OXY Options History — April 2020 In April 2020, OXY traded between $10.64 and $16.63. ATM implied volatility averaged 134.9%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 38.2%. IV traded below realized volatility by 10.2% (HV 20d: 145.1%). Max pain ranged from $12.50 to $30.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.91.
Notable Days 2020-04-09 : Highest Volume — 264,008 contracts2020-04-08 : Largest IV drop — 16.8% change2020-04-03 : Highest IV Rank — 86.1%2020-04-02 : Largest Expected Move — 46.8%Monthly Statistics Metric Avg Min Max Open Close Price $13.93 $10.64 $16.63 $10.64 $16.62 Max Pain $23.93 $12.50 $30.00 $12.50 $17.50 ATM IV 134.9% 95.2% 181.7% 160.4% 100.2% Expected Move 38.2% 29.3% 46.8% 46.7% 31.4% HV 20d 145.1% 107.1% 274.0% 260.1% 107.1% HV 60d 165.3% 155.8% 170.7% 155.8% 170.7% IV Rank 60.3% 38.5% 86.1% 74.7% 41.3% IV Percentile 90.6% 86.1% 98.0% 96.0% 86.1% Term Structure -5.9% -48.8% 53.9% 53.9% -5.6% VWIV 138.7% 107.1% 171.6% 171.6% 112.4% Skew 25d 13.2% -130.6% 93.9% 9.1% 13.9% Skew 10d 36.2% -113.9% 138.8% 137.2% 33.4% Call IV 25d 128.7% 91.6% 214.4% 178.6% 93.4% Put IV 25d 141.8% 20.9% 228.7% 187.7% 107.3% Bid-Ask Spread % 7.14 4.06 17.51 8.04 4.58 Gamma HHI 0.10 0.06 0.41 0.09 0.09 Net GEX 846.4K -974.9K 5.6M -141.7K 1.9M Net DEX 25.3M -57.2M 99.0M 78.1M -57.2M Net VEX -1.1M -1.3M -765.8K -765.8K -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.26 2.04 0.79 0.79 Total Volume 103,509.714 51,759 264,008 71,250 68,999 Total OI 808,217.19 686,556 907,471 686,556 887,661
Daily Data (21 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 2020-04-01 $10.64 $12.50 160.4% 46.7% 260.1% 74.7% 171.6% 9.1% 53.9% -141.7K 78.1M -765.8K 0.79 8.04 N/A N/A 39,801 31,449 368,869 317,687 2020-04-02 $12.82 $30.00 177.3% 46.8% 274.0% 83.8% 168.6% -32.8% -20.6% 1.0M 23.1M -943.5K 0.61 9.87 N/A N/A 90,952 55,860 374,909 320,121 2020-04-03 $12.81 $30.00 181.7% 46.4% 271.1% 86.1% 165.5% 60.3% -6.8% 369.8K 25.8M -950.8K 0.69 17.51 N/A N/A 103,081 70,872 391,442 344,080 2020-04-06 $13.43 $30.00 156.9% 42.7% 148.1% 72.8% 157.0% 1.6% -12.0% 677.9K 34.4M -999.7K 0.61 10.09 N/A N/A 38,955 23,759 369,868 354,178 2020-04-07 $14.01 $30.00 175.3% 40.2% 148.7% 82.5% 152.2% 3.7% -15.7% 977.8K 16.0M -1.0M 0.44 9.65 N/A N/A 70,930 31,416 378,893 362,810 2020-04-08 $15.24 $30.00 145.8% 39.8% 133.7% 66.4% 136.6% 93.9% -48.8% 1.4M -10.0M -1.1M 0.26 5.87 N/A N/A 91,185 23,779 373,305 372,912 2020-04-09 $15.34 $30.00 138.0% 40.7% 133.1% 62.0% 140.6% -130.6% -9.1% 1.2M -41.7M -1.2M 0.56 17.51 N/A N/A 169,240 94,768 408,774 381,142 2020-04-13 $15.44 $27.50 135.2% 38.4% 127.6% 60.5% 137.0% 25.6% -3.5% 1.5M -12.6M -1.2M 0.49 4.79 N/A N/A 44,243 21,596 406,792 382,080 2020-04-14 $14.93 $27.50 123.7% 35.3% 125.8% 54.1% 125.5% 24.0% -3.4% 1.3M 9.0M -1.1M 1.41 4.45 N/A N/A 39,944 56,189 417,737 385,097 2020-04-15 $13.60 $25.00 135.2% 38.8% 125.6% 60.4% 142.4% 22.1% -11.8% -87.5K 56.4M -1.1M 2.04 4.72 N/A N/A 48,950 100,007 425,284 421,614 2020-04-16 $12.32 $25.00 133.9% 38.5% 125.6% 59.7% 145.5% 20.2% -1.9% -974.9K 99.0M -1.0M 1.24 4.72 N/A N/A 27,323 33,828 435,959 461,419 2020-04-17 $13.34 $25.00 129.6% 37.8% 127.9% 57.3% 141.4% 23.3% -10.0% 30.1K 55.0M -1.1M 1.41 4.06 N/A N/A 39,016 55,037 443,597 463,874 2020-04-20 $12.64 $25.00 139.6% 41.9% 129.3% 62.8% 153.9% 21.6% 5.9% -219.8K 69.9M -1.1M 1.82 6.49 N/A N/A 47,785 86,813 362,810 403,765 2020-04-21 $12.28 $22.50 142.9% 41.1% 128.2% 64.6% 147.5% 18.3% -35.4% -684.3K 81.0M -1.1M 1.00 4.19 N/A N/A 47,145 47,260 382,387 445,571 2020-04-22 $13.06 $20.00 125.9% 36.2% 127.7% 55.3% 133.7% 20.8% -7.7% -161.1K 61.9M -1.2M 0.45 4.21 N/A N/A 42,992 19,224 396,112 462,427 2020-04-23 $13.93 $20.00 120.0% 34.6% 113.0% 52.1% 127.7% 21.7% 0.7% 774.6K 34.0M -1.2M 0.54 4.07 N/A N/A 81,009 43,627 396,668 461,486 2020-04-24 $13.94 $20.00 111.0% 32.4% 113.0% 47.1% 123.9% 17.5% -1.8% 5.6M 29.1M -1.2M 1.33 5.27 N/A N/A 36,742 48,760 419,743 453,860 2020-04-27 $14.24 $20.00 104.1% 32.1% 109.2% 43.4% 112.0% 16.8% 6.9% 366.9K 35.8M -1.2M 0.65 8.25 N/A N/A 31,367 20,392 388,901 441,052 2020-04-28 $15.19 $17.50 95.2% 30.2% 107.7% 38.5% 107.1% 11.6% 6.5% 1.2M -2.1M -1.2M 1.05 5.56 N/A N/A 27,851 29,369 396,685 448,562 2020-04-29 $16.63 $17.50 99.8% 29.3% 110.9% 41.0% 110.4% 13.6% -3.5% 1.8M -53.0M -1.3M 0.90 5.99 N/A N/A 48,465 43,724 401,765 460,663 2020-04-30 $16.62 $17.50 100.2% 31.4% 107.1% 41.3% 112.4% 13.9% -5.6% 1.9M -57.2M -1.3M 0.79 4.58 N/A N/A 38,616 30,383 410,303 477,358
« Mar 2020 | All History | May 2020 » Home OXY History April 2020