OXY Options History — October 2021 In October 2021, OXY traded between $31.11 and $35.49. ATM implied volatility averaged 52.2%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 4.9% (HV 20d: 47.3%). Max pain ranged from $27.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.48.
Notable Days 2021-10-05 : Highest Volume — 126,496 contracts2021-10-07 : Largest IV drop — 6.6% change2021-10-06 : Highest IV Rank — 26.0%2021-10-04 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.04 $31.11 $35.49 $31.11 $33.60 Max Pain $28.86 $27.00 $31.00 $27.00 $31.00 ATM IV 52.2% 48.7% 57.8% 53.3% 50.3% Expected Move 15.0% 14.1% 16.1% 15.1% 15.0% HV 20d 47.3% 37.0% 55.7% 55.7% 41.4% HV 60d 51.8% 49.5% 56.0% 55.2% 51.3% IV Rank 13.4% 5.4% 26.0% 15.8% 9.9% IV Percentile 21.0% 2.0% 44.8% 22.6% 14.3% Term Structure -0.4% -1.9% 1.4% 1.4% -0.0% VWIV 53.1% 49.6% 56.7% 53.3% 53.0% Skew 25d 0.3% -0.9% 2.2% 1.6% -0.7% Skew 10d 0.2% -19.6% 7.2% 4.9% -0.8% Call IV 25d 53.5% 50.3% 58.8% 53.4% 51.7% Put IV 25d 53.8% 50.4% 58.7% 55.1% 51.0% Bid-Ask Spread % 2.89 2.25 4.40 2.43 4.30 Gamma HHI 0.12 0.10 0.16 0.16 0.11 Net GEX 18.8M 15.2M 25.9M 23.7M 15.4M Net DEX -1.09B -1.32B -941.0M -1.02B -1.02B Net VEX -3.7M -3.9M -3.5M -3.6M -3.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.27 1.17 0.41 0.59 Total Volume 76,106.048 40,382 126,496 89,012 57,849 Total OI 917,411.524 809,844 982,120 911,005 944,007
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 2021-10-01 $31.11 $27.00 53.3% 15.1% 55.7% 15.8% 53.3% 1.6% 1.4% 23.7M -1.02B -3.6M 0.41 2.43 N/A N/A 63,355 25,657 627,905 283,100 2021-10-04 $31.90 $27.00 56.5% 16.1% 54.6% 23.2% 56.7% -0.1% -1.9% 19.4M -1.05B -3.6M 0.27 2.43 N/A N/A 98,612 26,650 597,449 269,953 2021-10-05 $32.92 $27.00 55.6% 15.7% 54.8% 21.0% 56.6% 2.2% 0.7% 21.0M -1.22B -3.5M 0.32 2.51 N/A N/A 95,774 30,722 608,680 275,796 2021-10-06 $31.89 $27.00 57.8% 15.9% 55.1% 26.0% 55.9% -0.0% -0.1% 21.0M -1.06B -3.6M 0.46 2.25 N/A N/A 40,804 18,575 625,549 287,999 2021-10-07 $32.52 $27.00 53.9% 15.3% 55.1% 17.3% 55.2% 1.9% 0.2% 21.7M -1.13B -3.7M 0.35 2.53 N/A N/A 57,248 20,196 637,972 301,695 2021-10-08 $33.66 $27.00 53.7% 15.2% 55.1% 16.7% 53.8% 0.2% -0.9% 18.7M -1.32B -3.7M 0.36 2.50 N/A N/A 56,642 20,624 646,045 308,072 2021-10-11 $33.41 $28.00 54.5% 15.5% 52.5% 18.6% 55.0% 0.3% -0.2% 19.3M -1.23B -3.6M 0.46 3.94 N/A N/A 53,904 24,775 625,038 299,848 2021-10-12 $32.91 $28.00 54.3% 15.4% 52.2% 18.1% 54.0% 1.0% -0.5% 18.7M -1.15B -3.6M 0.60 2.66 N/A N/A 44,381 26,495 626,057 303,683 2021-10-13 $32.39 $28.00 52.9% 15.0% 49.7% 14.9% 52.7% 1.0% -0.9% 17.6M -1.07B -3.6M 0.57 2.78 N/A N/A 25,726 14,656 638,856 315,421 2021-10-14 $31.94 $29.00 51.2% 14.6% 49.7% 11.1% 51.5% 0.6% -0.2% 16.1M -989.0M -3.5M 0.49 2.55 N/A N/A 45,460 22,387 650,825 324,248 2021-10-15 $31.73 $29.00 48.7% 14.1% 49.1% 5.4% 49.6% 0.0% 0.6% 15.2M -951.4M -3.5M 0.41 2.86 N/A N/A 45,645 18,694 654,166 327,954 2021-10-18 $33.00 $30.00 50.4% 14.4% 42.4% 9.3% 50.8% 0.2% -1.7% 15.5M -941.0M -3.5M 0.41 2.77 N/A N/A 86,088 35,328 543,812 266,032 2021-10-19 $32.85 $30.00 49.7% 14.2% 42.9% 7.7% 50.1% 0.3% -1.1% 16.6M -956.8M -3.6M 0.65 2.73 N/A N/A 26,668 17,368 562,278 272,299 2021-10-20 $33.34 $30.00 50.7% 14.5% 40.9% 9.9% 51.1% -0.2% -1.5% 18.2M -1.03B -3.7M 0.33 3.78 N/A N/A 54,424 18,080 600,532 301,598 2021-10-21 $32.82 $30.00 50.4% 14.5% 40.2% 9.3% 51.5% -0.6% -1.3% 18.1M -957.5M -3.8M 0.37 3.23 N/A N/A 46,054 16,878 617,457 305,783 2021-10-22 $33.85 $30.00 50.0% 14.5% 41.0% 8.4% 51.9% -0.9% -1.2% 25.9M -1.14B -3.7M 0.51 2.84 N/A N/A 52,069 26,326 632,461 308,517 2021-10-25 $35.23 $30.00 50.4% 14.8% 37.3% 9.4% 52.8% -0.5% -0.0% 20.5M -1.28B -3.7M 0.48 2.33 N/A N/A 62,824 30,365 597,968 298,088 2021-10-26 $35.49 $30.00 50.6% 14.9% 37.0% 9.6% 52.5% -0.6% 0.1% 19.9M -1.29B -3.7M 0.37 2.29 N/A N/A 49,155 18,014 600,536 312,789 2021-10-27 $33.46 $30.00 50.9% 15.1% 44.1% 10.5% 53.3% -0.3% 0.1% 16.8M -1.01B -3.8M 0.52 2.52 N/A N/A 50,619 26,540 612,175 314,333 2021-10-28 $33.78 $31.00 50.8% 15.1% 43.5% 10.1% 53.5% 0.5% -0.1% 16.0M -1.04B -3.9M 1.17 4.40 N/A N/A 21,428 25,168 612,856 325,810 2021-10-29 $33.60 $31.00 50.3% 15.0% 41.4% 9.9% 53.0% -0.7% -0.0% 15.4M -1.02B -3.8M 0.59 4.30 N/A N/A 36,441 21,408 614,181 329,826
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