OXY Options History — June 2018

In June 2018, OXY traded between $81.51 and $86.34. ATM implied volatility averaged 21.1%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 0.4% (HV 20d: 20.6%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2018-06-07: Highest Volume — 74,009 contracts
  • 2018-06-25: Largest IV spike — 13.6% change
  • 2018-06-25: Highest IV Rank — 44.4%
  • 2018-06-25: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$84.17$81.51$86.34$85.06$83.74
Max Pain$83.69$75.00$85.00$75.00$85.00
ATM IV21.1%18.9%23.2%21.0%22.6%
Expected Move6.0%5.4%6.7%6.0%6.1%
HV 20d20.6%18.3%26.3%26.3%18.9%
HV 60d23.3%21.0%25.4%25.4%21.0%
IV Rank34.7%25.2%44.4%34.4%41.4%
IV Percentile60.9%31.3%88.1%59.1%82.5%
Term Structure0.4%-0.8%3.0%-0.4%3.0%
VWIV21.2%19.5%24.4%24.4%20.8%
Skew 25d2.5%2.1%3.1%2.3%3.1%
Skew 10d5.0%4.0%6.8%4.5%6.6%
Call IV 25d20.2%18.3%22.1%20.5%20.7%
Put IV 25d22.6%20.4%25.1%22.7%23.8%
Bid-Ask Spread %6.983.9614.059.194.33
Gamma HHI0.190.120.250.230.18
Net GEX31.4M13.4M66.5M39.8M24.7M
Net DEX-305.0M-600.9M-133.7M-518.6M-254.3M
Net VEX-1.6M-1.7M-1.4M-1.6M-1.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.171.291.140.28
Total Volume21,277.95210,52174,00912,38518,185
Total OI195,691.095154,152219,574205,663198,663

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$85.06$75.0021.0%6.0%26.3%34.4%24.4%2.3%-0.4%39.8M-518.6M-1.6M1.149.19N/AN/A5,7796,606129,25476,409
2018-06-04$85.50$82.5021.1%5.9%26.3%34.7%21.6%2.2%0.1%38.5M-518.2M-1.6M1.299.64N/AN/A4,6025,919125,69275,445
2018-06-05$85.40$82.5020.9%5.9%26.1%33.9%20.4%2.6%-0.3%36.6M-503.9M-1.6M0.366.03N/AN/A15,9685,762126,57677,157
2018-06-06$86.33$82.5020.1%5.7%26.2%30.6%21.2%2.3%-0.1%49.7M-594.1M-1.6M0.555.47N/AN/A11,2306,222133,29177,826
2018-06-07$86.34$82.5020.4%5.7%19.4%31.6%21.7%2.2%0.1%52.2M-600.9M-1.6M0.264.75N/AN/A58,97315,036139,05080,524
2018-06-08$85.39$82.5020.3%5.9%18.7%31.4%21.3%2.4%0.1%43.4M-264.6M-1.5M0.445.53N/AN/A32,57514,373126,51592,006
2018-06-11$86.31$82.5019.7%5.6%18.6%28.8%20.6%2.4%-0.3%66.5M-454.8M-1.5M0.454.22N/AN/A13,5536,077119,59778,840
2018-06-12$84.83$82.5019.5%5.6%19.7%27.6%19.5%2.2%0.3%43.4M-330.6M-1.5M0.358.58N/AN/A18,9146,644120,78581,911
2018-06-13$84.67$85.0019.7%5.6%19.6%28.7%19.5%2.4%-0.3%34.6M-258.6M-1.5M0.307.08N/AN/A13,4604,091124,37885,942
2018-06-14$84.45$85.0018.9%5.4%19.6%25.2%19.7%2.1%-0.2%26.2M-222.4M-1.5M0.638.63N/AN/A7,0004,416125,03586,355
2018-06-15$83.25$85.0020.1%5.8%18.5%30.3%20.0%2.1%-0.1%17.8M-144.0M-1.4M0.846.71N/AN/A7,0905,938125,73486,984
2018-06-18$83.80$85.0020.8%5.9%18.3%33.7%20.7%2.2%0.2%23.2M-209.6M-1.4M0.175.81N/AN/A32,0305,30391,74062,412
2018-06-19$82.49$85.0021.6%6.2%18.7%37.3%21.3%2.4%-0.4%18.0M-170.8M-1.6M0.893.96N/AN/A5,9975,314115,90164,428
2018-06-20$83.38$85.0021.6%6.2%19.0%37.4%21.0%2.3%-0.8%24.6M-218.1M-1.6M0.496.69N/AN/A10,0854,918117,39965,662
2018-06-21$81.95$85.0022.9%6.6%19.8%43.0%23.1%2.5%-0.2%13.9M-146.4M-1.6M0.826.98N/AN/A6,9545,713122,16666,262
2018-06-22$83.23$85.0020.4%5.9%20.1%32.0%20.0%2.3%-0.2%22.0M-206.9M-1.6M0.6714.05N/AN/A7,4495,024126,00967,723
2018-06-25$81.51$85.0023.2%6.7%20.3%44.4%23.1%3.1%1.5%13.4M-133.7M-1.5M0.6813.98N/AN/A7,6165,154109,18763,490
2018-06-26$82.65$85.0022.1%6.4%20.8%39.6%21.7%2.7%1.9%18.0M-179.9M-1.6M0.625.76N/AN/A8,5125,291110,49764,302
2018-06-27$83.87$85.0022.4%6.4%19.2%40.6%21.5%3.0%2.4%26.8M-245.9M-1.7M0.334.99N/AN/A19,1426,369112,07665,866
2018-06-28$83.51$85.0022.7%6.4%19.2%42.0%21.4%2.8%2.4%26.0M-228.1M-1.7M0.334.16N/AN/A13,1734,380122,78967,635
2018-06-29$83.74$85.0022.6%6.1%18.9%41.4%20.8%3.1%3.0%24.7M-254.3M-1.7M0.284.33N/AN/A14,1614,024130,48868,175