OXY Options History — May 2023 In May 2023, OXY traded between $57.02 and $61.34. ATM implied volatility averaged 33.3%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 6.4% (HV 20d: 26.9%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.79.
Notable Days 2023-05-10 : Highest Volume — 144,096 contracts2023-05-05 : Largest IV drop — 10.3% change2023-05-04 : Highest IV Rank — 13.7%2023-05-04 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $58.88 $57.02 $61.34 $61.34 $57.72 Max Pain $60.66 $60.00 $62.50 $62.50 $60.00 ATM IV 33.3% 29.7% 38.7% 34.3% 31.9% Expected Move 9.7% 8.5% 11.6% 10.2% 9.4% HV 20d 26.9% 22.6% 29.6% 27.5% 25.2% HV 60d 31.2% 29.5% 33.6% 33.4% 29.5% IV Rank 4.5% 0.0% 13.7% 3.7% 5.5% IV Percentile 5.2% 0.0% 19.4% 4.4% 2.4% Term Structure 0.3% -0.7% 1.1% 0.7% -0.7% VWIV 34.1% 29.8% 40.3% 36.2% 32.6% Skew 25d 4.7% 4.0% 5.7% 4.8% 5.2% Skew 10d 9.2% 7.9% 10.8% 9.4% 9.4% Call IV 25d 31.4% 28.2% 36.5% 31.8% 30.0% Put IV 25d 36.1% 32.5% 42.2% 36.7% 35.1% Bid-Ask Spread % 3.03 1.93 4.07 3.95 3.78 Gamma HHI 0.08 0.06 0.14 0.06 0.08 Net GEX -10.2M -29.2M 3.2M -1.3M -15.9M Net DEX -240.5M -481.3M 94.5M -481.3M -120.1M Net VEX -7.5M -7.9M -7.3M -7.7M -7.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.40 1.47 1.00 0.64 Total Volume 57,760.591 17,377 144,096 37,828 52,189 Total OI 1,015,755.591 916,175 1,092,023 970,849 968,547
Daily Data (22 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 2023-05-01 $61.34 $62.50 34.3% 10.2% 27.5% 3.7% 36.2% 4.8% 0.7% -1.3M -481.3M -7.7M 1.00 3.95 N/A N/A 18,941 18,887 499,142 471,707 2023-05-02 $59.98 $62.50 36.1% 11.0% 22.6% 7.9% 38.8% 5.5% 0.5% -8.7M -298.9M -7.7M 0.88 3.21 N/A N/A 32,644 28,690 508,227 483,856 2023-05-03 $58.99 $62.00 37.4% 11.5% 22.8% 10.6% 38.2% 5.1% 0.1% -13.0M -172.0M -7.6M 1.47 3.25 N/A N/A 19,445 28,514 516,944 496,147 2023-05-04 $58.64 $62.50 38.7% 11.6% 22.6% 13.7% 40.3% 5.7% 0.5% -15.8M -129.4M -7.7M 0.73 3.36 N/A N/A 27,585 20,262 521,425 499,293 2023-05-05 $60.70 $62.50 34.7% 10.5% 25.6% 4.6% 36.0% 4.7% 1.1% -2.6M -457.0M -7.9M 0.69 3.47 N/A N/A 46,354 31,994 530,788 504,533 2023-05-08 $59.08 $62.50 36.2% 10.5% 26.4% 8.1% 36.8% 5.0% 0.1% -12.1M -230.9M -7.6M 0.83 2.27 N/A N/A 40,629 33,564 511,704 484,875 2023-05-09 $59.13 $60.00 36.4% 10.4% 26.1% 8.5% 36.8% 4.8% -0.4% -11.4M -239.1M -7.7M 0.68 3.29 N/A N/A 43,686 29,547 529,234 503,304 2023-05-10 $57.02 $60.00 35.0% 10.1% 28.1% 5.3% 35.3% 4.6% 0.0% -26.1M 94.5M -7.4M 1.13 3.29 N/A N/A 67,537 76,559 546,327 517,834 2023-05-11 $57.58 $60.00 34.1% 10.0% 28.6% 3.4% 35.2% 4.2% 1.0% -18.5M -56.3M -7.4M 0.63 4.07 N/A N/A 44,373 28,174 559,303 524,088 2023-05-12 $58.00 $60.00 33.4% 9.7% 29.0% 1.8% 34.0% 4.6% 0.7% -29.2M -111.2M -7.5M 0.87 2.44 N/A N/A 26,976 23,391 562,353 529,670 2023-05-15 $58.38 $60.00 32.6% 9.4% 28.4% 0.0% 32.7% 4.3% -0.2% -12.7M -175.8M -7.3M 0.72 2.14 N/A N/A 26,256 19,016 525,649 506,771 2023-05-16 $58.03 $60.00 32.8% 9.4% 28.4% 0.4% 32.4% 5.0% -0.2% -10.5M -153.2M -7.4M 1.31 1.93 N/A N/A 16,248 21,284 538,534 512,156 2023-05-17 $58.91 $60.00 30.2% 8.7% 29.1% 0.0% 32.3% 4.6% 0.7% -6.9M -288.6M -7.4M 0.66 2.33 N/A N/A 28,230 18,603 542,049 522,658 2023-05-18 $58.39 $60.00 30.7% 8.8% 29.0% 1.2% 29.8% 4.5% -0.2% -11.1M -195.0M -7.4M 0.89 2.05 N/A N/A 23,744 21,090 541,926 524,265 2023-05-19 $59.20 $60.00 29.8% 8.5% 29.6% 0.0% 30.7% 4.0% 0.2% 3.2M -341.9M -7.4M 0.40 2.04 N/A N/A 95,848 38,772 547,586 531,053 2023-05-22 $59.14 $60.00 29.7% 8.6% 28.5% 0.0% 30.7% 4.3% 1.0% -4.7M -341.8M -7.4M 0.67 3.04 N/A N/A 18,850 12,616 449,023 467,152 2023-05-23 $59.89 $60.00 30.5% 8.8% 27.5% 2.1% 31.3% 4.7% 0.7% 2.7M -461.6M -7.7M 0.47 3.30 N/A N/A 25,339 11,884 462,080 478,794 2023-05-24 $59.25 $60.00 32.1% 9.4% 27.0% 6.1% 33.5% 4.3% 0.0% 67.0K -372.1M -7.7M 0.66 3.89 N/A N/A 10,486 6,891 482,981 492,310 2023-05-25 $58.70 $60.00 32.3% 9.3% 27.0% 6.6% 33.1% 4.8% 0.6% -10.6M -255.4M -7.6M 0.40 3.15 N/A N/A 36,764 14,864 492,961 501,107 2023-05-26 $58.89 $60.00 31.1% 8.8% 26.0% 3.5% 30.9% 4.2% 0.8% -8.0M -285.9M -7.6M 0.90 2.41 N/A N/A 23,682 21,232 499,594 506,037 2023-05-30 $58.50 $60.00 32.1% 9.2% 26.0% 6.1% 31.6% 4.8% -0.7% -11.6M -217.2M -7.4M 0.67 3.99 N/A N/A 23,464 15,629 462,795 489,841 2023-05-31 $57.72 $60.00 31.9% 9.4% 25.2% 5.5% 32.6% 5.2% -0.7% -15.9M -120.1M -7.3M 0.64 3.78 N/A N/A 31,744 20,445 471,168 497,379
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