What move does the options market price into ExxonMobil's report?

Implied ±11.3%, either direction · provisional.

XOMNYSEPetroleum Refining

ExxonMobil Holdings Corp (XOM) earnings date, market-implied expected move, and options open interest by expiry

177.50

−2.17 · −1.21%

post 177.33 −0.10%

Closed19:24 ET

Open180.55Volume16.5MMkt cap$732.9BP/E18.21EPS9.74Div yield2.29%

Day177.18 – 181.344%52-wk109.34 – 188.5086%

XOM

Exxon Mobil Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.3%implied · straddle

157.42197.50

spot 177.46exp Feb 19ATM strike 175ATM straddle 23.57IV 31%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Jan 29

after close · in 87 days

est.Q4 FY26

Calendar

Next report

Last report

+2.16%

vs ±2.0% implied · ×1.08

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Largest filed tie

24.90%

of ProPetro Holding revenue

supplierPUMP 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

−5.66%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

955 managers

Top fund weight

22.67%

XOM weight · XLE

N-PORTJun 30 '26

11 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

ExxonMobil (XOM) is expected to report on Jan 29 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 31 '26confirmed—▼−0.97%—

Q3 FY26Oct 30 '26confirmed±2.0%▲+2.16%×1.08

quarterimplied−5%0+5%realized×

Q3 FY26±2.0%▲+2.16%×1.08

Q2 FY26—▼−0.97%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 11 expiries · Oct 30 close

0.44OI · 11 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

6 nearer expiries

11,246+7%Nov 63d1.268,895+13%1.26

9,746+10%Nov 1310d1.725,679+4%1.72

48,704+10%Nov 2017d0.5883,6050%0.58

1,469+183%Nov 2724d0.246,071+64%0.24

285+57%Dec 431d0.62460+10%0.62

15—Dec 1138d1.0015—1.00

98,513+1%Dec 1845d0.79124,174+2%0.79

99,565+1%Jan 1573d0.72139,0430%0.72

report · Jan 29 · after close · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 63d11,246+7%8,895+13%1.26

Nov 1310d9,746+10%5,679+4%1.72

Nov 2017d48,704+10%83,605

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±11.3%

Funds 4

XLE±2.6%

VIG±0.3%

VTV±0.2%

SPY±0.1%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

14.16%as filednet margin · revenue −2.46% QoQ · +32.68% YoY

Revenue

$113B−2.46% QoQ

Gross profit

$36.2B+0.71% QoQ

32.01% margin

Operating income

$21.4B+9.00% QoQ

18.93% margin

Pre-tax income

$21.2B+9.33% QoQ

Net income

$16.0B+7.67% QoQ

14.16% margin

Cost of revenue

$76.9B−3.88% QoQ

Operating expenses

$14.8B−9.27% QoQ

Depreciation $6.8B

Other operating $5.2B

SG&A $2.7B

Other operating $96M

Other expense

$183M

Tax

$5.2B+14.77% QoQ

Revenue$113B−2.46%

Gross profit

$36.2B+0.71%

32.01% margin

Operating income

$21.4B+9.00%

18.93% margin

Pre-tax income

$21.2B+9.33%

Net income

$16.0B+7.67%

14.16% margin

Cost of revenue

$76.9B−3.88%

Operating expenses

$14.8B−9.27%

Depreciation $6.8B

Other operating $5.2B

SG&A $2.7B

Other expense

$183M

Tax$5.2B+14.77%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:15 ET

Intraday

Event sensitivity

PPI ×1.27· ±1.4% vs ±1.1% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.4%5 of 11×1.27

NFPjobs report±1.3%5 of 10×1.19

CPIconsumer prices±1.1%7 of 11×0.99

FOMCrate decision±1.1%13 of 25×0.97

PCEpersonal income & outlays±0.9%9 of 20×0.85

GDPgross domestic product±0.9%13 of 20×0.83

CPROFcorporate profits±0.8%8 of 12×0.69

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 3.72 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 30 '26 · confirmed	3.72	—
Q2 FY26	Jul 31 '26 · confirmed	3.48	—
Q1 FY26	—	1.00	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod