OXY Options History — September 2022

In September 2022, OXY traded between $58.09 and $68.38. ATM implied volatility averaged 54.3%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 7.1% (HV 20d: 47.2%). Max pain ranged from $62.50 to $65.00. 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

2022-09-29: Highest Volume — 214,716 contracts
2022-09-23: Largest IV spike — 10.7% change
2022-09-26: Highest IV Rank — 30.7%
2022-09-26: Largest Expected Move — 16.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.99	$58.09	$68.38	$68.13	$61.64
Max Pain	$64.48	$62.50	$65.00	$65.00	$64.00
ATM IV	54.3%	50.5%	58.2%	57.2%	55.3%
Expected Move	15.4%	14.4%	16.6%	16.1%	15.2%
HV 20d	47.2%	34.8%	55.7%	54.6%	39.0%
HV 60d	51.0%	49.1%	55.4%	55.4%	49.7%
IV Rank	21.9%	13.3%	30.7%	28.4%	24.3%
IV Percentile	42.3%	20.6%	61.1%	58.7%	46.0%
Term Structure	0.4%	-1.0%	2.6%	0.1%	2.6%
VWIV	53.7%	49.9%	57.3%	55.9%	53.1%
Skew 25d	3.8%	2.5%	5.7%	3.2%	4.9%
Skew 10d	8.1%	5.2%	12.1%	7.7%	9.2%
Call IV 25d	52.9%	48.6%	56.3%	56.3%	52.4%
Put IV 25d	56.7%	52.2%	61.5%	59.5%	57.3%
Bid-Ask Spread %	3.31	2.42	8.09	3.67	2.62
Gamma HHI	0.06	0.05	0.08	0.05	0.06
Net GEX	10.5M	-2.9M	29.7M	10.2M	15.3M
Net DEX	-1.31B	-1.80B	-652.5M	-1.75B	-1.22B
Net VEX	-7.1M	-7.6M	-6.7M	-7.5M	-7.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.27	0.97	0.59	0.54
Total Volume	122,288.762	71,626	214,716	142,405	97,205
Total OI	1,119,065.667	986,964	1,223,254	1,156,217	1,146,830

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
2022-09-01	$68.13	$65.00	57.2%	16.1%	54.6%	28.4%	55.9%	3.2%	0.1%	10.2M	-1.75B	-7.5M	0.59	3.67	N/A	N/A	89,436	52,969	646,906	509,311
2022-09-02	$68.38	$65.00	56.4%	15.4%	54.3%	26.8%	54.0%	3.1%	0.4%	13.0M	-1.80B	-7.5M	0.45	2.89	N/A	N/A	96,192	43,459	660,367	523,693
2022-09-06	$67.32	$65.00	57.4%	16.3%	54.7%	29.0%	57.3%	3.6%	0.0%	13.2M	-1.70B	-7.3M	0.65	3.24	N/A	N/A	82,584	53,806	620,877	492,750
2022-09-07	$65.71	$65.00	55.0%	15.9%	54.3%	23.6%	55.6%	3.3%	0.3%	8.0M	-1.48B	-7.3M	0.69	2.63	N/A	N/A	76,457	52,760	644,770	508,374
2022-09-08	$64.33	$62.50	54.3%	15.4%	54.9%	21.9%	53.9%	3.0%	-0.1%	2.3M	-1.28B	-7.1M	0.47	2.42	N/A	N/A	67,185	31,407	655,322	526,824
2022-09-09	$65.60	$62.50	51.2%	14.9%	53.1%	14.8%	52.5%	2.5%	0.2%	16.5M	-1.42B	-7.3M	0.33	2.63	N/A	N/A	108,182	35,477	654,854	536,849
2022-09-12	$66.73	$62.50	51.3%	14.6%	53.5%	15.0%	51.0%	2.5%	-0.6%	20.8M	-1.64B	-7.1M	0.27	3.33	N/A	N/A	136,438	36,276	618,748	508,787
2022-09-13	$65.18	$62.50	52.8%	15.1%	53.6%	18.5%	52.3%	3.3%	-0.3%	17.0M	-1.40B	-7.1M	0.48	3.12	N/A	N/A	88,808	42,448	640,647	524,157
2022-09-14	$67.25	$65.00	53.1%	14.9%	54.5%	19.2%	52.2%	3.3%	-0.9%	29.7M	-1.77B	-7.2M	0.34	4.60	N/A	N/A	98,084	33,265	657,904	534,496
2022-09-15	$65.08	$65.00	52.7%	15.0%	55.7%	18.3%	52.6%	3.6%	-0.4%	13.5M	-1.36B	-7.1M	0.43	8.09	N/A	N/A	72,284	31,193	672,027	538,222
2022-09-16	$64.54	$65.00	52.6%	14.9%	54.6%	18.0%	52.3%	3.7%	-1.0%	2.7M	-1.25B	-7.1M	0.68	2.87	N/A	N/A	93,023	63,500	680,850	542,404
2022-09-19	$64.72	$65.00	51.9%	14.8%	44.1%	16.4%	52.1%	3.3%	0.8%	13.2M	-1.36B	-7.0M	0.85	2.51	N/A	N/A	44,321	37,474	541,831	445,133
2022-09-20	$64.81	$65.00	52.3%	15.0%	43.5%	17.4%	53.0%	4.1%	0.2%	14.4M	-1.37B	-7.0M	0.55	2.51	N/A	N/A	47,277	26,035	557,704	466,859
2022-09-21	$63.05	$65.00	52.0%	14.9%	35.6%	16.7%	52.0%	3.6%	0.3%	8.3M	-1.17B	-6.9M	0.45	3.42	N/A	N/A	49,448	22,178	573,419	478,241
2022-09-22	$62.25	$65.00	50.5%	14.4%	34.8%	13.3%	49.9%	3.6%	0.9%	2.4M	-1.05B	-6.7M	0.55	3.16	N/A	N/A	59,847	32,614	585,205	486,578
2022-09-23	$58.80	$65.00	55.9%	16.0%	38.7%	25.6%	56.1%	4.4%	0.4%	-2.9M	-652.5M	-6.8M	0.97	3.76	N/A	N/A	87,133	84,384	596,794	499,300
2022-09-26	$58.09	$65.00	58.2%	16.6%	38.7%	30.7%	57.2%	5.2%	1.3%	-632.6K	-716.6M	-6.7M	0.42	3.06	N/A	N/A	60,848	25,475	556,585	470,960
2022-09-27	$58.39	$65.00	57.9%	16.5%	36.8%	30.0%	55.5%	5.7%	0.8%	816.4K	-758.0M	-6.7M	0.43	2.69	N/A	N/A	60,716	26,355	569,514	475,487
2022-09-28	$61.55	$65.00	55.0%	15.6%	41.0%	23.5%	54.2%	5.0%	1.5%	9.6M	-1.14B	-7.0M	0.47	2.76	N/A	N/A	72,686	34,119	581,614	479,107
2022-09-29	$62.23	$65.00	57.3%	16.1%	41.6%	28.7%	56.0%	5.7%	1.6%	14.1M	-1.25B	-7.1M	0.30	3.55	N/A	N/A	165,463	49,253	598,999	491,080
2022-09-30	$61.64	$64.00	55.3%	15.2%	39.0%	24.3%	53.1%	4.9%	2.6%	15.3M	-1.22B	-7.6M	0.54	2.62	N/A	N/A	63,286	33,919	644,171	502,659