OXY Options History — August 2019 In August 2019, OXY traded between $41.98 and $53.50. ATM implied volatility averaged 33.3%, placing in the 60.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 4.6% (HV 20d: 38.0%). Max pain ranged from $45.00 to $52.50. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.90.
Notable Days 2019-08-14 : Highest Volume — 60,378 contracts2019-08-14 : Largest IV spike — 19.8% change2019-08-14 : Highest IV Rank — 90.8%2019-08-14 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $45.53 $41.98 $53.50 $53.50 $43.31 Max Pain $48.41 $45.00 $52.50 $52.50 $45.00 ATM IV 33.3% 28.3% 41.6% 28.3% 29.9% Expected Move 9.5% 8.3% 11.7% 8.5% 8.6% HV 20d 38.0% 25.9% 42.6% 25.9% 36.7% HV 60d 32.8% 30.5% 34.8% 32.0% 31.5% IV Rank 60.5% 42.3% 90.8% 42.3% 47.6% IV Percentile 83.5% 63.1% 99.6% 63.1% 69.4% Term Structure -0.2% -3.7% 2.2% -0.8% 0.2% VWIV 32.9% 29.2% 40.4% 30.7% 29.7% Skew 25d 4.4% 2.4% 6.9% 3.3% 4.6% Skew 10d 6.7% 1.5% 10.1% 5.2% 7.6% Call IV 25d 31.4% 26.3% 40.5% 27.1% 28.3% Put IV 25d 35.8% 30.4% 42.9% 30.4% 32.9% Bid-Ask Spread % 9.44 3.93 18.38 13.16 4.42 Gamma HHI 0.09 0.07 0.11 0.10 0.09 Net GEX -2.6M -7.0M 11.8M 11.8M -1.2M Net DEX 307.0M -124.3M 461.7M -124.3M 300.5M Net VEX -2.6M -3.1M -2.3M -3.1M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.24 3.34 1.27 1.26 Total Volume 29,157.045 5,916 60,378 52,281 19,407 Total OI 500,528.591 418,363 612,376 471,717 483,884
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 2019-08-01 $53.50 $52.50 28.3% 8.5% 25.9% 42.3% 30.7% 3.3% -0.8% 11.8M -124.3M -3.1M 1.27 13.16 N/A N/A 23,047 29,234 278,213 193,504 2019-08-02 $51.42 $52.50 29.8% 8.9% 30.3% 47.8% 31.4% 2.5% -0.7% 2.2M 130.0M -3.0M 2.25 8.62 N/A N/A 7,327 16,462 284,146 213,130 2019-08-05 $49.53 $52.50 33.9% 9.7% 33.4% 62.7% 32.8% 3.5% 1.1% -3.4M 231.0M -2.8M 0.66 13.57 N/A N/A 11,619 7,710 278,175 202,039 2019-08-06 $47.31 $52.50 35.9% 10.1% 37.1% 69.7% 36.3% 3.0% 1.0% -6.6M 371.1M -2.6M 0.66 10.22 N/A N/A 35,482 23,462 285,569 205,520 2019-08-07 $46.38 $50.00 35.2% 10.5% 37.2% 67.2% 35.0% 2.5% 2.2% -4.9M 401.4M -2.5M 0.37 18.08 N/A N/A 41,561 15,531 299,360 215,864 2019-08-08 $46.83 $50.00 35.6% 9.9% 37.4% 68.7% 34.2% 2.8% 0.6% -4.2M 360.6M -2.7M 0.59 18.38 N/A N/A 31,606 18,805 314,488 225,515 2019-08-09 $47.30 $50.00 34.4% 9.8% 35.8% 64.4% 33.7% 2.8% 1.9% -183.7K 299.9M -2.8M 0.43 6.77 N/A N/A 16,693 7,148 331,549 229,564 2019-08-12 $45.01 $50.00 36.9% 10.4% 39.2% 73.5% 35.6% 4.9% -1.2% -5.0M 447.8M -2.5M 1.20 18.05 N/A N/A 12,060 14,478 327,607 225,506 2019-08-13 $44.81 $47.50 34.8% 9.6% 39.3% 65.7% 33.6% 4.1% -2.1% -7.0M 461.7M -2.4M 0.38 8.32 N/A N/A 21,236 8,051 333,977 229,462 2019-08-14 $43.75 $47.50 41.6% 11.7% 39.5% 90.8% 40.4% 2.4% -0.7% -5.5M 453.8M -2.5M 3.34 17.23 N/A N/A 13,902 46,476 343,272 225,235 2019-08-15 $44.00 $47.50 39.1% 10.6% 39.8% 81.6% 36.4% 5.9% -3.7% -6.0M 443.7M -2.7M 0.38 13.77 N/A N/A 11,506 4,383 350,463 255,582 2019-08-16 $44.59 $47.50 34.6% 9.6% 38.6% 65.1% 33.2% 5.3% -2.1% -1.0M 416.4M -2.6M 1.28 3.93 N/A N/A 6,578 8,448 357,377 254,999 2019-08-19 $45.58 $47.50 30.8% 8.7% 40.0% 51.4% 29.2% 5.2% 0.0% -531.6K 204.2M -2.6M 0.57 6.27 N/A N/A 13,071 7,515 216,629 201,734 2019-08-20 $45.41 $47.50 30.2% 8.6% 39.9% 49.2% 31.8% 5.5% 0.3% -558.2K 209.7M -2.6M 0.35 4.67 N/A N/A 16,105 5,716 222,411 206,020 2019-08-21 $45.12 $47.50 29.5% 8.5% 39.8% 46.7% 30.2% 5.3% 0.6% -931.7K 228.8M -2.6M 0.47 7.12 N/A N/A 12,785 5,984 230,058 209,596 2019-08-22 $44.81 $47.50 29.1% 8.3% 39.6% 44.9% 31.3% 5.9% 0.5% -1.4M 237.4M -2.6M 0.46 6.76 N/A N/A 6,925 3,193 237,635 212,802 2019-08-23 $42.42 $47.50 34.3% 9.9% 42.6% 64.1% 33.8% 6.9% -0.4% -5.4M 350.9M -2.4M 0.93 8.07 N/A N/A 11,465 10,658 239,186 214,167 2019-08-26 $41.98 $47.50 34.0% 9.8% 42.5% 62.9% 31.4% 5.1% -1.0% -6.4M 368.6M -2.3M 0.37 5.47 N/A N/A 31,920 11,692 236,839 216,021 2019-08-27 $42.17 $45.00 33.3% 9.6% 40.6% 60.3% 32.2% 5.4% -0.4% -5.0M 352.7M -2.4M 0.40 4.98 N/A N/A 4,214 1,702 250,931 219,398 2019-08-28 $43.14 $45.00 32.2% 9.3% 42.2% 56.5% 30.9% 5.1% -0.1% -2.8M 301.2M -2.4M 1.86 4.38 N/A N/A 7,930 14,717 252,222 219,666 2019-08-29 $43.39 $45.00 30.1% 8.7% 38.2% 48.7% 29.4% 4.9% 0.1% -2.6M 306.2M -2.5M 0.24 5.40 N/A N/A 19,139 4,512 252,637 229,677 2019-08-30 $43.31 $45.00 29.9% 8.6% 36.7% 47.6% 29.7% 4.6% 0.2% -1.2M 300.5M -2.5M 1.26 4.42 N/A N/A 8,593 10,814 254,916 228,968
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