OXY Options History — October 2023 In October 2023, OXY traded between $59.48 and $66.47. ATM implied volatility averaged 32.6%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 2.9% (HV 20d: 35.5%). Max pain ranged from $64.00 to $65.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2023-10-04 : Highest Volume — 105,489 contracts2023-10-09 : Largest IV spike — 9.5% change2023-10-27 : Highest IV Rank — 40.4%2023-10-30 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $63.19 $59.48 $66.47 $62.09 $61.72 Max Pain $64.86 $64.00 $65.00 $64.00 $65.00 ATM IV 32.6% 31.2% 34.5% 31.2% 31.6% Expected Move 9.5% 8.9% 10.2% 8.9% 9.8% HV 20d 35.5% 31.9% 39.0% 33.6% 31.9% HV 60d 29.2% 27.8% 30.1% 27.8% 29.4% IV Rank 30.2% 23.7% 40.4% 23.7% 34.7% IV Percentile 40.0% 35.3% 47.6% 35.3% 36.5% Term Structure 0.1% -1.6% 2.6% 1.3% 0.0% VWIV 33.5% 31.3% 36.0% 31.3% 33.9% Skew 25d 2.5% 1.7% 4.3% 3.1% 2.5% Skew 10d 3.7% 1.7% 7.0% 5.2% 3.6% Call IV 25d 31.9% 29.4% 34.7% 30.3% 30.9% Put IV 25d 34.4% 32.6% 36.8% 33.4% 33.4% Bid-Ask Spread % 2.04 1.71 2.59 2.16 2.46 Gamma HHI 0.09 0.07 0.23 0.08 0.10 Net GEX 3.7M -20.8M 44.8M -8.8M -12.8M Net DEX -746.8M -1.38B -115.5M -502.9M -476.9M Net VEX -7.7M -8.0M -7.4M -7.7M -7.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.30 1.26 0.81 0.50 Total Volume 52,415.182 24,446 105,489 67,578 24,446 Total OI 981,441.091 909,436 1,050,452 930,356 949,337
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 2023-10-02 $62.09 $64.00 31.2% 8.9% 33.6% 23.7% 31.3% 3.1% 1.3% -8.8M -502.9M -7.7M 0.81 2.16 N/A N/A 37,404 30,174 461,336 469,020 2023-10-03 $62.41 $64.00 32.5% 9.2% 32.3% 27.0% 32.2% 3.1% 1.4% -5.7M -547.4M -7.9M 0.75 2.03 N/A N/A 19,030 14,203 473,992 485,177 2023-10-04 $59.97 $64.00 33.1% 9.4% 34.8% 28.5% 34.0% 4.3% 1.2% -19.0M -157.5M -7.6M 1.26 2.29 N/A N/A 46,750 58,739 476,799 487,948 2023-10-05 $59.48 $65.00 33.1% 9.6% 34.6% 28.5% 33.5% 3.9% 1.5% -20.8M -115.5M -7.7M 1.05 2.08 N/A N/A 28,931 30,326 492,027 499,366 2023-10-06 $61.41 $65.00 31.5% 9.3% 36.5% 24.6% 32.2% 3.2% 2.6% -12.6M -459.8M -7.8M 0.35 1.73 N/A N/A 44,399 15,663 498,815 506,705 2023-10-09 $64.06 $65.00 34.5% 9.8% 39.0% 32.2% 35.2% 2.1% -0.8% 3.7M -904.8M -8.0M 0.34 1.96 N/A N/A 78,151 26,912 470,319 496,160 2023-10-10 $64.05 $65.00 33.0% 9.3% 36.1% 28.5% 33.3% 2.3% -0.8% 10.9M -927.9M -7.9M 0.46 1.77 N/A N/A 26,169 12,139 491,252 505,171 2023-10-11 $63.34 $65.00 32.6% 9.4% 36.3% 27.5% 32.6% 2.1% -0.1% 6.3M -794.2M -7.9M 0.48 2.32 N/A N/A 29,605 14,080 497,696 510,109 2023-10-12 $63.23 $65.00 31.8% 9.1% 35.6% 25.2% 31.5% 2.1% 0.2% 7.1M -768.7M -7.8M 0.60 1.71 N/A N/A 21,344 12,767 504,271 513,265 2023-10-13 $64.28 $65.00 33.3% 9.4% 36.0% 29.0% 33.2% 1.7% -0.6% 11.4M -1.02B -7.9M 0.30 1.75 N/A N/A 55,563 16,858 509,348 515,886 2023-10-16 $65.35 $65.00 31.7% 9.0% 36.5% 26.3% 32.3% 2.1% -0.8% 19.7M -1.13B -7.7M 0.65 1.88 N/A N/A 25,977 16,766 493,992 499,094 2023-10-17 $65.37 $65.00 32.0% 9.2% 36.5% 27.3% 32.4% 1.7% -1.2% 21.9M -1.14B -7.6M 0.37 1.81 N/A N/A 40,086 14,777 498,900 503,597 2023-10-18 $66.13 $65.00 33.2% 9.5% 35.8% 31.2% 33.5% 1.7% -1.6% 35.3M -1.31B -7.7M 0.34 1.86 N/A N/A 46,864 15,733 521,767 508,078 2023-10-19 $66.47 $65.00 33.0% 9.5% 34.4% 31.5% 33.8% 1.7% -1.1% 38.4M -1.38B -7.7M 0.32 1.84 N/A N/A 35,227 11,399 526,981 510,700 2023-10-20 $65.16 $65.00 32.9% 9.6% 35.4% 31.0% 33.5% 2.3% -1.4% 44.8M -1.13B -7.8M 0.52 1.77 N/A N/A 31,484 16,462 536,277 514,175 2023-10-23 $62.64 $65.00 32.6% 9.7% 38.2% 30.5% 34.0% 2.5% 0.6% -4.5M -624.3M -7.5M 0.84 2.18 N/A N/A 34,822 29,159 460,537 448,899 2023-10-24 $62.70 $65.00 31.6% 9.5% 38.2% 28.8% 33.3% 2.3% 0.7% -5.0M -620.6M -7.6M 0.99 1.96 N/A N/A 13,585 13,428 471,261 465,481 2023-10-25 $63.09 $65.00 32.5% 9.8% 35.3% 32.5% 34.2% 2.2% 0.5% -3.4M -685.5M -7.6M 0.75 2.15 N/A N/A 20,827 15,651 473,890 471,492 2023-10-26 $63.36 $65.00 33.1% 10.0% 35.3% 36.6% 35.0% 2.3% 0.5% -1.2M -723.2M -7.7M 0.42 2.39 N/A N/A 33,524 14,187 479,915 478,701 2023-10-27 $62.20 $65.00 33.6% 10.1% 35.6% 40.4% 35.7% 2.7% 0.6% -13.2M -534.5M -7.7M 0.72 2.59 N/A N/A 27,660 20,035 494,056 481,911 2023-10-30 $61.75 $65.00 33.1% 10.2% 32.0% 39.8% 36.0% 2.8% -0.1% -11.2M -483.1M -7.5M 0.95 2.25 N/A N/A 16,321 15,507 464,304 473,697 2023-10-31 $61.72 $65.00 31.6% 9.8% 31.9% 34.7% 33.9% 2.5% 0.0% -12.8M -476.9M -7.4M 0.50 2.46 N/A N/A 16,276 8,170 469,093 480,244
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