OXY Options History — June 2022

In June 2022, OXY traded between $55.94 and $70.74. ATM implied volatility averaged 60.7%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 3.6% (HV 20d: 57.1%). Max pain ranged from $45.00 to $60.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.52.

Notable Days

2022-06-08: Highest Volume — 325,935 contracts
2022-06-13: Largest IV spike — 18.4% change
2022-06-13: Highest IV Rank — 52.6%
2022-06-13: Largest Expected Move — 19.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.46	$55.94	$70.74	$70.74	$58.75
Max Pain	$58.10	$45.00	$60.00	$45.00	$60.00
ATM IV	60.7%	52.4%	68.1%	55.8%	65.0%
Expected Move	17.4%	15.5%	19.6%	16.3%	18.2%
HV 20d	57.1%	51.8%	72.0%	72.0%	54.2%
HV 60d	59.7%	58.0%	60.8%	60.4%	60.8%
IV Rank	35.4%	16.1%	52.6%	24.0%	45.3%
IV Percentile	73.0%	41.7%	92.9%	57.1%	87.7%
Term Structure	0.7%	-0.7%	3.1%	-0.7%	3.1%
VWIV	61.3%	54.3%	68.0%	59.1%	65.9%
Skew 25d	5.5%	3.1%	8.0%	4.9%	5.3%
Skew 10d	11.5%	6.8%	18.3%	10.5%	11.0%
Call IV 25d	59.0%	51.1%	65.7%	54.9%	63.1%
Put IV 25d	64.5%	56.4%	73.3%	59.7%	68.4%
Bid-Ask Spread %	3.93	2.17	8.30	3.03	2.17
Gamma HHI	0.09	0.06	0.20	0.12	0.06
Net GEX	20.8M	-5.3M	51.5M	45.6M	13.7M
Net DEX	-1.70B	-3.17B	-607.4M	-3.17B	-1.26B
Net VEX	-6.8M	-7.4M	-6.3M	-6.6M	-7.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.23	0.81	0.59	0.81
Total Volume	150,896.286	83,616	325,935	128,373	109,114
Total OI	1,108,571.905	916,004	1,257,821	1,161,133	1,060,492

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
2022-06-01	$70.74	$45.00	55.8%	16.3%	72.0%	24.0%	59.1%	4.9%	-0.7%	45.6M	-3.17B	-6.6M	0.59	3.03	N/A	N/A	80,984	47,389	733,804	427,329
2022-06-02	$69.48	$55.00	54.8%	15.8%	71.1%	21.6%	55.8%	5.1%	-0.6%	42.3M	-2.98B	-6.5M	0.64	3.21	N/A	N/A	57,014	36,364	751,348	438,476
2022-06-03	$70.25	$55.00	54.6%	15.9%	71.1%	21.2%	55.1%	5.0%	-0.0%	51.5M	-3.11B	-6.5M	0.47	3.38	N/A	N/A	94,142	44,219	759,494	447,372
2022-06-06	$69.74	$55.00	54.1%	15.8%	70.0%	20.0%	54.8%	5.6%	0.9%	40.0M	-2.98B	-6.4M	0.54	2.74	N/A	N/A	54,243	29,373	726,123	421,171
2022-06-07	$70.70	$55.00	52.4%	15.5%	53.1%	16.1%	54.3%	5.3%	2.0%	44.5M	-3.16B	-6.3M	0.58	3.21	N/A	N/A	83,216	48,341	736,866	429,453
2022-06-08	$69.22	$57.50	53.7%	15.6%	54.2%	19.0%	55.3%	4.8%	0.9%	40.2M	-2.87B	-6.4M	0.23	3.60	N/A	N/A	265,870	60,065	739,645	434,119
2022-06-09	$65.67	$57.50	54.9%	16.1%	57.5%	21.9%	55.9%	5.0%	1.4%	26.2M	-1.71B	-6.6M	0.28	3.79	N/A	N/A	162,589	44,834	684,002	458,505
2022-06-10	$64.20	$60.00	57.5%	16.6%	56.9%	27.9%	57.7%	4.9%	0.6%	13.7M	-1.47B	-6.8M	0.44	4.05	N/A	N/A	144,542	63,691	701,231	476,867
2022-06-13	$59.66	$60.00	68.1%	19.6%	54.1%	52.6%	65.8%	8.0%	-0.0%	9.1M	-1.02B	-6.7M	0.53	8.30	N/A	N/A	126,986	67,796	678,761	459,027
2022-06-14	$62.14	$60.00	64.3%	18.4%	51.8%	43.8%	63.9%	6.6%	-0.0%	19.1M	-1.36B	-6.9M	0.37	3.88	N/A	N/A	110,749	40,913	703,306	476,953
2022-06-15	$60.23	$60.00	62.2%	17.8%	52.6%	38.7%	62.3%	5.6%	0.4%	8.1M	-1.08B	-6.7M	0.67	7.52	N/A	N/A	72,984	48,660	711,200	482,604
2022-06-16	$56.65	$60.00	68.0%	19.5%	53.1%	52.2%	68.0%	7.6%	0.7%	-5.3M	-630.6M	-6.6M	0.50	4.94	N/A	N/A	120,857	60,603	720,939	493,137
2022-06-17	$56.13	$60.00	66.8%	19.2%	52.8%	49.4%	66.8%	7.6%	-0.4%	-2.7M	-607.4M	-6.9M	0.70	4.75	N/A	N/A	91,780	64,615	758,413	499,408
2022-06-21	$58.01	$60.00	61.3%	17.5%	54.0%	36.6%	62.4%	6.2%	0.7%	6.7M	-1.06B	-6.7M	0.54	4.03	N/A	N/A	71,441	38,612	558,075	357,929
2022-06-22	$55.94	$60.00	63.5%	18.2%	52.8%	41.9%	64.5%	6.1%	0.1%	3.7M	-869.4M	-6.7M	0.69	3.84	N/A	N/A	54,679	37,953	570,452	374,901
2022-06-23	$56.37	$60.00	65.3%	18.7%	53.0%	45.9%	66.5%	5.4%	0.4%	5.8M	-944.3M	-6.9M	0.49	2.34	N/A	N/A	100,337	48,763	584,292	384,668
2022-06-24	$57.80	$60.00	63.1%	17.8%	53.6%	40.9%	63.5%	3.1%	0.8%	18.8M	-1.17B	-7.0M	0.32	4.14	N/A	N/A	148,984	47,745	612,379	398,392
2022-06-27	$59.22	$60.00	62.3%	17.6%	52.2%	39.1%	62.2%	4.4%	0.8%	16.0M	-1.35B	-7.2M	0.50	3.14	N/A	N/A	66,062	33,246	602,258	381,717
2022-06-28	$61.79	$60.00	62.9%	17.9%	53.9%	40.5%	63.4%	4.0%	1.9%	24.8M	-1.68B	-7.4M	0.38	3.19	N/A	N/A	115,697	44,026	615,434	393,656
2022-06-29	$59.01	$60.00	64.7%	18.3%	55.4%	44.7%	63.3%	4.2%	1.9%	14.1M	-1.31B	-7.3M	0.58	3.21	N/A	N/A	81,864	47,480	628,999	406,813
2022-06-30	$58.75	$60.00	65.0%	18.2%	54.2%	45.3%	65.9%	5.3%	3.1%	13.7M	-1.26B	-7.3M	0.81	2.17	N/A	N/A	60,214	48,900	641,832	418,660