OXY Options History — February 2024 In February 2024, OXY traded between $57.00 and $60.80. ATM implied volatility averaged 25.0%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 3.9% (HV 20d: 21.1%). Max pain ranged from $57.50 to $60.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.65.
Notable Days 2024-02-15 : Highest Volume — 233,278 contracts2024-02-15 : Largest IV drop — 12.6% change2024-02-05 : Highest IV Rank — 27.7%2024-02-05 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $58.92 $57.00 $60.80 $57.33 $60.70 Max Pain $57.98 $57.50 $60.00 $57.50 $60.00 ATM IV 25.0% 21.7% 28.5% 28.3% 21.7% Expected Move 7.1% 6.1% 8.0% 7.9% 6.1% HV 20d 21.1% 15.9% 25.3% 20.1% 23.4% HV 60d 20.9% 19.4% 22.4% 20.5% 22.2% IV Rank 14.1% 1.1% 27.7% 27.1% 1.1% IV Percentile 23.1% 0.4% 46.0% 45.2% 0.4% Term Structure -0.3% -0.8% 0.3% -0.3% 0.2% VWIV 25.1% 21.5% 28.4% 28.1% 21.5% Skew 25d 0.8% -0.1% 1.6% 1.1% 0.7% Skew 10d 1.1% -1.2% 3.0% 1.1% 1.4% Call IV 25d 24.8% 21.3% 28.0% 27.9% 21.4% Put IV 25d 25.6% 22.1% 29.3% 29.1% 22.1% Bid-Ask Spread % 2.74 2.16 4.55 4.50 2.34 Gamma HHI 0.10 0.07 0.18 0.07 0.11 Net GEX 1.9M -31.9M 37.2M -6.9M 26.9M Net DEX -112.9M -695.9M 278.6M 115.9M -349.3M Net VEX -9.0M -9.5M -8.2M -8.4M -9.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.29 1.16 0.57 0.36 Total Volume 82,782.4 39,777 233,278 52,243 39,777 Total OI 1,040,521.95 938,914 1,159,738 958,882 1,080,769
Daily Data (20 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 2024-02-01 $57.33 $57.50 28.3% 7.9% 20.1% 27.1% 28.1% 1.1% -0.3% -6.9M 115.9M -8.4M 0.57 4.50 N/A N/A 33,313 18,930 457,148 501,734 2024-02-02 $57.09 $57.50 27.9% 8.0% 18.1% 25.3% 28.0% 0.8% 0.0% -31.9M 161.1M -8.3M 0.79 2.39 N/A N/A 38,542 30,374 466,156 506,898 2024-02-05 $57.00 $57.50 28.5% 8.0% 18.1% 27.7% 28.2% 1.3% -0.7% -14.5M 167.9M -8.2M 0.62 2.57 N/A N/A 42,704 26,364 439,226 499,688 2024-02-06 $57.69 $57.50 27.3% 7.7% 18.3% 23.0% 27.1% 1.0% -0.3% -7.0M 32.9M -8.3M 1.16 2.76 N/A N/A 48,074 55,761 450,047 514,639 2024-02-07 $57.55 $57.50 26.9% 7.6% 17.8% 21.6% 26.6% 0.9% -0.4% -12.7M 128.0M -8.8M 0.92 2.71 N/A N/A 27,601 25,380 466,742 552,264 2024-02-08 $58.16 $57.50 26.4% 7.5% 17.6% 19.6% 26.6% 0.5% -0.5% -4.6M -12.0M -8.9M 0.99 2.16 N/A N/A 27,025 26,842 476,584 566,331 2024-02-09 $57.28 $57.50 26.8% 7.6% 18.4% 21.1% 26.6% -0.1% -0.8% -28.6M 228.3M -8.9M 0.59 2.22 N/A N/A 43,442 25,689 482,092 578,368 2024-02-12 $58.06 $57.50 26.6% 7.6% 18.1% 20.4% 26.7% 0.1% -0.4% -15.9M 51.5M -8.9M 0.90 2.42 N/A N/A 43,112 38,766 462,915 564,711 2024-02-13 $57.53 $57.50 27.5% 7.9% 16.3% 23.9% 27.9% 0.8% -0.6% -24.6M 231.6M -9.2M 0.73 2.56 N/A N/A 32,903 24,090 474,971 588,426 2024-02-14 $57.30 $57.50 27.6% 7.9% 15.9% 24.4% 28.4% 1.1% -0.5% -26.8M 278.6M -9.2M 0.73 2.89 N/A N/A 68,629 49,867 488,182 598,924 2024-02-15 $59.95 $57.50 24.1% 6.9% 22.3% 10.8% 24.8% -0.1% 0.1% 37.0M -513.5M -9.3M 0.33 2.68 N/A N/A 175,428 57,850 520,330 625,800 2024-02-16 $60.80 $57.50 23.0% 6.6% 22.5% 6.4% 23.3% 0.5% 0.3% 37.2M -695.9M -9.2M 0.50 2.51 N/A N/A 108,314 53,858 526,698 633,040 2024-02-20 $59.31 $57.50 23.8% 6.9% 24.7% 9.4% 24.3% 1.6% -0.5% -1.5M -89.4M -9.4M 0.45 4.55 N/A N/A 75,087 33,547 460,017 543,214 2024-02-21 $60.41 $57.50 23.5% 6.7% 25.3% 8.1% 23.4% 1.2% -0.2% 19.5M -382.5M -9.4M 0.59 2.56 N/A N/A 46,386 27,362 486,110 560,285 2024-02-22 $60.39 $57.50 22.6% 6.4% 25.2% 4.6% 22.4% 0.9% -0.1% 20.5M -369.4M -9.4M 0.29 3.06 N/A N/A 42,076 12,341 493,035 559,177 2024-02-23 $60.11 $58.00 22.0% 6.2% 25.1% 2.2% 21.8% 1.2% -0.2% 34.6M -318.3M -9.2M 0.82 2.45 N/A N/A 39,036 31,933 492,514 562,730 2024-02-26 $60.66 $59.00 21.9% 6.2% 25.2% 1.8% 21.9% 1.0% 0.1% 9.8M -328.0M -9.2M 0.70 2.83 N/A N/A 48,774 34,090 462,886 551,376 2024-02-27 $60.73 $60.00 21.7% 6.2% 25.1% 1.3% 21.8% 1.0% -0.5% 16.4M -350.2M -9.4M 0.53 2.33 N/A N/A 29,828 15,822 478,835 573,348 2024-02-28 $60.30 $60.00 22.2% 6.3% 24.7% 3.0% 22.3% 0.8% -0.4% 11.0M -244.5M -9.5M 0.35 2.39 N/A N/A 41,949 14,782 487,583 576,646 2024-02-29 $60.70 $60.00 21.7% 6.1% 23.4% 1.1% 21.5% 0.7% 0.2% 26.9M -349.3M -9.5M 0.36 2.34 N/A N/A 29,198 10,579 500,506 580,263
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