OXY Options History — June 2021 In June 2021, OXY traded between $28.19 and $32.82. ATM implied volatility averaged 50.9%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 4.1% (HV 20d: 55.1%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.29.
Notable Days 2021-06-01 : Highest Volume — 156,038 contracts2021-06-28 : Largest IV spike — 7.6% change2021-06-29 : Highest IV Rank — 12.6%2021-06-03 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $29.68 $28.19 $32.82 $28.45 $31.27 Max Pain $28.64 $25.00 $30.00 $25.00 $30.00 ATM IV 50.9% 46.3% 54.1% 52.7% 53.4% Expected Move 14.4% 13.6% 15.2% 14.6% 14.6% HV 20d 55.1% 44.9% 64.2% 64.1% 49.5% HV 60d 53.4% 49.5% 57.1% 57.1% 52.2% IV Rank 6.2% 0.0% 12.6% 5.6% 11.6% IV Percentile 3.5% 0.0% 10.4% 2.4% 8.8% Term Structure 0.5% -1.6% 2.1% -0.7% -0.1% VWIV 51.4% 48.5% 54.3% 52.2% 52.4% Skew 25d -1.5% -3.6% 0.7% -3.6% -1.8% Skew 10d -1.1% -8.6% 20.2% -4.2% -3.1% Call IV 25d 53.1% 49.7% 57.9% 55.4% 54.1% Put IV 25d 51.7% 48.8% 55.5% 51.9% 52.3% Bid-Ask Spread % 4.82 2.51 11.70 2.84 4.76 Gamma HHI 0.14 0.10 0.23 0.12 0.11 Net GEX 16.3M 11.9M 20.0M 14.0M 16.2M Net DEX -780.7M -1.10B -632.0M -729.2M -825.5M Net VEX -3.3M -3.7M -3.1M -3.1M -3.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.13 0.56 0.21 0.41 Total Volume 72,576.409 39,105 156,038 156,038 41,975 Total OI 739,681.364 654,020 801,485 654,020 774,833
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 2021-06-01 $28.45 $25.00 52.7% 14.6% 64.1% 5.6% 52.2% -3.6% -0.7% 14.0M -729.2M -3.1M 0.21 2.84 N/A N/A 128,744 27,294 473,607 180,413 2021-06-02 $29.31 $26.00 54.1% 15.2% 64.2% 7.7% 54.3% -2.3% 0.1% 19.6M -835.9M -3.2M 0.28 2.83 N/A N/A 81,944 22,715 506,372 191,745 2021-06-03 $29.38 $26.00 54.0% 15.2% 62.7% 7.5% 54.1% -1.2% 1.3% 19.7M -822.6M -3.2M 0.25 2.51 N/A N/A 60,584 14,893 511,077 203,942 2021-06-04 $29.05 $29.00 54.1% 15.0% 62.7% 7.7% 53.1% -2.0% 1.0% 17.2M -773.1M -3.3M 0.19 4.07 N/A N/A 47,893 9,060 515,533 212,566 2021-06-07 $29.07 $29.00 51.6% 14.5% 62.0% 4.0% 52.1% -2.2% -1.1% 16.7M -748.9M -3.2M 0.29 2.59 N/A N/A 54,365 15,829 502,667 201,835 2021-06-08 $29.22 $29.00 49.4% 14.2% 61.2% 0.7% 50.7% -1.6% 0.2% 15.1M -751.6M -3.2M 0.37 2.53 N/A N/A 28,511 10,594 501,401 212,251 2021-06-09 $28.39 $29.00 46.3% 14.3% 52.6% 0.0% 50.9% 0.7% 0.0% 14.7M -655.4M -3.2M 0.26 4.57 N/A N/A 34,241 8,757 507,273 215,807 2021-06-10 $28.49 $29.00 49.7% 13.8% 52.4% 4.8% 48.5% -0.1% -1.6% 15.4M -667.6M -3.2M 0.56 7.59 N/A N/A 25,564 14,243 514,663 220,087 2021-06-11 $28.31 $29.00 47.6% 13.6% 48.3% 1.8% 49.1% 0.7% 0.9% 14.3M -652.8M -3.1M 0.27 5.19 N/A N/A 42,014 11,163 518,760 228,823 2021-06-14 $28.19 $29.00 48.1% 13.8% 46.5% 2.8% 49.0% -0.9% 1.2% 15.6M -632.0M -3.1M 0.15 4.14 N/A N/A 60,023 9,053 508,054 222,473 2021-06-15 $29.10 $29.00 49.2% 14.1% 44.9% 4.7% 49.5% -1.5% 0.8% 17.2M -754.0M -3.2M 0.13 4.00 N/A N/A 42,078 5,511 521,366 225,858 2021-06-16 $30.65 $29.00 49.5% 14.2% 47.7% 5.3% 50.0% -0.7% 2.1% 20.0M -969.1M -3.2M 0.16 4.76 N/A N/A 93,999 14,648 533,386 227,245 2021-06-17 $28.36 $29.00 51.9% 14.9% 53.9% 9.2% 52.7% -1.0% -0.2% 15.7M -661.0M -3.2M 0.29 6.09 N/A N/A 85,220 24,402 539,085 234,251 2021-06-18 $28.20 $29.00 51.8% 14.8% 54.0% 9.0% 52.1% -0.4% 1.0% 11.9M -642.9M -3.2M 0.33 4.94 N/A N/A 54,041 17,794 559,452 242,033 2021-06-21 $29.38 $29.00 49.6% 14.1% 55.4% 5.3% 52.4% -1.1% 2.0% 14.1M -685.1M -3.3M 0.41 6.39 N/A N/A 78,762 32,095 481,913 207,744 2021-06-22 $29.93 $29.00 49.8% 14.0% 55.6% 5.6% 50.9% -1.4% 0.3% 15.3M -742.1M -3.4M 0.34 11.70 N/A N/A 32,554 11,080 506,452 227,011 2021-06-23 $31.19 $29.00 49.2% 14.3% 54.6% 4.7% 50.9% -2.0% 0.7% 17.9M -912.5M -3.5M 0.36 4.54 N/A N/A 63,443 22,817 531,495 240,242 2021-06-24 $31.65 $29.00 50.7% 14.3% 54.3% 7.2% 51.7% -1.9% 1.3% 17.5M -943.1M -3.4M 0.28 5.47 N/A N/A 44,568 12,339 520,223 240,186 2021-06-25 $32.82 $29.00 49.8% 14.0% 54.9% 5.7% 49.6% -2.6% 0.2% 19.2M -1.10B -3.4M 0.29 3.71 N/A N/A 57,613 16,965 532,568 245,406 2021-06-28 $31.19 $29.00 53.6% 14.9% 59.2% 12.0% 52.8% -3.6% 1.5% 14.5M -821.1M -3.4M 0.43 5.20 N/A N/A 40,679 17,448 506,523 235,060 2021-06-29 $31.33 $30.00 54.0% 14.5% 50.4% 12.6% 51.9% -1.6% -0.9% 16.0M -851.4M -3.7M 0.18 5.55 N/A N/A 66,932 12,234 542,206 249,103 2021-06-30 $31.27 $30.00 53.4% 14.6% 49.5% 11.6% 52.4% -1.8% -0.1% 16.2M -825.5M -3.4M 0.41 4.76 N/A N/A 29,759 12,216 529,293 245,540
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