OXY Options History — May 2024 In May 2024, OXY traded between $61.14 and $65.13. ATM implied volatility averaged 21.2%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 1.5% (HV 20d: 19.7%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.95.
Notable Days 2024-05-08 : Highest Volume — 62,844 contracts2024-05-08 : Largest IV drop — 8.8% change2024-05-02 : Highest IV Rank — 41.5%2024-05-02 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $63.21 $61.14 $65.13 $64.34 $62.23 Max Pain $60.59 $60.00 $65.00 $65.00 $61.00 ATM IV 21.2% 19.1% 26.9% 26.9% 20.0% Expected Move 6.3% 5.5% 8.9% 8.9% 6.0% HV 20d 19.7% 15.1% 22.5% 22.3% 16.5% HV 60d 19.5% 18.2% 21.3% 21.1% 18.8% IV Rank 14.9% 4.0% 41.5% 41.4% 9.2% IV Percentile 13.1% 1.2% 57.9% 57.1% 6.3% Term Structure 0.1% -1.7% 3.2% -0.1% -0.3% VWIV 22.1% 19.1% 31.1% 30.9% 21.3% Skew 25d 0.6% -0.4% 2.8% 1.0% 0.6% Skew 10d 1.5% -0.7% 7.9% 1.8% 1.4% Call IV 25d 21.2% 18.7% 26.8% 26.6% 20.5% Put IV 25d 21.9% 19.3% 27.7% 27.7% 21.1% Bid-Ask Spread % 3.14 2.10 6.18 4.15 2.96 Gamma HHI 0.09 0.08 0.21 0.08 0.09 Net GEX -16.0M -61.3M 6.9M -16.1M -20.7M Net DEX -244.3M -637.9M 189.3M -338.7M -123.5M Net VEX -8.4M -9.0M -8.1M -9.0M -8.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.36 1.73 1.07 1.14 Total Volume 44,671.136 28,252 62,844 57,462 52,842 Total OI 1,027,428.591 946,663 1,104,301 1,041,079 1,023,332
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 2024-05-01 $64.34 $65.00 26.9% 8.9% 22.3% 41.4% 30.9% 1.0% -0.1% -16.1M -338.7M -9.0M 1.07 4.15 N/A N/A 27,817 29,645 467,294 573,785 2024-05-02 $64.72 $62.50 26.9% 8.9% 22.5% 41.5% 31.1% 0.5% -0.1% -14.5M -493.2M -9.0M 1.25 3.07 N/A N/A 13,854 17,367 470,382 569,976 2024-05-03 $64.40 $62.50 25.3% 8.3% 19.2% 33.8% 29.3% 0.6% -0.4% 2.3M -443.4M -8.9M 1.08 3.06 N/A N/A 22,196 23,945 474,169 567,128 2024-05-06 $65.09 $60.00 25.0% 7.0% 19.6% 32.3% 25.2% 0.7% -0.1% 6.9M -632.9M -8.7M 1.08 2.58 N/A N/A 23,875 25,759 452,947 553,587 2024-05-07 $65.13 $60.00 23.1% 6.8% 19.7% 25.9% 24.1% -0.4% 3.2% 6.0M -637.9M -8.8M 1.06 6.18 N/A N/A 24,425 25,989 461,126 568,410 2024-05-08 $63.64 $60.00 21.1% 6.2% 20.7% 14.5% 21.6% 0.4% 0.1% -13.0M -317.1M -8.5M 0.72 2.65 N/A N/A 36,592 26,252 469,894 580,820 2024-05-09 $64.23 $60.00 20.5% 5.7% 20.9% 11.1% 20.6% -0.2% 1.3% -5.8M -469.9M -8.3M 1.73 2.26 N/A N/A 18,436 31,902 470,245 579,730 2024-05-10 $63.53 $60.00 19.8% 5.7% 21.0% 7.7% 20.6% 0.5% 0.4% -18.8M -276.2M -8.3M 0.46 2.10 N/A N/A 31,163 14,244 472,907 593,325 2024-05-13 $62.84 $60.00 20.5% 5.8% 21.1% 12.5% 20.7% 0.4% -0.4% -19.7M -182.8M -8.2M 0.77 2.26 N/A N/A 29,775 23,059 467,105 583,245 2024-05-14 $62.97 $60.00 19.4% 5.8% 20.2% 5.7% 20.2% 2.8% 1.8% -16.0M -214.2M -8.3M 0.62 2.14 N/A N/A 17,396 10,856 476,447 592,004 2024-05-15 $63.28 $60.00 19.7% 5.7% 20.0% 7.4% 20.2% 0.6% -0.0% -11.0M -298.4M -8.3M 1.09 2.38 N/A N/A 25,344 27,719 480,407 596,516 2024-05-16 $62.88 $60.00 19.6% 5.6% 20.0% 7.1% 19.6% 1.0% 0.1% -13.9M -191.8M -8.3M 0.62 2.94 N/A N/A 23,300 14,345 486,917 606,577 2024-05-17 $63.50 $60.00 19.5% 5.5% 20.0% 6.4% 19.5% 0.5% -0.7% -1.6M -370.3M -8.3M 0.69 3.07 N/A N/A 26,587 18,222 494,535 609,766 2024-05-20 $63.48 $60.00 19.4% 5.5% 19.7% 5.3% 19.5% 0.2% 0.3% -3.5M -312.6M -8.3M 0.76 3.03 N/A N/A 17,727 13,442 419,645 527,018 2024-05-21 $63.36 $60.00 19.2% 5.5% 19.5% 4.4% 19.5% 0.2% 0.1% -3.6M -306.4M -8.2M 0.36 3.78 N/A N/A 22,776 8,209 426,734 532,246 2024-05-22 $62.56 $60.00 19.8% 5.7% 19.8% 8.2% 19.9% 0.9% -0.0% -19.5M -127.8M -8.1M 0.97 3.40 N/A N/A 28,916 28,160 433,611 536,228 2024-05-23 $61.91 $60.00 20.2% 5.8% 19.4% 10.8% 20.3% 0.9% -1.7% -32.0M 24.2M -8.3M 1.28 4.30 N/A N/A 18,252 23,341 443,944 542,881 2024-05-24 $61.89 $60.00 19.1% 5.5% 19.4% 4.0% 19.1% 0.9% 0.2% -61.3M 58.0M -8.3M 1.22 3.63 N/A N/A 21,269 25,911 448,277 555,215 2024-05-28 $62.28 $60.00 20.3% 5.9% 19.4% 11.0% 20.9% 0.8% -0.4% -20.9M -55.6M -8.2M 0.90 3.40 N/A N/A 20,780 18,733 435,948 550,017 2024-05-29 $61.14 $61.00 20.4% 6.1% 17.9% 12.1% 21.4% 1.2% -1.1% -37.5M 189.3M -8.2M 0.46 2.87 N/A N/A 27,114 12,362 444,545 553,678 2024-05-30 $61.16 $61.00 21.1% 6.1% 15.1% 15.9% 21.5% 0.2% -0.8% -38.1M 146.0M -8.3M 1.66 2.93 N/A N/A 12,343 20,524 454,778 556,088 2024-05-31 $62.23 $61.00 20.0% 6.0% 16.5% 9.2% 21.3% 0.6% -0.3% -20.7M -123.5M -8.4M 1.14 2.96 N/A N/A 24,677 28,165 458,978 564,354
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