OXY Options History — April 2021 In April 2021, OXY traded between $23.24 and $27.35. ATM implied volatility averaged 57.9%, placing in the 3.7% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 6.5% (HV 20d: 51.3%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.33.
Notable Days 2021-04-29 : Highest Volume — 103,932 contracts2021-04-05 : Largest IV spike — 19.6% change2021-04-05 : Highest IV Rank — 8.6%2021-04-06 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $25.00 $23.24 $27.35 $27.35 $25.32 Max Pain $22.43 $20.00 $30.00 $30.00 $23.00 ATM IV 57.9% 54.2% 66.3% 55.4% 57.2% Expected Move 16.5% 15.4% 17.5% 15.9% 16.7% HV 20d 51.3% 41.0% 62.6% 60.8% 47.0% HV 60d 62.3% 58.3% 69.1% 67.7% 58.3% IV Rank 3.7% 0.0% 8.6% 0.0% 4.9% IV Percentile 2.8% 0.0% 12.7% 0.0% 3.6% Term Structure -0.9% -25.5% 11.0% 11.0% 0.1% VWIV 59.3% 55.8% 62.5% 57.5% 61.0% Skew 25d 0.1% -2.0% 5.6% -1.7% 0.2% Skew 10d -0.3% -5.4% 4.3% -4.3% -0.1% Call IV 25d 59.4% 56.1% 64.2% 61.2% 59.9% Put IV 25d 59.5% 55.9% 65.3% 59.5% 60.1% Bid-Ask Spread % 10.36 3.69 29.19 5.30 3.88 Gamma HHI 0.11 0.10 0.15 0.12 0.11 Net GEX 7.6M 4.8M 14.1M 8.4M 10.8M Net DEX -368.1M -536.1M -266.9M -494.4M -460.1M Net VEX -2.7M -3.0M -2.5M -2.8M -3.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.11 0.73 0.32 0.23 Total Volume 46,471.048 30,919 103,932 52,706 47,800 Total OI 693,010.81 624,490 763,186 674,077 763,186
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 2021-04-01 $27.35 $30.00 55.4% 15.9% 60.8% 0.0% 57.5% -1.7% 11.0% 8.4M -494.4M -2.8M 0.32 5.30 N/A N/A 39,781 12,925 475,481 198,596 2021-04-05 $25.55 $20.00 66.3% 17.4% 62.6% 8.6% 62.5% 0.4% -25.5% 5.9M -358.6M -2.6M 0.18 21.27 N/A N/A 49,760 8,833 460,677 190,834 2021-04-06 $25.49 $21.00 62.2% 17.5% 61.7% 5.4% 61.3% 0.0% -1.8% 7.6M -363.4M -2.7M 0.26 20.61 N/A N/A 37,623 9,834 492,862 201,581 2021-04-07 $25.32 $21.00 60.4% 17.4% 59.8% 4.2% 61.4% 5.6% 2.1% 7.1M -349.6M -2.7M 0.53 9.04 N/A N/A 26,647 14,202 496,869 203,980 2021-04-08 $24.64 $21.00 58.2% 16.6% 58.3% 2.3% 59.5% -1.1% 0.5% 5.0M -289.4M -2.6M 0.51 17.10 N/A N/A 31,190 15,810 504,389 212,652 2021-04-09 $24.52 $22.00 55.1% 16.3% 54.5% 0.0% 59.1% -1.4% 1.1% 5.5M -281.3M -2.6M 0.44 11.14 N/A N/A 22,549 9,846 513,781 217,013 2021-04-12 $24.20 $22.00 56.7% 16.4% 54.5% 1.8% 59.2% -0.6% 0.3% 4.8M -266.9M -2.5M 0.33 20.40 N/A N/A 23,765 7,767 480,741 209,204 2021-04-13 $24.35 $22.00 56.6% 16.2% 53.4% 1.7% 59.2% 0.3% -0.5% 5.4M -287.5M -2.7M 0.73 9.87 N/A N/A 22,627 16,506 505,962 219,329 2021-04-14 $25.48 $22.00 57.1% 16.3% 55.5% 2.3% 58.7% 0.4% -0.2% 8.2M -378.6M -2.7M 0.17 14.29 N/A N/A 54,530 9,101 494,037 211,471 2021-04-15 $24.95 $22.00 55.3% 15.8% 54.5% 0.2% 56.3% -0.4% 0.0% 5.8M -338.8M -2.7M 0.39 17.27 N/A N/A 25,096 9,755 505,650 209,541 2021-04-16 $24.38 $22.00 54.2% 15.4% 46.8% 0.0% 55.8% -0.2% -0.5% 5.4M -295.5M -2.6M 0.45 29.19 N/A N/A 26,046 11,676 512,263 209,316 2021-04-19 $24.53 $22.00 56.5% 16.1% 41.0% 2.6% 57.4% 0.6% 0.1% 6.4M -356.2M -2.6M 0.14 3.69 N/A N/A 32,698 4,690 440,893 183,597 2021-04-20 $23.24 $22.00 58.7% 16.7% 44.2% 5.1% 61.0% 1.3% 0.2% 4.9M -274.8M -2.5M 0.42 4.07 N/A N/A 46,487 19,385 454,196 185,424 2021-04-21 $24.41 $22.00 58.1% 16.6% 47.0% 4.4% 59.0% 0.8% -0.1% 7.9M -362.7M -2.7M 0.23 4.23 N/A N/A 27,418 6,218 471,822 198,870 2021-04-22 $24.30 $22.00 59.1% 17.0% 45.8% 6.8% 59.9% 1.1% -2.0% 6.6M -346.4M -2.7M 0.56 4.71 N/A N/A 21,107 11,745 469,575 200,602 2021-04-23 $24.70 $23.00 56.1% 16.0% 46.1% 2.9% 58.1% 0.3% 0.9% 7.4M -371.8M -2.8M 0.47 3.69 N/A N/A 20,974 9,945 478,546 208,089 2021-04-26 $24.91 $23.00 57.6% 16.5% 44.9% 5.5% 58.5% 0.2% -1.3% 8.2M -391.2M -2.7M 0.25 3.74 N/A N/A 29,550 7,289 463,361 200,457 2021-04-27 $25.12 $23.00 58.1% 16.3% 45.0% 6.3% 59.8% -1.2% -2.1% 10.3M -414.4M -2.8M 0.11 4.26 N/A N/A 33,698 3,597 478,519 203,655 2021-04-28 $26.20 $23.00 57.3% 16.4% 47.6% 5.0% 58.7% -1.2% -1.5% 14.1M -536.1M -2.9M 0.17 4.87 N/A N/A 54,034 9,456 501,344 205,183 2021-04-29 $25.94 $23.00 58.8% 17.1% 47.1% 7.5% 61.4% -2.0% -0.7% 13.0M -511.6M -2.9M 0.16 5.01 N/A N/A 89,746 14,186 512,247 207,432 2021-04-30 $25.32 $23.00 57.2% 16.7% 47.0% 4.9% 61.0% 0.2% 0.1% 10.8M -460.1M -3.0M 0.23 3.88 N/A N/A 38,961 8,839 548,105 215,081
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