OXY Options History — November 2022

In November 2022, OXY traded between $67.81 and $75.67. ATM implied volatility averaged 46.3%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 0.6% (HV 20d: 46.9%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.72.

Notable Days

  • 2022-11-09: Highest Volume — 171,649 contracts
  • 2022-11-10: Largest IV drop — 8.2% change
  • 2022-11-08: Highest IV Rank — 10.7%
  • 2022-11-01: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.80$67.81$75.67$73.69$69.73
Max Pain$67.33$65.00$70.00$67.50$69.00
ATM IV46.3%42.3%49.4%48.1%42.3%
Expected Move13.5%12.3%14.8%14.8%12.5%
HV 20d46.9%27.9%56.0%36.5%55.9%
HV 60d46.2%44.3%50.6%45.0%45.5%
IV Rank4.9%0.0%10.7%7.9%0.0%
IV Percentile5.0%0.0%13.9%7.5%0.0%
Term Structure0.4%-0.9%1.4%0.8%0.6%
VWIV47.8%43.7%52.1%52.1%44.1%
Skew 25d4.3%3.2%5.2%4.6%3.2%
Skew 10d8.9%6.5%11.9%9.3%7.8%
Call IV 25d44.8%41.4%47.8%46.7%41.4%
Put IV 25d49.0%44.7%52.1%51.3%44.7%
Bid-Ask Spread %3.112.204.223.374.22
Gamma HHI0.080.050.100.090.06
Net GEX23.7M5.1M41.4M32.6M18.7M
Net DEX-2.05B-2.73B-1.44B-2.46B-1.66B
Net VEX-7.6M-7.8M-7.4M-7.7M-7.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.311.360.760.47
Total Volume110,232.95226,157171,64992,49562,284
Total OI1,182,578.811,046,2461,297,8681,119,6781,155,715

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$73.69$67.5048.1%14.8%36.5%7.9%52.1%4.6%0.8%32.6M-2.46B-7.7M0.763.37N/AN/A52,64939,846609,253510,425
2022-11-02$71.32$67.5048.8%14.8%37.9%9.5%51.3%4.5%0.7%23.8M-2.10B-7.7M0.713.80N/AN/A52,88037,430619,974519,498
2022-11-03$72.26$65.0047.4%14.0%35.5%6.3%48.8%4.1%0.9%30.3M-2.24B-7.7M0.523.56N/AN/A56,37829,343634,836527,055
2022-11-04$73.35$65.0047.0%14.0%35.3%5.2%48.2%3.5%1.3%41.4M-2.46B-7.6M0.842.99N/AN/A82,14569,066647,260533,798
2022-11-07$75.67$65.0048.5%14.1%29.8%8.7%49.4%3.5%0.9%36.4M-2.73B-7.7M0.312.38N/AN/A124,91739,292626,656543,019
2022-11-08$74.91$65.0049.4%14.4%27.9%10.7%51.1%4.0%0.9%38.5M-2.61B-7.8M0.623.28N/AN/A78,44448,809651,285557,489
2022-11-09$67.81$65.0049.3%14.4%46.9%10.6%50.2%4.8%0.4%5.1M-1.47B-7.5M0.773.43N/AN/A96,97074,679672,970579,012
2022-11-10$70.26$65.0045.3%13.4%46.5%1.4%48.3%3.8%1.4%14.8M-1.84B-7.7M0.692.94N/AN/A88,96761,728685,541598,191
2022-11-11$74.59$65.0044.3%13.0%50.1%0.0%46.6%3.2%1.3%33.4M-2.60B-7.5M0.562.57N/AN/A103,56657,776681,648616,220
2022-11-14$73.79$65.0045.7%13.2%50.3%3.1%47.2%4.3%0.4%31.3M-2.37B-7.5M0.773.28N/AN/A51,04339,114625,771572,654
2022-11-15$74.39$67.5046.8%13.5%50.3%5.6%47.6%4.2%0.2%33.5M-2.46B-7.6M0.673.65N/AN/A49,99933,604633,631586,568
2022-11-16$72.25$67.5047.0%13.5%51.7%6.1%48.1%4.8%-0.0%21.9M-2.07B-7.6M0.932.20N/AN/A44,46341,388644,143594,671
2022-11-17$70.98$67.5047.8%13.7%52.2%7.9%52.0%5.2%-0.6%8.6M-1.83B-7.6M1.362.67N/AN/A44,28860,146654,373608,782
2022-11-18$71.27$67.5046.1%13.2%50.9%4.1%46.1%4.5%0.6%15.2M-1.90B-7.6M0.672.97N/AN/A90,33260,505664,664616,378
2022-11-21$69.28$70.0047.9%13.8%51.8%8.0%48.3%4.7%-0.9%10.3M-1.55B-7.4M0.662.68N/AN/A96,76263,582554,231492,015
2022-11-22$72.65$70.0044.0%12.6%54.6%0.0%44.2%4.0%-0.3%27.1M-2.08B-7.8M0.612.92N/AN/A75,40345,904584,614520,179
2022-11-23$71.11$70.0044.2%12.6%54.6%0.5%44.0%4.2%-0.3%23.8M-1.84B-7.8M1.073.00N/AN/A44,14947,185599,130536,024
2022-11-25$70.88$70.0043.0%12.3%54.6%0.0%43.7%4.6%-0.4%26.1M-1.81B-7.7M0.782.87N/AN/A14,67611,481609,429545,434
2022-11-28$68.38$70.0045.0%13.4%56.0%4.3%46.8%4.8%0.0%10.4M-1.44B-7.4M0.583.36N/AN/A44,92626,160576,124520,254
2022-11-29$69.22$70.0044.5%13.2%55.9%3.1%46.2%4.6%0.3%14.9M-1.56B-7.5M0.713.14N/AN/A42,35430,259592,510532,731
2022-11-30$69.73$69.0042.3%12.5%55.9%0.0%44.1%3.2%0.6%18.7M-1.66B-7.5M0.474.22N/AN/A42,42719,857605,105550,610