OXY Options History — February 2018

In February 2018, OXY traded between $65.74 and $75.99. ATM implied volatility averaged 24.9%, placing in the 56.0% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 1.7% (HV 20d: 23.1%). Max pain ranged from $70.00 to $77.50. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.73.

Notable Days

  • 2018-02-06: Highest Volume — 17,699 contracts
  • 2018-02-05: Largest IV spike — 46.4% change
  • 2018-02-05: Highest IV Rank — 100.0%
  • 2018-02-09: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.36$65.74$75.99$75.99$65.74
Max Pain$73.16$70.00$77.50$77.50$70.00
ATM IV24.9%20.1%35.7%21.5%22.0%
Expected Move7.1%5.9%8.7%6.3%6.8%
HV 20d23.1%18.4%25.1%18.4%22.2%
HV 60d17.9%14.6%18.6%14.6%18.5%
IV Rank56.0%30.3%100.0%70.8%39.0%
IV Percentile87.8%57.9%100.0%81.0%82.5%
Term Structure-0.8%-6.7%1.9%1.0%-0.5%
VWIV24.4%21.3%29.5%21.3%23.8%
Skew 25d3.8%1.3%8.4%1.3%3.6%
Skew 10d7.1%3.0%15.0%3.0%5.9%
Call IV 25d23.4%18.9%35.9%20.9%21.0%
Put IV 25d27.1%22.2%38.0%22.2%24.7%
Bid-Ask Spread %14.117.3042.2413.2114.68
Gamma HHI0.100.070.190.190.08
Net GEX3.2M-821.7K23.9M23.9M-821.7K
Net DEX34.4M-267.1M116.4M-267.1M73.4M
Net VEX-1.4M-1.7M-1.3M-1.7M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.421.220.690.63
Total Volume10,7237,17917,6999,8878,231
Total OI152,355115,595180,100169,890119,648

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$75.99$77.5021.5%6.3%18.4%70.8%21.3%1.3%1.0%23.9M-267.1M-1.7M0.6913.21N/AN/A5,8524,03596,12873,762
2018-02-02$73.44$75.0024.4%7.0%22.2%95.3%23.3%1.7%1.9%13.2M-89.5M-1.6M0.6911.26N/AN/A5,6943,92097,41573,882
2018-02-05$71.30$75.0035.7%8.5%24.4%100.0%28.1%1.3%-6.7%5.1M14.9M-1.5M0.5642.24N/AN/A7,3884,17094,77973,101
2018-02-06$71.18$75.0028.2%8.1%24.1%66.6%27.4%3.3%-0.6%4.2M25.0M-1.5M0.4215.17N/AN/A12,4875,21295,00373,670
2018-02-07$70.01$75.0027.0%7.3%24.6%61.1%24.7%4.3%-1.7%2.6M67.0M-1.5M1.2210.32N/AN/A5,3076,458101,75073,157
2018-02-08$68.72$75.0029.8%8.5%25.1%74.0%28.6%4.9%-0.1%1.0M102.6M-1.4M0.5623.45N/AN/A8,9315,033102,85273,448
2018-02-09$68.28$75.0031.7%8.7%23.2%82.2%29.5%8.4%-1.8%1.5M116.4M-1.4M0.4216.78N/AN/A11,4204,749105,84174,259
2018-02-12$69.90$72.5028.1%7.9%24.9%66.1%26.4%5.0%-1.0%2.5M49.5M-1.5M0.7415.44N/AN/A5,3443,94290,80871,870
2018-02-13$69.83$72.5028.0%8.0%24.6%65.8%26.4%4.9%-1.9%2.5M50.6M-1.5M0.5413.86N/AN/A6,6273,59792,29672,623
2018-02-14$69.98$72.5022.4%6.4%24.4%40.6%24.2%4.4%0.2%2.1M54.9M-1.3M0.5313.22N/AN/A11,1305,92194,62573,193
2018-02-15$69.36$72.5022.5%6.5%24.5%41.3%23.6%4.1%-0.1%598.5K73.7M-1.5M0.898.22N/AN/A4,6884,15297,59374,017
2018-02-16$68.29$72.5022.4%6.5%24.7%40.9%21.5%3.4%-1.3%-241.4K105.8M-1.4M0.847.30N/AN/A5,0724,24698,00874,647
2018-02-20$68.09$72.5022.9%6.7%21.5%43.0%23.5%3.9%-0.6%-92.6K43.5M-1.4M0.827.93N/AN/A4,7213,89561,53259,593
2018-02-21$67.28$72.5022.1%6.4%21.5%39.4%22.2%3.6%-0.9%566.8K56.6M-1.3M0.619.55N/AN/A6,2363,77462,62160,177
2018-02-22$67.92$72.5022.0%6.5%22.1%38.9%23.2%3.6%-0.2%725.5K43.4M-1.3M1.027.92N/AN/A4,1354,21163,25760,386
2018-02-23$68.33$72.5020.1%5.9%22.4%30.3%21.6%3.6%-0.2%913.4K39.3M-1.4M1.089.49N/AN/A3,8484,17064,13661,306
2018-02-26$67.29$70.0020.5%6.2%22.4%32.3%21.9%3.2%-0.2%305.6K40.9M-1.3M0.9619.97N/AN/A4,0693,89357,18258,413
2018-02-27$66.90$70.0021.3%6.4%22.3%35.7%22.3%3.4%-0.4%-372.8K52.9M-1.4M0.738.15N/AN/A4,1543,02558,02959,738
2018-02-28$65.74$70.0022.0%6.8%22.2%39.0%23.8%3.6%-0.5%-821.7K73.4M-1.3M0.6314.68N/AN/A5,0533,17859,52360,125