OXY Options History — April 2019

In April 2019, OXY traded between $58.77 and $68.20. ATM implied volatility averaged 27.9%, placing in the 40.7% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 3.9% (HV 20d: 24.0%). Max pain ranged from $62.00 to $67.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2019-04-24: Highest Volume — 173,364 contracts
  • 2019-04-24: Largest IV spike — 21.8% change
  • 2019-04-25: Highest IV Rank — 78.7%
  • 2019-04-29: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.33$58.77$68.20$67.12$58.77
Max Pain$65.69$62.00$67.50$67.50$62.00
ATM IV27.9%20.2%38.3%20.2%35.6%
Expected Move8.2%6.4%11.6%6.4%10.9%
HV 20d24.0%21.1%28.7%28.6%22.2%
HV 60d23.2%22.2%24.2%23.4%23.6%
IV Rank40.7%12.4%78.7%12.4%68.9%
IV Percentile68.8%20.2%98.0%20.2%96.0%
Term Structure0.0%-2.6%2.9%2.4%1.7%
VWIV28.6%22.4%40.5%22.4%38.6%
Skew 25d3.4%0.1%5.3%3.6%0.1%
Skew 10d6.3%-2.2%10.5%6.0%1.5%
Call IV 25d26.3%18.7%37.7%18.7%36.2%
Put IV 25d29.7%22.4%39.8%22.4%36.3%
Bid-Ask Spread %6.733.2413.518.238.45
Gamma HHI0.130.090.250.120.09
Net GEX8.9M441.5K25.0M9.6M1.7M
Net DEX-28.0M-154.7M142.0M-57.4M142.0M
Net VEX-1.3M-3.0M-861.0K-916.2K-2.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.231.881.080.56
Total Volume39,076.6192,498173,3644,13975,381
Total OI166,722.61986,110442,77286,110442,772

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$67.12$67.5020.2%6.4%28.6%12.4%22.4%3.6%2.4%9.6M-57.4M-916.2K1.088.23N/AN/A1,9932,14655,33530,775
2019-04-02$66.67$67.5021.6%6.4%28.7%17.6%22.5%4.1%1.8%8.3M-45.1M-921.7K0.606.34N/AN/A3,1401,88456,41432,331
2019-04-03$66.24$67.5021.6%6.9%28.1%17.5%23.3%2.4%2.0%7.7M-30.5M-911.0K0.857.10N/AN/A1,9981,69057,77032,856
2019-04-04$66.38$67.5021.8%6.5%28.0%18.3%23.7%4.3%2.2%8.4M-33.3M-918.1K0.688.26N/AN/A2,1731,48558,13633,222
2019-04-05$67.94$67.5021.5%6.6%22.8%17.4%22.5%4.3%2.9%16.9M-94.1M-954.1K0.534.00N/AN/A4,6932,47058,97833,526
2019-04-08$68.20$67.5023.4%6.8%22.1%24.2%23.3%3.9%-0.5%9.9M-85.6M-944.7K0.343.24N/AN/A2,52385156,56833,859
2019-04-09$67.33$67.5023.9%6.8%22.8%26.1%23.3%4.5%-0.9%8.2M-56.1M-927.1K0.605.94N/AN/A1,59995957,82034,377
2019-04-10$67.20$67.5024.4%6.7%22.5%27.8%23.2%4.3%-1.1%7.8M-49.9M-910.9K0.485.89N/AN/A1,69380558,14534,377
2019-04-11$67.16$67.5024.4%6.7%22.5%28.0%23.2%3.9%-1.4%8.0M-48.7M-904.2K0.493.81N/AN/A2,0311,00358,74334,604
2019-04-12$65.24$67.5027.5%7.7%24.9%39.0%26.2%5.3%-0.8%2.0M6.5M-861.0K0.363.80N/AN/A34,59112,47558,98334,745
2019-04-15$63.36$65.0029.9%8.5%25.3%47.8%29.5%4.5%-1.7%2.9M11.8M-985.2K0.235.70N/AN/A49,89511,70475,86837,848
2019-04-16$63.66$65.0029.7%8.5%24.9%47.3%28.8%4.0%-1.5%25.0M-85.0M-1.1M0.275.83N/AN/A29,9588,071111,37147,273
2019-04-17$62.78$65.0029.1%8.3%23.6%45.0%28.9%3.8%-0.5%20.4M219.4K-1.1M0.4913.51N/AN/A26,27812,983110,16751,854
2019-04-18$61.95$65.0027.5%7.9%23.8%39.0%27.7%3.8%-0.4%441.5K79.9M-1.1M0.745.19N/AN/A13,2169,817113,62559,793
2019-04-22$63.02$65.0027.1%8.0%23.6%37.7%28.0%3.8%-1.0%3.4M10.6M-1.2M1.014.69N/AN/A6,1476,21589,48359,751
2019-04-23$62.55$65.0028.9%8.5%23.6%44.5%29.0%4.1%-1.2%2.2M26.0M-1.2M1.094.70N/AN/A9,75010,65192,58661,492
2019-04-24$61.93$65.0035.3%11.0%21.1%67.5%37.9%0.3%-1.9%1.9M27.5M-1.3M0.3611.92N/AN/A127,30246,06298,30762,825
2019-04-25$62.32$62.5038.3%11.2%21.3%78.7%39.5%3.3%-2.6%14.5M-154.7M-2.2M0.2711.17N/AN/A111,68630,021175,774102,096
2019-04-26$61.01$62.5037.7%11.2%22.1%76.3%39.1%2.1%0.7%12.6M-83.1M-2.7M0.348.24N/AN/A80,51227,704246,556125,514
2019-04-29$60.18$62.5037.0%11.6%22.3%74.0%40.5%0.5%2.5%16.0M-67.8M-3.0M1.885.38N/AN/A15,66729,387290,605134,051
2019-04-30$58.77$62.0035.6%10.9%22.2%68.9%38.6%0.1%1.7%1.7M142.0M-2.8M0.568.45N/AN/A48,42626,955285,880156,892