OXY Options History — August 2023 In August 2023, OXY traded between $61.38 and $65.77. ATM implied volatility averaged 26.3%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 1.6% (HV 20d: 24.7%). Max pain ranged from $57.50 to $62.50. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.51.
Notable Days 2023-08-11 : Highest Volume — 146,131 contracts2023-08-03 : Largest IV drop — 12.8% change2023-08-02 : Highest IV Rank — 18.9%2023-08-02 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $63.08 $61.38 $65.77 $62.59 $62.66 Max Pain $60.50 $57.50 $62.50 $57.50 $62.00 ATM IV 26.3% 22.7% 31.1% 28.7% 22.8% Expected Move 7.5% 6.0% 9.7% 8.7% 6.1% HV 20d 24.7% 21.4% 27.4% 26.6% 21.4% HV 60d 21.8% 20.5% 23.0% 23.0% 21.7% IV Rank 6.4% 0.0% 18.9% 12.6% 0.2% IV Percentile 7.6% 0.0% 18.3% 8.3% 0.4% Term Structure 0.2% -0.8% 1.4% -0.6% 0.7% VWIV 26.4% 21.3% 34.0% 30.6% 21.3% Skew 25d 2.5% 1.6% 3.1% 1.9% 2.0% Skew 10d 4.9% 3.2% 6.9% 3.6% 4.2% Call IV 25d 25.4% 22.0% 30.3% 28.2% 22.0% Put IV 25d 27.9% 23.8% 32.8% 30.2% 24.0% Bid-Ask Spread % 3.09 1.75 6.37 3.06 1.86 Gamma HHI 0.10 0.07 0.32 0.08 0.08 Net GEX 15.8M -7.6M 45.4M 10.7M 15.5M Net DEX -907.2M -1.54B -466.0M -932.0M -692.7M Net VEX -7.1M -7.4M -6.8M -7.3M -6.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.31 0.92 0.55 0.36 Total Volume 54,732.478 25,338 146,131 45,989 31,682 Total OI 929,888.304 816,737 1,013,695 952,205 864,895
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 2023-08-01 $62.59 $57.50 28.7% 8.7% 26.6% 12.6% 30.6% 1.9% -0.6% 10.7M -932.0M -7.3M 0.55 3.06 N/A N/A 29,697 16,292 458,543 493,662 2023-08-02 $61.45 $57.50 31.1% 9.7% 27.4% 18.9% 34.0% 2.4% -0.8% 1.9M -767.5M -7.4M 0.63 4.03 N/A N/A 51,478 32,333 466,529 499,304 2023-08-03 $62.44 $60.00 27.1% 7.7% 26.7% 8.1% 27.4% 2.5% -0.1% 24.1M -955.9M -7.3M 0.37 3.39 N/A N/A 69,101 25,629 484,751 510,727 2023-08-04 $63.70 $60.00 26.2% 7.9% 26.6% 5.8% 27.3% 1.9% -0.2% 37.1M -1.24B -7.3M 0.66 3.60 N/A N/A 79,497 52,501 499,990 513,705 2023-08-07 $63.81 $60.00 25.7% 7.3% 26.4% 4.4% 26.8% 2.6% -0.2% 26.8M -1.14B -7.3M 0.46 3.02 N/A N/A 28,812 13,262 474,728 493,334 2023-08-08 $63.70 $60.00 26.0% 7.8% 24.5% 5.2% 27.0% 2.6% 1.4% 28.9M -1.10B -7.2M 0.31 3.41 N/A N/A 36,933 11,354 479,763 497,101 2023-08-09 $63.89 $60.00 26.2% 7.5% 24.3% 5.8% 26.8% 2.5% -0.1% 31.3M -1.15B -7.3M 0.42 3.43 N/A N/A 57,031 24,088 480,227 499,800 2023-08-10 $63.59 $60.00 25.9% 7.7% 24.4% 5.0% 26.0% 2.4% 1.2% 24.8M -1.08B -7.2M 0.53 3.33 N/A N/A 33,501 17,800 487,978 500,085 2023-08-11 $65.77 $60.00 25.9% 7.5% 22.9% 5.0% 26.5% 2.1% 0.6% 36.7M -1.54B -7.1M 0.36 2.71 N/A N/A 107,396 38,735 497,937 506,527 2023-08-14 $65.09 $60.00 26.0% 7.5% 23.5% 5.2% 26.3% 2.5% 0.4% 26.2M -1.31B -7.2M 0.78 2.57 N/A N/A 21,871 17,149 480,709 490,828 2023-08-15 $63.44 $60.00 27.7% 8.0% 25.3% 9.9% 27.4% 2.6% 0.1% 14.9M -1.01B -7.3M 0.45 1.79 N/A N/A 22,828 10,282 486,509 496,432 2023-08-16 $62.61 $60.00 27.7% 7.9% 25.9% 9.8% 27.6% 2.6% -0.1% 7.9M -862.6M -7.2M 0.62 1.75 N/A N/A 21,754 13,384 487,767 497,678 2023-08-17 $63.09 $60.00 28.1% 8.0% 25.9% 10.8% 28.7% 2.4% 0.0% 12.2M -948.6M -7.2M 0.55 2.84 N/A N/A 24,990 13,777 491,785 500,262 2023-08-18 $63.97 $60.00 26.8% 7.6% 26.2% 7.3% 26.8% 3.0% 0.9% 45.4M -1.10B -7.2M 0.31 3.06 N/A N/A 38,235 12,000 494,702 505,089 2023-08-21 $63.78 $60.00 26.6% 7.5% 24.6% 6.9% 26.2% 2.6% 0.1% 8.7M -821.2M -7.1M 0.42 3.14 N/A N/A 31,015 13,087 405,583 411,154 2023-08-22 $62.95 $62.50 26.8% 7.6% 24.3% 7.3% 26.8% 2.8% 0.4% 4.0M -708.3M -7.2M 0.41 2.89 N/A N/A 24,628 10,002 415,316 417,430 2023-08-23 $61.80 $61.00 26.5% 7.5% 24.9% 6.5% 26.0% 3.1% 0.4% -5.4M -533.2M -7.1M 0.92 3.14 N/A N/A 27,602 25,339 418,233 421,181 2023-08-24 $61.38 $62.50 26.9% 7.6% 24.1% 7.6% 26.2% 3.1% 0.1% -7.6M -466.0M -7.1M 0.43 2.75 N/A N/A 17,683 7,655 423,095 433,550 2023-08-25 $61.91 $62.50 25.3% 7.0% 24.2% 3.4% 24.7% 2.5% 0.3% -1.7M -547.3M -7.0M 0.70 2.85 N/A N/A 27,220 19,031 426,902 436,916 2023-08-28 $62.20 $62.00 24.9% 6.7% 23.3% 2.2% 23.4% 2.6% 0.4% 2.0M -610.8M -6.8M 0.65 3.04 N/A N/A 18,139 11,739 412,431 423,016 2023-08-29 $62.44 $62.00 23.8% 6.3% 23.1% 0.0% 22.1% 2.4% 0.3% 5.3M -642.6M -6.9M 0.35 3.06 N/A N/A 27,173 9,644 416,813 426,774 2023-08-30 $62.67 $62.00 22.7% 6.0% 22.1% 0.0% 21.4% 1.6% 0.3% 14.1M -707.2M -6.8M 0.52 6.37 N/A N/A 23,400 12,098 425,907 431,783 2023-08-31 $62.66 $62.00 22.8% 6.1% 21.4% 0.2% 21.3% 2.0% 0.7% 15.5M -692.7M -6.8M 0.36 1.86 N/A N/A 23,306 8,376 429,281 435,614
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