OXY Options History — June 2024 In June 2024, OXY traded between $59.47 and $63.53. ATM implied volatility averaged 20.2%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 0.2% (HV 20d: 20.0%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.49.
Notable Days 2024-06-07 : Highest Volume — 174,669 contracts2024-06-04 : Largest IV spike — 7.1% change2024-06-18 : Highest IV Rank — 13.8%2024-06-03 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $61.05 $59.47 $63.53 $60.47 $63.05 Max Pain $60.55 $60.00 $62.50 $61.00 $60.00 ATM IV 20.2% 18.9% 20.7% 18.9% 20.4% Expected Move 5.8% 5.5% 6.3% 6.3% 5.6% HV 20d 20.0% 16.8% 25.6% 19.0% 24.6% HV 60d 20.1% 19.4% 21.9% 19.6% 20.9% IV Rank 10.5% 2.3% 13.8% 2.3% 11.7% IV Percentile 9.0% 1.2% 13.9% 1.2% 13.1% Term Structure 0.8% -0.0% 5.6% 5.6% 1.3% VWIV 20.7% 19.8% 21.9% 21.9% 20.0% Skew 25d 0.5% -1.2% 2.6% 2.6% 0.5% Skew 10d 1.0% -1.3% 3.0% 2.1% 0.1% Call IV 25d 20.4% 19.5% 21.2% 19.8% 20.0% Put IV 25d 20.9% 19.9% 22.6% 22.4% 20.5% Bid-Ask Spread % 8.04 2.73 29.84 3.76 29.84 Gamma HHI 0.12 0.07 0.16 0.13 0.16 Net GEX -16.5M -45.6M 46.5M -35.5M 46.5M Net DEX 100.0M -469.6M 517.7M 273.8M -345.7M Net VEX -8.1M -8.3M -8.0M -8.1M -8.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.17 0.77 0.72 0.47 Total Volume 68,107.053 34,540 174,669 71,148 69,381 Total OI 1,007,783.684 864,634 1,100,579 1,001,408 911,665
Daily Data (19 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 2024-06-03 $60.47 $61.00 18.9% 6.3% 19.0% 2.3% 21.9% 2.6% 5.6% -35.5M 273.8M -8.1M 0.72 3.76 N/A N/A 41,364 29,784 447,614 553,794 2024-06-04 $59.72 $61.00 20.2% 6.1% 18.5% 10.7% 21.7% 2.4% 0.7% -43.9M 446.9M -8.1M 0.77 3.30 N/A N/A 27,621 21,206 459,410 568,159 2024-06-05 $59.66 $61.00 20.3% 6.0% 18.5% 11.4% 20.9% 0.9% 0.2% -45.6M 460.4M -8.1M 0.49 3.18 N/A N/A 23,132 11,408 467,087 573,057 2024-06-06 $59.97 $62.50 20.5% 6.0% 17.4% 12.3% 21.0% 0.9% -0.0% -45.4M 388.6M -8.1M 0.69 2.93 N/A N/A 20,430 14,168 475,741 580,742 2024-06-07 $59.47 $62.50 20.1% 5.8% 16.8% 9.9% 20.4% 0.3% -0.0% -45.6M 517.7M -8.0M 0.17 2.74 N/A N/A 149,068 25,601 478,523 583,979 2024-06-10 $60.19 $62.50 20.2% 5.9% 17.5% 10.3% 20.8% 0.7% 0.3% -35.6M 403.1M -8.1M 0.28 3.29 N/A N/A 50,707 14,282 441,472 580,440 2024-06-11 $60.50 $60.00 20.4% 6.0% 17.5% 12.2% 21.2% 0.0% 0.1% -26.4M 248.0M -8.3M 0.63 6.08 N/A N/A 25,937 16,277 461,303 571,096 2024-06-12 $60.11 $60.00 19.9% 5.9% 17.5% 8.9% 20.6% 1.2% 0.9% -36.8M 315.7M -8.2M 0.68 4.65 N/A N/A 32,939 22,358 466,112 573,799 2024-06-13 $59.84 $60.00 20.0% 5.8% 17.3% 9.3% 20.6% 0.5% 0.5% -42.3M 414.0M -8.0M 0.67 3.69 N/A N/A 35,222 23,496 473,709 585,925 2024-06-14 $59.70 $60.00 20.2% 5.9% 17.2% 10.6% 20.9% 0.8% 0.6% -40.2M 401.1M -8.2M 0.72 2.84 N/A N/A 30,899 22,132 485,973 583,099 2024-06-17 $60.28 $60.00 20.4% 5.9% 17.2% 11.6% 21.2% 0.1% 0.7% -36.9M 236.1M -8.1M 0.52 2.73 N/A N/A 29,651 15,548 477,155 574,023 2024-06-18 $61.28 $60.00 20.7% 5.9% 18.5% 13.8% 21.1% 0.2% 0.9% -11.7M -63.6M -8.2M 0.31 3.16 N/A N/A 69,738 21,277 488,271 573,826 2024-06-20 $62.56 $60.00 20.6% 5.9% 20.1% 13.1% 20.6% -0.4% 0.3% 21.3M -443.0M -8.1M 0.37 3.89 N/A N/A 85,858 32,070 496,539 578,625 2024-06-21 $61.09 $60.00 20.1% 5.8% 21.3% 9.8% 20.3% 0.0% 0.0% -27.4M 15.0M -8.2M 0.24 2.93 N/A N/A 63,188 15,057 511,383 589,196 2024-06-24 $63.53 $60.00 20.4% 5.6% 25.4% 11.7% 20.3% -1.2% 1.0% 30.9M -469.6M -8.2M 0.39 19.94 N/A N/A 66,794 26,286 405,111 459,523 2024-06-25 $63.03 $60.00 19.9% 5.5% 25.6% 9.0% 19.8% 0.8% 0.8% 22.9M -336.1M -8.0M 0.57 16.22 N/A N/A 39,200 22,498 404,475 468,551 2024-06-26 $62.84 $60.00 20.0% 5.6% 25.5% 9.4% 19.8% -0.4% 0.8% 20.2M -297.5M -8.2M 0.32 20.48 N/A N/A 35,068 11,346 414,665 480,839 2024-06-27 $62.70 $60.00 20.3% 5.6% 24.6% 11.0% 20.3% -0.1% 0.7% 17.9M -265.1M -8.0M 0.29 17.16 N/A N/A 41,164 11,879 419,716 483,293 2024-06-28 $63.05 $60.00 20.4% 5.6% 24.6% 11.7% 20.0% 0.5% 1.3% 46.5M -345.7M -8.1M 0.47 29.84 N/A N/A 47,293 22,088 427,181 484,484
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