OXY Options History — March 2022 In March 2022, OXY traded between $46.92 and $61.00. ATM implied volatility averaged 67.1%, placing in the 54.4% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded below realized volatility by 15.8% (HV 20d: 82.8%). Max pain ranged from $33.00 to $47.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.50.
Notable Days 2022-03-04 : Highest Volume — 384,201 contracts2022-03-04 : Largest IV spike — 23.3% change2022-03-04 : Highest IV Rank — 100.0%2022-03-07 : Largest Expected Move — 30.0%Monthly Statistics Metric Avg Min Max Open Close Price $55.83 $46.92 $61.00 $46.92 $56.91 Max Pain $38.54 $33.00 $47.50 $36.00 $39.00 ATM IV 67.1% 54.3% 88.5% 70.3% 56.2% Expected Move 20.2% 16.4% 30.0% 20.4% 16.8% HV 20d 82.8% 63.4% 91.3% 63.6% 80.5% HV 60d 64.7% 55.7% 68.5% 55.7% 66.5% IV Rank 54.4% 20.5% 100.0% 89.1% 25.0% IV Percentile 86.9% 53.6% 100.0% 98.0% 64.3% Term Structure -0.7% -2.8% 1.9% -2.1% 0.6% VWIV 72.6% 57.6% 109.6% 72.5% 60.1% Skew 25d -0.0% -4.8% 4.0% 1.8% -0.4% Skew 10d -0.1% -9.8% 8.0% 4.8% -0.3% Call IV 25d 68.8% 55.8% 93.8% 70.5% 57.0% Put IV 25d 68.7% 55.3% 89.0% 72.3% 56.6% Bid-Ask Spread % 3.95 2.69 9.35 5.27 2.69 Gamma HHI 0.10 0.07 0.18 0.10 0.09 Net GEX 23.7M 11.2M 34.1M 11.2M 30.8M Net DEX -2.13B -2.54B -1.39B -1.39B -2.14B Net VEX -5.5M -6.4M -4.4M -4.4M -6.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.25 1.10 0.41 0.48 Total Volume 199,529.435 111,237 384,201 208,632 137,813 Total OI 1,069,390.696 795,158 1,239,011 795,158 1,161,247
Daily Data (23 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 2022-03-01 $46.92 $36.00 70.3% 20.4% 63.6% 89.1% 72.5% 1.8% -2.1% 11.2M -1.39B -4.4M 0.41 5.27 N/A N/A 148,282 60,350 433,069 362,089 2022-03-02 $48.91 $38.00 65.1% 18.9% 63.4% 70.3% 66.8% 2.5% -0.9% 15.4M -1.62B -4.4M 0.54 3.04 N/A N/A 113,704 61,313 468,483 378,074 2022-03-03 $47.59 $39.00 66.5% 18.7% 64.8% 75.3% 68.2% 3.3% -1.2% 15.1M -1.49B -4.7M 0.92 9.08 N/A N/A 57,959 53,310 505,452 401,851 2022-03-04 $56.03 $40.00 82.0% 25.3% 84.9% 100.0% 92.2% 0.1% -1.9% 12.5M -2.28B -4.4M 0.48 5.52 N/A N/A 258,853 125,348 517,621 425,911 2022-03-07 $55.14 $43.00 88.5% 30.0% 85.5% 100.0% 109.6% -4.8% -2.8% 13.1M -2.08B -4.8M 0.48 3.69 N/A N/A 227,061 108,103 534,523 443,573 2022-03-08 $54.52 $44.00 85.1% 28.8% 85.9% 92.0% 107.1% -4.4% -2.5% 16.1M -2.12B -5.3M 0.25 2.85 N/A N/A 246,171 62,343 606,860 475,928 2022-03-09 $57.22 $45.00 79.8% 26.9% 83.9% 79.6% 97.9% -0.9% -2.1% 22.1M -2.26B -5.3M 0.57 4.09 N/A N/A 204,475 116,065 602,150 490,672 2022-03-10 $58.12 $47.00 79.5% 24.9% 83.9% 79.1% 88.7% -0.3% -1.4% 24.5M -2.41B -5.4M 0.45 4.04 N/A N/A 166,976 75,161 629,817 525,505 2022-03-11 $57.63 $47.50 75.7% 23.4% 84.4% 70.2% 83.9% 1.5% -1.2% 33.5M -2.36B -5.5M 0.58 2.78 N/A N/A 110,667 63,654 651,327 546,426 2022-03-14 $55.37 $33.00 72.9% 20.0% 85.0% 63.8% 71.0% 4.0% -2.1% 17.6M -2.02B -5.4M 0.75 9.35 N/A N/A 72,991 54,567 591,073 519,807 2022-03-15 $54.13 $33.00 67.5% 18.9% 83.2% 51.2% 66.7% 3.1% -1.8% 17.5M -1.89B -5.4M 0.51 3.21 N/A N/A 82,472 42,113 608,578 531,396 2022-03-16 $53.02 $33.00 62.4% 17.7% 82.4% 39.3% 62.2% 3.5% -1.4% 17.1M -1.78B -5.3M 1.10 4.17 N/A N/A 55,251 61,008 627,523 536,273 2022-03-17 $58.12 $34.00 65.6% 18.4% 86.6% 46.7% 66.2% 0.7% -2.0% 29.5M -2.45B -5.3M 0.56 2.81 N/A N/A 180,765 101,214 629,900 549,833 2022-03-18 $56.59 $36.00 58.6% 17.1% 88.0% 30.4% 61.3% 1.2% -0.7% 33.1M -2.25B -5.5M 0.34 4.12 N/A N/A 120,005 41,262 660,488 578,523 2022-03-21 $61.00 $36.00 63.8% 18.1% 89.7% 42.5% 64.3% -2.1% -0.5% 25.2M -2.54B -5.7M 0.32 3.35 N/A N/A 210,628 67,865 586,595 358,087 2022-03-22 $59.83 $37.00 60.2% 17.6% 89.2% 34.2% 62.9% -1.9% 0.3% 28.1M -2.43B -6.1M 0.36 2.83 N/A N/A 107,729 39,292 637,003 386,396 2022-03-23 $60.02 $37.00 60.2% 17.8% 89.1% 34.1% 62.8% -2.6% 0.9% 30.7M -2.51B -6.1M 0.30 3.11 N/A N/A 169,067 50,214 661,494 397,022 2022-03-24 $57.93 $37.00 58.7% 17.5% 91.3% 30.6% 62.3% -1.6% 0.5% 28.0M -2.22B -6.4M 0.41 2.81 N/A N/A 100,901 41,466 698,451 415,310 2022-03-25 $58.62 $37.00 58.0% 17.6% 90.8% 29.0% 62.9% -2.8% 0.8% 33.8M -2.33B -6.4M 0.25 2.91 N/A N/A 182,859 45,187 717,600 423,357 2022-03-28 $56.42 $38.00 56.2% 17.1% 85.5% 24.8% 61.7% -0.4% 1.1% 25.9M -2.05B -6.3M 0.72 2.99 N/A N/A 69,664 50,048 672,994 395,630 2022-03-29 $56.74 $38.00 54.3% 16.4% 82.2% 20.5% 57.6% -0.4% 1.9% 29.4M -2.09B -6.3M 0.51 3.05 N/A N/A 73,780 37,457 699,976 414,094 2022-03-30 $57.40 $39.00 55.9% 16.7% 81.3% 24.2% 59.7% -0.1% 1.7% 34.1M -2.23B -6.4M 0.32 3.01 N/A N/A 101,675 32,089 715,356 422,649 2022-03-31 $56.91 $39.00 56.2% 16.8% 80.5% 25.0% 60.1% -0.4% 0.6% 30.8M -2.14B -6.4M 0.48 2.69 N/A N/A 93,321 44,492 727,317 433,930
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