OXY Options History — November 2024 In November 2024, OXY traded between $49.59 and $51.83. ATM implied volatility averaged 29.6%, placing in the 59.2% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 5.1% (HV 20d: 24.4%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.38.
Notable Days 2024-11-13 : Highest Volume — 283,877 contracts2024-11-06 : Largest IV drop — 16.6% change2024-11-05 : Highest IV Rank — 100.0%2024-11-01 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $50.68 $49.59 $51.83 $49.59 $50.58 Max Pain $54.88 $52.50 $55.00 $52.50 $55.00 ATM IV 29.6% 24.2% 37.2% 36.3% 24.2% Expected Move 8.5% 7.2% 11.9% 11.9% 7.2% HV 20d 24.4% 20.9% 26.8% 22.6% 26.8% HV 60d 25.6% 24.1% 26.8% 24.1% 26.2% IV Rank 59.2% 30.5% 100.0% 95.5% 30.5% IV Percentile 81.3% 51.2% 100.0% 99.6% 51.2% Term Structure -0.5% -1.8% 1.2% -0.3% 0.1% VWIV 30.5% 25.8% 42.5% 42.5% 25.8% Skew 25d 0.6% 0.1% 1.7% 1.4% 0.2% Skew 10d 1.2% -17.7% 14.5% 2.3% 1.2% Call IV 25d 29.7% 24.4% 37.2% 36.4% 24.4% Put IV 25d 30.3% 24.6% 38.1% 37.7% 24.6% Bid-Ask Spread % 18.47 7.04 32.87 22.85 27.83 Gamma HHI 0.11 0.07 0.36 0.36 0.07 Net GEX 886.6K -60.1M 37.1M -60.1M 4.1M Net DEX 359.2M 66.8M 622.3M 622.3M 372.7M Net VEX -8.2M -8.7M -7.7M -8.1M -7.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.17 0.70 0.44 0.40 Total Volume 82,541.75 26,321 283,877 85,883 26,321 Total OI 1,289,817 1,230,288 1,416,305 1,279,258 1,294,085
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 2024-11-01 $49.59 $52.50 36.3% 11.9% 22.6% 95.5% 42.5% 1.4% -0.3% -60.1M 622.3M -8.1M 0.44 22.85 N/A N/A 59,566 26,317 741,553 537,705 2024-11-04 $50.59 $55.00 36.3% 10.1% 24.1% 95.5% 35.8% 1.7% 0.1% 616.3K 386.1M -8.4M 0.37 16.62 N/A N/A 53,742 19,832 709,128 521,160 2024-11-05 $50.22 $55.00 37.2% 10.2% 22.0% 100.0% 36.4% 0.9% -1.2% -161.5K 450.8M -8.2M 0.54 7.04 N/A N/A 42,985 23,181 724,118 530,445 2024-11-06 $51.75 $55.00 31.0% 9.0% 25.1% 66.9% 32.8% 0.1% -1.3% 13.0M 162.3M -8.7M 0.29 11.11 N/A N/A 68,843 19,697 735,363 546,875 2024-11-07 $51.41 $55.00 33.5% 9.2% 24.5% 80.1% 32.5% 0.3% -1.8% 9.3M 262.4M -8.4M 0.38 21.67 N/A N/A 42,485 16,199 740,762 549,133 2024-11-08 $50.30 $55.00 31.4% 8.9% 25.1% 68.9% 32.2% 0.4% 0.2% -7.5M 504.1M -8.0M 0.49 11.23 N/A N/A 49,804 24,539 753,825 555,885 2024-11-11 $50.89 $55.00 32.3% 9.1% 24.9% 73.6% 32.0% 0.7% -0.4% -2.1M 405.7M -8.1M 0.39 9.00 N/A N/A 46,194 17,911 734,691 540,940 2024-11-12 $50.28 $55.00 33.6% 9.5% 20.9% 80.6% 33.7% 0.3% 0.3% -3.1M 460.6M -8.1M 0.32 16.96 N/A N/A 96,261 30,574 749,344 546,566 2024-11-13 $51.25 $55.00 29.6% 8.3% 22.0% 59.5% 30.0% 0.1% -0.7% 12.6M 264.7M -8.2M 0.25 24.54 N/A N/A 227,174 56,703 795,763 559,825 2024-11-14 $50.41 $55.00 28.0% 7.9% 22.5% 50.7% 28.3% 0.2% -0.6% -5.0M 427.8M -8.1M 0.30 26.88 N/A N/A 97,041 29,326 825,847 566,867 2024-11-15 $49.75 $55.00 29.0% 8.2% 22.9% 56.1% 29.1% 0.4% -0.7% -27.4M 574.1M -8.0M 0.70 15.09 N/A N/A 52,205 36,491 849,229 567,076 2024-11-18 $51.09 $55.00 26.3% 7.5% 24.9% 41.5% 26.7% 0.3% -0.6% 8.7M 243.9M -8.4M 0.22 15.02 N/A N/A 59,307 13,090 715,794 522,218 2024-11-19 $50.41 $55.00 27.7% 7.9% 25.2% 49.3% 28.0% 1.1% -1.2% 3.8M 367.8M -8.2M 0.29 15.05 N/A N/A 34,671 10,222 731,182 524,637 2024-11-20 $50.91 $55.00 27.5% 7.9% 24.9% 48.3% 28.1% 1.4% -1.0% 11.2M 266.7M -8.3M 0.27 18.55 N/A N/A 33,399 8,935 739,483 529,606 2024-11-21 $51.70 $55.00 26.3% 7.6% 25.6% 41.7% 27.5% 0.5% -1.4% 28.3M 80.0M -8.5M 0.17 32.87 N/A N/A 68,709 11,834 746,127 531,868 2024-11-22 $51.83 $55.00 25.0% 7.3% 25.5% 35.0% 25.9% 0.1% -1.0% 37.1M 66.8M -8.5M 0.42 17.06 N/A N/A 43,597 18,118 768,376 530,334 2024-11-25 $50.48 $55.00 25.6% 7.5% 26.3% 38.0% 28.2% 0.6% 0.6% 426.0K 379.6M -8.0M 0.42 15.69 N/A N/A 51,801 21,683 731,212 509,373 2024-11-26 $49.83 $55.00 26.2% 7.7% 26.4% 41.0% 27.2% 1.0% -0.4% -7.4M 495.0M -7.7M 0.31 25.72 N/A N/A 45,333 14,102 744,264 515,310 2024-11-27 $50.39 $55.00 24.4% 7.3% 26.7% 31.6% 26.1% 0.1% 1.2% 1.3M 390.6M -8.0M 0.65 18.54 N/A N/A 31,865 20,778 759,172 521,199 2024-11-29 $50.58 $55.00 24.2% 7.2% 26.8% 30.5% 25.8% 0.2% 0.1% 4.1M 372.7M -7.9M 0.40 27.83 N/A N/A 18,769 7,552 759,627 534,458
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