OXY Options History — October 2022 In October 2022, OXY traded between $64.23 and $72.91. ATM implied volatility averaged 55.5%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 10.8% (HV 20d: 44.7%). Max pain ranged from $64.00 to $66.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.67.
Notable Days 2022-10-07 : Highest Volume — 287,302 contracts2022-10-10 : Largest IV spike — 6.5% change2022-10-12 : Highest IV Rank — 37.1%2022-10-10 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $68.73 $64.23 $72.91 $64.29 $72.91 Max Pain $65.00 $64.00 $66.00 $64.00 $66.00 ATM IV 55.5% 49.2% 61.0% 55.4% 49.7% Expected Move 16.0% 14.5% 17.2% 15.2% 15.2% HV 20d 44.7% 37.2% 49.2% 42.4% 37.2% HV 60d 49.8% 45.1% 51.7% 50.4% 45.1% IV Rank 24.6% 10.2% 37.1% 24.5% 11.3% IV Percentile 44.8% 10.7% 72.2% 46.4% 12.7% Term Structure -0.4% -2.7% 2.5% 0.9% 0.7% VWIV 56.0% 51.2% 59.8% 52.6% 53.4% Skew 25d 5.0% 4.1% 5.5% 4.8% 4.9% Skew 10d 10.1% 8.6% 11.6% 9.3% 9.2% Call IV 25d 53.5% 47.0% 59.1% 54.4% 47.6% Put IV 25d 58.5% 51.9% 64.5% 59.2% 52.5% Bid-Ask Spread % 2.81 2.23 3.94 2.69 2.45 Gamma HHI 0.08 0.06 0.14 0.06 0.08 Net GEX 27.7M 11.5M 45.2M 19.0M 29.0M Net DEX -2.02B -2.57B -1.37B -1.55B -2.33B Net VEX -7.8M -8.2M -7.5M -7.6M -7.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.36 1.24 0.47 0.87 Total Volume 129,937.667 58,286 287,302 154,853 74,843 Total OI 1,163,184.095 1,054,365 1,258,351 1,076,052 1,093,292
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 2022-10-03 $64.29 $64.00 55.4% 15.2% 42.4% 24.5% 52.6% 4.8% 0.9% 19.0M -1.55B -7.6M 0.47 2.69 N/A N/A 105,503 49,350 594,966 481,086 2022-10-04 $65.99 $65.00 54.7% 14.8% 43.3% 22.8% 52.1% 5.2% 1.1% 26.7M -1.79B -7.7M 0.37 2.79 N/A N/A 118,191 43,564 619,590 501,024 2022-10-05 $67.87 $65.00 53.7% 14.5% 43.6% 20.6% 51.2% 5.1% 1.1% 36.4M -2.08B -7.8M 0.36 3.04 N/A N/A 136,841 49,915 635,426 515,060 2022-10-06 $70.61 $65.00 55.0% 15.9% 44.7% 23.5% 56.0% 4.8% 0.4% 45.2M -2.54B -8.1M 0.38 2.28 N/A N/A 156,305 59,703 654,679 532,664 2022-10-07 $69.60 $65.00 55.9% 16.4% 44.8% 25.4% 57.4% 4.6% 2.5% 28.2M -2.34B -8.2M 0.57 3.94 N/A N/A 183,056 104,246 672,920 549,743 2022-10-10 $65.96 $65.00 59.5% 17.2% 48.7% 33.7% 58.5% 5.3% -0.2% 18.6M -1.64B -8.0M 0.60 2.82 N/A N/A 80,860 48,140 641,508 510,723 2022-10-11 $64.23 $65.00 60.8% 17.1% 48.9% 36.6% 59.6% 5.5% -1.5% 11.5M -1.37B -7.8M 0.79 3.20 N/A N/A 68,137 53,697 655,979 524,391 2022-10-12 $65.33 $65.00 61.0% 17.2% 48.0% 37.1% 59.8% 5.3% -1.2% 15.6M -1.55B -7.8M 0.78 2.71 N/A N/A 56,857 44,196 666,284 534,208 2022-10-13 $67.96 $65.00 58.8% 16.6% 48.6% 32.2% 58.8% 5.0% -1.3% 30.2M -1.97B -8.0M 0.65 3.25 N/A N/A 87,819 57,095 676,566 550,761 2022-10-14 $66.66 $65.00 59.0% 16.6% 49.0% 32.6% 58.1% 5.4% -1.7% 18.6M -1.74B -7.9M 0.71 2.51 N/A N/A 72,947 51,630 680,222 569,938 2022-10-17 $67.56 $65.00 58.1% 16.6% 49.2% 30.6% 58.4% 5.1% -2.4% 24.8M -1.87B -7.7M 0.50 2.75 N/A N/A 54,984 27,653 630,909 535,042 2022-10-18 $67.61 $65.00 57.3% 16.4% 49.2% 28.6% 57.4% 5.2% -2.1% 26.5M -1.88B -7.5M 1.24 2.70 N/A N/A 39,557 49,077 640,219 543,671 2022-10-19 $68.10 $65.00 57.2% 16.4% 48.0% 28.5% 56.9% 5.0% -2.2% 30.1M -1.94B -7.7M 0.54 2.23 N/A N/A 89,082 47,973 645,402 558,609 2022-10-20 $68.75 $65.00 56.9% 16.4% 47.6% 27.8% 56.7% 4.9% -2.5% 34.8M -2.05B -7.9M 0.71 2.66 N/A N/A 65,629 46,540 661,108 581,735 2022-10-21 $71.06 $65.00 55.6% 16.2% 42.5% 24.8% 55.7% 4.9% -2.7% 22.1M -2.57B -7.8M 0.44 2.64 N/A N/A 107,541 47,116 667,650 590,701 2022-10-24 $70.69 $65.00 54.6% 16.2% 42.1% 22.6% 57.4% 4.5% 0.1% 24.3M -2.10B -7.8M 0.67 2.57 N/A N/A 54,940 36,872 577,949 476,416 2022-10-25 $71.27 $65.00 52.3% 15.6% 42.1% 17.4% 57.1% 5.3% 0.5% 28.4M -2.17B -7.9M 1.24 2.52 N/A N/A 26,012 32,274 596,020 491,107 2022-10-26 $72.72 $65.00 50.7% 15.2% 39.2% 13.7% 53.4% 5.1% 0.6% 36.2M -2.39B -7.7M 0.68 2.79 N/A N/A 55,476 37,884 602,420 499,796 2022-10-27 $72.13 $65.00 49.8% 14.9% 39.6% 11.8% 52.2% 4.1% 0.4% 33.8M -2.32B -7.6M 0.75 2.88 N/A N/A 52,095 39,233 611,530 508,697 2022-10-28 $71.95 $65.00 49.2% 14.8% 39.3% 10.2% 53.2% 4.8% 0.1% 41.4M -2.27B -7.9M 0.78 3.54 N/A N/A 65,177 50,681 622,981 523,874 2022-10-31 $72.91 $66.00 49.7% 15.2% 37.2% 11.3% 53.4% 4.9% 0.7% 29.0M -2.33B -7.7M 0.87 2.45 N/A N/A 39,967 34,876 595,957 497,335
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