OXY Options History — December 2022

In December 2022, OXY traded between $61.78 and $68.88. ATM implied volatility averaged 41.9%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 5.0% (HV 20d: 37.0%). Max pain ranged from $45.00 to $69.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.84.

Notable Days

2022-12-05: Highest Volume — 122,612 contracts
2022-12-22: Largest IV spike — 9.9% change
2022-12-07: Highest IV Rank — 9.6%
2022-12-08: Largest Expected Move — 13.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.83	$61.78	$68.88	$68.88	$62.78
Max Pain	$54.43	$45.00	$69.00	$69.00	$57.50
ATM IV	41.9%	37.9%	45.7%	41.9%	40.5%
Expected Move	12.0%	10.9%	13.3%	12.4%	11.0%
HV 20d	37.0%	25.2%	55.2%	54.9%	30.2%
HV 60d	43.9%	41.8%	45.7%	45.3%	41.8%
IV Rank	4.1%	0.0%	9.6%	0.0%	5.2%
IV Percentile	2.0%	0.0%	6.7%	0.0%	1.6%
Term Structure	0.8%	-0.9%	1.8%	0.6%	1.8%
VWIV	42.5%	38.3%	46.7%	43.5%	40.1%
Skew 25d	4.1%	3.4%	4.5%	3.5%	4.4%
Skew 10d	8.6%	7.1%	9.7%	8.4%	9.1%
Call IV 25d	40.5%	36.5%	44.4%	40.8%	38.4%
Put IV 25d	44.6%	40.2%	48.7%	44.3%	42.8%
Bid-Ask Spread %	2.52	1.85	4.44	2.91	2.75
Gamma HHI	0.08	0.06	0.38	0.06	0.06
Net GEX	-5.8M	-49.1M	14.0M	14.0M	-2.3M
Net DEX	-761.9M	-1.51B	-270.3M	-1.51B	-710.5M
Net VEX	-6.9M	-7.4M	-6.6M	-7.4M	-6.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.42	1.47	0.42	0.89
Total Volume	75,964.429	44,191	122,612	52,719	62,899
Total OI	1,140,523.81	1,019,033	1,226,401	1,166,180	1,127,265

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
2022-12-01	$68.88	$69.00	41.9%	12.4%	54.9%	0.0%	43.5%	3.5%	0.6%	14.0M	-1.51B	-7.4M	0.42	2.91	N/A	N/A	37,156	15,563	609,781	556,399
2022-12-02	$68.13	$69.00	41.2%	12.1%	54.7%	0.0%	42.7%	3.4%	0.4%	3.1M	-1.38B	-7.4M	0.67	2.79	N/A	N/A	39,703	26,578	621,528	562,301
2022-12-05	$65.94	$45.00	43.6%	13.0%	55.2%	5.2%	45.6%	4.1%	1.5%	1.3M	-1.11B	-7.1M	0.63	1.85	N/A	N/A	75,067	47,545	593,163	550,217
2022-12-06	$64.18	$45.00	45.4%	13.2%	54.0%	8.8%	46.6%	4.2%	1.1%	-5.6M	-857.2M	-7.1M	0.94	1.92	N/A	N/A	54,275	51,008	615,799	566,155
2022-12-07	$63.88	$45.00	45.7%	13.2%	54.0%	9.6%	46.4%	4.3%	0.9%	-6.0M	-832.5M	-7.0M	0.55	2.25	N/A	N/A	60,207	33,120	628,725	576,888
2022-12-08	$63.31	$45.00	45.6%	13.3%	41.8%	9.4%	46.7%	3.9%	0.7%	-11.7M	-736.2M	-7.0M	1.07	2.07	N/A	N/A	47,421	50,827	634,659	590,292
2022-12-09	$62.59	$50.00	43.6%	12.8%	39.2%	5.2%	44.7%	3.6%	1.7%	-21.1M	-270.3M	-6.8M	0.68	2.40	N/A	N/A	71,845	48,806	596,947	604,218
2022-12-12	$64.09	$52.50	45.3%	12.8%	32.8%	8.7%	46.1%	4.3%	-0.8%	-6.2M	-641.1M	-7.0M	0.65	2.51	N/A	N/A	44,120	28,864	570,913	585,041
2022-12-13	$64.41	$52.50	42.4%	12.1%	33.0%	2.6%	42.8%	4.2%	-0.9%	-5.7M	-654.5M	-6.9M	1.29	2.31	N/A	N/A	26,704	34,580	579,639	593,142
2022-12-14	$63.72	$52.50	41.6%	12.1%	32.6%	1.0%	42.1%	4.1%	0.8%	-11.0M	-552.4M	-6.8M	1.01	4.44	N/A	N/A	31,420	31,601	584,865	600,273
2022-12-15	$63.13	$52.50	41.3%	12.0%	31.6%	0.4%	42.1%	4.2%	0.5%	-16.6M	-494.1M	-6.8M	0.76	2.10	N/A	N/A	44,462	33,697	592,835	607,600
2022-12-16	$62.48	$52.50	41.4%	11.9%	31.4%	0.6%	42.2%	4.4%	-0.2%	-49.1M	-401.6M	-6.7M	1.30	2.44	N/A	N/A	37,342	48,497	609,885	616,516
2022-12-19	$62.22	$55.00	39.8%	11.4%	31.1%	0.0%	40.0%	4.4%	1.4%	-4.4M	-610.3M	-6.6M	0.83	2.52	N/A	N/A	33,656	27,928	501,893	517,140
2022-12-20	$62.64	$55.00	39.1%	11.2%	30.4%	0.0%	39.3%	3.6%	1.0%	-2.1M	-690.9M	-6.8M	1.05	2.93	N/A	N/A	38,281	40,291	515,830	528,396
2022-12-21	$63.88	$57.50	37.9%	10.9%	25.2%	0.0%	38.3%	3.7%	0.9%	4.5M	-876.5M	-7.0M	0.58	2.34	N/A	N/A	28,017	16,174	532,050	542,644
2022-12-22	$61.78	$57.50	41.6%	11.9%	26.5%	7.4%	42.3%	4.4%	0.5%	-7.6M	-578.3M	-6.9M	0.66	2.49	N/A	N/A	48,417	31,869	540,814	548,979
2022-12-23	$63.84	$57.50	38.7%	11.0%	30.0%	1.7%	39.9%	4.0%	1.4%	8.2M	-899.9M	-6.9M	0.57	2.16	N/A	N/A	43,172	24,683	541,975	556,358
2022-12-27	$64.34	$57.50	40.6%	11.5%	28.0%	5.4%	40.1%	3.9%	1.2%	4.8M	-942.6M	-6.8M	0.63	2.36	N/A	N/A	36,296	22,981	521,947	542,242
2022-12-28	$61.92	$57.50	42.5%	12.0%	30.0%	9.1%	41.1%	4.4%	1.7%	-5.8M	-593.9M	-6.6M	1.04	2.71	N/A	N/A	30,465	31,603	532,997	552,794
2022-12-29	$62.39	$57.50	40.9%	11.3%	30.0%	6.0%	40.4%	4.5%	1.7%	-2.9M	-663.2M	-6.6M	1.47	2.66	N/A	N/A	23,548	34,565	539,749	560,146
2022-12-30	$62.78	$57.50	40.5%	11.0%	30.2%	5.2%	40.1%	4.4%	1.8%	-2.3M	-710.5M	-6.8M	0.89	2.75	N/A	N/A	33,345	29,554	542,934	584,331