OXY Options History — February 2022

In February 2022, OXY traded between $38.52 and $43.49. ATM implied volatility averaged 59.8%, placing in the 45.5% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 8.9% (HV 20d: 51.0%). Max pain ranged from $33.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.67.

Notable Days

  • 2022-02-28: Highest Volume — 164,505 contracts
  • 2022-02-25: Largest IV drop — 10.9% change
  • 2022-02-24: Highest IV Rank — 61.4%
  • 2022-02-23: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.12$38.52$43.49$39.20$43.49
Max Pain$34.42$33.00$35.00$33.00$35.00
ATM IV59.8%55.5%64.1%56.4%62.5%
Expected Move17.1%15.1%18.9%15.5%18.4%
HV 20d51.0%41.9%59.4%59.4%58.8%
HV 60d51.7%48.9%53.9%52.5%53.9%
IV Rank45.5%31.1%61.4%34.1%61.1%
IV Percentile78.8%58.7%92.1%63.5%89.7%
Term Structure-0.7%-1.9%0.5%0.5%-0.7%
VWIV61.0%54.4%68.5%55.8%66.6%
Skew 25d2.9%1.0%4.5%2.9%4.3%
Skew 10d6.5%3.3%13.9%5.8%9.0%
Call IV 25d59.7%55.6%64.5%55.9%61.2%
Put IV 25d62.6%57.6%67.6%58.8%65.5%
Bid-Ask Spread %6.093.1624.833.423.57
Gamma HHI0.150.090.230.140.12
Net GEX12.3M6.1M17.8M12.8M11.8M
Net DEX-881.9M-1.25B-617.0M-860.1M-1.09B
Net VEX-4.3M-4.5M-4.1M-4.1M-4.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.381.010.410.71
Total Volume77,494.68448,306164,50577,357164,505
Total OI775,756.368694,620855,657721,563750,731

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$39.20$33.0056.4%15.5%59.4%34.1%55.8%2.9%0.5%12.8M-860.1M-4.1M0.413.42N/AN/A54,80122,556415,087306,476
2022-02-02$39.69$33.0055.5%15.1%55.2%31.1%54.4%2.0%-0.5%15.7M-926.5M-4.1M0.843.50N/AN/A26,20322,103430,089312,308
2022-02-03$40.05$33.0058.0%16.3%51.2%38.8%58.6%2.7%0.1%16.3M-960.1M-4.1M0.494.70N/AN/A41,09320,315435,908319,422
2022-02-04$41.14$33.0058.7%16.6%51.1%41.3%59.2%1.3%0.0%14.0M-1.08B-4.2M0.384.47N/AN/A100,29638,338440,805325,443
2022-02-07$41.09$34.0059.3%16.6%51.3%43.0%59.4%2.0%-1.5%14.0M-1.00B-4.1M0.677.35N/AN/A30,99120,742428,682324,337
2022-02-08$39.37$34.0059.5%16.6%52.4%43.6%58.6%2.7%-0.5%12.3M-818.6M-4.2M0.7713.99N/AN/A27,52621,299437,275333,385
2022-02-09$40.17$34.0055.9%15.7%46.6%32.6%55.1%4.0%-1.5%14.2M-910.2M-4.2M0.693.16N/AN/A34,60123,987441,646337,641
2022-02-10$40.42$35.0057.1%16.2%46.5%36.0%57.2%2.8%-0.7%13.5M-928.3M-4.2M0.494.26N/AN/A50,51424,940442,347347,621
2022-02-11$43.01$35.0063.1%17.9%49.5%54.9%63.4%1.0%-1.9%17.8M-1.25B-4.4M0.394.67N/AN/A74,67429,439466,259352,185
2022-02-14$41.06$35.0064.0%18.3%53.0%57.5%64.5%1.7%-0.7%14.6M-1.02B-4.4M0.903.98N/AN/A37,21733,655457,779335,943
2022-02-15$39.72$35.0060.0%17.1%54.8%45.1%60.3%3.2%-0.0%12.7M-852.2M-4.4M0.823.49N/AN/A38,66631,608468,008346,884
2022-02-16$39.63$35.0058.4%16.7%54.9%40.2%59.1%3.0%0.1%13.1M-844.7M-4.4M0.565.46N/AN/A42,63023,979477,228358,300
2022-02-17$39.96$35.0060.1%17.2%53.9%45.6%63.2%2.5%-0.5%13.5M-882.5M-4.5M0.763.69N/AN/A29,45322,521483,150362,778
2022-02-18$39.60$35.0061.1%17.6%51.1%48.5%65.0%3.1%-0.9%12.7M-818.8M-4.4M0.994.50N/AN/A36,12435,641489,968365,689
2022-02-22$38.52$35.0062.1%18.2%52.6%51.8%65.4%3.9%-1.0%6.4M-617.0M-4.4M0.834.69N/AN/A41,41234,351399,191295,429
2022-02-23$38.56$35.0063.8%18.9%41.9%57.0%68.5%4.5%-1.5%6.4M-617.8M-4.5M1.014.77N/AN/A31,72132,057411,515312,077
2022-02-24$38.94$35.0064.1%18.5%41.9%61.4%66.3%3.3%-1.6%6.1M-639.6M-4.5M0.5324.83N/AN/A51,86127,466419,459332,533
2022-02-25$38.66$35.0057.1%16.5%42.1%40.9%58.0%3.9%-0.3%6.5M-635.0M-4.4M0.527.22N/AN/A61,37231,742437,192338,601
2022-02-28$43.49$35.0062.5%18.4%58.8%61.1%66.6%4.3%-0.7%11.8M-1.09B-4.4M0.713.57N/AN/A96,21968,286421,035329,696