OXY Options History — June 2019

In June 2019, OXY traded between $47.12 and $51.43. ATM implied volatility averaged 29.6%, placing in the 46.9% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 5.5% (HV 20d: 35.1%). Max pain ranged from $50.00 to $57.50. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.93.

Notable Days

  • 2019-06-05: Highest Volume — 65,029 contracts
  • 2019-06-05: Largest IV spike — 13.5% change
  • 2019-06-05: Highest IV Rank — 61.3%
  • 2019-06-05: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.48$47.12$51.43$49.14$50.05
Max Pain$51.13$50.00$57.50$57.50$50.00
ATM IV29.6%27.7%33.6%32.0%27.7%
Expected Move8.5%8.0%9.7%9.4%8.0%
HV 20d35.1%32.3%38.8%33.1%34.5%
HV 60d30.0%27.3%31.0%28.5%30.6%
IV Rank46.9%39.8%61.3%55.6%39.8%
IV Percentile72.4%56.7%89.7%84.5%56.7%
Term Structure0.4%-0.3%5.0%0.2%0.5%
VWIV30.1%27.7%34.3%32.9%27.7%
Skew 25d1.9%1.2%2.4%2.4%2.1%
Skew 10d3.0%0.2%4.9%1.8%3.5%
Call IV 25d29.2%26.8%33.3%31.4%26.8%
Put IV 25d31.0%29.0%34.5%33.7%29.0%
Bid-Ask Spread %5.933.1211.973.858.63
Gamma HHI0.080.060.120.120.09
Net GEX-317.4K-6.1M9.6M-6.1M229.6K
Net DEX287.2M114.5M547.2M484.3M160.7M
Net VEX-2.7M-3.1M-2.0M-2.2M-3.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.152.790.410.70
Total Volume29,543.1512,32365,02925,27820,905
Total OI556,394.05422,579636,870536,430455,602

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$49.14$57.5032.0%9.4%33.1%55.6%32.9%2.4%0.2%-6.1M484.3M-2.2M0.413.85N/AN/A17,8927,386361,739174,691
2019-06-04$49.60$57.5029.6%8.5%32.6%46.7%30.2%2.1%-0.1%-4.3M464.6M-2.2M0.994.14N/AN/A12,75612,632372,927176,831
2019-06-05$47.12$57.5033.6%9.7%35.0%61.3%34.3%1.2%0.1%-4.4M547.2M-2.0M0.783.12N/AN/A36,49428,535380,476178,224
2019-06-06$49.16$50.0031.8%9.3%38.8%54.9%32.6%2.2%0.3%2.5M434.9M-2.5M0.507.72N/AN/A38,18019,240401,568193,727
2019-06-07$47.76$50.0031.0%9.0%33.0%52.1%31.7%2.0%0.2%-5.7M498.5M-2.4M1.4011.97N/AN/A14,35820,165404,866200,402
2019-06-10$47.84$50.0031.1%8.9%32.3%52.2%30.7%2.3%-0.0%-2.9M396.2M-2.3M0.463.85N/AN/A11,6215,314388,017179,301
2019-06-11$49.26$50.0029.9%8.6%34.5%47.9%30.0%2.2%0.0%544.8K274.7M-2.5M0.385.23N/AN/A28,44310,714393,083177,913
2019-06-12$48.73$50.0030.3%8.8%34.4%49.5%29.9%1.7%0.3%4.0M290.5M-2.7M0.595.45N/AN/A15,8259,315413,131184,653
2019-06-13$49.51$50.0029.7%8.5%35.2%47.2%29.8%1.9%-0.1%9.6M221.4M-2.7M0.8810.31N/AN/A15,33613,543421,810188,006
2019-06-14$49.28$50.0028.8%8.3%35.1%44.0%29.8%1.8%-0.1%5.0M257.4M-2.7M0.883.63N/AN/A11,0439,752425,265194,898
2019-06-17$49.91$50.0028.7%8.2%35.3%43.5%29.9%1.8%-0.2%-3.1M253.8M-2.8M2.798.47N/AN/A8,84524,670404,095194,293
2019-06-18$50.41$50.0028.0%8.0%35.2%41.0%28.0%1.7%0.1%-2.1M216.8M-3.0M2.098.24N/AN/A8,69118,195406,311215,685
2019-06-19$50.36$50.0028.8%8.3%35.2%44.1%28.9%1.6%-0.3%-3.1M226.0M-2.9M1.773.42N/AN/A13,09523,203406,723219,772
2019-06-20$51.43$50.0027.8%8.0%36.0%40.3%28.9%2.2%0.4%2.2M114.5M-3.1M1.124.05N/AN/A12,93814,494410,407225,293
2019-06-21$50.52$50.0028.7%8.3%36.5%43.7%29.4%1.4%-0.3%5.6M202.4M-3.0M0.833.42N/AN/A12,39110,285408,612228,258
2019-06-24$49.77$50.0028.5%8.2%36.1%42.7%29.1%1.9%0.8%-2.6M187.1M-2.9M0.867.08N/AN/A9,8748,454239,978182,601
2019-06-25$49.41$50.0029.0%8.4%35.6%44.7%29.2%1.8%0.3%-3.8M213.8M-2.8M0.265.88N/AN/A9,7892,534244,277187,060
2019-06-26$50.59$50.0028.6%8.3%36.7%43.3%29.2%1.6%5.0%5.0M116.0M-2.9M0.154.25N/AN/A34,3785,187249,261187,824
2019-06-27$49.75$50.0028.5%8.3%37.1%42.9%28.8%1.9%-0.1%-2.7M183.5M-2.9M0.775.98N/AN/A8,1306,261259,337190,964
2019-06-28$50.05$50.0027.7%8.0%34.5%39.8%27.7%2.1%0.5%229.6K160.7M-3.0M0.708.63N/AN/A12,3098,596262,789192,813