OXY Options History — May 2022

In May 2022, OXY traded between $57.43 and $70.83. ATM implied volatility averaged 64.8%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded below realized volatility by 2.3% (HV 20d: 67.1%). Max pain ranged from $39.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.49.

Notable Days

2022-05-13: Highest Volume — 272,247 contracts
2022-05-09: Largest IV spike — 13.2% change
2022-05-09: Highest IV Rank — 72.3%
2022-05-09: Largest Expected Move — 21.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.71	$57.43	$70.83	$58.22	$69.15
Max Pain	$41.19	$39.00	$45.00	$45.00	$42.00
ATM IV	64.8%	53.8%	76.6%	70.2%	56.7%
Expected Move	18.7%	15.3%	21.6%	21.0%	16.7%
HV 20d	67.1%	53.7%	76.4%	53.7%	71.8%
HV 60d	69.5%	60.4%	73.8%	66.5%	60.4%
IV Rank	44.8%	19.2%	72.3%	57.4%	26.0%
IV Percentile	85.1%	46.0%	98.0%	95.2%	63.5%
Term Structure	-0.2%	-1.4%	1.0%	-1.4%	-1.4%
VWIV	65.8%	54.4%	76.6%	73.5%	58.5%
Skew 25d	4.6%	3.3%	5.9%	5.9%	5.3%
Skew 10d	9.2%	6.6%	12.9%	12.9%	11.0%
Call IV 25d	63.6%	51.9%	76.2%	68.0%	55.0%
Put IV 25d	68.1%	56.5%	79.5%	73.9%	60.3%
Bid-Ask Spread %	3.49	2.22	5.41	3.27	2.80
Gamma HHI	0.11	0.07	0.14	0.08	0.13
Net GEX	34.9M	20.4M	61.1M	23.7M	39.6M
Net DEX	-2.71B	-3.53B	-1.98B	-2.07B	-2.95B
Net VEX	-6.9M	-7.1M	-6.4M	-6.9M	-6.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.31	0.71	0.41	0.52
Total Volume	151,961.381	94,770	272,247	103,594	203,793
Total OI	1,181,345.381	1,039,769	1,344,020	1,094,650	1,091,903

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
2022-05-02	$58.22	$45.00	70.2%	21.0%	53.7%	57.4%	73.5%	5.9%	-1.4%	23.7M	-2.07B	-6.9M	0.41	3.27	N/A	N/A	73,645	29,949	677,607	417,043
2022-05-03	$58.74	$45.00	67.8%	20.5%	53.8%	51.9%	71.8%	5.5%	-0.4%	28.1M	-2.18B	-6.9M	0.55	2.22	N/A	N/A	62,968	34,330	693,971	426,079
2022-05-04	$61.61	$45.00	63.8%	19.5%	54.4%	42.6%	68.4%	5.2%	-0.4%	36.6M	-2.62B	-6.8M	0.40	2.78	N/A	N/A	68,631	27,511	707,014	437,299
2022-05-05	$62.05	$39.00	68.0%	19.1%	54.4%	52.3%	66.9%	5.2%	-1.1%	37.6M	-2.70B	-6.9M	0.31	3.07	N/A	N/A	151,514	47,055	713,089	442,075
2022-05-06	$64.65	$39.00	67.6%	19.3%	55.1%	51.4%	68.5%	4.0%	-0.9%	31.1M	-3.13B	-6.9M	0.41	2.92	N/A	N/A	116,575	48,301	731,147	457,858
2022-05-09	$57.43	$39.00	76.6%	21.6%	65.8%	72.3%	76.6%	3.3%	-1.0%	22.9M	-1.98B	-7.0M	0.52	4.23	N/A	N/A	98,141	50,752	708,462	427,575
2022-05-10	$58.47	$39.00	73.5%	20.8%	62.1%	65.0%	73.4%	3.6%	-1.0%	27.4M	-2.13B	-7.1M	0.62	3.32	N/A	N/A	85,348	53,108	738,593	440,535
2022-05-11	$60.39	$39.00	69.5%	20.1%	62.9%	55.7%	69.9%	3.7%	0.9%	35.0M	-2.41B	-6.9M	0.35	3.25	N/A	N/A	191,348	66,623	754,646	461,065
2022-05-12	$58.59	$39.00	70.9%	20.3%	63.8%	59.0%	69.9%	4.8%	0.6%	28.4M	-2.09B	-7.0M	0.37	3.45	N/A	N/A	88,122	32,970	796,767	467,633
2022-05-13	$64.05	$39.00	66.2%	18.9%	71.3%	48.2%	66.0%	5.8%	-0.4%	61.1M	-3.15B	-6.9M	0.70	3.19	N/A	N/A	159,968	112,279	813,754	470,862
2022-05-16	$67.87	$40.00	64.9%	18.7%	73.5%	45.0%	65.8%	3.4%	-1.0%	41.8M	-3.53B	-6.7M	0.56	3.23	N/A	N/A	135,333	75,193	761,491	461,914
2022-05-17	$67.96	$40.00	61.8%	17.8%	73.3%	37.8%	61.6%	3.7%	-0.7%	41.4M	-3.53B	-6.8M	0.34	5.41	N/A	N/A	153,152	51,980	781,057	491,257
2022-05-18	$64.17	$41.00	64.6%	18.5%	76.4%	44.3%	65.0%	4.3%	0.3%	34.5M	-2.84B	-7.0M	0.58	3.42	N/A	N/A	96,426	56,202	805,157	501,832
2022-05-19	$64.80	$42.00	63.6%	18.3%	74.8%	42.2%	64.1%	4.7%	-0.5%	36.9M	-2.98B	-6.9M	0.59	4.44	N/A	N/A	68,332	40,469	816,133	508,606
2022-05-20	$62.98	$42.00	62.4%	17.9%	74.3%	39.2%	62.9%	3.5%	0.2%	20.4M	-2.66B	-6.9M	0.43	3.66	N/A	N/A	96,350	41,281	830,056	513,964
2022-05-23	$65.38	$42.00	60.8%	17.6%	73.6%	35.5%	63.0%	4.8%	0.7%	31.2M	-2.50B	-6.8M	0.71	3.20	N/A	N/A	68,478	48,804	661,718	378,051
2022-05-24	$65.27	$42.00	62.0%	17.9%	73.5%	38.4%	63.1%	5.0%	0.2%	31.5M	-2.48B	-6.9M	0.50	4.07	N/A	N/A	63,341	31,480	681,394	399,547
2022-05-25	$66.38	$42.00	59.5%	17.2%	73.6%	32.5%	61.0%	4.6%	0.9%	38.4M	-2.67B	-6.8M	0.47	4.71	N/A	N/A	64,610	30,160	693,914	406,762
2022-05-26	$68.98	$42.00	56.3%	16.1%	74.1%	25.1%	58.0%	4.8%	1.0%	46.4M	-3.06B	-6.7M	0.49	3.87	N/A	N/A	78,885	38,894	699,026	412,386
2022-05-27	$70.83	$42.00	53.8%	15.3%	72.4%	19.2%	54.4%	4.5%	0.6%	40.0M	-3.35B	-6.6M	0.46	2.86	N/A	N/A	101,756	47,132	708,612	420,399
2022-05-31	$69.15	$42.00	56.7%	16.7%	71.8%	26.0%	58.5%	5.3%	-1.4%	39.6M	-2.95B	-6.4M	0.52	2.80	N/A	N/A	134,135	69,658	691,643	400,260