OXY Options History — January 2019 In January 2019, OXY traded between $61.33 and $67.09. ATM implied volatility averaged 28.6%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded below realized volatility by 2.0% (HV 20d: 30.6%). Max pain ranged from $65.00 to $67.50. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.13.
Notable Days 2019-01-18 : Highest Volume — 10,513 contracts2019-01-22 : Largest IV spike — 14.8% change2019-01-03 : Highest IV Rank — 66.8%2019-01-02 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $65.26 $61.33 $67.09 $61.64 $66.41 Max Pain $66.71 $65.00 $67.50 $67.50 $65.00 ATM IV 28.6% 24.9% 34.2% 33.4% 28.0% Expected Move 8.7% 7.2% 9.9% 9.9% 7.7% HV 20d 30.6% 20.7% 38.5% 36.7% 21.4% HV 60d 33.1% 31.9% 35.8% 35.2% 32.0% IV Rank 44.9% 29.6% 66.8% 64.1% 41.0% IV Percentile 78.9% 67.5% 96.0% 94.0% 75.4% Term Structure 0.3% -1.6% 3.7% 0.1% 0.7% VWIV 29.7% 25.5% 34.6% 33.5% 26.3% Skew 25d 4.9% 4.3% 5.9% 5.9% 4.9% Skew 10d 10.6% 8.8% 13.4% 10.4% 10.6% Call IV 25d 26.4% 22.8% 31.9% 30.7% 26.0% Put IV 25d 31.3% 27.6% 37.5% 36.6% 30.8% Bid-Ask Spread % 9.12 4.05 16.47 5.65 9.93 Gamma HHI 0.10 0.07 0.38 0.11 0.08 Net GEX 1.2M -3.1M 3.6M -869.0K 3.3M Net DEX 20.8M -34.2M 100.4M 98.4M -18.0M Net VEX -639.0K -788.8K -542.2K -542.2K -788.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.13 0.55 2.69 0.55 0.59 Total Volume 6,180.286 2,490 10,513 4,458 5,036 Total OI 112,727.952 68,026 139,591 126,755 87,686
Daily Data (21 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 2019-01-02 $61.64 $67.50 33.4% 9.9% 36.7% 64.1% 33.5% 5.9% 0.1% -869.0K 98.4M -542.2K 0.55 5.65 N/A N/A 2,878 1,580 71,925 54,830 2019-01-03 $61.33 $67.50 34.2% 9.8% 36.2% 66.8% 34.6% 5.7% 0.0% -821.6K 100.4M -559.9K 0.60 16.47 N/A N/A 4,745 2,870 73,949 55,269 2019-01-04 $63.25 $67.50 31.8% 9.6% 38.5% 58.9% 32.3% 4.8% -0.4% -445.5K 65.9M -614.7K 0.73 15.98 N/A N/A 2,803 2,052 74,491 56,743 2019-01-07 $64.73 $67.50 30.2% 9.0% 38.3% 53.4% 30.8% 4.4% 1.5% 1.5M 39.3M -629.4K 0.66 13.01 N/A N/A 1,496 994 73,142 55,652 2019-01-08 $65.12 $67.50 29.6% 9.2% 38.3% 51.2% 32.6% 4.6% 2.3% 2.0M 28.7M -653.3K 0.77 14.35 N/A N/A 2,950 2,284 74,257 56,377 2019-01-09 $65.68 $67.50 29.3% 9.4% 34.4% 50.1% 32.6% 5.5% 3.7% 2.6M 15.6M -665.8K 1.55 12.11 N/A N/A 2,548 3,953 74,949 57,246 2019-01-10 $66.20 $67.50 28.0% 8.8% 34.4% 45.5% 30.8% 4.3% 3.3% 1.4M 9.5M -672.8K 2.69 10.23 N/A N/A 1,801 4,844 75,703 59,562 2019-01-11 $66.16 $67.50 26.7% 8.2% 34.1% 39.9% 27.1% 4.8% 3.0% 214.6K 9.2M -638.1K 1.85 11.01 N/A N/A 2,076 3,845 75,811 61,308 2019-01-14 $65.88 $67.50 28.7% 8.5% 33.6% 44.4% 29.0% 5.6% -1.6% 2.4M 18.2M -623.3K 2.48 11.21 N/A N/A 1,317 3,264 75,110 60,079 2019-01-15 $65.67 $67.50 27.8% 8.1% 32.2% 40.2% 27.5% 4.9% -1.3% 214.5K 34.2M -605.6K 2.38 8.06 N/A N/A 1,641 3,908 75,623 62,433 2019-01-16 $65.26 $67.50 27.4% 7.9% 31.5% 38.9% 26.1% 5.2% -1.3% 125.0K 43.3M -585.5K 0.81 6.02 N/A N/A 2,594 2,103 76,290 62,644 2019-01-17 $65.76 $67.50 26.9% 7.8% 31.4% 36.9% 26.9% 5.1% -1.6% 568.0K 21.4M -582.9K 1.16 6.92 N/A N/A 3,755 4,359 77,115 61,566 2019-01-18 $66.88 $67.50 24.9% 7.2% 31.0% 29.6% 25.5% 4.4% -0.7% -3.1M -11.5M -597.5K 0.60 4.05 N/A N/A 6,591 3,922 77,788 61,803 2019-01-22 $65.06 $67.50 28.6% 8.7% 31.0% 43.0% 28.3% 4.7% -1.1% 2.0M 12.7M -580.2K 1.32 6.55 N/A N/A 2,884 3,797 42,170 25,856 2019-01-23 $64.62 $65.00 28.5% 8.8% 30.8% 43.0% 28.5% 4.9% -1.0% 1.5M 22.1M -599.8K 1.06 10.63 N/A N/A 3,331 3,519 44,130 27,883 2019-01-24 $64.95 $65.00 28.3% 8.6% 25.4% 42.3% 28.3% 4.5% -1.0% 1.6M 17.5M -623.8K 0.98 5.18 N/A N/A 4,251 4,148 45,960 29,618 2019-01-25 $66.42 $65.00 26.2% 8.1% 20.7% 34.6% 27.1% 4.8% -1.0% 2.9M -13.9M -683.2K 0.60 4.76 N/A N/A 5,317 3,213 47,382 31,143 2019-01-28 $65.94 $65.00 27.5% 8.9% 21.1% 39.3% 30.9% 4.7% 0.8% 2.4M -3.7M -691.1K 1.00 4.72 N/A N/A 2,024 2,027 47,559 30,711 2019-01-29 $66.51 $65.00 27.6% 9.3% 21.1% 39.7% 32.9% 5.1% 1.1% 2.9M -18.0M -730.1K 0.63 8.31 N/A N/A 3,341 2,113 49,330 32,467 2019-01-30 $67.09 $66.00 27.5% 9.1% 20.8% 39.3% 32.2% 4.6% 1.0% 3.6M -34.2M -752.1K 0.67 6.46 N/A N/A 4,556 3,056 50,357 33,370 2019-01-31 $66.41 $65.00 28.0% 7.7% 21.4% 41.0% 26.3% 4.9% 0.7% 3.3M -18.0M -788.8K 0.59 9.93 N/A N/A 3,176 1,860 52,671 35,015
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