Option Greeks measure how ExxonMobil Holdings Corporation (XOM) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated.
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XOM Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the XOM Greeks charts?
Gamma, theta, and vega are largest for strikes near the ExxonMobil stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect XOM's Greeks?
ExxonMobil IV rank is 52, so implied volatility is near the middle of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 18.4% to 36.4%. See the XOM implied volatility history for a longer view.
How much gamma and delta do XOM options carry in total?
Across all open ExxonMobil options on Nov 13, 2026, net gamma exposure was $164.66M and net delta exposure was $2.97B per 1% move in the stock. The XOM gamma exposure chart shows where that gamma sits by strike.
What is ExxonMobil Holdings Corporation?
ExxonMobil is an integrated oil and gas company that explores for, produces, and refines oil worldwide.