OXY Options History — May 2019 In May 2019, OXY traded between $49.86 and $60.49. ATM implied volatility averaged 31.2%, placing in the 52.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 1.8% (HV 20d: 29.4%). Max pain ranged from $57.50 to $61.50. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.65.
Notable Days 2019-05-06 : Highest Volume — 107,980 contracts2019-05-09 : Largest IV drop — 12.7% change2019-05-08 : Highest IV Rank — 84.0%2019-05-01 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $54.75 $49.86 $60.49 $57.81 $49.86 Max Pain $59.25 $57.50 $61.50 $61.50 $57.50 ATM IV 31.2% 24.9% 39.8% 34.8% 33.2% Expected Move 8.9% 7.1% 11.5% 11.5% 9.7% HV 20d 29.4% 21.7% 33.5% 22.5% 33.5% HV 60d 26.6% 23.6% 28.4% 23.8% 28.4% IV Rank 52.6% 29.7% 84.0% 65.9% 59.9% IV Percentile 79.0% 55.6% 98.8% 95.2% 88.5% Term Structure -0.4% -1.9% 2.1% 1.7% -0.6% VWIV 31.3% 24.9% 41.0% 41.0% 34.2% Skew 25d 1.5% -1.4% 2.9% 0.2% 2.1% Skew 10d 1.5% -4.0% 5.6% 0.0% 2.0% Call IV 25d 30.5% 23.6% 40.5% 35.8% 33.0% Put IV 25d 32.1% 25.8% 40.6% 35.9% 35.1% Bid-Ask Spread % 8.57 4.06 16.22 13.61 6.92 Gamma HHI 0.11 0.09 0.17 0.09 0.12 Net GEX -5.5M -23.0M 16.3M -2.0M -4.7M Net DEX 359.1M -193.1M 723.5M 229.0M 438.5M Net VEX -2.7M -3.8M -2.3M -3.0M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.27 1.30 0.57 0.76 Total Volume 44,442.045 15,707 107,980 39,421 34,156 Total OI 550,605.318 466,377 647,548 486,619 568,565
Daily Data (22 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 2019-05-01 $57.81 $61.50 34.8% 11.5% 22.5% 65.9% 41.0% 0.2% 1.7% -2.0M 229.0M -3.0M 0.57 13.61 N/A N/A 25,138 14,283 312,319 174,300 2019-05-02 $57.47 $61.00 34.7% 11.2% 22.5% 65.4% 39.3% -0.1% 2.1% -5.1M 276.5M -2.9M 1.08 10.93 N/A N/A 33,437 36,159 319,959 180,075 2019-05-03 $57.98 $61.00 35.1% 11.3% 22.9% 67.2% 40.8% -1.4% 1.9% -5.5M 226.0M -3.2M 0.65 9.58 N/A N/A 24,615 15,929 334,240 202,631 2019-05-06 $58.86 $60.00 35.0% 9.5% 21.7% 66.8% 33.0% 0.2% -1.8% 86.4K 104.9M -3.2M 1.30 8.54 N/A N/A 47,029 60,951 322,216 193,286 2019-05-07 $59.55 $60.00 37.1% 10.1% 22.4% 74.1% 34.9% 0.0% -1.8% 8.1M -18.2M -3.5M 0.43 12.73 N/A N/A 38,431 16,467 340,027 209,429 2019-05-08 $60.49 $60.00 39.8% 10.4% 23.6% 84.0% 36.0% 0.1% -1.8% 16.3M -193.1M -3.8M 0.27 8.58 N/A N/A 59,163 15,959 356,202 218,426 2019-05-09 $56.47 $60.00 34.7% 9.2% 32.5% 65.6% 32.4% 1.8% -1.9% -23.0M 525.8M -2.9M 0.51 14.20 N/A N/A 55,679 28,637 374,341 230,470 2019-05-10 $54.84 $60.00 32.8% 8.8% 33.2% 58.5% 31.4% 1.7% -1.4% -20.0M 723.5M -2.6M 0.89 7.91 N/A N/A 32,307 28,709 401,266 240,353 2019-05-13 $54.05 $60.00 33.5% 9.1% 32.5% 61.1% 32.3% 2.6% -1.8% -16.0M 698.7M -2.3M 1.25 6.76 N/A N/A 20,389 25,501 379,413 219,667 2019-05-14 $54.37 $60.00 30.0% 8.2% 32.0% 48.5% 28.5% 2.4% -1.5% -16.2M 603.4M -2.3M 0.56 5.16 N/A N/A 23,117 12,938 398,714 211,862 2019-05-15 $54.16 $60.00 28.6% 7.8% 31.7% 43.2% 28.5% 2.1% -1.9% -14.7M 616.2M -2.4M 0.46 9.21 N/A N/A 30,585 13,956 411,580 215,020 2019-05-16 $53.64 $60.00 27.5% 7.9% 31.7% 39.3% 27.1% 1.8% -0.0% -3.3M 561.8M -2.5M 0.45 5.94 N/A N/A 20,029 9,034 430,186 204,023 2019-05-17 $52.78 $60.00 27.8% 7.7% 31.7% 40.3% 27.7% 1.9% -1.1% -19.2M 618.5M -2.4M 0.74 5.89 N/A N/A 17,413 12,962 441,229 206,319 2019-05-20 $53.47 $60.00 26.8% 7.6% 31.3% 36.5% 25.9% 2.5% 0.5% -2.7M 293.3M -2.5M 0.35 5.98 N/A N/A 21,369 7,395 314,721 151,656 2019-05-21 $53.50 $57.50 25.7% 7.3% 31.5% 32.6% 25.8% 1.9% 0.2% -78.9K 285.7M -2.5M 0.69 11.14 N/A N/A 14,411 9,874 330,051 155,428 2019-05-22 $52.91 $57.50 24.9% 7.1% 31.5% 29.7% 24.9% 2.2% 0.7% -1.1M 325.4M -2.5M 0.88 4.06 N/A N/A 10,141 8,889 341,173 157,343 2019-05-23 $52.65 $57.50 27.7% 8.0% 31.1% 40.1% 28.2% 2.8% -0.1% -2.2M 326.3M -2.6M 0.53 8.40 N/A N/A 12,682 6,688 345,675 158,543 2019-05-24 $53.49 $57.50 27.2% 7.8% 31.8% 38.2% 27.2% 2.1% 0.6% -2.0M 246.6M -2.7M 0.31 6.19 N/A N/A 27,483 8,561 350,907 160,530 2019-05-28 $52.39 $57.50 27.4% 7.8% 32.2% 38.8% 28.0% 2.8% -0.2% -2.8M 328.8M -2.5M 0.81 5.35 N/A N/A 8,701 7,006 347,243 158,049 2019-05-29 $51.92 $57.50 29.0% 8.5% 31.6% 44.8% 29.6% 2.9% -0.4% -3.9M 347.5M -2.5M 0.60 5.16 N/A N/A 15,542 9,385 354,228 162,177 2019-05-30 $51.84 $57.50 32.1% 9.4% 31.4% 56.1% 32.4% 0.6% -0.9% -1.7M 335.5M -2.6M 0.30 16.22 N/A N/A 43,656 12,969 362,365 167,110 2019-05-31 $49.86 $57.50 33.2% 9.7% 33.5% 59.9% 34.2% 2.1% -0.6% -4.7M 438.5M -2.5M 0.76 6.92 N/A N/A 19,393 14,763 395,207 173,358
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