OXY Options History — July 2022

In July 2022, OXY traded between $57.23 and $65.83. ATM implied volatility averaged 59.3%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 9.6% (HV 20d: 49.7%). Max pain ranged from $52.50 to $60.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.61.

Notable Days

2022-07-08: Highest Volume — 185,503 contracts
2022-07-05: Largest IV spike — 8.5% change
2022-07-06: Highest IV Rank — 54.1%
2022-07-06: Largest Expected Move — 19.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.95	$57.23	$65.83	$60.53	$65.83
Max Pain	$55.63	$52.50	$60.00	$60.00	$57.50
ATM IV	59.3%	51.9%	68.8%	62.3%	51.9%
Expected Move	16.8%	14.9%	19.2%	16.7%	15.0%
HV 20d	49.7%	42.5%	57.7%	55.8%	45.2%
HV 60d	58.9%	57.8%	60.9%	60.6%	58.6%
IV Rank	32.1%	14.9%	54.1%	38.9%	14.9%
IV Percentile	63.4%	34.1%	93.3%	79.8%	34.1%
Term Structure	-0.2%	-1.4%	2.5%	2.5%	-0.5%
VWIV	59.3%	52.5%	67.8%	58.8%	53.0%
Skew 25d	4.2%	2.3%	6.8%	5.4%	2.3%
Skew 10d	8.6%	4.4%	13.4%	10.8%	4.4%
Call IV 25d	57.9%	51.7%	66.4%	59.5%	51.8%
Put IV 25d	62.1%	54.1%	72.3%	64.9%	54.1%
Bid-Ask Spread %	2.37	1.83	3.23	2.67	2.88
Gamma HHI	0.07	0.05	0.13	0.13	0.08
Net GEX	17.8M	6.8M	28.9M	28.9M	22.0M
Net DEX	-1.48B	-2.08B	-1.06B	-1.52B	-2.08B
Net VEX	-6.9M	-7.4M	-6.5M	-7.3M	-6.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.41	0.83	0.69	0.75
Total Volume	109,800.5	66,850	185,503	122,273	167,507
Total OI	1,045,282.55	952,762	1,129,100	1,090,795	1,055,506

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
2022-07-01	$60.53	$60.00	62.3%	16.7%	55.8%	38.9%	58.8%	5.4%	2.5%	28.9M	-1.52B	-7.3M	0.69	2.67	N/A	N/A	72,174	50,099	650,847	439,948
2022-07-05	$58.99	$52.50	67.6%	18.9%	55.8%	51.3%	67.8%	6.8%	-0.6%	11.1M	-1.27B	-7.2M	0.60	2.48	N/A	N/A	68,583	41,493	599,447	414,155
2022-07-06	$59.49	$52.50	68.8%	19.2%	56.1%	54.1%	67.7%	5.5%	-0.7%	14.7M	-1.36B	-7.2M	0.66	3.23	N/A	N/A	91,438	60,692	614,402	426,355
2022-07-07	$61.61	$52.50	64.8%	18.3%	57.7%	44.8%	64.5%	6.1%	1.0%	25.0M	-1.67B	-7.4M	0.64	1.90	N/A	N/A	82,155	52,964	636,578	441,323
2022-07-08	$60.98	$52.50	61.2%	17.4%	57.5%	36.6%	61.0%	3.4%	-0.9%	23.0M	-1.59B	-7.3M	0.45	1.83	N/A	N/A	128,301	57,202	649,302	452,574
2022-07-11	$59.48	$55.00	62.2%	17.5%	55.3%	38.9%	61.7%	3.7%	-1.3%	13.7M	-1.36B	-7.1M	0.67	3.15	N/A	N/A	50,578	34,067	626,121	438,782
2022-07-12	$57.24	$55.00	64.3%	18.0%	56.3%	43.7%	63.7%	4.4%	-1.4%	6.8M	-1.06B	-6.8M	0.63	2.20	N/A	N/A	67,480	42,181	624,448	448,972
2022-07-13	$58.23	$55.00	62.5%	17.6%	50.7%	39.4%	61.8%	3.2%	-0.9%	10.1M	-1.19B	-6.9M	0.42	2.67	N/A	N/A	64,298	26,688	631,176	462,083
2022-07-14	$57.23	$55.00	62.0%	17.6%	48.5%	38.2%	62.7%	3.8%	-1.2%	6.9M	-1.07B	-6.7M	0.63	1.88	N/A	N/A	61,202	38,398	639,574	467,645
2022-07-15	$58.46	$55.00	58.8%	16.8%	48.2%	31.0%	58.8%	3.9%	-0.5%	9.8M	-1.23B	-6.8M	0.83	2.13	N/A	N/A	68,323	56,846	650,906	478,194
2022-07-18	$59.72	$55.00	58.4%	16.7%	43.3%	30.0%	58.5%	3.8%	-0.2%	14.1M	-1.35B	-6.7M	0.62	2.56	N/A	N/A	67,432	41,727	538,843	413,919
2022-07-19	$62.72	$55.00	56.0%	16.0%	46.0%	24.4%	55.9%	4.2%	0.2%	21.6M	-1.66B	-6.9M	0.67	1.86	N/A	N/A	59,081	39,643	546,420	432,926
2022-07-20	$63.56	$55.00	54.8%	15.7%	45.0%	21.6%	56.0%	4.3%	0.1%	24.1M	-1.76B	-6.9M	0.63	2.55	N/A	N/A	52,929	33,368	560,764	445,225
2022-07-21	$61.83	$57.50	56.2%	16.1%	44.0%	24.8%	56.8%	4.6%	-0.0%	20.6M	-1.52B	-6.8M	0.60	1.98	N/A	N/A	48,633	29,015	562,565	455,993
2022-07-22	$60.92	$57.50	54.8%	15.7%	44.6%	21.6%	55.0%	4.0%	0.2%	17.1M	-1.42B	-6.7M	0.81	2.23	N/A	N/A	54,838	44,453	575,592	465,047
2022-07-25	$64.14	$57.50	56.0%	16.1%	47.1%	24.4%	57.4%	3.7%	0.1%	22.5M	-1.77B	-6.7M	0.59	2.18	N/A	N/A	66,699	39,611	548,110	437,134
2022-07-26	$62.23	$57.50	56.8%	16.4%	48.2%	26.3%	57.4%	3.8%	0.0%	17.5M	-1.52B	-6.7M	0.52	2.00	N/A	N/A	61,590	31,840	558,056	452,737
2022-07-27	$62.94	$57.50	54.5%	15.6%	46.0%	21.0%	54.9%	3.9%	-0.2%	22.2M	-1.61B	-6.5M	0.44	2.21	N/A	N/A	46,289	20,561	565,611	459,895
2022-07-28	$62.80	$57.50	52.0%	14.9%	42.5%	15.0%	52.5%	2.5%	0.2%	24.5M	-1.61B	-6.6M	0.41	2.76	N/A	N/A	53,721	21,911	576,636	461,840
2022-07-29	$65.83	$57.50	51.9%	15.0%	45.2%	14.9%	53.0%	2.3%	-0.5%	22.0M	-2.08B	-6.6M	0.75	2.88	N/A	N/A	95,496	72,011	588,998	466,508