 51.90 | 55.45 | 1.00 | 0.0002 | 0.000 | 125 | 0.0100 | 0.3600 | 1 | 78.4% | -0.00 | 0.0002 | -0.003 | ||||
| 46.90 | 50.25 | 1 | 1.00 | 0.0004 | 0.000 | 130 | 0.0100 | 0.3600 | 1 | 70.8% | -0.00 | 0.0004 | -0.004 | |||
| 41.95 | 45.20 | 1 | 1.00 | 0.0006 | 0.000 | 135 | 0 | 0.7800 | 1 | 25 | 72.1% | -0.00 | 0.0006 | -0.005 | ||
| 36.95 | 40.70 | 2 | 0.99 | 0.0010 | -0.002 | 140 | 0.0100 | 0.0900 | 3 | 43 | 46.9% | -0.01 | 0.0010 | -0.008 | ||
| 32.00 | 35.30 | 3 | 0.99 | 0.0016 | -0.007 | 145 | 0.0100 | 0.1100 | 192 | 41.9% | -0.01 | 0.0016 | -0.011 | |||
| 29.00 | 32.50 | 0.99 | 0.0023 | -0.011 | 148 | 0.0100 | 0.7000 | 4 | 31 | 51.1% | -0.01 | 0.0023 | -0.015 | |||
| 28.10 | 31.60 | 0.98 | 0.0026 | -0.012 | 149 | 0.0100 | 0.6800 | 1 | 29 | 49.3% | -0.02 | 0.0026 | -0.016 | |||
| 27.10 | 30.20 | 6 | 0.98 | 0.0029 | -0.014 | 150 | 0.0500 | 0.1200 | 4 | 1,071 | 37.7% | -0.02 | 0.0029 | -0.018 | ||
| 24.90 | 27.50 | 6 | 0.98 | 0.0038 | -0.018 | 152.5 | 0.1200 | 0.1500 | 8 | 75 | 37.2% | -0.02 | 0.0038 | -0.022 | ||
| 22.45 | 25.00 | 6 | 0.97 | 0.0051 | -0.025 | 155 | 0.1500 | 0.2300 | 10 | 712 | 36.0% | -0.03 | 0.0052 | -0.028 | ||
| 20.00 | 22.55 | 0.95 | 0.0069 | -0.032 | 157.5 | 0.0400 | 0.3400 | 240 | 32.7% | -0.05 | 0.0069 | -0.035 | ||||
| 17.65 | 20.05 | 27 | 0.94 | 0.0091 | -0.042 | 160 | 0.3400 | 0.4600 | 212 | 676 | 34.4% | -0.06 | 0.0092 | -0.045 | ||
| 15.30 | 18.00 | 144 | 20.0% | 0.91 | 0.0120 | -0.054 | 162.5 | 0.5100 | 0.6100 | 9 | 652 | 33.3% | -0.09 | 0.0121 | -0.057 | |
| 13.90 | 15.25 | 3 | 157 | 27.8% | 0.88 | 0.0155 | -0.069 | 165 | 0.7200 | 0.9800 | 196 | 822 | 33.2% | -0.12 | 0.0156 | -0.071 |
| 11.15 | 13.05 | 6 | 343 | 24.2% | 0.83 | 0.0194 | -0.085 | 167.5 | 1.10 | 1.24 | 16 | 570 | 32.2% | -0.17 | 0.0195 | -0.087 |
| 9.65 | 11.05 | 1 | 209 | 28.0% | 0.78 | 0.0233 | -0.101 | 170 | 1.56 | 1.75 | 224 | 578 | 31.8% | -0.22 | 0.0235 | -0.103 |
| 8.20 | 9.15 | 701 | 29.6% | 0.72 | 0.0270 | -0.116 | 172.5 | 2.16 | 2.44 | 8 | 552 | 31.5% | -0.29 | 0.0272 | -0.118 | |
| 7.00 | 7.45 | 11 | 522 | 31.0% | 0.64 | 0.0300 | -0.127 | 175 | 2.98 | 3.25 | 204 | 237 | 31.1% | -0.36 | 0.0303 | -0.129 |
| 5.55 | 5.90 | 16 | 661 | 30.7% | 0.57 | 0.0321 | -0.133 | 177.5 | 3.95 | 4.35 | 6 | 291 | 31.0% | -0.44 | 0.0324 | -0.135 |
| 4.25 | 4.50 | 73 | 813 | 30.0% | 0.49 | 0.0329 | -0.133 | 180 | 5.15 | 5.50 | 46 | 33 | 30.4% | -0.52 | 0.0333 | -0.135 |
| 3.10 | 3.55 | 43 | 118 | 30.0% | 0.40 | 0.0323 | -0.128 | 182.5 | 6.50 | 7.25 | 44 | 3 | 31.0% | -0.60 | 0.0329 | -0.129 |
| 2.24 | 2.56 | 12 | 196 | 29.4% | 0.33 | 0.0304 | -0.118 | 185 | 8.10 | 9.75 | 4 | 1 | 33.8% | -0.68 | 0.0310 | -0.119 |
| 1.55 | 1.85 | 16 | 115 | 29.2% | 0.26 | 0.0272 | -0.104 | 187.5 | 9.65 | 11.60 | 1 | 33.2% | -0.75 | 0.0279 | -0.105 | |
| 1.03 | 1.31 | 189 | 307 | 29.0% | 0.20 | 0.0234 | -0.089 | 190 | 11.85 | 13.60 | 1 | 34.5% | -0.81 | 0.0241 | -0.090 | |
| 0.7500 | 0.9500 | 181 | 29.5% | 0.15 | 0.0194 | -0.074 | 192.5 | 14.10 | 16.00 | 37.2% | -0.86 | 0.0202 | -0.075 | |||
| 0.4000 | 0.7600 | 13 | 76 | 29.6% | 0.11 | 0.0157 | -0.061 | 195 | 16.25 | 18.15 | 37.6% | -0.90 | 0.0165 | -0.062 | ||
| 0.2100 | 0.6100 | 30.1% | 0.08 | 0.0125 | -0.051 | 197.5 | 18.65 | 20.50 | 39.8% | -0.93 | 0.0134 | -0.053 | ||||
| 0.1100 | 0.8000 | 2 | 111 | 33.8% | 0.07 | 0.0101 | -0.044 | 200 | 21.10 | 22.95 | 42.6% | -0.95 | 0.0110 | -0.045 | ||
| 0.0700 | 0.3400 | 2 | 33.7% | 0.04 | 0.0068 | -0.035 | 205 | 25.85 | 28.15 | 48.7% | -0.97 | 0.0076 | -0.035 | |||
| 0.0100 | 0.7500 | 43.1% | 0.03 | 0.0050 | -0.030 | 210 | 30.40 | 33.35 | 52.9% | -0.98 | 0.0056 | -0.029 | ||||
| 0.0100 | 0.9500 | 50.4% | 0.03 | 0.0038 | -0.027 | 215 | 35.80 | 38.35 | 61.6% | -0.99 | 0.0040 | -0.027 | ||||
| 0.0100 | 0.7500 | 52.8% | 0.02 | 0.0030 | -0.025 | 220 | 40.80 | 43.35 | 67.2% | -0.99 | 0.0030 | -0.024 | ||||
| 0.0100 | 0.9500 | 1 | 60.0% | 0.02 | 0.0024 | -0.023 | 225 | 45.80 | 48.35 | 72.5% | -0.99 | 0.0022 | -0.022 | |||
| 0.0100 | 1.02 | 65.3% | 0.02 | 0.0020 | -0.021 | 230 | 50.80 | 53.35 | 77.6% | -1.00 | 0.0016 | -0.021 | ||||
| 0.0100 | 0.7500 | 1 | 66.0% | 0.01 | 0.0017 | -0.020 | 235 | 55.80 | 58.35 | 82.5% | -1.00 | 0.0012 | -0.021 | |||
| 0 | 0.9600 | 73.0% | 0.01 | 0.0014 | -0.018 | 240 | 60.55 | 63.35 | 85.0% | -1.00 | 0.0008 | -0.021 | ||||
| 0 | 0.9500 | 76.9% | 0.01 | 0.0012 | -0.017 | 245 | 65.80 | 68.35 | 91.9% | -1.00 | 0.0006 | -0.020 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.