OXY Options History — August 2024 In August 2024, OXY traded between $56.00 and $59.20. ATM implied volatility averaged 23.2%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 4.5% (HV 20d: 27.7%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.46.
Notable Days 2024-08-08 : Highest Volume — 106,567 contracts2024-08-08 : Largest IV drop — 20.3% change2024-08-05 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $57.26 $56.00 $59.20 $59.20 $56.84 Max Pain $61.45 $60.00 $62.50 $61.00 $60.00 ATM IV 23.2% 18.6% 35.3% 26.8% 19.7% Expected Move 6.6% 5.4% 9.9% 8.7% 5.4% HV 20d 27.7% 20.3% 30.3% 20.3% 25.2% HV 60d 22.8% 20.1% 23.9% 20.1% 22.9% IV Rank 27.9% 0.6% 100.0% 51.8% 7.0% IV Percentile 34.7% 0.8% 100.0% 73.8% 6.7% Term Structure 0.1% -2.2% 1.7% 0.1% 1.7% VWIV 23.3% 19.0% 34.8% 30.4% 19.3% Skew 25d 2.2% 0.6% 8.7% 1.6% 1.8% Skew 10d 4.3% 1.3% 11.7% 5.1% 4.4% Call IV 25d 22.3% 18.3% 30.5% 27.2% 18.8% Put IV 25d 24.5% 19.4% 39.2% 28.8% 20.6% Bid-Ask Spread % 22.23 7.03 49.41 8.85 7.03 Gamma HHI 0.12 0.09 0.20 0.10 0.12 Net GEX -22.7M -44.6M 10.8M -34.9M 874.9K Net DEX 576.9M 334.6M 901.9M 496.0M 529.6M Net VEX -8.1M -8.9M -7.7M -8.6M -7.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.19 1.12 0.50 0.42 Total Volume 70,154.409 35,555 106,567 60,974 51,839 Total OI 1,034,078.318 946,292 1,091,230 1,007,993 1,063,464
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 2024-08-01 $59.20 $61.00 26.8% 8.7% 20.3% 51.8% 30.4% 1.6% 0.1% -34.9M 496.0M -8.6M 0.50 8.85 N/A N/A 40,521 20,453 458,784 549,209 2024-08-02 $57.45 $61.00 30.7% 9.9% 22.5% 76.1% 34.8% 4.3% -0.4% -44.6M 834.2M -8.4M 0.78 11.68 N/A N/A 58,726 45,589 469,186 553,302 2024-08-05 $56.00 $62.50 35.3% 9.8% 23.7% 100.0% 34.5% 8.7% 1.6% -28.8M 901.9M -8.3M 1.12 20.69 N/A N/A 39,089 43,808 462,278 534,462 2024-08-06 $56.33 $62.50 30.3% 8.3% 24.0% 70.3% 29.3% 3.7% -0.5% -31.3M 896.3M -8.3M 0.62 19.30 N/A N/A 38,368 23,764 473,074 544,397 2024-08-07 $56.28 $62.50 30.8% 8.4% 23.9% 73.2% 29.5% 3.9% -0.5% -30.4M 869.6M -8.3M 0.40 22.23 N/A N/A 64,474 25,696 490,025 552,279 2024-08-08 $58.91 $62.50 24.6% 6.9% 29.6% 36.0% 24.6% 2.1% 0.3% -13.4M 352.0M -8.9M 0.36 33.03 N/A N/A 78,592 27,975 521,223 562,674 2024-08-09 $58.46 $62.50 23.4% 6.8% 29.7% 29.0% 23.4% 2.0% 0.6% -25.2M 428.3M -8.6M 0.53 30.92 N/A N/A 37,982 20,123 520,051 554,513 2024-08-12 $58.91 $62.50 23.7% 6.6% 29.3% 30.9% 23.1% 2.6% -0.8% -19.9M 334.6M -8.5M 0.31 11.15 N/A N/A 49,334 15,080 494,808 534,604 2024-08-13 $57.44 $62.50 23.0% 6.2% 30.3% 26.8% 21.7% 1.5% -2.2% -35.1M 668.6M -8.1M 0.50 11.15 N/A N/A 40,004 19,933 502,456 542,929 2024-08-14 $57.09 $62.50 21.8% 6.1% 29.5% 19.7% 21.5% 2.4% 0.1% -37.8M 712.3M -7.9M 0.75 29.75 N/A N/A 42,781 32,028 515,860 542,915 2024-08-15 $57.84 $62.50 19.8% 5.7% 29.9% 7.5% 20.0% 1.0% 0.1% -27.9M 530.8M -8.2M 0.42 36.58 N/A N/A 42,471 17,724 535,250 551,277 2024-08-16 $57.73 $62.50 18.6% 5.4% 29.7% 0.6% 19.0% 1.1% 0.3% -33.1M 510.6M -7.9M 0.64 49.41 N/A N/A 33,532 21,378 543,701 547,529 2024-08-19 $57.36 $62.50 18.9% 5.4% 28.8% 2.4% 19.6% 0.6% 0.1% -23.7M 500.1M -7.7M 0.32 38.28 N/A N/A 40,931 13,166 454,454 491,838 2024-08-20 $56.31 $62.50 20.7% 5.9% 29.0% 13.0% 20.7% 1.9% 0.0% -36.4M 684.4M -7.7M 0.39 19.58 N/A N/A 59,811 23,207 472,122 497,520 2024-08-21 $56.00 $60.00 20.0% 5.7% 29.0% 9.0% 20.3% 1.3% 0.0% -38.9M 716.4M -7.7M 0.52 23.09 N/A N/A 46,020 23,997 493,108 504,661 2024-08-22 $56.09 $60.00 20.6% 5.9% 28.5% 12.2% 20.7% 1.2% 0.4% -39.8M 677.9M -7.9M 0.19 25.94 N/A N/A 40,353 7,674 511,254 512,519 2024-08-23 $57.20 $60.00 19.1% 5.4% 29.7% 3.5% 19.3% 1.2% 0.4% -3.7M 360.8M -8.1M 0.27 28.53 N/A N/A 81,676 22,353 520,581 512,919 2024-08-26 $57.45 $60.00 20.2% 5.8% 29.8% 9.9% 20.1% 1.6% 0.6% -2.6M 353.8M -8.2M 0.20 7.24 N/A N/A 85,369 17,351 506,089 497,130 2024-08-27 $56.84 $60.00 19.9% 5.7% 29.9% 8.4% 20.0% 1.6% 0.5% 201.8K 470.7M -7.9M 0.23 24.01 N/A N/A 50,784 11,557 542,980 502,625 2024-08-28 $56.72 $60.00 21.1% 6.0% 29.2% 15.4% 21.2% 1.7% -0.5% -2.7M 499.1M -7.9M 0.28 19.37 N/A N/A 27,876 7,679 545,431 506,716 2024-08-29 $57.23 $60.00 20.5% 5.8% 27.3% 11.7% 20.3% 1.3% 0.7% 10.8M 364.2M -8.0M 0.28 11.34 N/A N/A 40,763 11,566 549,082 508,444 2024-08-30 $56.84 $60.00 19.7% 5.4% 25.2% 7.0% 19.3% 1.8% 1.7% 874.9K 529.6M -7.8M 0.42 7.03 N/A N/A 36,403 15,436 552,778 510,686
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