OXY Options History — April 2023 In April 2023, OXY traded between $60.11 and $65.25. ATM implied volatility averaged 35.0%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 3.0% (HV 20d: 32.0%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.70.
Notable Days 2023-04-03 : Highest Volume — 181,686 contracts2023-04-25 : Largest IV spike — 10.8% change2023-04-10 : Highest IV Rank — 11.6%2023-04-26 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $63.06 $60.11 $65.25 $65.25 $61.75 Max Pain $61.50 $60.00 $62.50 $60.00 $62.50 ATM IV 35.0% 32.7% 38.2% 33.8% 33.3% Expected Move 10.0% 9.0% 11.0% 9.1% 9.7% HV 20d 32.0% 26.3% 38.7% 38.6% 27.4% HV 60d 34.6% 33.6% 35.4% 35.4% 33.8% IV Rank 4.5% 0.0% 11.6% 1.5% 1.4% IV Percentile 5.0% 0.0% 15.1% 0.4% 0.8% Term Structure 0.3% -1.1% 3.6% 3.0% -0.1% VWIV 35.3% 31.1% 38.9% 32.6% 34.3% Skew 25d 4.1% 3.2% 5.1% 3.2% 4.2% Skew 10d 8.0% 6.1% 9.9% 6.1% 8.0% Call IV 25d 33.4% 30.6% 37.0% 32.9% 32.0% Put IV 25d 37.6% 34.8% 41.9% 36.1% 36.2% Bid-Ask Spread % 3.54 1.79 6.05 3.06 3.78 Gamma HHI 0.07 0.05 0.12 0.08 0.07 Net GEX 10.7M -10.1M 32.5M 23.7M -1.4M Net DEX -792.0M -1.23B -279.5M -1.23B -527.1M Net VEX -7.8M -8.3M -7.5M -8.0M -7.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.41 1.18 0.43 0.43 Total Volume 62,117.684 35,268 181,686 181,686 62,877 Total OI 981,677.211 921,382 1,023,454 921,382 1,007,134
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 2023-04-03 $65.25 $60.00 33.8% 9.1% 38.6% 1.5% 32.6% 3.2% 3.0% 23.7M -1.23B -8.0M 0.43 3.06 N/A N/A 126,934 54,752 487,551 433,831 2023-04-04 $64.34 $60.00 33.5% 9.0% 38.7% 0.8% 31.1% 3.5% 3.6% 25.1M -1.09B -8.1M 0.69 3.45 N/A N/A 54,040 37,455 525,394 452,146 2023-04-05 $64.53 $61.00 34.3% 9.1% 38.3% 2.6% 32.8% 3.9% 3.6% 26.3M -1.08B -8.3M 0.52 6.05 N/A N/A 38,851 20,337 533,937 469,601 2023-04-06 $63.11 $62.50 35.3% 10.8% 38.4% 4.8% 37.2% 3.9% 3.4% 14.8M -853.1M -8.1M 0.41 4.70 N/A N/A 51,841 21,496 540,759 477,918 2023-04-10 $63.97 $60.00 38.2% 10.9% 37.8% 11.6% 38.9% 4.9% -0.9% 18.3M -970.6M -8.1M 0.42 4.33 N/A N/A 38,630 16,196 512,729 454,306 2023-04-11 $64.43 $60.00 37.2% 10.6% 37.7% 9.2% 36.9% 3.9% -0.8% 26.8M -1.06B -8.1M 0.53 5.67 N/A N/A 28,541 15,031 521,000 458,725 2023-04-12 $64.88 $60.00 36.8% 10.4% 37.6% 8.3% 38.1% 4.1% -0.2% 30.1M -1.12B -8.0M 0.73 4.13 N/A N/A 24,006 17,520 522,326 463,961 2023-04-13 $64.88 $62.50 35.8% 10.1% 30.6% 5.9% 37.0% 3.8% -0.9% 32.5M -1.10B -7.9M 0.78 3.00 N/A N/A 19,818 15,450 525,382 470,278 2023-04-14 $64.47 $62.50 34.8% 9.8% 28.2% 3.8% 34.8% 4.0% -0.8% 18.3M -1.03B -7.6M 0.62 4.56 N/A N/A 25,199 15,618 526,975 474,942 2023-04-17 $62.97 $62.50 35.1% 10.0% 29.6% 4.4% 35.3% 4.0% 0.0% 8.1M -770.7M -7.5M 1.18 3.33 N/A N/A 23,796 28,197 502,546 454,989 2023-04-18 $62.95 $60.00 34.6% 9.9% 29.5% 3.2% 34.3% 4.2% -0.4% 5.8M -747.7M -7.5M 0.47 2.60 N/A N/A 35,042 16,326 509,101 468,432 2023-04-19 $62.34 $60.00 33.8% 9.7% 29.0% 1.4% 34.6% 4.0% 0.4% -1.0M -655.1M -7.5M 1.07 1.79 N/A N/A 30,108 32,173 519,244 474,377 2023-04-20 $61.64 $62.50 33.9% 9.7% 28.4% 1.7% 33.7% 4.1% -0.1% -5.1M -526.8M -7.6M 0.68 2.48 N/A N/A 28,434 19,326 525,472 485,792 2023-04-21 $61.72 $62.50 33.4% 9.6% 27.7% 0.4% 34.1% 4.0% -0.1% -2.0M -517.5M -7.5M 0.87 1.92 N/A N/A 28,451 24,714 528,152 495,302 2023-04-24 $62.91 $62.50 32.7% 9.4% 28.2% 0.0% 33.4% 4.2% -0.7% 4.2M -683.6M -7.6M 0.72 3.06 N/A N/A 32,385 23,198 474,953 447,740 2023-04-25 $61.23 $62.50 36.2% 10.6% 29.3% 8.0% 37.5% 5.1% -0.8% -2.6M -452.1M -7.6M 0.91 3.64 N/A N/A 29,692 27,046 490,208 458,613 2023-04-26 $60.11 $62.50 37.6% 11.0% 26.3% 11.2% 38.1% 4.8% -1.1% -10.1M -279.5M -7.7M 1.03 2.58 N/A N/A 35,178 36,122 494,644 473,183 2023-04-27 $60.61 $62.50 34.8% 10.1% 26.5% 4.9% 35.7% 4.5% -0.8% -9.0M -347.0M -7.8M 0.86 3.17 N/A N/A 24,402 21,054 507,322 482,902 2023-04-28 $61.75 $62.50 33.3% 9.7% 27.4% 1.4% 34.3% 4.2% -0.1% -1.4M -527.1M -7.9M 0.43 3.78 N/A N/A 43,957 18,920 513,983 493,151
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