OXY Options History — April 2024 In April 2024, OXY traded between $65.97 and $69.53. ATM implied volatility averaged 25.6%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 7.1% (HV 20d: 18.5%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2024-04-12 : Highest Volume — 205,150 contracts2024-04-12 : Largest IV spike — 10.4% change2024-04-17 : Highest IV Rank — 49.6%2024-04-30 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $67.68 $65.97 $69.53 $66.48 $66.30 Max Pain $63.30 $60.00 $65.00 $62.50 $65.00 ATM IV 25.6% 20.6% 28.5% 20.6% 26.8% Expected Move 7.5% 5.6% 8.5% 5.6% 8.5% HV 20d 18.5% 15.0% 21.2% 16.2% 20.3% HV 60d 19.6% 18.9% 20.3% 20.3% 20.0% IV Rank 35.0% 10.5% 49.6% 10.5% 40.9% IV Percentile 42.9% 3.2% 66.3% 3.2% 55.2% Term Structure -0.1% -7.2% 3.9% 3.1% -0.2% VWIV 26.3% 19.7% 30.1% 19.7% 30.1% Skew 25d 0.6% -1.1% 2.1% -0.2% 0.7% Skew 10d 0.8% -2.9% 2.8% -0.7% 1.3% Call IV 25d 25.8% 21.3% 30.0% 21.3% 26.4% Put IV 25d 26.3% 21.2% 29.7% 21.2% 27.1% Bid-Ask Spread % 4.43 3.04 14.80 3.04 3.86 Gamma HHI 0.09 0.07 0.16 0.08 0.08 Net GEX 34.1M -17.9M 74.3M 41.0M 7.4M Net DEX -1.26B -1.99B -746.8M -1.24B -746.8M Net VEX -9.3M -9.8M -8.7M -8.7M -9.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.22 1.16 0.33 0.89 Total Volume 75,274.227 23,010 205,150 107,416 39,184 Total OI 1,122,696 1,017,415 1,231,035 1,032,344 1,030,205
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 2024-04-01 $66.48 $62.50 20.6% 5.6% 16.2% 10.5% 19.7% -0.2% 3.1% 41.0M -1.24B -8.7M 0.33 3.04 N/A N/A 80,813 26,603 462,353 569,991 2024-04-02 $67.05 $62.50 22.2% 6.0% 15.1% 18.4% 21.5% -0.0% 3.5% 49.7M -1.39B -9.1M 0.27 4.12 N/A N/A 100,198 26,940 496,086 582,298 2024-04-03 $67.80 $62.50 21.1% 5.8% 15.0% 13.0% 20.7% 0.5% 3.9% 65.3M -1.59B -9.1M 0.48 3.57 N/A N/A 47,874 23,132 518,938 592,180 2024-04-04 $67.53 $60.00 23.3% 7.5% 15.2% 23.7% 26.5% -0.1% 0.9% 61.1M -1.47B -9.5M 0.37 4.63 N/A N/A 59,630 21,896 521,244 606,347 2024-04-05 $69.53 $60.00 24.3% 7.6% 16.9% 28.8% 26.7% -0.9% 2.7% 51.4M -1.99B -9.4M 0.30 5.21 N/A N/A 120,648 36,393 542,882 616,362 2024-04-08 $68.73 $60.00 24.9% 7.3% 17.8% 31.8% 25.2% 0.6% -0.6% 50.5M -1.65B -9.3M 0.22 14.80 N/A N/A 70,915 15,809 526,306 611,729 2024-04-09 $68.43 $62.50 25.1% 7.2% 18.0% 32.5% 25.2% -0.2% -0.4% 50.6M -1.58B -9.2M 0.39 3.76 N/A N/A 28,604 11,204 533,211 615,932 2024-04-10 $68.85 $62.50 26.3% 7.4% 17.7% 38.4% 26.7% -0.4% -0.4% 55.2M -1.66B -9.4M 0.33 4.11 N/A N/A 59,874 19,661 536,100 621,738 2024-04-11 $69.30 $62.50 25.5% 7.1% 17.5% 34.6% 25.6% 0.0% -0.8% 66.7M -1.76B -9.3M 0.48 4.05 N/A N/A 33,331 16,019 546,091 629,071 2024-04-12 $68.95 $62.50 28.1% 7.9% 17.9% 47.7% 28.4% -1.1% -0.8% 74.3M -1.64B -9.6M 0.44 3.58 N/A N/A 142,094 63,056 550,105 636,679 2024-04-15 $68.34 $65.00 28.4% 8.0% 18.6% 49.0% 28.3% -0.3% -7.2% 34.3M -1.40B -9.6M 0.48 4.29 N/A N/A 60,155 28,636 541,345 642,360 2024-04-16 $66.91 $65.00 28.2% 8.1% 20.5% 48.2% 28.5% 1.6% -0.5% 14.9M -1.02B -9.6M 0.50 3.76 N/A N/A 53,397 26,768 556,403 657,340 2024-04-17 $65.97 $65.00 28.5% 8.2% 21.1% 49.6% 27.3% 1.7% -0.8% 5.1M -785.4M -9.8M 0.51 3.84 N/A N/A 42,712 21,688 562,870 659,874 2024-04-18 $66.05 $62.50 27.1% 7.8% 21.0% 42.5% 27.2% 2.1% -0.8% 2.1M -840.5M -9.7M 1.06 3.42 N/A N/A 23,612 24,920 564,944 657,734 2024-04-19 $66.69 $62.50 27.3% 7.9% 21.2% 43.7% 28.1% 1.3% -0.4% -17.9M -952.3M -9.7M 0.65 4.41 N/A N/A 59,914 38,840 566,930 664,105 2024-04-22 $67.19 $65.00 26.4% 7.7% 21.2% 39.1% 27.5% 1.2% -0.7% 12.8M -911.6M -9.4M 0.68 4.28 N/A N/A 22,829 15,484 468,076 568,525 2024-04-23 $67.41 $65.00 25.7% 7.5% 21.0% 35.7% 26.3% 0.9% -0.7% 17.2M -966.2M -9.3M 0.46 4.36 N/A N/A 16,004 7,419 474,612 574,382 2024-04-24 $67.37 $65.00 26.1% 7.8% 19.5% 37.5% 27.6% 1.3% -0.7% 18.4M -958.6M -9.3M 0.52 3.77 N/A N/A 15,164 7,846 477,897 576,083 2024-04-25 $67.97 $65.00 25.5% 7.6% 19.5% 34.5% 26.6% 0.9% -0.8% 30.7M -1.09B -9.2M 0.31 3.39 N/A N/A 37,536 11,544 481,112 576,864 2024-04-26 $67.80 $65.00 25.3% 7.6% 19.0% 33.8% 26.6% 1.8% -0.5% 33.5M -1.05B -9.2M 1.16 3.60 N/A N/A 24,950 28,954 487,772 576,821 2024-04-29 $68.25 $65.00 26.0% 8.1% 17.5% 37.0% 28.3% 0.8% -0.1% 25.4M -1.12B -8.8M 0.49 3.64 N/A N/A 29,407 14,376 457,623 559,792 2024-04-30 $66.30 $65.00 26.8% 8.5% 20.3% 40.9% 30.1% 0.7% -0.2% 7.4M -746.8M -9.0M 0.89 3.86 N/A N/A 20,753 18,431 464,359 565,846
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