OXY Options History — August 2018

In August 2018, OXY traded between $77.18 and $82.85. ATM implied volatility averaged 20.0%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 0.4% (HV 20d: 20.3%). Max pain ranged from $80.00 to $82.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.73.

Notable Days

2018-08-09: Highest Volume — 31,612 contracts
2018-08-15: Largest IV spike — 14.4% change
2018-08-08: Highest IV Rank — 45.0%
2018-08-02: Largest Expected Move — 7.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.93	$77.18	$82.85	$82.85	$79.82
Max Pain	$80.87	$80.00	$82.50	$82.50	$80.00
ATM IV	20.0%	16.8%	23.4%	22.7%	16.9%
Expected Move	5.7%	4.8%	7.4%	7.3%	4.8%
HV 20d	20.3%	12.1%	23.9%	15.2%	22.9%
HV 60d	19.6%	17.6%	21.2%	21.1%	19.3%
IV Rank	29.8%	15.6%	45.0%	42.0%	16.3%
IV Percentile	47.2%	15.9%	85.3%	79.8%	17.1%
Term Structure	0.0%	-1.3%	0.8%	0.8%	0.4%
VWIV	20.1%	16.8%	25.6%	25.4%	16.9%
Skew 25d	2.6%	1.6%	3.5%	2.5%	2.3%
Skew 10d	4.8%	3.2%	6.3%	5.2%	4.6%
Call IV 25d	18.8%	16.1%	21.9%	21.9%	16.4%
Put IV 25d	21.4%	18.5%	24.4%	24.4%	18.7%
Bid-Ask Spread %	7.23	3.92	15.09	5.82	6.61
Gamma HHI	0.15	0.08	0.19	0.16	0.19
Net GEX	12.2M	678.9K	24.9M	24.9M	12.3M
Net DEX	-125.5M	-220.6M	24.4M	-220.6M	-133.5M
Net VEX	-1.3M	-1.4M	-1.1M	-1.4M	-1.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.36	1.19	0.36	0.70
Total Volume	11,737.087	6,940	31,612	15,806	6,940
Total OI	164,539.348	128,691	207,963	182,654	135,402

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
2018-08-01	$82.85	$82.50	22.7%	7.3%	15.2%	42.0%	25.4%	2.5%	0.8%	24.9M	-220.6M	-1.4M	0.36	5.82	N/A	N/A	11,586	4,220	116,840	65,814
2018-08-02	$82.27	$82.50	23.0%	7.4%	15.3%	43.5%	25.6%	2.5%	0.6%	21.9M	-202.1M	-1.4M	0.60	4.20	N/A	N/A	7,230	4,308	121,102	66,204
2018-08-03	$82.24	$82.50	22.6%	7.2%	15.3%	41.4%	25.4%	2.3%	0.8%	21.8M	-202.0M	-1.4M	0.73	5.53	N/A	N/A	5,658	4,138	122,854	66,781
2018-08-06	$82.29	$82.50	23.3%	6.2%	14.5%	44.6%	22.4%	2.2%	-1.3%	21.7M	-204.4M	-1.3M	0.92	7.61	N/A	N/A	5,797	5,353	120,374	66,546
2018-08-07	$82.13	$82.50	23.3%	6.1%	14.1%	44.6%	22.0%	2.4%	-1.2%	20.3M	-192.9M	-1.3M	0.92	6.96	N/A	N/A	5,175	4,749	121,888	68,478
2018-08-08	$81.47	$82.50	23.4%	6.1%	12.1%	45.0%	21.7%	1.8%	-1.2%	16.7M	-153.5M	-1.3M	0.76	6.57	N/A	N/A	10,539	8,011	123,316	69,371
2018-08-09	$78.00	$82.50	21.4%	5.8%	18.8%	36.1%	20.7%	1.7%	-0.6%	678.9K	24.4M	-1.1M	0.91	11.78	N/A	N/A	16,558	15,054	127,566	73,327
2018-08-10	$78.72	$82.50	20.9%	5.9%	19.1%	33.9%	19.7%	1.6%	-0.7%	3.9M	-56.8M	-1.2M	0.43	15.09	N/A	N/A	11,782	5,119	132,863	75,100
2018-08-13	$78.37	$80.00	20.5%	5.9%	18.9%	32.3%	20.5%	2.5%	0.6%	4.7M	-55.0M	-1.2M	0.60	4.75	N/A	N/A	7,626	4,602	108,731	70,963
2018-08-14	$79.80	$80.00	19.8%	5.7%	20.2%	29.0%	18.5%	2.9%	0.0%	8.9M	-122.2M	-1.3M	0.37	5.49	N/A	N/A	10,404	3,804	109,964	71,206
2018-08-15	$77.18	$80.00	22.6%	6.3%	23.0%	41.7%	22.3%	3.5%	-0.8%	3.1M	-15.5M	-1.3M	0.67	7.57	N/A	N/A	7,063	4,724	114,344	71,589
2018-08-16	$78.08	$80.00	20.2%	5.8%	23.6%	30.9%	19.6%	3.5%	0.2%	6.6M	-51.6M	-1.3M	0.56	4.74	N/A	N/A	6,548	3,666	115,695	72,558
2018-08-17	$78.79	$80.00	19.1%	5.4%	23.9%	25.9%	20.1%	3.1%	-0.4%	9.4M	-82.5M	-1.3M	0.59	3.92	N/A	N/A	8,058	4,757	116,943	72,645
2018-08-20	$78.90	$80.00	18.6%	5.3%	23.9%	24.0%	18.5%	3.1%	0.1%	9.7M	-119.3M	-1.3M	0.42	4.22	N/A	N/A	9,094	3,794	73,986	54,705
2018-08-21	$78.99	$80.00	18.2%	5.2%	23.4%	22.1%	18.3%	3.0%	0.2%	10.0M	-116.0M	-1.2M	0.91	4.94	N/A	N/A	4,671	4,260	74,682	55,573
2018-08-22	$79.49	$80.00	18.3%	5.2%	23.2%	22.5%	19.2%	2.7%	0.1%	11.1M	-135.1M	-1.3M	1.19	13.44	N/A	N/A	3,472	4,139	75,238	56,425
2018-08-23	$78.94	$80.00	17.8%	5.1%	23.2%	20.4%	17.8%	2.8%	-0.0%	10.2M	-111.5M	-1.2M	0.96	4.52	N/A	N/A	3,936	3,798	75,813	56,857
2018-08-24	$79.28	$80.00	17.6%	5.0%	23.2%	19.1%	17.5%	3.2%	0.8%	11.2M	-122.8M	-1.3M	1.00	11.92	N/A	N/A	4,589	4,590	76,448	57,419
2018-08-27	$80.27	$80.00	17.1%	4.9%	23.8%	17.2%	17.2%	2.4%	0.5%	12.8M	-155.6M	-1.2M	0.78	6.68	N/A	N/A	4,717	3,669	75,748	54,705
2018-08-28	$80.15	$80.00	17.8%	5.1%	23.4%	20.0%	17.9%	2.6%	0.4%	12.8M	-155.3M	-1.2M	0.80	4.67	N/A	N/A	4,203	3,362	76,326	55,166
2018-08-29	$80.25	$80.00	16.8%	4.8%	23.0%	15.6%	16.8%	2.4%	0.5%	13.2M	-154.5M	-1.3M	0.71	9.33	N/A	N/A	4,230	3,004	76,922	55,829
2018-08-30	$80.14	$80.00	17.2%	4.9%	22.9%	17.7%	17.3%	2.3%	0.5%	13.1M	-148.9M	-1.2M	0.94	9.78	N/A	N/A	3,580	3,376	77,795	56,304
2018-08-31	$79.82	$80.00	16.9%	4.8%	22.9%	16.3%	16.9%	2.3%	0.4%	12.3M	-133.5M	-1.2M	0.70	6.61	N/A	N/A	4,082	2,858	78,318	57,084