OXY Options History — August 2021 In August 2021, OXY traded between $21.98 and $26.88. ATM implied volatility averaged 51.5%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 2.5% (HV 20d: 49.0%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.42.
Notable Days 2021-08-19 : Highest Volume — 111,807 contracts2021-08-19 : Largest IV spike — 10.6% change2021-08-02 : Highest IV Rank — 25.3%2021-08-02 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.07 $21.98 $26.88 $25.86 $25.71 Max Pain $26.23 $25.00 $27.00 $27.00 $25.00 ATM IV 51.5% 48.4% 57.4% 57.4% 49.2% Expected Move 14.6% 13.5% 16.7% 16.7% 13.6% HV 20d 49.0% 34.9% 56.5% 56.5% 54.0% HV 60d 54.4% 52.2% 57.6% 57.6% 54.6% IV Rank 11.7% 4.8% 25.3% 25.3% 6.5% IV Percentile 8.8% 1.2% 26.6% 25.4% 3.6% Term Structure 0.1% -1.8% 1.2% -1.8% 0.6% VWIV 52.0% 48.3% 60.5% 60.5% 48.7% Skew 25d 2.6% 0.5% 7.0% 1.5% 2.2% Skew 10d 4.1% -28.0% 13.7% 2.1% 3.8% Call IV 25d 51.8% 48.8% 58.6% 58.6% 49.8% Put IV 25d 54.4% 50.0% 62.1% 60.2% 52.0% Bid-Ask Spread % 4.66 3.19 9.77 4.14 5.67 Gamma HHI 0.11 0.10 0.14 0.10 0.11 Net GEX 7.6M 1.8M 12.3M 8.2M 9.7M Net DEX -239.0M -376.9M 52.0M -318.2M -328.9M Net VEX -2.7M -3.0M -2.2M -2.9M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.21 0.79 0.37 0.28 Total Volume 42,795.136 22,631 111,807 35,757 34,394 Total OI 783,101.227 674,931 864,032 779,672 731,107
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 2021-08-02 $25.86 $27.00 57.4% 16.7% 56.5% 25.3% 60.5% 1.5% -1.8% 8.2M -318.2M -2.9M 0.37 4.14 N/A N/A 26,095 9,662 529,824 249,848 2021-08-03 $26.30 $27.00 57.0% 16.6% 53.2% 24.4% 59.8% 2.1% -0.6% 9.3M -356.7M -3.0M 0.60 3.58 N/A N/A 30,131 17,999 539,223 253,591 2021-08-04 $25.82 $27.00 53.9% 14.8% 52.4% 17.1% 53.2% 3.5% -0.6% 8.1M -290.9M -2.9M 0.42 9.77 N/A N/A 42,427 17,712 546,956 257,694 2021-08-05 $26.20 $27.00 52.4% 15.0% 52.9% 13.8% 52.5% 0.5% -0.7% 9.4M -333.9M -2.9M 0.30 6.40 N/A N/A 29,315 8,858 564,420 268,146 2021-08-06 $26.38 $27.00 50.5% 14.5% 52.3% 9.5% 50.7% 1.1% 0.1% 9.8M -343.0M -2.9M 0.33 4.93 N/A N/A 19,726 6,590 560,998 265,833 2021-08-09 $25.68 $27.00 50.4% 14.3% 52.7% 9.3% 51.5% 1.9% -0.7% 7.7M -258.1M -2.8M 0.30 3.19 N/A N/A 21,989 6,693 535,109 253,199 2021-08-10 $26.27 $27.00 50.0% 14.3% 53.8% 8.3% 51.6% 1.8% -0.0% 9.5M -317.6M -2.8M 0.45 4.38 N/A N/A 19,278 8,762 540,305 255,240 2021-08-11 $26.78 $27.00 49.0% 14.2% 46.5% 6.0% 51.6% 1.1% 0.5% 11.5M -365.8M -2.9M 0.62 4.77 N/A N/A 16,303 10,108 544,969 258,889 2021-08-12 $26.88 $27.00 48.8% 14.1% 46.0% 5.5% 49.6% 1.7% 0.7% 12.3M -376.9M -2.9M 0.56 6.94 N/A N/A 14,504 8,127 552,935 264,459 2021-08-13 $25.80 $27.00 48.4% 13.9% 45.3% 4.8% 48.7% 1.1% -0.5% 7.4M -261.3M -2.7M 0.79 3.62 N/A N/A 18,921 14,996 557,401 268,205 2021-08-16 $24.72 $27.00 50.3% 14.4% 44.6% 9.1% 51.0% 3.1% 0.1% 4.9M -164.5M -2.5M 0.42 3.26 N/A N/A 31,068 13,035 538,193 266,100 2021-08-17 $24.03 $26.00 52.6% 15.1% 44.3% 14.3% 53.2% 3.5% 0.4% 3.8M -101.1M -2.5M 0.42 4.57 N/A N/A 33,929 14,114 545,961 274,217 2021-08-18 $23.63 $26.00 51.4% 14.7% 34.9% 11.6% 52.7% 3.5% 0.6% 3.3M -67.5M -2.4M 0.56 4.69 N/A N/A 26,511 14,955 554,904 277,272 2021-08-19 $22.03 $26.00 56.9% 16.3% 41.4% 24.0% 56.7% 7.0% 1.0% 1.8M 31.5M -2.3M 0.39 4.92 N/A N/A 80,423 31,384 570,498 278,839 2021-08-20 $21.98 $26.00 53.3% 15.2% 41.4% 15.9% 54.8% 5.9% 1.2% 3.5M 52.0M -2.2M 0.37 3.67 N/A N/A 50,981 18,889 577,496 286,536 2021-08-23 $23.41 $26.00 51.5% 14.7% 48.0% 11.9% 51.6% 3.9% -0.6% 5.3M -136.1M -2.5M 0.33 3.99 N/A N/A 37,233 12,340 470,998 203,933 2021-08-24 $24.41 $25.00 50.2% 14.2% 50.0% 8.9% 49.9% 3.1% 0.9% 6.9M -225.3M -2.7M 0.25 3.96 N/A N/A 31,548 7,826 482,337 213,046 2021-08-25 $24.62 $25.00 49.4% 13.9% 49.1% 7.1% 48.9% 2.4% -0.0% 8.1M -246.0M -2.7M 0.21 3.86 N/A N/A 27,569 5,687 493,142 219,038 2021-08-26 $24.12 $25.00 51.5% 14.3% 49.4% 11.8% 50.4% 2.6% 0.5% 7.7M -202.7M -2.7M 0.51 5.03 N/A N/A 20,933 10,722 504,655 222,186 2021-08-27 $25.64 $25.00 48.9% 13.5% 54.1% 5.8% 48.3% 2.0% -0.4% 8.9M -347.0M -2.9M 0.45 3.57 N/A N/A 43,272 19,612 512,208 223,942 2021-08-30 $25.36 $25.00 48.9% 13.5% 54.1% 5.9% 48.3% 1.7% 0.9% 9.2M -300.5M -2.8M 0.26 3.59 N/A N/A 21,279 5,593 492,896 221,479 2021-08-31 $25.71 $25.00 49.2% 13.6% 54.0% 6.5% 48.7% 2.2% 0.6% 9.7M -328.9M -2.9M 0.28 5.67 N/A N/A 26,804 7,590 502,030 229,077
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