OXY Options History — August 2022 In August 2022, OXY traded between $57.63 and $75.66. ATM implied volatility averaged 50.9%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded below realized volatility by 4.3% (HV 20d: 55.1%). Max pain ranged from $57.50 to $65.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.53.
Notable Days 2022-08-19 : Highest Volume — 734,744 contracts2022-08-03 : Largest IV drop — 13.1% change2022-08-02 : Highest IV Rank — 25.5%2022-08-02 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $66.88 $57.63 $75.66 $65.44 $71.28 Max Pain $62.17 $57.50 $65.00 $57.50 $65.00 ATM IV 50.9% 44.7% 56.5% 55.5% 55.3% Expected Move 14.5% 13.0% 16.9% 16.5% 15.3% HV 20d 55.1% 43.0% 63.0% 44.4% 59.4% HV 60d 53.7% 49.9% 58.3% 57.9% 54.7% IV Rank 13.4% 0.0% 25.5% 23.3% 24.1% IV Percentile 25.3% 0.0% 55.2% 48.4% 47.6% Term Structure 0.3% -1.2% 1.5% -0.9% 0.1% VWIV 51.3% 46.2% 60.7% 59.3% 53.9% Skew 25d 2.3% -1.6% 3.9% 2.0% 3.4% Skew 10d 4.8% -4.2% 8.0% 4.8% 6.3% Call IV 25d 50.4% 43.7% 55.7% 55.2% 54.2% Put IV 25d 52.7% 46.5% 58.8% 57.2% 57.6% Bid-Ask Spread % 2.90 2.03 5.63 2.59 2.64 Gamma HHI 0.08 0.05 0.23 0.08 0.07 Net GEX 27.7M -3.0M 49.5M 21.2M 24.0M Net DEX -2.06B -3.04B -860.7M -1.85B -2.25B Net VEX -6.8M -7.4M -6.3M -6.7M -7.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.29 0.82 0.55 0.44 Total Volume 186,406.565 67,911 734,744 102,707 140,925 Total OI 1,118,096.522 1,016,820 1,187,151 1,017,459 1,128,482
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 2022-08-01 $65.44 $57.50 55.5% 16.5% 44.4% 23.3% 59.3% 2.0% -0.9% 21.2M -1.85B -6.7M 0.55 2.59 N/A N/A 66,466 36,241 556,639 460,820 2022-08-02 $65.64 $57.50 56.5% 16.9% 43.0% 25.5% 60.7% 3.0% -1.2% 24.7M -1.92B -6.7M 0.47 2.23 N/A N/A 86,025 40,200 581,100 475,203 2022-08-03 $62.15 $57.50 49.1% 13.9% 48.0% 8.3% 48.3% 2.4% -0.1% 13.1M -1.43B -6.5M 0.40 4.16 N/A N/A 148,688 59,339 610,980 493,453 2022-08-04 $57.63 $60.00 52.4% 15.0% 53.6% 15.9% 52.8% 2.8% 1.5% -3.0M -860.7M -6.3M 0.54 2.64 N/A N/A 120,392 64,422 637,946 504,473 2022-08-05 $59.00 $60.00 50.3% 14.4% 54.4% 11.2% 50.9% 2.8% -0.3% 4.0M -1.05B -6.6M 0.82 2.88 N/A N/A 91,714 74,767 659,651 527,500 2022-08-08 $60.05 $60.00 50.7% 14.6% 54.1% 12.1% 50.3% 3.3% 0.2% 11.3M -1.26B -6.6M 0.66 3.37 N/A N/A 58,827 38,578 603,739 485,875 2022-08-09 $62.42 $62.50 50.4% 14.6% 53.6% 11.4% 51.4% 3.6% 0.4% 23.3M -1.59B -6.8M 0.38 2.36 N/A N/A 102,784 39,506 617,857 499,889 2022-08-10 $62.78 $62.50 47.3% 13.8% 53.4% 4.3% 49.2% 3.6% 0.9% 26.6M -1.67B -6.8M 0.70 2.03 N/A N/A 39,918 27,993 631,291 508,476 2022-08-11 $65.53 $62.50 47.0% 13.7% 54.5% 3.4% 47.8% 3.2% 0.7% 39.7M -2.13B -6.7M 0.47 2.79 N/A N/A 90,792 42,623 636,793 516,325 2022-08-12 $65.82 $62.50 44.7% 13.0% 54.3% 0.0% 46.2% 2.7% 1.0% 48.1M -2.15B -6.7M 0.76 2.18 N/A N/A 57,195 43,295 639,219 529,140 2022-08-15 $64.38 $62.50 47.4% 13.6% 54.8% 6.1% 48.4% 3.9% 0.6% 25.1M -1.77B -6.7M 0.79 2.22 N/A N/A 45,875 36,302 606,051 495,221 2022-08-16 $63.75 $62.50 48.2% 13.9% 52.3% 8.1% 47.9% 3.8% -0.2% 22.9M -1.68B -6.6M 0.39 2.38 N/A N/A 65,198 25,307 611,965 502,419 2022-08-17 $62.96 $62.50 47.7% 13.7% 52.3% 6.9% 47.8% 3.0% -0.1% 19.8M -1.59B -6.6M 0.54 3.09 N/A N/A 46,509 25,284 629,891 508,862 2022-08-18 $64.99 $62.50 47.3% 13.6% 52.5% 6.1% 47.4% 2.8% 0.2% 35.7M -1.94B -6.6M 0.44 3.02 N/A N/A 84,319 36,910 636,335 518,918 2022-08-19 $70.83 $62.50 53.5% 15.3% 59.8% 20.0% 54.1% -1.6% 0.2% 45.1M -2.96B -6.4M 0.29 2.97 N/A N/A 571,748 162,996 647,828 521,195 2022-08-22 $69.08 $62.50 52.0% 14.7% 58.4% 16.8% 52.4% 0.7% 1.0% 29.0M -2.22B -7.2M 0.35 2.45 N/A N/A 223,879 78,137 582,596 434,224 2022-08-23 $73.83 $62.50 53.8% 15.2% 61.0% 20.8% 53.6% 0.1% 0.9% 42.6M -2.95B -7.3M 0.32 2.51 N/A N/A 305,983 96,752 615,330 453,848 2022-08-24 $74.73 $65.00 51.7% 14.5% 61.0% 16.1% 51.2% 0.7% 0.5% 45.5M -3.04B -7.3M 0.47 2.31 N/A N/A 188,235 88,576 641,425 481,852 2022-08-25 $74.47 $65.00 49.9% 13.8% 61.1% 11.8% 48.9% 1.8% 0.4% 49.5M -2.99B -7.3M 0.66 2.71 N/A N/A 126,486 83,479 660,705 502,305 2022-08-26 $73.81 $65.00 51.1% 14.0% 59.6% 14.5% 49.5% 1.1% 0.8% 31.7M -2.81B -7.3M 0.66 2.97 N/A N/A 104,390 68,427 662,598 523,360 2022-08-29 $75.66 $65.00 53.1% 14.8% 59.8% 19.2% 52.3% 1.4% 0.4% 32.8M -2.88B -7.1M 0.48 5.63 N/A N/A 133,043 63,710 594,102 474,532 2022-08-30 $72.05 $65.00 54.8% 15.4% 63.0% 23.1% 54.5% 2.4% 0.4% 23.6M -2.35B -7.4M 0.56 4.52 N/A N/A 99,746 55,370 613,666 492,141 2022-08-31 $71.28 $65.00 55.3% 15.3% 59.4% 24.1% 53.9% 3.4% 0.1% 24.0M -2.25B -7.4M 0.44 2.64 N/A N/A 98,101 42,824 628,243 500,239
« Jul 2022 | All History | Sep 2022 » Home OXY History August 2022