OXY Options History — July 2021 In July 2021, OXY traded between $24.70 and $32.81. ATM implied volatility averaged 56.2%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 3.1% (HV 20d: 59.3%). Max pain ranged from $26.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.34.
Notable Days 2021-07-14 : Highest Volume — 114,783 contracts2021-07-19 : Largest IV spike — 11.7% change2021-07-19 : Highest IV Rank — 35.7%2021-07-19 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $28.12 $24.70 $32.81 $32.81 $26.15 Max Pain $26.95 $26.00 $30.00 $30.00 $27.00 ATM IV 56.2% 50.7% 62.0% 52.4% 57.0% Expected Move 16.0% 14.1% 17.6% 14.6% 16.2% HV 20d 59.3% 51.7% 64.9% 52.0% 56.6% HV 60d 56.2% 52.6% 58.7% 53.0% 57.6% IV Rank 21.0% 7.2% 35.7% 10.0% 24.4% IV Percentile 18.7% 5.6% 31.0% 8.4% 22.2% Term Structure 0.3% -0.9% 2.8% 2.8% -0.3% VWIV 57.3% 50.1% 63.0% 52.5% 58.2% Skew 25d -0.1% -4.9% 4.0% -4.9% 0.3% Skew 10d -0.1% -12.5% 8.9% -8.5% 1.6% Call IV 25d 58.1% 52.9% 61.6% 56.7% 58.6% Put IV 25d 58.0% 50.2% 65.7% 51.8% 58.9% Bid-Ask Spread % 4.05 3.26 6.45 4.93 3.73 Gamma HHI 0.11 0.08 0.18 0.13 0.09 Net GEX 10.6M 3.1M 22.7M 20.5M 8.2M Net DEX -502.8M -1.02B -197.7M -1.02B -348.3M Net VEX -3.2M -3.4M -2.9M -3.4M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.19 0.72 0.22 0.26 Total Volume 56,520.81 26,935 114,783 106,462 46,334 Total OI 800,470.81 748,103 852,116 791,010 816,922
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 2021-07-01 $32.81 $30.00 52.4% 14.6% 52.0% 10.0% 52.5% -4.9% 2.8% 20.5M -1.02B -3.4M 0.22 4.93 N/A N/A 87,066 19,396 539,358 251,652 2021-07-02 $32.73 $30.00 50.7% 14.1% 51.7% 7.2% 50.1% -2.7% 2.8% 22.7M -1.01B -3.4M 0.26 4.24 N/A N/A 53,184 14,033 548,208 258,342 2021-07-06 $30.57 $26.00 54.9% 15.9% 58.1% 14.1% 55.8% -2.0% 1.7% 12.3M -708.9M -3.4M 0.35 4.49 N/A N/A 49,000 16,981 517,762 241,924 2021-07-07 $29.54 $26.00 55.7% 15.8% 59.5% 15.3% 56.1% -0.7% 2.0% 10.2M -589.4M -3.4M 0.19 4.63 N/A N/A 59,570 11,236 537,717 253,965 2021-07-08 $29.56 $26.00 57.5% 16.3% 58.5% 18.3% 58.3% -0.2% -0.7% 10.9M -602.3M -3.4M 0.37 4.07 N/A N/A 44,174 16,151 551,864 256,952 2021-07-09 $30.15 $26.00 55.8% 15.7% 58.8% 15.5% 56.7% -0.1% -0.8% 14.4M -674.8M -3.4M 0.36 4.42 N/A N/A 31,622 11,295 560,021 264,474 2021-07-12 $30.06 $26.00 55.0% 15.5% 58.8% 19.8% 56.0% -1.0% -0.9% 12.4M -659.8M -3.4M 0.47 3.28 N/A N/A 22,011 10,264 532,259 259,655 2021-07-13 $30.06 $26.00 55.2% 15.6% 58.7% 20.3% 55.2% -0.4% -0.5% 13.0M -658.6M -3.4M 0.19 4.74 N/A N/A 36,756 7,034 538,245 265,477 2021-07-14 $27.69 $26.00 55.2% 15.6% 64.9% 20.2% 56.4% 0.7% -0.7% 5.5M -383.9M -3.2M 0.22 3.60 N/A N/A 94,336 20,447 557,627 267,933 2021-07-15 $27.15 $27.00 54.0% 15.4% 61.9% 17.6% 54.5% 0.8% -0.4% 4.3M -322.5M -3.1M 0.43 3.77 N/A N/A 35,945 15,518 558,100 279,558 2021-07-16 $25.90 $27.00 55.5% 15.8% 58.0% 21.0% 56.6% 0.8% -0.5% 3.1M -197.7M -3.0M 0.38 3.59 N/A N/A 58,898 22,198 568,994 283,122 2021-07-19 $24.70 $27.00 62.0% 17.6% 60.0% 35.7% 63.0% 4.0% -0.8% 5.2M -203.2M -2.9M 0.35 3.77 N/A N/A 63,117 22,100 504,879 243,224 2021-07-20 $25.45 $27.00 57.1% 16.3% 59.0% 24.4% 61.2% 1.9% 0.7% 6.8M -269.4M -3.1M 0.46 3.63 N/A N/A 35,602 16,435 524,613 253,338 2021-07-21 $27.31 $27.00 57.6% 16.5% 64.6% 25.6% 58.5% 0.4% 0.9% 11.6M -465.6M -3.3M 0.37 3.27 N/A N/A 53,357 19,715 540,824 253,568 2021-07-22 $27.12 $27.00 56.3% 16.1% 62.3% 22.7% 57.5% 0.6% 0.4% 11.6M -440.9M -3.3M 0.72 3.58 N/A N/A 15,633 11,302 556,783 260,586 2021-07-23 $26.59 $27.00 56.0% 16.0% 61.9% 22.0% 57.1% 0.7% 0.8% 9.5M -378.6M -3.3M 0.47 3.46 N/A N/A 20,846 9,709 561,000 260,507 2021-07-26 $27.06 $27.00 58.2% 16.7% 60.4% 27.0% 59.2% 0.0% -0.8% 10.5M -434.5M -3.2M 0.23 3.26 N/A N/A 23,213 5,264 525,972 244,227 2021-07-27 $26.21 $27.00 59.5% 17.1% 59.1% 29.9% 62.7% 0.9% -0.5% 9.0M -356.5M -3.1M 0.29 3.51 N/A N/A 29,109 8,403 530,743 247,186 2021-07-28 $26.88 $27.00 57.8% 16.4% 60.1% 26.1% 59.3% 0.0% 0.8% 11.0M -418.1M -3.2M 0.27 6.45 N/A N/A 32,472 8,701 539,527 250,592 2021-07-29 $26.80 $27.00 56.4% 16.0% 60.1% 22.9% 58.7% -0.1% -0.7% 10.8M -416.0M -3.2M 0.36 4.61 N/A N/A 20,902 7,608 547,242 254,945 2021-07-30 $26.15 $27.00 57.0% 16.2% 56.6% 24.4% 58.2% 0.3% -0.3% 8.2M -348.3M -3.1M 0.26 3.73 N/A N/A 36,653 9,681 560,212 256,710
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