OXY Options History — February 2023 In February 2023, OXY traded between $58.16 and $66.34. ATM implied volatility averaged 42.7%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 6.2% (HV 20d: 36.5%). Max pain ranged from $62.00 to $65.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.56.
Notable Days 2023-02-28 : Highest Volume — 150,465 contracts2023-02-28 : Largest IV drop — 14.8% change2023-02-22 : Highest IV Rank — 20.0%2023-02-22 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $61.99 $58.16 $66.34 $63.89 $58.95 Max Pain $64.45 $62.00 $65.00 $65.00 $62.00 ATM IV 42.7% 35.8% 45.4% 40.7% 35.8% Expected Move 12.2% 9.9% 13.3% 10.6% 9.9% HV 20d 36.5% 29.0% 42.0% 29.9% 37.9% HV 60d 35.1% 32.4% 40.1% 40.0% 33.2% IV Rank 15.1% 2.4% 20.0% 11.4% 2.4% IV Percentile 15.3% 2.0% 24.6% 9.1% 2.0% Term Structure -0.6% -1.2% 0.4% -0.5% 0.4% VWIV 42.9% 35.0% 47.2% 36.8% 35.0% Skew 25d 3.9% 2.7% 5.5% 5.2% 2.8% Skew 10d 7.8% 5.0% 12.2% 10.2% 5.7% Call IV 25d 41.2% 35.2% 44.1% 38.4% 35.2% Put IV 25d 45.1% 38.0% 47.7% 43.7% 38.0% Bid-Ask Spread % 3.68 2.20 5.03 4.08 3.03 Gamma HHI 0.07 0.06 0.13 0.07 0.09 Net GEX 3.6M -14.4M 24.8M 1.6M 7.5M Net DEX -432.0M -1.02B -67.6M -496.6M -247.0M Net VEX -6.6M -6.9M -6.3M -6.5M -6.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.34 0.78 0.57 0.42 Total Volume 84,141.684 36,269 150,465 56,187 150,465 Total OI 932,620.842 843,829 1,020,809 881,774 985,361
Daily Data (19 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 2023-02-01 $63.89 $65.00 40.7% 10.6% 29.9% 11.4% 36.8% 5.2% -0.5% 1.6M -496.6M -6.5M 0.57 4.08 N/A N/A 35,697 20,490 456,010 425,764 2023-02-02 $62.22 $65.00 42.4% 12.0% 31.6% 14.4% 42.3% 5.5% -0.5% -5.4M -291.0M -6.4M 0.73 5.03 N/A N/A 36,716 26,683 472,883 432,022 2023-02-03 $61.11 $65.00 42.4% 12.3% 31.0% 14.5% 41.7% 4.6% -0.2% -11.0M -159.2M -6.3M 0.64 4.83 N/A N/A 56,073 36,082 485,366 441,093 2023-02-06 $61.42 $65.00 42.9% 12.0% 29.0% 15.3% 42.3% 4.5% -0.9% -6.1M -265.0M -6.3M 0.67 4.06 N/A N/A 33,834 22,836 465,031 423,412 2023-02-07 $64.37 $65.00 42.3% 11.9% 33.8% 14.4% 43.5% 3.8% -0.6% 10.0M -696.6M -6.8M 0.63 3.61 N/A N/A 59,053 37,440 477,264 432,670 2023-02-08 $64.10 $65.00 43.0% 12.1% 33.8% 15.7% 43.9% 4.1% -0.9% 14.8M -714.0M -6.9M 0.72 3.78 N/A N/A 26,733 19,301 502,220 441,721 2023-02-09 $63.20 $65.00 43.8% 12.5% 34.2% 17.1% 43.3% 4.3% -0.4% 5.7M -545.8M -6.7M 0.62 3.90 N/A N/A 22,386 13,883 505,609 449,663 2023-02-10 $65.66 $65.00 43.7% 12.5% 35.7% 17.0% 43.3% 4.1% 0.3% 24.7M -971.5M -6.9M 0.34 3.74 N/A N/A 88,793 30,383 508,820 455,203 2023-02-13 $64.91 $65.00 44.8% 12.8% 35.9% 19.0% 45.0% 4.4% -1.1% 15.3M -793.3M -6.8M 0.61 2.20 N/A N/A 28,537 17,364 499,491 431,902 2023-02-14 $66.34 $65.00 42.4% 12.1% 36.5% 14.6% 43.4% 3.9% 0.1% 24.8M -1.02B -6.8M 0.65 2.25 N/A N/A 52,428 34,215 505,432 439,225 2023-02-15 $63.00 $65.00 44.1% 12.6% 41.0% 17.6% 43.8% 4.1% -1.2% -867.6K -448.1M -6.6M 0.63 2.61 N/A N/A 69,173 43,238 508,916 454,561 2023-02-16 $62.52 $65.00 43.4% 12.5% 40.3% 16.4% 43.3% 3.2% -0.5% -883.8K -441.9M -6.7M 0.34 3.62 N/A N/A 47,511 15,924 539,182 465,195 2023-02-17 $60.64 $65.00 43.0% 12.4% 40.8% 15.6% 43.5% 3.5% -0.6% -14.4M -152.5M -6.5M 0.78 3.37 N/A N/A 57,540 44,678 548,664 472,145 2023-02-21 $60.11 $65.00 44.3% 12.8% 40.9% 18.0% 45.5% 3.7% -0.8% -1.4M -242.8M -6.5M 0.53 3.83 N/A N/A 37,445 19,836 459,517 384,312 2023-02-22 $58.16 $65.00 45.4% 13.3% 40.9% 20.0% 47.2% 3.5% -1.0% -6.3M -67.6M -6.4M 0.45 3.37 N/A N/A 80,572 36,586 476,930 391,237 2023-02-23 $59.45 $62.50 43.1% 12.5% 42.0% 15.9% 43.5% 3.4% -1.1% 9.0M -263.9M -6.7M 0.43 3.77 N/A N/A 47,659 20,459 522,892 401,480 2023-02-24 $58.63 $62.50 41.9% 12.2% 39.1% 13.7% 43.5% 2.7% -0.3% -103.6K -134.2M -6.7M 0.56 4.41 N/A N/A 54,423 30,654 536,335 411,609 2023-02-27 $59.08 $62.50 42.1% 12.6% 39.4% 13.9% 44.8% 2.7% -1.2% 1.3M -257.7M -6.8M 0.37 4.45 N/A N/A 104,947 38,655 511,893 398,766 2023-02-28 $58.95 $62.00 35.8% 9.9% 37.9% 2.4% 35.0% 2.8% 0.4% 7.5M -247.0M -6.7M 0.42 3.03 N/A N/A 105,690 44,775 563,244 422,117
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