OGE Options History — October 2018

In October 2018, OGE traded between $36.28 and $37.76. ATM implied volatility averaged 28.6%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 9.3% (HV 20d: 19.3%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.91.

Notable Days

  • 2018-10-05: Highest Volume — 292 contracts
  • 2018-10-08: Largest IV spike — 104.2% change
  • 2018-10-08: Highest IV Rank — 68.7%
  • 2018-10-01: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.96$36.28$37.76$36.28$36.33
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV28.6%13.6%85.3%41.9%20.7%
Expected Move6.7%3.9%12.0%12.0%5.9%
HV 20d19.3%17.9%21.3%18.4%20.0%
HV 60d16.2%15.3%17.3%17.2%17.3%
IV Rank16.2%2.3%68.7%28.5%8.9%
IV Percentile46.9%7.5%96.0%77.8%39.3%
Term Structure-8.3%-48.8%14.5%-48.8%12.4%
VWIV23.7%16.3%62.2%62.2%17.5%
Skew 25d-0.3%-41.6%19.8%-23.1%9.6%
Skew 10d14.9%-20.6%69.9%69.9%18.2%
Call IV 25d26.1%11.5%137.1%40.7%16.4%
Put IV 25d25.9%10.1%123.8%17.5%25.9%
Bid-Ask Spread %118.0779.68131.84120.01112.42
Gamma HHI0.550.470.660.630.47
Net GEX15.7K-2.5K42.7K42.7K1.5K
Net DEX-569.2K-843.1K-189.4K-637.6K-350.0K
Net VEX-3.4K-4.6K-2.6K-2.7K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.161.520.720.73
Total Volume162.0877029220783
Total OI678.696525819525819

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$36.28$35.0041.9%12.0%18.4%28.5%62.2%-23.1%-48.8%42.7K-637.6K-2.7K0.72120.0112087383142
2018-10-02$36.76$35.0019.7%5.6%18.9%7.9%28.6%-29.1%-14.7%33.2K-675.6K-2.7K0.4779.6812157388150
2018-10-03$36.28$35.0025.7%7.4%18.5%13.5%32.3%-41.6%-13.5%40.0K-579.5K-2.6K1.26126.19121152388150
2018-10-04$36.56$35.0041.4%5.3%18.5%28.0%19.3%-13.0%0.5%17.9K-537.4K-3.1K1.52116.60100152388227
2018-10-05$37.09$35.0041.8%8.1%18.6%28.4%20.4%4.4%-27.7%21.8K-669.2K-2.9K1.09127.05140152388227
2018-10-08$37.62$35.0085.3%7.7%18.5%68.7%19.8%-2.9%-6.3%22.9K-843.1K-3.0K1.07131.84140150432227
2018-10-09$37.48$35.0044.2%6.3%18.5%30.6%18.7%1.7%-12.3%29.4K-824.6K-2.8K1.38117.75109150420227
2018-10-10$37.41$35.0017.4%5.0%18.4%5.8%17.0%3.4%-7.8%13.7K-620.9K-2.9K0.44123.7710948347247
2018-10-11$36.48$35.0017.8%5.1%20.4%6.2%17.7%9.1%-4.6%2.8K-428.7K-3.1K1.09120.81109119347248
2018-10-12$36.28$35.0035.5%10.2%20.5%22.6%34.9%-13.4%-21.6%-2.5K-189.4K-3.6K0.96129.01109105347291
2018-10-15$36.60$35.0015.2%4.4%20.8%3.8%16.3%-4.5%6.6%2.6K-397.1K-3.2K0.38115.4611243347301
2018-10-16$37.06$35.0020.5%5.9%21.3%8.7%19.5%3.8%-4.6%3.8K-458.3K-3.2K1.10115.553943345317
2018-10-17$37.29$35.0024.4%7.0%19.1%12.3%22.6%6.7%-6.6%4.1K-504.7K-3.0K1.10122.443943346317
2018-10-18$37.29$35.0018.7%5.4%18.9%7.0%19.6%8.9%-4.2%7.7K-525.0K-3.0K1.10117.123943346317
2018-10-19$37.76$35.0014.9%4.3%19.2%3.5%19.1%2.0%-0.1%13.2K-638.4K-2.8K0.24108.0817643346317
2018-10-22$37.26$35.0018.4%5.3%19.5%6.7%16.5%9.6%-4.7%19.3K-700.3K-4.1K0.16113.9317629476299
2018-10-23$37.17$35.0023.3%6.7%17.9%11.3%20.6%11.3%-5.1%20.2K-645.1K-4.0K0.62118.154729472303
2018-10-24$37.73$35.0013.6%3.9%18.1%2.3%19.4%9.5%8.5%22.1K-709.8K-4.1K0.71114.164129473303
2018-10-25$37.17$35.0020.9%6.0%19.2%9.0%18.8%7.6%-7.5%18.5K-638.3K-4.0K1.27113.354152475303
2018-10-26$36.43$35.0035.4%10.2%19.8%22.5%28.9%19.8%-19.9%10.7K-436.8K-4.6K0.95125.554139475332
2018-10-29$36.91$35.0041.5%11.9%20.3%28.1%37.5%1.2%-22.8%9.3K-501.0K-4.5K1.11128.893539475333
2018-10-30$36.88$35.0019.3%5.5%19.8%7.6%18.8%12.6%14.5%6.8K-580.2K-4.5K1.33117.843344476333
2018-10-31$36.33$35.0020.7%5.9%20.0%8.9%17.5%9.6%12.4%1.5K-350.0K-4.3K0.73112.424835476343