OXY Options History — March 2023 In March 2023, OXY traded between $56.67 and $62.38. ATM implied volatility averaged 38.0%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 2.9% (HV 20d: 35.1%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.62.
Notable Days 2023-03-08 : Highest Volume — 167,545 contracts2023-03-15 : Largest IV spike — 17.5% change2023-03-15 : Highest IV Rank — 30.3%2023-03-15 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $60.15 $56.67 $62.38 $60.00 $62.38 Max Pain $60.63 $60.00 $62.50 $60.00 $60.00 ATM IV 38.0% 33.2% 46.9% 36.0% 33.2% Expected Move 10.8% 8.9% 13.1% 9.9% 8.9% HV 20d 35.1% 31.5% 38.7% 38.6% 35.3% HV 60d 34.1% 32.6% 35.7% 33.4% 34.5% IV Rank 9.1% 0.0% 30.3% 2.7% 0.0% IV Percentile 8.5% 0.0% 32.5% 2.4% 0.0% Term Structure 0.2% -1.2% 1.8% -0.0% 1.8% VWIV 37.8% 31.9% 45.8% 35.3% 31.9% Skew 25d 4.6% 2.4% 7.2% 2.7% 4.1% Skew 10d 9.0% 4.8% 14.3% 5.3% 7.7% Call IV 25d 36.1% 31.0% 44.6% 35.3% 31.0% Put IV 25d 40.7% 35.1% 51.0% 38.0% 35.1% Bid-Ask Spread % 4.97 2.69 10.17 3.90 4.10 Gamma HHI 0.07 0.05 0.15 0.09 0.13 Net GEX 9.4M -10.7M 29.5M 16.6M 25.9M Net DEX -528.5M -995.6M 9.0M -437.0M -995.6M Net VEX -7.3M -7.9M -6.9M -6.9M -7.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.33 1.00 0.44 0.61 Total Volume 80,363.783 50,880 167,545 72,989 68,670 Total OI 968,850.826 844,744 1,072,181 1,007,080 977,939
Daily Data (23 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 2023-03-01 $60.00 $60.00 36.0% 9.9% 38.6% 2.7% 35.3% 2.7% -0.0% 16.6M -437.0M -6.9M 0.44 3.90 N/A N/A 50,814 22,175 577,732 429,348 2023-03-02 $60.38 $61.00 35.8% 10.0% 38.7% 2.2% 35.1% 2.8% -0.3% 21.1M -488.6M -6.9M 0.53 3.80 N/A N/A 41,838 22,130 578,825 434,405 2023-03-03 $61.19 $61.00 34.1% 9.3% 38.0% 0.0% 33.3% 2.4% 0.1% 20.8M -639.4M -7.0M 0.52 4.02 N/A N/A 59,920 31,293 582,640 440,569 2023-03-06 $61.59 $62.50 34.2% 9.8% 37.6% 0.2% 34.7% 3.1% 0.1% 10.0M -598.0M -6.9M 0.58 4.02 N/A N/A 40,056 23,301 536,391 413,157 2023-03-07 $60.81 $62.50 34.5% 10.1% 37.8% 0.9% 35.5% 2.9% 0.0% 8.4M -498.9M -6.9M 0.89 10.17 N/A N/A 29,309 26,059 551,395 423,938 2023-03-08 $61.89 $60.00 34.8% 9.9% 34.2% 1.4% 35.4% 2.5% 0.1% 17.3M -669.1M -7.1M 0.43 4.34 N/A N/A 117,249 50,296 555,956 432,815 2023-03-09 $60.59 $60.00 36.8% 10.7% 34.9% 5.4% 36.6% 2.6% -0.5% 7.7M -448.0M -7.2M 0.78 4.69 N/A N/A 52,647 41,073 575,391 445,745 2023-03-10 $59.52 $62.50 38.5% 11.0% 35.0% 9.8% 38.0% 3.4% -0.4% -8.0M -314.5M -7.1M 0.82 5.25 N/A N/A 47,811 39,305 585,819 450,402 2023-03-13 $59.19 $62.50 40.5% 11.4% 31.5% 14.3% 41.0% 5.2% -0.6% -2.2M -290.7M -7.1M 0.71 7.17 N/A N/A 37,697 26,721 560,419 434,718 2023-03-14 $59.88 $60.00 39.9% 11.3% 31.9% 13.8% 39.4% 4.9% -0.3% 1.9M -408.1M -7.2M 0.70 5.48 N/A N/A 37,363 26,093 570,325 441,243 2023-03-15 $56.67 $62.50 46.9% 13.1% 35.2% 30.3% 45.8% 6.4% -1.2% -10.7M 9.0M -7.0M 0.69 6.50 N/A N/A 73,578 51,060 575,396 445,577 2023-03-16 $58.97 $60.00 41.8% 11.8% 35.1% 18.2% 42.7% 7.1% -0.9% 213.4K -318.9M -7.4M 0.71 3.83 N/A N/A 57,600 40,846 593,967 454,740 2023-03-17 $58.47 $60.00 44.4% 12.7% 35.1% 24.2% 44.2% 7.2% -0.2% -3.3M -223.7M -7.3M 1.00 4.05 N/A N/A 38,446 38,523 603,717 468,464 2023-03-20 $59.19 $60.00 41.5% 11.9% 34.0% 17.6% 40.9% 6.7% 0.2% 2.1M -481.5M -7.4M 0.33 4.93 N/A N/A 70,908 23,624 457,582 387,162 2023-03-21 $60.45 $60.00 38.9% 11.1% 34.7% 11.3% 39.1% 5.2% 0.4% 18.8M -706.1M -7.6M 0.51 3.16 N/A N/A 41,009 21,096 488,151 398,871 2023-03-22 $59.28 $60.00 38.6% 11.1% 33.3% 10.8% 38.2% 5.3% 0.6% 9.7M -518.9M -7.4M 0.41 7.64 N/A N/A 37,416 15,320 488,428 408,099 2023-03-23 $58.41 $60.00 41.1% 11.8% 32.8% 16.6% 40.2% 6.0% -0.4% 1.6M -370.3M -7.3M 0.68 6.10 N/A N/A 30,317 20,563 494,936 413,498 2023-03-24 $58.38 $60.00 39.5% 11.3% 32.4% 12.9% 39.3% 5.9% 0.4% -6.0M -338.2M -7.3M 0.36 5.03 N/A N/A 55,937 20,094 501,408 424,084 2023-03-27 $59.70 $60.00 36.9% 10.5% 33.3% 6.8% 37.1% 5.5% 0.9% 8.9M -555.0M -7.3M 0.64 4.93 N/A N/A 33,227 21,359 479,276 406,428 2023-03-28 $62.13 $60.00 36.1% 10.3% 36.1% 4.8% 36.4% 4.2% 1.1% 19.9M -935.5M -7.5M 0.48 4.80 N/A N/A 92,459 44,637 489,775 415,886 2023-03-29 $62.16 $60.00 35.2% 10.0% 35.6% 2.6% 35.2% 4.2% 1.2% 25.6M -952.0M -7.7M 0.69 2.69 N/A N/A 41,933 28,723 508,604 424,742 2023-03-30 $62.27 $60.00 34.8% 9.5% 35.6% 1.7% 34.4% 4.4% 1.7% 29.5M -976.3M -7.7M 0.80 3.68 N/A N/A 32,149 25,723 521,113 434,493 2023-03-31 $62.38 $60.00 33.2% 8.9% 35.3% 0.0% 31.9% 4.1% 1.8% 25.9M -995.6M -7.9M 0.61 4.10 N/A N/A 42,532 26,138 528,419 449,520
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