OXY Options History — September 2024 In September 2024, OXY traded between $49.86 and $55.36. ATM implied volatility averaged 25.0%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 2.6% (HV 20d: 22.4%). Max pain ranged from $52.50 to $60.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.47.
Notable Days 2024-09-30 : Highest Volume — 172,887 contracts2024-09-26 : Largest IV spike — 9.4% change2024-09-30 : Highest IV Rank — 59.8%2024-09-30 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $51.96 $49.86 $55.36 $55.36 $51.31 Max Pain $54.25 $52.50 $60.00 $60.00 $52.50 ATM IV 25.0% 21.9% 28.6% 21.9% 28.6% Expected Move 7.2% 6.6% 7.9% 6.6% 7.9% HV 20d 22.4% 20.3% 26.2% 25.3% 25.0% HV 60d 23.6% 22.3% 24.8% 23.5% 24.0% IV Rank 38.7% 20.2% 59.8% 20.2% 59.8% IV Percentile 59.8% 29.0% 87.3% 29.4% 87.3% Term Structure 1.0% -4.1% 10.0% -2.9% 6.7% VWIV 25.1% 23.4% 28.2% 23.4% 28.2% Skew 25d 2.3% 0.8% 6.0% 1.8% 1.8% Skew 10d 5.4% 2.4% 10.1% 6.5% 3.8% Call IV 25d 24.5% 21.5% 29.0% 21.5% 29.0% Put IV 25d 26.8% 23.3% 30.8% 23.3% 30.8% Bid-Ask Spread % 11.64 2.68 33.44 17.12 13.74 Gamma HHI 0.10 0.07 0.20 0.17 0.07 Net GEX -10.9M -32.9M 12.5M -26.4M 7.9M Net DEX 736.3M 329.5M 1.25B 791.6M 329.5M Net VEX -7.1M -8.1M -6.5M -7.3M -8.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.16 1.23 0.45 0.22 Total Volume 91,745.7 52,748 172,887 81,433 172,887 Total OI 1,100,337.9 1,008,528 1,182,532 1,029,976 1,128,998
Daily Data (20 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 2024-09-03 $55.36 $60.00 21.9% 6.6% 25.3% 20.2% 23.4% 1.8% -2.9% -26.4M 791.6M -7.3M 0.45 17.12 N/A N/A 56,001 25,432 527,798 502,178 2024-09-04 $54.78 $60.00 21.9% 6.6% 25.5% 20.2% 23.4% 2.0% -4.1% -31.7M 901.1M -7.3M 0.59 20.57 N/A N/A 36,018 21,316 548,469 515,205 2024-09-05 $53.75 $57.50 23.4% 6.9% 26.2% 29.3% 23.4% 2.3% -0.1% -32.9M 1.09B -7.0M 0.48 21.38 N/A N/A 51,457 24,529 558,658 517,983 2024-09-06 $52.08 $57.50 25.0% 7.2% 21.3% 38.7% 25.5% 3.1% 0.3% -26.7M 1.25B -6.6M 0.67 5.21 N/A N/A 59,238 39,440 578,477 520,853 2024-09-09 $52.41 $55.00 24.9% 6.9% 21.8% 37.8% 24.9% 0.8% -0.7% -27.7M 1.15B -6.7M 0.38 8.94 N/A N/A 38,126 14,622 566,271 520,725 2024-09-10 $51.39 $55.00 26.0% 7.1% 21.8% 44.3% 25.6% 2.9% -0.8% -26.2M 1.23B -6.5M 1.23 3.84 N/A N/A 41,069 50,481 583,173 526,830 2024-09-11 $50.67 $55.00 25.8% 7.5% 20.9% 43.4% 25.8% 3.4% 0.2% -27.1M 1.02B -6.5M 0.58 16.17 N/A N/A 54,281 31,608 593,632 496,689 2024-09-12 $51.02 $55.00 25.7% 7.4% 21.4% 42.7% 25.0% 2.6% 0.2% -21.1M 820.8M -6.7M 0.55 4.00 N/A N/A 81,327 44,604 617,401 479,978 2024-09-13 $51.03 $52.50 24.5% 7.3% 20.3% 35.8% 25.1% 6.0% 4.1% -11.5M 762.9M -6.9M 0.52 6.24 N/A N/A 64,057 33,523 652,510 472,646 2024-09-16 $51.25 $52.50 26.1% 7.6% 20.6% 45.4% 25.9% 2.5% 10.0% -9.4M 693.4M -7.0M 0.24 2.69 N/A N/A 51,008 12,453 646,205 467,779 2024-09-17 $52.09 $52.50 25.8% 7.4% 22.1% 43.2% 25.9% 1.8% 0.3% 2.5M 513.3M -7.4M 0.27 2.68 N/A N/A 70,368 18,687 673,609 470,790 2024-09-18 $51.75 $52.50 25.2% 7.2% 21.5% 39.8% 25.4% 2.1% -0.1% 3.4M 564.3M -7.2M 0.16 33.44 N/A N/A 47,483 7,818 686,977 476,078 2024-09-19 $52.11 $52.50 23.6% 6.7% 21.9% 30.3% 23.8% 0.8% 0.9% 12.5M 495.1M -7.4M 0.77 33.36 N/A N/A 47,486 36,389 698,954 477,865 2024-09-20 $51.61 $52.50 23.7% 6.7% 21.9% 30.9% 23.4% 1.7% 0.6% 527.0K 607.8M -7.1M 0.57 3.68 N/A N/A 53,380 30,467 701,356 481,176 2024-09-23 $52.22 $52.50 23.9% 6.7% 20.9% 31.9% 23.5% 1.7% 0.5% 7.8M 389.4M -7.4M 0.32 4.62 N/A N/A 71,618 22,928 556,582 451,946 2024-09-24 $52.31 $52.50 23.7% 6.6% 20.8% 30.9% 23.4% 1.8% 0.9% 9.2M 382.1M -7.4M 0.23 3.00 N/A N/A 59,528 13,441 566,941 464,978 2024-09-25 $51.09 $52.50 25.2% 7.1% 21.7% 39.9% 25.7% 1.5% 0.7% -7.9M 578.4M -7.2M 0.17 3.55 N/A N/A 71,211 12,408 581,643 470,481 2024-09-26 $49.86 $52.50 27.6% 7.8% 22.7% 54.0% 27.3% 2.1% 0.8% -16.3M 732.0M -7.0M 0.58 3.50 N/A N/A 95,373 54,895 616,857 475,185 2024-09-27 $51.11 $52.50 27.9% 7.8% 24.7% 55.8% 27.8% 3.2% 1.7% 3.6M 416.8M -7.8M 0.39 25.01 N/A N/A 85,128 32,829 644,896 487,986 2024-09-30 $51.31 $52.50 28.6% 7.9% 25.0% 59.8% 28.2% 1.8% 6.7% 7.9M 329.5M -8.1M 0.22 13.74 N/A N/A 142,176 30,711 640,344 488,654
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