OXY Options History — February 2017

In February 2017, OXY traded between $64.76 and $69.27. ATM implied volatility averaged 20.8%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 5.2% (HV 20d: 15.6%). Max pain ranged from $67.00 to $70.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 1.05.

Notable Days

  • 2017-02-08: Highest Volume — 19,638 contracts
  • 2017-02-09: Largest IV drop — 17.0% change
  • 2017-02-08: Highest IV Rank — 30.6%
  • 2017-02-08: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.94$64.76$69.27$67.47$65.49
Max Pain$67.61$67.00$70.00$70.00$67.00
ATM IV20.8%18.9%24.9%20.9%19.5%
Expected Move6.0%5.5%6.9%6.6%5.9%
HV 20d15.6%11.1%18.3%11.1%17.8%
HV 60d21.5%17.2%23.0%22.1%17.2%
IV Rank20.6%13.2%30.6%16.5%22.2%
IV Percentile25.2%9.9%65.5%22.6%15.9%
Term Structure-0.1%-2.0%1.1%1.1%0.0%
VWIV21.5%18.7%24.9%22.8%20.7%
Skew 25d3.0%2.4%3.6%2.6%2.5%
Skew 10d5.4%1.1%7.9%4.9%5.1%
Call IV 25d19.4%17.6%22.9%19.9%19.2%
Put IV 25d22.4%20.2%26.5%22.6%21.7%
Bid-Ask Spread %22.7811.2236.9736.9711.22
Gamma HHI0.150.090.280.160.10
Net GEX-5.7M-11.7M2.1M-5.9M-3.4M
Net DEX124.3M40.2M194.6M127.7M130.6M
Net VEX-1.2M-1.3M-1.1M-1.3M-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.451.810.741.01
Total Volume11,756.2117,44719,63810,28317,459
Total OI142,644.421127,084158,022138,012131,811

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-02-01$67.47$70.0020.9%6.6%11.1%16.5%22.8%2.6%1.1%-5.9M127.7M-1.3M0.7436.97N/AN/A5,9104,37374,16363,849
2017-02-02$68.44$67.5022.6%6.6%12.6%22.4%23.9%3.5%0.6%-2.3M80.9M-1.3M0.8524.17N/AN/A4,4253,77874,72564,145
2017-02-03$69.27$67.5021.3%6.2%12.7%18.0%23.9%2.4%0.7%1.2M40.2M-1.3M0.7623.90N/AN/A4,3793,30675,62864,570
2017-02-06$68.23$67.5023.4%6.6%13.2%25.4%24.9%3.6%-0.1%-1.7M87.9M-1.3M1.1226.68N/AN/A3,5063,94175,19162,638
2017-02-07$66.85$67.5024.1%6.3%14.5%27.8%23.0%3.2%-2.0%-5.7M142.1M-1.2M0.8020.46N/AN/A5,9804,80276,28963,749
2017-02-08$66.81$67.5024.9%6.9%13.8%30.6%24.9%3.6%-0.8%-5.4M146.9M-1.2M0.4517.72N/AN/A13,5426,09679,08065,373
2017-02-09$68.05$67.5020.7%6.0%15.6%15.8%19.5%2.7%0.2%-2.6M92.5M-1.3M1.5217.77N/AN/A7,06110,72787,76167,851
2017-02-10$68.44$67.5019.9%5.7%15.7%13.2%18.8%3.0%0.5%2.1M66.3M-1.2M0.6231.45N/AN/A8,4425,26089,75767,070
2017-02-13$67.46$67.5020.4%5.9%16.4%18.3%21.0%3.1%-1.2%-7.1M112.9M-1.2M1.4315.83N/AN/A5,7648,25482,76363,608
2017-02-14$67.05$67.5020.4%5.8%16.1%19.3%20.6%3.2%-0.0%-10.0M140.0M-1.2M1.4119.49N/AN/A5,2787,42484,23568,832
2017-02-15$67.30$67.5020.2%5.8%16.1%21.5%21.1%3.2%-0.4%-11.7M129.4M-1.2M1.3122.94N/AN/A3,4044,45385,36270,352
2017-02-16$66.47$67.5019.4%5.6%16.5%18.9%20.3%3.0%0.4%-11.2M180.1M-1.2M1.8135.45N/AN/A3,5446,40085,76871,047
2017-02-17$66.24$67.5019.9%5.8%16.5%21.9%18.7%3.4%-1.5%-11.5M194.6M-1.1M0.7118.00N/AN/A8,3135,93986,42471,598
2017-02-21$66.95$67.5018.9%5.5%16.9%16.4%20.1%2.6%-0.1%-3.2M99.6M-1.1M1.2323.91N/AN/A4,6395,68771,61555,469
2017-02-22$65.99$67.5019.7%5.9%17.6%20.9%22.7%2.8%-0.2%-5.8M125.3M-1.1M1.1232.44N/AN/A5,4046,07973,44356,343
2017-02-23$65.20$67.5019.8%5.9%17.9%21.6%20.7%3.5%0.0%-8.8M155.5M-1.1M0.9418.21N/AN/A6,9156,49475,28457,894
2017-02-24$64.76$67.5019.5%5.8%17.8%20.0%20.5%3.1%0.3%-11.4M173.7M-1.1M1.1317.22N/AN/A3,9304,43978,28259,390
2017-02-27$65.47$67.5019.2%5.8%18.3%20.3%20.2%2.6%0.2%-4.1M135.4M-1.1M0.9218.90N/AN/A4,1683,85371,84057,045
2017-02-28$65.49$67.0019.5%5.9%17.8%22.2%20.7%2.5%0.0%-3.4M130.6M-1.1M1.0111.22N/AN/A8,6918,76873,80158,010