OXY Options History — February 2019

In February 2019, OXY traded between $64.63 and $68.15. ATM implied volatility averaged 24.7%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 3.9% (HV 20d: 20.8%). Max pain ranged from $65.00 to $67.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.82.

Notable Days

  • 2019-02-21: Highest Volume — 17,525 contracts
  • 2019-02-13: Largest IV drop — 17.7% change
  • 2019-02-08: Highest IV Rank — 47.5%
  • 2019-02-11: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.46$64.63$68.15$67.85$66.06
Max Pain$65.42$65.00$67.50$65.00$65.50
ATM IV24.7%21.2%29.8%27.3%21.2%
Expected Move7.0%6.2%8.4%7.5%6.3%
HV 20d20.8%18.9%22.6%22.0%19.7%
HV 60d29.3%27.6%31.8%31.8%27.6%
IV Rank29.0%16.3%47.5%38.3%16.3%
IV Percentile55.8%31.0%84.9%69.8%31.0%
Term Structure-0.9%-3.0%0.4%0.4%0.1%
VWIV24.6%21.7%29.1%25.4%22.6%
Skew 25d5.3%4.7%6.6%4.9%4.9%
Skew 10d9.8%8.8%12.4%10.0%9.0%
Call IV 25d22.1%19.4%27.4%24.7%19.5%
Put IV 25d27.4%24.3%32.7%29.6%24.3%
Bid-Ask Spread %8.443.6817.7012.934.73
Gamma HHI0.090.080.130.090.08
Net GEX4.0M819.8K7.8M3.7M819.8K
Net DEX-14.5M-60.1M25.6M-58.1M24.1M
Net VEX-807.9K-879.7K-742.1K-816.0K-849.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.361.620.890.95
Total Volume8,344.3163,37717,5256,4476,315
Total OI91,74474,181104,66789,19795,601

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$67.85$65.0027.3%7.5%22.0%38.3%25.4%4.9%0.4%3.7M-58.1M-816.0K0.8912.93N/AN/A3,4053,04253,73635,461
2019-02-04$67.80$67.5026.8%7.4%19.9%36.6%24.9%4.9%-0.9%4.9M-48.4M-802.2K0.639.76N/AN/A2,0711,30653,40233,685
2019-02-05$67.22$67.5027.6%7.3%18.9%39.6%25.4%5.0%-2.6%4.7M-36.5M-799.2K0.628.56N/AN/A2,6051,60654,49033,967
2019-02-06$66.67$65.0028.3%7.3%19.1%42.2%26.1%5.6%-3.0%4.1M-22.1M-782.6K0.3612.48N/AN/A3,2071,15655,67734,517
2019-02-07$64.92$65.0029.6%8.1%21.3%46.9%28.1%5.5%-1.9%2.6M17.9M-764.6K0.4212.98N/AN/A5,2942,24457,77435,164
2019-02-08$64.63$65.0029.8%8.2%21.1%47.5%29.1%5.4%-2.4%1.4M25.6M-760.8K0.6414.34N/AN/A3,3742,17657,94235,972
2019-02-11$64.90$65.0029.8%8.4%21.2%47.4%28.3%6.6%-1.4%2.8M15.4M-744.3K0.564.03N/AN/A2,8341,59355,99735,080
2019-02-12$65.76$65.0028.9%8.2%21.7%44.3%27.0%6.2%-2.2%3.9M-7.8M-771.2K0.588.71N/AN/A7,5094,37357,82635,860
2019-02-13$65.69$65.0023.8%6.8%21.7%25.6%22.8%5.1%-1.3%5.5M-5.8M-742.1K0.646.18N/AN/A9,3845,96562,18538,844
2019-02-14$66.97$65.0021.7%6.2%22.6%17.8%22.2%5.5%-0.1%7.3M-54.7M-788.4K0.733.68N/AN/A6,3824,68862,98140,052
2019-02-15$67.12$65.0021.8%6.2%22.5%18.2%21.7%5.4%0.4%7.8M-57.6M-793.2K0.524.33N/AN/A8,2874,34663,98740,680
2019-02-19$67.66$65.0021.9%6.5%21.8%18.5%24.9%4.7%-0.3%6.1M-42.6M-820.2K0.926.71N/AN/A6,1075,60845,21528,966
2019-02-20$68.15$65.0021.7%6.2%19.2%17.9%23.6%5.1%-0.1%7.8M-60.1M-853.8K0.916.54N/AN/A5,1934,74749,15233,469
2019-02-21$66.49$65.0021.9%6.3%21.3%18.6%24.3%5.3%-0.5%3.7M-5.3M-819.1K1.626.70N/AN/A6,69410,83151,06534,815
2019-02-22$65.92$66.0022.7%6.7%21.5%21.6%25.1%5.3%-0.9%3.2M19.0M-849.8K1.376.43N/AN/A4,2465,83453,82538,289
2019-02-25$66.31$65.5021.5%6.3%20.1%17.1%22.0%5.0%-0.1%1.8M4.5M-849.5K0.717.18N/AN/A4,3403,08652,37436,393
2019-02-26$66.13$65.5021.5%6.4%19.9%17.3%22.3%4.9%-0.2%1.2M15.9M-864.2K1.206.31N/AN/A1,9442,32954,96038,825
2019-02-27$66.55$65.5021.9%6.4%19.8%18.6%21.7%5.0%-0.3%1.7M1.3M-879.7K1.2917.70N/AN/A1,9272,49455,40639,502
2019-02-28$66.06$65.5021.2%6.3%19.7%16.3%22.6%4.9%0.1%819.8K24.1M-849.8K0.954.73N/AN/A3,2353,08055,63939,962