OXY Options History — May 2021 In May 2021, OXY traded between $23.88 and $27.43. ATM implied volatility averaged 55.1%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 1.8% (HV 20d: 53.2%). Max pain ranged from $23.00 to $27.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.26.
Notable Days 2021-05-12 : Highest Volume — 116,934 contracts2021-05-12 : Largest IV spike — 8.6% change2021-05-12 : Highest IV Rank — 12.9%2021-05-04 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.68 $23.88 $27.43 $26.24 $25.94 Max Pain $25.10 $23.00 $27.00 $23.00 $25.00 ATM IV 55.1% 48.9% 62.2% 56.6% 48.9% Expected Move 15.8% 13.2% 18.0% 17.0% 13.2% HV 20d 53.2% 42.4% 60.8% 42.4% 56.5% HV 60d 55.9% 54.0% 58.8% 58.7% 54.3% IV Rank 3.2% 0.0% 12.9% 3.9% 0.0% IV Percentile 3.1% 0.0% 13.1% 2.8% 0.0% Term Structure 0.6% -1.6% 4.0% 0.1% 1.0% VWIV 56.2% 46.6% 66.0% 59.9% 46.6% Skew 25d 0.2% -2.1% 5.7% 0.5% -1.6% Skew 10d 1.4% -3.6% 9.1% 1.4% -3.6% Call IV 25d 56.8% 51.5% 61.9% 57.5% 51.5% Put IV 25d 57.0% 49.8% 64.9% 58.0% 49.8% Bid-Ask Spread % 3.92 2.44 7.22 5.88 2.56 Gamma HHI 0.14 0.10 0.37 0.12 0.37 Net GEX 12.9M 6.4M 27.9M 13.1M 27.9M Net DEX -469.2M -675.2M -272.2M -525.0M -488.9M Net VEX -3.0M -3.1M -2.7M -3.0M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.15 0.45 0.20 0.30 Total Volume 60,017.05 28,107 116,934 36,984 33,314 Total OI 763,507.9 610,191 868,624 734,821 688,083
Daily Data (20 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 2021-05-03 $26.24 $23.00 56.6% 17.0% 42.4% 3.9% 59.9% 0.5% 0.1% 13.1M -525.0M -3.0M 0.20 5.88 N/A N/A 30,734 6,250 522,767 212,054 2021-05-04 $25.79 $23.00 59.2% 18.0% 42.9% 8.1% 66.0% -1.5% -0.1% 12.4M -492.6M -3.0M 0.36 7.22 N/A N/A 20,669 7,438 532,888 215,509 2021-05-05 $26.94 $23.00 56.6% 17.8% 45.4% 3.9% 64.7% -0.3% -0.1% 15.8M -617.3M -3.1M 0.15 4.91 N/A N/A 48,831 7,159 539,872 220,303 2021-05-06 $26.62 $27.00 57.6% 16.5% 44.4% 5.4% 58.1% -1.0% -0.8% 16.2M -578.3M -3.1M 0.34 4.05 N/A N/A 32,059 11,037 546,951 222,130 2021-05-07 $27.43 $27.00 54.9% 15.8% 45.2% 1.1% 55.9% -0.6% 4.0% 14.3M -675.2M -3.0M 0.34 4.06 N/A N/A 37,534 12,914 547,769 224,086 2021-05-10 $26.82 $27.00 57.1% 16.0% 45.8% 4.8% 56.7% -2.1% -1.2% 13.4M -572.4M -3.0M 0.39 4.24 N/A N/A 43,951 17,299 528,025 222,538 2021-05-11 $24.59 $27.00 57.3% 16.4% 56.2% 5.0% 58.0% 1.3% 0.7% 8.3M -325.9M -2.8M 0.18 4.14 N/A N/A 91,594 16,642 547,559 234,527 2021-05-12 $25.10 $25.00 62.2% 17.3% 54.3% 12.9% 61.3% 4.0% 1.7% 11.6M -415.6M -2.9M 0.15 5.95 N/A N/A 101,496 15,438 573,751 239,629 2021-05-13 $23.88 $25.00 58.6% 16.8% 56.6% 7.0% 59.8% -0.7% 0.1% 6.4M -272.2M -2.7M 0.19 2.84 N/A N/A 72,776 13,979 586,983 242,956 2021-05-14 $24.99 $25.00 53.5% 15.2% 58.4% 0.0% 53.9% 5.7% -1.6% 14.0M -392.4M -2.9M 0.45 4.35 N/A N/A 56,914 25,888 606,268 243,942 2021-05-17 $26.22 $25.00 55.6% 15.9% 60.8% 3.2% 56.6% 0.2% 0.0% 12.9M -518.0M -2.9M 0.33 2.44 N/A N/A 58,311 19,052 558,991 238,959 2021-05-18 $26.18 $25.00 55.3% 15.9% 56.9% 2.8% 55.8% -0.2% 1.2% 14.0M -521.5M -2.9M 0.15 3.23 N/A N/A 56,814 8,392 572,751 251,111 2021-05-19 $25.09 $25.00 57.1% 16.4% 57.0% 5.6% 58.4% 0.2% 1.2% 10.6M -415.1M -2.9M 0.25 4.79 N/A N/A 40,783 10,395 593,330 253,426 2021-05-20 $25.09 $25.00 53.7% 15.3% 57.0% 0.2% 55.3% 0.2% 1.4% 11.4M -415.0M -2.9M 0.21 3.28 N/A N/A 41,142 8,828 602,169 254,691 2021-05-21 $25.22 $25.00 52.4% 14.8% 56.7% 0.0% 53.1% 0.3% 2.0% 9.4M -452.5M -3.0M 0.28 3.44 N/A N/A 42,340 11,662 610,660 257,964 2021-05-24 $25.49 $25.00 51.7% 14.6% 56.8% 0.0% 52.5% 0.2% 0.1% 9.5M -420.2M -3.0M 0.21 2.86 N/A N/A 50,414 10,615 442,672 167,519 2021-05-25 $24.69 $25.00 52.0% 14.6% 57.9% 0.4% 51.6% 0.1% 0.8% 9.0M -356.6M -2.9M 0.22 2.84 N/A N/A 31,162 6,909 462,627 174,243 2021-05-26 $25.38 $25.00 51.8% 14.4% 56.7% 0.2% 50.4% 0.1% 1.4% 11.7M -429.5M -3.0M 0.17 2.63 N/A N/A 34,984 6,046 477,677 179,090 2021-05-27 $25.96 $25.00 49.7% 13.8% 57.2% 0.0% 49.0% -0.9% 0.3% 15.6M -500.7M -3.1M 0.35 2.72 N/A N/A 43,510 15,066 492,848 180,840 2021-05-28 $25.94 $25.00 48.9% 13.2% 56.5% 0.0% 46.6% -1.6% 1.0% 27.9M -488.9M -3.1M 0.30 2.56 N/A N/A 25,631 7,683 498,869 189,214
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