OXY Options History — October 2024 In October 2024, OXY traded between $50.08 and $55.89. ATM implied volatility averaged 31.9%, placing in the 79.5% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 3.1% (HV 20d: 28.8%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.34.
Notable Days 2024-10-01 : Highest Volume — 339,723 contracts2024-10-31 : Largest IV spike — 8.5% change2024-10-31 : Highest IV Rank — 100.0%2024-10-31 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $52.63 $50.08 $55.89 $53.42 $50.30 Max Pain $54.11 $52.50 $55.00 $52.50 $52.50 ATM IV 31.9% 29.3% 37.1% 30.3% 37.1% Expected Move 9.7% 8.4% 12.3% 8.4% 12.3% HV 20d 28.8% 23.7% 32.2% 28.4% 23.7% HV 60d 26.8% 25.6% 27.7% 25.6% 26.0% IV Rank 79.5% 64.3% 100.0% 70.0% 100.0% IV Percentile 94.4% 87.3% 100.0% 88.9% 100.0% Term Structure 0.9% -1.9% 5.0% 5.0% -1.0% VWIV 34.3% 29.9% 43.4% 29.9% 43.4% Skew 25d 1.5% 0.0% 2.6% 0.6% 1.2% Skew 10d 3.4% 0.1% 8.5% 1.7% 2.5% Call IV 25d 31.8% 29.3% 37.2% 30.4% 37.2% Put IV 25d 33.3% 29.6% 38.4% 31.0% 38.4% Bid-Ask Spread % 24.08 10.75 37.99 11.03 37.99 Gamma HHI 0.10 0.06 0.41 0.10 0.09 Net GEX 15.4M -18.1M 106.7M 35.5M -13.2M Net DEX 114.4M -755.4M 619.9M -184.5M 483.3M Net VEX -8.6M -9.8M -7.8M -8.9M -8.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.11 1.15 0.11 0.28 Total Volume 106,039.217 33,292 339,723 339,723 80,631 Total OI 1,217,099.174 1,130,730 1,273,411 1,167,555 1,259,315
Daily Data (23 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 2024-10-01 $53.42 $52.50 30.3% 8.4% 28.4% 70.0% 29.9% 0.6% 5.0% 35.5M -184.5M -8.9M 0.11 11.03 N/A N/A 305,239 34,484 668,182 499,373 2024-10-02 $53.48 $52.50 30.3% 8.7% 28.2% 69.9% 31.6% 0.4% 2.3% 39.8M -168.5M -9.0M 0.13 10.75 N/A N/A 183,714 23,838 686,119 504,379 2024-10-03 $54.67 $55.00 31.3% 10.3% 28.6% 76.3% 36.2% 0.0% 3.1% 61.0M -549.1M -9.8M 0.16 21.29 N/A N/A 223,221 35,143 724,799 512,152 2024-10-04 $55.56 $55.00 29.3% 9.5% 26.3% 64.3% 33.8% 0.3% 1.8% 44.4M -755.4M -9.8M 0.23 23.14 N/A N/A 167,132 39,218 728,884 521,808 2024-10-07 $55.89 $55.00 31.7% 10.0% 26.3% 78.2% 35.3% 2.6% 4.7% 44.9M -631.4M -9.7M 0.32 33.78 N/A N/A 104,796 33,699 695,717 506,925 2024-10-08 $54.16 $55.00 31.7% 9.8% 27.9% 78.4% 34.8% 1.2% 2.9% 26.1M -160.5M -9.1M 0.24 35.72 N/A N/A 91,422 21,906 710,665 510,359 2024-10-09 $53.97 $55.00 30.1% 9.3% 27.4% 68.8% 33.2% 0.2% 2.6% 27.4M -116.2M -8.9M 0.26 34.77 N/A N/A 54,223 14,251 725,364 512,534 2024-10-10 $54.66 $55.00 30.8% 9.6% 27.5% 72.9% 34.0% 0.8% 3.3% 43.2M -310.4M -9.2M 0.18 25.59 N/A N/A 63,546 11,597 734,726 512,790 2024-10-11 $54.95 $55.00 30.6% 9.5% 27.5% 72.0% 33.3% 1.0% 3.6% 106.7M -358.3M -9.1M 0.34 35.05 N/A N/A 54,576 18,602 743,257 517,935 2024-10-14 $53.77 $55.00 31.5% 9.2% 29.0% 77.4% 32.8% 1.0% -0.7% 11.9M 36.9M -8.5M 0.36 30.90 N/A N/A 45,515 16,319 683,990 503,665 2024-10-15 $51.63 $55.00 32.7% 9.5% 32.2% 84.4% 33.5% 2.4% -0.9% -16.0M 506.0M -7.8M 0.38 25.11 N/A N/A 75,136 28,532 695,382 510,216 2024-10-16 $51.28 $55.00 31.7% 9.1% 32.2% 78.2% 32.7% 1.8% -0.1% -18.1M 570.8M -7.9M 0.32 29.12 N/A N/A 47,960 15,350 717,630 518,569 2024-10-17 $51.70 $55.00 31.8% 9.1% 32.2% 79.2% 32.2% 1.8% -0.2% -12.0M 467.4M -8.0M 0.52 36.61 N/A N/A 43,250 22,555 731,225 523,476 2024-10-18 $51.64 $55.00 31.8% 9.1% 32.1% 79.1% 32.0% 2.1% 0.2% -6.6M 496.4M -8.0M 0.45 26.04 N/A N/A 75,780 34,328 748,815 524,596 2024-10-21 $51.97 $55.00 32.0% 9.4% 31.9% 80.2% 32.6% 2.3% -1.3% 1.8M 325.2M -8.1M 0.18 14.13 N/A N/A 48,149 8,484 646,921 483,809 2024-10-22 $52.13 $55.00 32.8% 9.5% 31.9% 85.1% 33.0% 1.6% -1.9% 8.9M 231.0M -8.3M 0.19 13.66 N/A N/A 51,240 9,839 668,603 487,758 2024-10-23 $51.30 $54.00 33.0% 9.7% 31.2% 86.4% 34.2% 2.2% -1.3% -572.0K 395.0M -8.2M 0.40 16.33 N/A N/A 38,665 15,469 688,803 492,313 2024-10-24 $51.41 $53.00 32.5% 9.6% 29.9% 83.3% 33.8% 2.4% -1.1% 2.5M 370.1M -8.2M 1.15 19.01 N/A N/A 24,019 27,701 703,240 497,107 2024-10-25 $51.64 $52.50 32.9% 10.0% 28.6% 85.4% 35.4% 1.7% -1.4% 5.6M 297.9M -8.4M 0.42 18.37 N/A N/A 49,909 20,997 712,799 501,436 2024-10-28 $50.64 $52.50 32.6% 10.3% 29.4% 83.9% 36.3% 2.5% 0.4% -7.0M 498.9M -8.0M 0.68 21.03 N/A N/A 51,708 34,999 694,913 500,769 2024-10-29 $50.08 $52.50 32.2% 10.1% 25.3% 81.2% 35.7% 2.4% 0.5% -16.3M 619.9M -7.8M 0.30 19.92 N/A N/A 45,088 13,380 708,666 523,997 2024-10-30 $50.22 $52.50 34.2% 11.0% 25.4% 93.3% 38.2% 1.9% -0.0% -15.2M 566.3M -8.1M 0.29 14.56 N/A N/A 25,870 7,422 718,664 530,636 2024-10-31 $50.30 $52.50 37.1% 12.3% 23.7% 100.0% 43.4% 1.2% -1.0% -13.2M 483.3M -8.4M 0.28 37.99 N/A N/A 63,168 17,463 726,254 533,061
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