OXY Options History — April 2022

In April 2022, OXY traded between $54.93 and $61.91. ATM implied volatility averaged 61.9%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 8.3% (HV 20d: 53.6%). Max pain ranged from $39.00 to $44.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.46.

Notable Days

2022-04-08: Highest Volume — 320,075 contracts
2022-04-25: Largest IV spike — 5.6% change
2022-04-26: Highest IV Rank — 64.1%
2022-04-26: Largest Expected Move — 21.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.07	$54.93	$61.91	$57.94	$55.21
Max Pain	$41.60	$39.00	$44.00	$39.00	$44.00
ATM IV	61.9%	54.8%	73.1%	54.8%	70.4%
Expected Move	18.0%	16.5%	21.4%	16.5%	20.6%
HV 20d	53.6%	46.1%	63.6%	56.5%	50.5%
HV 60d	65.7%	64.2%	66.9%	65.5%	65.8%
IV Rank	38.2%	21.7%	64.1%	21.7%	57.8%
IV Percentile	82.8%	54.8%	97.6%	54.8%	96.4%
Term Structure	0.0%	-2.5%	3.0%	1.9%	-2.5%
VWIV	64.0%	58.8%	77.1%	59.7%	72.0%
Skew 25d	1.4%	-1.3%	5.6%	2.3%	4.4%
Skew 10d	3.3%	-2.6%	12.7%	1.7%	10.1%
Call IV 25d	62.5%	53.9%	71.8%	53.9%	69.6%
Put IV 25d	63.8%	56.2%	77.1%	56.2%	74.0%
Bid-Ask Spread %	2.66	1.90	3.84	2.44	2.63
Gamma HHI	0.11	0.06	0.40	0.19	0.08
Net GEX	31.8M	13.7M	64.0M	49.7M	17.0M
Net DEX	-2.17B	-3.11B	-1.60B	-2.27B	-1.65B
Net VEX	-6.7M	-7.0M	-6.3M	-6.4M	-6.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.28	0.71	0.51	0.70
Total Volume	138,866.75	62,785	320,075	99,913	91,562
Total OI	1,149,881.75	1,042,284	1,252,752	1,177,506	1,156,677

Daily Data (20 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
2022-04-01	$57.94	$39.00	54.8%	16.5%	56.5%	21.7%	59.7%	2.3%	1.9%	49.7M	-2.27B	-6.4M	0.51	2.44	N/A	N/A	66,063	33,850	732,194	445,312
2022-04-04	$57.84	$39.00	55.4%	16.5%	56.2%	23.0%	58.8%	-0.4%	1.4%	30.6M	-2.25B	-6.3M	0.45	2.13	N/A	N/A	70,599	31,869	683,270	418,782
2022-04-05	$55.80	$40.00	56.0%	16.5%	57.6%	24.3%	59.5%	0.7%	1.6%	26.7M	-1.95B	-6.4M	0.38	3.69	N/A	N/A	80,167	30,807	711,789	433,420
2022-04-06	$56.03	$40.00	56.4%	16.9%	54.9%	25.4%	59.5%	-0.2%	1.0%	28.3M	-1.99B	-6.4M	0.28	2.50	N/A	N/A	121,962	34,583	730,011	440,811
2022-04-07	$57.86	$40.00	56.1%	16.8%	55.9%	24.6%	59.8%	-0.1%	2.3%	39.5M	-2.31B	-6.4M	0.46	3.03	N/A	N/A	81,761	37,938	738,028	446,993
2022-04-08	$61.91	$40.00	57.4%	16.9%	60.7%	27.7%	60.0%	-1.3%	3.0%	37.6M	-3.11B	-6.3M	0.35	2.09	N/A	N/A	237,020	83,055	751,270	454,876
2022-04-11	$58.04	$40.00	60.2%	17.4%	63.6%	34.3%	61.2%	0.4%	-0.1%	33.1M	-2.25B	-6.5M	0.54	2.46	N/A	N/A	97,457	52,150	727,176	437,049
2022-04-12	$59.05	$41.00	60.2%	17.2%	63.1%	34.1%	60.8%	-0.1%	-0.3%	39.6M	-2.45B	-6.6M	0.33	2.62	N/A	N/A	122,286	40,835	741,442	448,624
2022-04-13	$59.54	$41.00	59.7%	17.0%	62.4%	33.1%	59.7%	-0.2%	-0.4%	43.9M	-2.53B	-6.6M	0.37	2.42	N/A	N/A	112,477	41,075	760,161	460,412
2022-04-14	$59.61	$41.00	59.4%	16.9%	53.5%	32.2%	60.0%	-0.4%	-0.2%	64.0M	-2.55B	-6.7M	0.41	2.40	N/A	N/A	113,449	46,242	782,935	469,817
2022-04-18	$61.23	$41.00	60.1%	17.1%	53.1%	34.0%	60.8%	0.0%	0.0%	35.1M	-2.45B	-6.7M	0.38	2.30	N/A	N/A	155,274	58,595	659,574	382,710
2022-04-19	$60.50	$42.00	59.4%	17.0%	46.2%	32.2%	60.0%	-0.4%	-0.0%	33.3M	-2.34B	-6.9M	0.71	1.90	N/A	N/A	49,672	35,296	689,725	409,255
2022-04-20	$61.56	$42.00	60.1%	17.2%	46.1%	33.9%	61.1%	-0.6%	0.3%	39.2M	-2.51B	-6.8M	0.37	1.99	N/A	N/A	79,609	29,227	697,699	417,668
2022-04-21	$59.16	$43.00	63.3%	18.1%	48.3%	41.3%	63.9%	0.7%	0.2%	26.6M	-2.12B	-6.9M	0.37	2.52	N/A	N/A	146,287	54,634	706,992	423,831
2022-04-22	$57.07	$43.00	66.5%	19.1%	48.4%	48.9%	67.3%	2.5%	0.2%	13.7M	-1.81B	-6.9M	0.62	2.98	N/A	N/A	72,577	45,106	721,440	430,107
2022-04-25	$55.06	$44.00	70.3%	20.5%	49.7%	57.6%	71.1%	4.9%	-1.6%	16.1M	-1.60B	-6.9M	0.52	2.87	N/A	N/A	94,439	48,916	683,397	412,235
2022-04-26	$54.93	$44.00	73.1%	21.4%	47.9%	64.1%	77.1%	5.3%	-2.1%	17.0M	-1.63B	-7.0M	0.65	3.33	N/A	N/A	71,248	46,121	696,877	423,096
2022-04-27	$55.81	$44.00	71.4%	21.1%	48.2%	60.2%	73.8%	5.6%	-2.2%	20.3M	-1.75B	-7.0M	0.35	3.04	N/A	N/A	46,391	16,394	710,030	422,998
2022-04-28	$57.22	$44.00	68.5%	20.2%	48.9%	53.4%	73.1%	4.4%	-1.4%	24.3M	-1.92B	-7.0M	0.53	3.84	N/A	N/A	65,565	34,777	711,888	427,064
2022-04-29	$55.21	$44.00	70.4%	20.6%	50.5%	57.8%	72.0%	4.4%	-2.5%	17.0M	-1.65B	-6.7M	0.70	2.63	N/A	N/A	53,833	37,729	717,280	439,397