OXY Options History — October 2018 In October 2018, OXY traded between $65.94 and $83.00. ATM implied volatility averaged 26.9%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 0.8% (HV 20d: 26.0%). Max pain ranged from $77.50 to $80.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.49.
Notable Days 2018-10-18 : Highest Volume — 35,047 contracts2018-10-11 : Largest IV spike — 20.2% change2018-10-29 : Highest IV Rank — 92.6%2018-10-29 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $74.74 $65.94 $83.00 $83.00 $67.40 Max Pain $79.24 $77.50 $80.00 $80.00 $77.50 ATM IV 26.9% 18.1% 34.0% 19.0% 31.0% Expected Move 8.0% 5.0% 11.2% 5.0% 10.2% HV 20d 26.0% 15.6% 32.6% 17.9% 32.6% HV 60d 22.4% 17.8% 26.1% 18.8% 26.1% IV Rank 60.6% 21.3% 92.6% 25.5% 79.2% IV Percentile 82.8% 20.6% 99.6% 30.2% 97.2% Term Structure 0.1% -2.2% 4.1% 1.6% 0.8% VWIV 27.6% 17.4% 36.7% 18.1% 34.3% Skew 25d 3.6% 2.5% 4.5% 2.5% 4.3% Skew 10d 7.9% 4.7% 10.8% 5.2% 9.8% Call IV 25d 25.4% 17.4% 31.9% 18.5% 29.4% Put IV 25d 29.0% 20.0% 36.3% 21.0% 33.6% Bid-Ask Spread % 6.57 3.53 15.08 3.94 8.37 Gamma HHI 0.12 0.07 0.23 0.23 0.08 Net GEX 11.4M -1.9M 31.4M 29.3M -833.3K Net DEX -40.0M -352.2M 163.5M -349.8M 134.6M Net VEX -1.1M -1.5M -819.9K -1.4M -858.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.12 0.82 0.33 0.54 Total Volume 14,264.696 7,880 35,047 13,935 9,511 Total OI 180,550.565 156,107 206,714 156,107 176,872
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 2018-10-01 $83.00 $80.00 19.0% 5.0% 17.9% 25.5% 18.1% 2.5% 1.6% 29.3M -349.8M -1.4M 0.33 3.94 N/A N/A 10,502 3,433 95,303 60,804 2018-10-02 $82.80 $80.00 18.9% 5.0% 17.6% 25.3% 17.4% 2.5% 1.8% 31.4M -352.2M -1.4M 0.46 3.67 N/A N/A 6,925 3,182 101,449 61,468 2018-10-03 $82.43 $80.00 18.1% 5.1% 17.7% 21.3% 18.0% 2.6% 4.1% 30.7M -329.8M -1.4M 0.43 4.47 N/A N/A 10,482 4,532 102,818 62,080 2018-10-04 $82.09 $80.00 19.7% 6.4% 16.0% 28.8% 21.2% 2.7% 3.9% 30.0M -305.7M -1.5M 0.38 4.82 N/A N/A 10,384 3,972 104,430 63,137 2018-10-05 $81.32 $80.00 20.5% 6.4% 15.6% 32.5% 24.4% 3.0% 3.8% 28.2M -263.8M -1.4M 0.82 5.23 N/A N/A 4,705 3,867 110,177 63,736 2018-10-08 $81.85 $80.00 22.5% 6.5% 15.7% 41.4% 23.5% 3.1% -0.9% 29.4M -284.9M -1.4M 0.80 6.53 N/A N/A 4,376 3,504 107,982 63,017 2018-10-09 $82.05 $80.00 23.6% 6.6% 15.7% 46.2% 21.5% 3.5% -0.8% 30.7M -298.7M -1.4M 0.16 5.77 N/A N/A 21,865 3,600 108,906 63,981 2018-10-10 $77.90 $80.00 26.9% 8.0% 23.9% 61.0% 26.3% 3.9% 1.3% 14.5M -88.9M -1.3M 0.41 9.39 N/A N/A 10,112 4,103 126,311 64,761 2018-10-11 $76.58 $80.00 32.4% 8.8% 24.3% 85.3% 30.2% 4.3% -2.2% 11.0M -41.1M -1.3M 0.53 9.14 N/A N/A 8,707 4,597 127,721 65,799 2018-10-12 $76.94 $80.00 28.3% 7.9% 23.8% 67.0% 27.0% 3.7% -0.9% 10.2M -30.9M -1.3M 0.34 6.21 N/A N/A 12,185 4,177 126,427 66,792 2018-10-15 $72.23 $80.00 30.2% 8.6% 32.5% 75.5% 29.4% 3.5% -1.9% 2.4M 98.3M -961.0K 0.37 5.79 N/A N/A 14,992 5,614 127,201 65,658 2018-10-16 $72.95 $80.00 27.5% 7.9% 31.8% 63.3% 27.1% 3.7% -1.4% 3.8M 79.8M -961.1K 0.36 5.22 N/A N/A 12,360 4,457 130,631 66,903 2018-10-17 $72.83 $80.00 27.3% 7.8% 31.4% 62.8% 27.0% 3.7% -1.5% 5.0M 73.2M -1.0M 0.61 4.73 N/A N/A 8,646 5,282 135,269 67,430 2018-10-18 $71.82 $80.00 28.0% 8.1% 31.6% 65.9% 29.3% 3.5% -1.5% 3.6M 102.2M -1.0M 0.12 15.08 N/A N/A 31,384 3,663 137,787 68,927 2018-10-19 $72.30 $80.00 27.2% 7.9% 31.7% 62.2% 27.7% 3.8% -1.4% 4.4M 88.7M -1.0M 0.65 4.90 N/A N/A 6,831 4,457 125,229 69,360 2018-10-22 $72.38 $80.00 27.3% 8.2% 31.0% 62.5% 28.0% 3.7% -0.5% 3.0M 60.8M -989.1K 0.78 3.53 N/A N/A 6,308 4,935 110,946 64,043 2018-10-23 $70.88 $77.50 28.2% 8.5% 31.2% 66.6% 29.5% 4.0% -0.5% 928.8K 91.3M -959.4K 0.40 5.07 N/A N/A 9,634 3,866 112,499 64,970 2018-10-24 $69.23 $77.50 31.1% 9.6% 31.6% 79.4% 33.0% 4.2% -0.9% -355.5K 119.1M -903.3K 0.54 6.20 N/A N/A 7,041 3,818 111,660 64,667 2018-10-25 $68.76 $77.50 30.4% 9.6% 31.5% 76.4% 33.4% 4.0% -0.9% -548.8K 127.5M -893.8K 0.68 7.94 N/A N/A 7,901 5,387 113,070 65,312 2018-10-26 $67.96 $77.50 32.7% 10.4% 30.2% 86.9% 35.7% 4.4% -1.1% -1.0M 145.4M -895.7K 0.51 9.09 N/A N/A 8,111 4,168 113,693 67,264 2018-10-29 $65.94 $77.50 34.0% 11.2% 30.4% 92.6% 36.7% 4.4% 0.9% -1.9M 163.5M -819.9K 0.59 9.47 N/A N/A 5,333 3,164 106,555 66,189 2018-10-30 $67.35 $77.50 32.7% 10.8% 32.4% 86.7% 36.6% 4.5% 0.9% -1.4M 141.3M -850.1K 0.43 6.51 N/A N/A 8,393 3,622 107,218 66,211 2018-10-31 $67.40 $77.50 31.0% 10.2% 32.6% 79.2% 34.3% 4.3% 0.8% -833.3K 134.6M -858.1K 0.54 8.37 N/A N/A 6,167 3,344 110,191 66,681
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