OXY Options History — October 2013 In October 2013, OXY traded between $89.79 and $94.33. ATM implied volatility averaged 24.4%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 9.1% (HV 20d: 15.3%). Max pain ranged from $86.37 to $100.77. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.60.
Notable Days 2013-10-17 : Highest Volume — 52,551 contracts2013-10-29 : Largest IV drop — 15.1% change2013-10-08 : Highest IV Rank — 46.0%2013-10-08 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $92.10 $89.79 $94.33 $90.59 $92.21 Max Pain $91.12 $86.37 $100.77 $86.37 $93.57 ATM IV 24.4% 21.0% 28.6% 21.0% 21.2% Expected Move 7.0% 5.8% 8.2% 5.8% 7.0% HV 20d 15.3% 13.7% 17.4% 14.6% 17.1% HV 60d 14.3% 13.7% 14.7% 14.0% 14.6% IV Rank 31.6% 19.9% 46.0% 19.9% 20.5% IV Percentile 66.8% 38.1% 93.3% 38.1% 40.1% Term Structure -0.5% -2.2% 3.0% 2.5% 1.2% VWIV 25.0% 21.3% 28.8% 23.0% 24.0% Skew 25d 2.5% 1.2% 4.0% 2.2% 1.3% Skew 10d 5.2% 1.8% 8.0% 6.3% 2.3% Call IV 25d 23.4% 19.9% 26.7% 20.1% 20.6% Put IV 25d 25.8% 22.0% 30.5% 22.3% 22.0% Bid-Ask Spread % 6.49 2.58 14.61 6.12 2.90 Gamma HHI 0.23 0.18 0.30 0.22 0.20 Net GEX 59.5M 49.4M 74.6M 55.6M 62.2M Net DEX -862.7M -1.28B -647.7M -743.7M -771.8M Net VEX -4.0M -4.3M -3.8M -4.0M -4.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.11 1.41 0.79 0.58 Total Volume 16,214.957 5,705 52,551 7,989 9,551 Total OI 365,073.174 334,018 407,355 334,018 407,355
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2013-10-01 $90.59 $86.37 21.0% 5.8% 14.6% 19.9% 23.0% 2.2% 2.5% 55.6M -743.7M -4.0M 0.79 6.12 N/A N/A 4,463 3,526 215,477 118,541 2013-10-02 $90.99 $86.37 22.2% 5.9% 14.0% 24.1% 21.3% 2.9% 3.0% 56.1M -783.6M -4.0M 0.55 7.03 N/A N/A 6,280 3,438 217,919 119,716 2013-10-03 $90.60 $0.00 24.5% 7.0% 14.2% 32.0% 24.3% 3.1% -0.5% 55.0M -746.2M -4.0M 0.14 11.75 N/A N/A 19,491 2,789 218,964 119,599 2013-10-04 $91.56 $91.17 23.9% 6.9% 13.9% 30.0% 25.7% 2.6% -0.2% 58.1M -861.3M -4.0M 0.53 13.23 N/A N/A 8,057 4,273 220,870 121,002 2013-10-07 $91.44 $91.17 25.7% 7.4% 13.9% 36.1% 25.7% 3.0% -0.9% 57.7M -829.6M -4.0M 0.62 14.61 N/A N/A 8,290 5,130 219,170 121,909 2013-10-08 $89.79 $91.17 28.6% 8.2% 15.8% 46.0% 27.7% 3.6% -1.8% 53.6M -647.7M -4.1M 1.17 13.27 N/A N/A 4,284 5,033 223,888 125,919 2013-10-09 $90.17 $91.17 27.7% 7.9% 15.3% 42.8% 28.8% 4.0% -1.5% 55.6M -683.0M -4.1M 0.82 13.34 N/A N/A 4,496 3,669 224,847 127,624 2013-10-10 $91.27 $0.00 25.3% 7.3% 15.7% 34.6% 24.7% 3.8% -0.8% 63.0M -804.9M -4.1M 0.66 5.46 N/A N/A 3,431 2,274 225,433 128,812 2013-10-11 $91.64 $90.21 23.6% 6.8% 14.0% 28.8% 24.1% 3.8% -0.7% 68.5M -856.3M -3.9M 0.54 13.20 N/A N/A 9,360 5,042 225,998 129,480 2013-10-14 $91.85 $0.00 24.0% 7.3% 14.0% 30.2% 27.7% 3.1% -1.2% 68.9M -880.7M -3.8M 0.49 9.11 N/A N/A 5,966 2,946 227,143 129,037 2013-10-15 $91.39 $100.77 24.4% 7.2% 13.7% 31.6% 25.3% 3.4% -1.5% 74.6M -834.4M -3.9M 0.26 3.03 N/A N/A 10,545 2,735 230,223 130,325 2013-10-16 $93.06 $91.17 22.1% 7.1% 14.1% 23.6% 25.9% 2.7% -0.7% 70.4M -1.07B -3.8M 0.61 3.64 N/A N/A 9,296 5,689 231,718 131,002 2013-10-17 $94.13 $86.37 22.6% 7.1% 14.4% 25.3% 22.9% 2.1% -0.1% 51.8M -1.19B -3.8M 0.11 3.31 N/A N/A 47,372 5,179 231,786 133,441 2013-10-18 $94.33 $86.37 24.8% 7.1% 14.0% 33.1% 24.9% 2.3% -0.1% 60.1M -1.28B -4.2M 0.50 3.24 N/A N/A 26,104 13,124 257,147 135,484 2013-10-21 $93.14 $91.17 25.5% 7.1% 15.0% 35.2% 25.4% 2.2% -1.5% 53.7M -877.6M -4.2M 1.41 3.01 N/A N/A 6,433 9,044 232,024 129,589 2013-10-22 $93.88 $91.17 26.2% 7.1% 14.4% 37.9% 24.3% 1.7% -2.2% 54.8M -957.9M -4.3M 0.64 2.75 N/A N/A 7,074 4,521 235,173 135,658 2013-10-23 $91.80 $91.17 26.7% 7.1% 16.9% 39.6% 25.2% 1.3% -1.9% 49.4M -745.8M -4.2M 0.52 2.90 N/A N/A 9,195 4,744 238,929 138,316 2013-10-24 $93.12 $91.17 26.2% 7.0% 17.4% 37.6% 23.4% 1.6% -1.4% 54.9M -885.3M -4.2M 0.38 3.10 N/A N/A 4,844 1,832 240,185 140,278 2013-10-25 $92.98 $91.17 25.8% 7.0% 17.2% 36.4% 24.5% 1.6% -1.4% 63.2M -877.1M -4.2M 0.59 2.89 N/A N/A 5,008 2,930 241,557 140,544 2013-10-28 $93.61 $93.57 25.7% 6.9% 16.8% 36.2% 24.8% 1.5% -1.4% 57.4M -949.8M -4.1M 0.69 4.68 N/A N/A 16,427 11,278 239,963 136,905 2013-10-29 $92.59 $93.57 21.9% 6.9% 17.2% 22.9% 26.5% 1.3% 0.2% 63.4M -813.3M -3.9M 0.66 4.03 N/A N/A 19,694 12,953 248,213 144,508 2013-10-30 $92.19 $93.57 21.7% 7.0% 17.2% 22.3% 25.3% 1.2% 0.6% 60.9M -752.9M -4.0M 0.60 2.58 N/A N/A 9,464 5,670 254,450 150,562 2013-10-31 $92.21 $93.57 21.2% 7.0% 17.1% 20.5% 24.0% 1.3% 1.2% 62.2M -771.8M -4.0M 0.58 2.90 N/A N/A 6,044 3,507 255,251 152,104
« Sep 2013 | All History | Nov 2013 » Home OXY History October 2013