OXY Options History — July 2024 In July 2024, OXY traded between $60.03 and $63.67. ATM implied volatility averaged 23.7%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 4.1% (HV 20d: 19.6%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.58.
Notable Days 2024-07-18 : Highest Volume — 102,948 contracts2024-07-08 : Largest IV spike — 13.1% change2024-07-30 : Highest IV Rank — 42.9%2024-07-31 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $61.55 $60.03 $63.67 $62.89 $61.22 Max Pain $61.86 $60.00 $62.50 $60.00 $61.00 ATM IV 23.7% 20.1% 25.4% 20.9% 25.1% Expected Move 7.0% 5.4% 8.2% 5.6% 8.2% HV 20d 19.6% 15.2% 23.9% 23.9% 16.7% HV 60d 19.9% 18.9% 20.9% 20.9% 19.1% IV Rank 32.4% 9.9% 42.9% 14.9% 40.9% IV Percentile 43.5% 9.5% 61.1% 17.9% 58.7% Term Structure 0.0% -3.2% 2.7% 1.0% -1.2% VWIV 24.6% 19.4% 28.9% 19.8% 28.9% Skew 25d 0.5% -2.4% 2.1% 0.5% 0.6% Skew 10d 1.9% -0.3% 3.7% 0.4% 2.4% Call IV 25d 23.9% 19.8% 25.9% 21.0% 25.8% Put IV 25d 24.4% 20.9% 26.8% 21.6% 26.4% Bid-Ask Spread % 27.41 10.08 53.57 20.99 20.54 Gamma HHI 0.10 0.09 0.14 0.09 0.09 Net GEX -9.9M -44.7M 27.3M 16.7M -6.8M Net DEX 20.5M -532.5M 417.7M -285.6M 15.4M Net VEX -8.4M -8.6M -8.1M -8.3M -8.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.27 1.07 0.56 0.39 Total Volume 56,938.136 25,091 102,948 64,541 40,127 Total OI 972,994.364 882,819 1,024,504 882,819 996,980
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 2024-07-01 $62.89 $60.00 20.9% 5.6% 23.9% 14.9% 19.8% 0.5% 1.0% 16.7M -285.6M -8.3M 0.56 20.99 N/A N/A 41,289 23,252 415,268 467,551 2024-07-02 $62.36 $60.00 20.1% 5.5% 21.6% 9.9% 19.5% 1.1% 1.9% 9.8M -180.2M -8.1M 0.60 15.07 N/A N/A 43,628 26,300 427,784 478,542 2024-07-03 $62.27 $60.00 20.1% 5.4% 21.0% 10.0% 19.4% 1.1% 2.7% 10.4M -138.5M -8.3M 0.49 47.41 N/A N/A 21,700 10,589 441,882 491,798 2024-07-05 $61.70 $62.50 20.6% 6.5% 21.4% 13.0% 22.6% 1.1% 1.5% -4.5M 33.1M -8.1M 1.07 26.82 N/A N/A 30,515 32,577 446,957 498,293 2024-07-08 $61.14 $62.50 23.3% 6.9% 21.7% 29.8% 23.9% 0.5% 0.1% -18.2M 125.1M -8.2M 0.51 44.24 N/A N/A 36,710 18,701 422,583 504,926 2024-07-09 $61.05 $62.50 23.5% 6.9% 21.4% 31.1% 24.0% 0.1% 0.0% -16.5M 122.7M -8.2M 0.65 38.67 N/A N/A 29,769 19,387 438,924 516,750 2024-07-10 $61.25 $62.50 23.8% 7.0% 21.0% 32.9% 24.3% 1.0% 0.2% -15.4M 90.2M -8.5M 0.45 43.83 N/A N/A 25,669 11,662 451,523 528,625 2024-07-11 $61.61 $62.50 24.2% 6.8% 21.1% 35.6% 24.2% 1.0% -0.4% -2.3M 5.9M -8.4M 0.85 42.93 N/A N/A 20,481 17,409 464,727 534,734 2024-07-12 $61.28 $62.50 23.6% 6.8% 21.0% 31.7% 23.7% 0.3% -0.1% -17.0M 85.8M -8.3M 0.88 44.65 N/A N/A 22,184 19,451 468,580 543,145 2024-07-15 $62.11 $62.50 24.2% 6.9% 21.4% 35.8% 24.2% 0.3% -0.8% -340.8K -147.3M -8.2M 0.49 29.00 N/A N/A 49,695 24,298 452,429 529,822 2024-07-16 $62.25 $62.50 24.6% 7.0% 21.3% 38.1% 24.5% 0.5% -0.9% 6.3M -172.2M -8.4M 0.27 20.59 N/A N/A 33,157 8,920 466,567 540,309 2024-07-17 $63.14 $62.50 25.2% 7.2% 21.6% 41.7% 25.4% 0.4% -1.1% 21.6M -416.2M -8.5M 0.59 31.06 N/A N/A 51,309 30,197 471,046 542,638 2024-07-18 $63.67 $62.50 25.0% 7.2% 21.1% 40.6% 25.5% 0.0% -0.6% 27.3M -532.5M -8.5M 0.28 18.06 N/A N/A 80,525 22,423 473,486 551,018 2024-07-19 $62.78 $62.50 25.3% 7.4% 20.6% 42.5% 26.1% 0.6% -3.2% 21.5M -245.7M -8.3M 0.76 53.57 N/A N/A 46,702 35,327 465,342 556,986 2024-07-22 $61.30 $62.50 24.0% 7.2% 20.6% 34.1% 25.4% -0.5% -0.5% -34.5M 215.2M -8.3M 0.35 10.08 N/A N/A 55,901 19,610 403,451 524,349 2024-07-23 $60.39 $62.00 24.4% 7.2% 15.2% 36.6% 25.6% -1.1% 0.1% -43.8M 357.2M -8.4M 0.67 13.40 N/A N/A 40,180 26,884 428,339 528,840 2024-07-24 $60.03 $62.00 23.9% 7.5% 15.2% 34.0% 26.8% 1.1% 0.9% -44.7M 417.7M -8.6M 0.35 18.41 N/A N/A 33,088 11,581 440,247 541,334 2024-07-25 $60.70 $62.00 24.7% 7.3% 15.9% 38.6% 26.4% -2.4% -0.3% -41.5M 245.7M -8.6M 0.62 26.73 N/A N/A 29,896 18,632 450,119 542,231 2024-07-26 $60.52 $62.00 24.5% 7.4% 15.9% 37.4% 26.0% 0.9% -0.4% -41.3M 320.6M -8.5M 0.71 14.87 N/A N/A 39,247 27,881 456,390 549,291 2024-07-29 $60.11 $61.00 25.0% 7.7% 15.8% 40.8% 27.1% 1.3% 1.1% -25.2M 302.4M -8.4M 0.83 11.98 N/A N/A 27,734 22,961 434,723 527,178 2024-07-30 $60.36 $61.00 25.4% 8.0% 15.9% 42.9% 27.8% 2.1% 0.3% -19.9M 231.3M -8.5M 0.50 10.08 N/A N/A 16,677 8,414 447,772 542,397 2024-07-31 $61.22 $61.00 25.1% 8.2% 16.7% 40.9% 28.9% 0.6% -1.2% -6.8M 15.4M -8.6M 0.39 20.54 N/A N/A 28,901 11,226 452,048 544,932
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