OXY Options History — July 2019 In July 2019, OXY traded between $48.65 and $52.38. ATM implied volatility averaged 27.2%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 3.8% (HV 20d: 23.4%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.88.
Notable Days 2019-07-12 : Highest Volume — 36,658 contracts2019-07-31 : Largest IV spike — 9.8% change2019-07-31 : Highest IV Rank — 52.7%2019-07-31 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $50.84 $48.65 $52.38 $49.75 $51.30 Max Pain $52.95 $50.00 $55.00 $50.00 $52.50 ATM IV 27.2% 25.3% 31.2% 27.0% 31.2% Expected Move 8.0% 7.1% 10.1% 7.4% 10.1% HV 20d 23.4% 19.8% 34.9% 34.2% 21.9% HV 60d 30.4% 29.8% 30.8% 30.6% 30.8% IV Rank 38.0% 31.2% 52.7% 37.2% 52.7% IV Percentile 50.8% 41.3% 82.1% 49.2% 82.1% Term Structure 0.1% -1.0% 4.6% 1.8% -1.0% VWIV 27.9% 24.9% 35.5% 26.0% 35.5% Skew 25d 2.0% 1.5% 3.0% 1.7% 2.2% Skew 10d 4.1% 3.0% 7.0% 3.4% 4.1% Call IV 25d 26.5% 25.0% 30.5% 26.7% 30.5% Put IV 25d 28.5% 27.3% 32.7% 28.4% 32.7% Bid-Ask Spread % 8.45 3.83 16.07 5.02 16.07 Gamma HHI 0.10 0.07 0.29 0.09 0.10 Net GEX 4.0M -5.2M 26.5M -1.2M 2.9M Net DEX 94.6M -57.5M 261.4M 188.9M 78.7M Net VEX -2.9M -3.1M -2.8M -2.9M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.28 1.74 0.67 1.57 Total Volume 18,773.227 7,830 36,658 21,711 26,122 Total OI 463,631.318 438,516 490,072 441,418 459,841
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 2019-07-01 $49.75 $50.00 27.0% 7.4% 34.2% 37.2% 26.0% 1.7% 1.8% -1.2M 188.9M -2.9M 0.67 5.02 N/A N/A 13,003 8,708 254,884 186,534 2019-07-02 $48.65 $50.00 26.5% 7.3% 34.9% 35.5% 25.6% 1.5% 2.7% -5.2M 261.4M -2.8M 0.73 3.83 N/A N/A 15,915 11,605 263,614 190,568 2019-07-03 $49.15 $50.00 25.3% 7.1% 29.6% 31.2% 24.9% 3.0% 4.6% -3.7M 221.1M -2.8M 1.01 6.49 N/A N/A 11,046 11,169 271,583 191,235 2019-07-05 $49.25 $55.00 27.0% 8.0% 25.5% 37.2% 29.1% 1.9% 1.9% -1.7M 207.7M -2.9M 1.37 8.86 N/A N/A 6,862 9,387 278,179 196,070 2019-07-08 $49.39 $55.00 27.7% 8.0% 23.1% 39.8% 28.3% 2.1% -0.4% -703.4K 195.3M -2.9M 0.92 8.17 N/A N/A 4,349 3,982 275,715 193,163 2019-07-09 $49.59 $55.00 27.4% 7.9% 23.1% 38.7% 27.8% 1.8% 0.2% 425.8K 168.2M -2.9M 0.83 12.04 N/A N/A 16,656 13,764 278,744 194,185 2019-07-10 $50.15 $55.00 27.0% 7.8% 21.1% 37.3% 27.2% 1.7% 0.0% 3.0M 138.5M -2.8M 1.43 8.20 N/A N/A 12,910 18,497 272,614 194,585 2019-07-11 $50.34 $55.00 26.1% 7.5% 20.6% 34.2% 26.7% 1.8% 0.1% 4.6M 123.8M -2.9M 1.55 6.02 N/A N/A 13,570 20,980 277,000 200,288 2019-07-12 $51.81 $55.00 26.4% 7.5% 22.2% 35.2% 26.9% 2.1% -0.1% 8.8M -11.2M -3.1M 1.07 7.36 N/A N/A 17,690 18,968 276,654 200,457 2019-07-15 $51.44 $55.00 26.7% 7.6% 22.4% 36.3% 27.0% 1.9% -0.3% 6.8M 36.1M -3.0M 1.62 5.17 N/A N/A 4,529 7,325 278,639 195,795 2019-07-16 $51.09 $52.50 27.7% 7.9% 22.2% 40.0% 28.1% 2.0% -1.0% 4.4M 67.0M -2.9M 1.74 7.96 N/A N/A 7,649 13,323 280,544 197,307 2019-07-17 $51.25 $52.50 27.4% 7.9% 22.0% 38.8% 26.3% 2.3% -0.8% 5.9M 49.7M -2.9M 0.52 5.42 N/A N/A 8,418 4,364 283,755 200,324 2019-07-18 $50.94 $52.50 27.5% 7.9% 22.1% 39.3% 26.9% 2.1% -0.7% 3.4M 76.5M -2.9M 0.95 12.21 N/A N/A 5,290 5,029 287,124 202,356 2019-07-19 $52.30 $52.50 25.9% 7.5% 22.8% 33.5% 26.4% 2.0% -0.3% 26.5M -57.5M -3.0M 0.30 9.75 N/A N/A 19,132 5,820 287,875 202,197 2019-07-22 $52.38 $52.50 26.8% 7.8% 21.7% 36.6% 27.3% 2.1% -0.3% 6.3M -5.6M -3.0M 0.28 8.76 N/A N/A 7,959 2,205 258,588 179,928 2019-07-23 $51.82 $52.50 26.7% 7.9% 21.4% 36.2% 27.1% 1.9% -0.5% 5.1M 39.8M -2.9M 0.31 9.55 N/A N/A 7,265 2,276 261,746 180,631 2019-07-24 $52.00 $52.50 26.9% 8.0% 21.1% 36.9% 27.7% 2.0% -0.7% 6.9M 19.5M -3.0M 0.32 11.72 N/A N/A 6,047 1,936 266,116 181,445 2019-07-25 $51.16 $52.50 27.4% 8.2% 20.5% 38.7% 28.5% 2.1% -0.4% 2.9M 95.1M -2.8M 0.52 7.97 N/A N/A 5,139 2,691 267,332 181,784 2019-07-26 $51.69 $52.50 26.9% 8.1% 19.8% 36.9% 28.4% 1.8% -0.5% 5.4M 51.7M -2.9M 0.51 10.89 N/A N/A 9,703 4,987 268,452 183,137 2019-07-29 $50.86 $52.50 28.1% 8.8% 20.7% 41.6% 30.6% 2.2% -0.8% 1.0M 124.9M -2.8M 0.55 8.32 N/A N/A 6,237 3,418 264,039 183,030 2019-07-30 $52.25 $52.50 28.4% 8.9% 22.5% 42.5% 32.1% 2.0% -0.8% 5.4M 10.7M -3.0M 0.69 6.16 N/A N/A 10,114 6,972 266,571 185,261 2019-07-31 $51.30 $52.50 31.2% 10.1% 21.9% 52.7% 35.5% 2.2% -1.0% 2.9M 78.7M -2.9M 1.57 16.07 N/A N/A 10,175 15,947 271,122 188,719
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