OGE Options History — October 2019

In October 2019, OGE traded between $42.31 and $45.34. ATM implied volatility averaged 14.2%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 2.5% (HV 20d: 11.6%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.51.

Notable Days

  • 2019-10-30: Highest Volume — 706 contracts
  • 2019-10-09: Largest IV spike — 42.6% change
  • 2019-10-16: Highest IV Rank — 10.3%
  • 2019-10-16: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.42$42.31$45.34$45.34$43.07
Max Pain$43.48$40.00$45.00$45.00$40.00
ATM IV14.2%9.9%19.1%16.2%11.3%
Expected Move4.2%2.8%5.5%4.6%3.2%
HV 20d11.6%9.1%13.0%9.1%12.8%
HV 60d12.6%11.9%13.1%11.9%11.9%
IV Rank5.0%0.6%10.3%7.1%2.1%
IV Percentile25.5%1.6%73.8%41.7%4.4%
Term Structure1.2%-3.7%6.8%2.0%3.8%
VWIV16.3%10.6%20.7%16.2%11.6%
Skew 25d3.8%-6.0%36.3%26.1%0.8%
Skew 10d5.9%-7.5%50.2%46.9%8.4%
Call IV 25d14.9%9.0%19.6%18.7%16.1%
Put IV 25d18.7%10.3%56.0%44.7%16.9%
Bid-Ask Spread %96.0850.59106.8368.14106.83
Gamma HHI0.650.520.820.820.67
Net GEX245.5K100.2K539.8K515.9K237.5K
Net DEX-1.2M-3.4M-310.1K-3.4M-769.8K
Net VEX-11.8K-14.8K-9.3K-14.6K-10.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.002.000.000.73
Total Volume99.652370660726
Total OI2,348.1741,9672,6392,3302,438

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$45.34$45.0016.2%4.6%9.1%7.1%16.2%26.1%2.0%515.9K-3.4M-14.6K0.0068.1460701,725605
2019-10-02$44.75$45.0017.6%5.0%10.6%8.6%17.6%36.3%1.8%437.0K-2.6M-14.5K0.2850.5979221,722605
2019-10-03$44.57$45.0017.2%5.4%10.2%8.2%18.9%4.0%-0.1%434.2K-2.4M-14.8K0.11100.704451,780627
2019-10-04$44.89$45.0016.2%5.2%10.4%7.2%18.2%3.7%-0.8%539.8K-2.8M-14.6K0.6097.3320121,809632
2019-10-07$44.43$45.0017.2%4.9%11.0%8.2%17.2%4.3%1.3%451.9K-2.1M-14.0K0.00101.306301,802644
2019-10-08$43.65$45.0012.3%5.2%12.9%3.1%18.2%2.2%0.2%203.0K-1.0M-13.0K0.6799.6230201,852644
2019-10-09$43.59$45.0017.5%5.0%11.2%8.6%19.9%1.7%0.7%294.2K-1.3M-13.5K1.27100.3411141,845646
2019-10-10$43.28$45.0014.0%4.0%11.0%4.8%20.7%2.2%1.9%209.9K-959.8K-12.9K0.6295.531381,840656
2019-10-11$43.44$45.0014.7%4.2%11.1%5.6%14.8%3.7%1.1%306.1K-1.5M-13.3K0.00104.6520101,841662
2019-10-14$42.74$40.0013.0%3.7%11.7%3.8%16.2%0.4%-0.4%221.6K-753.7K-11.8K0.0397.714011,992647
2019-10-15$42.50$40.0015.4%4.4%11.7%6.3%19.7%9.2%6.2%120.6K-438.8K-11.1K1.3898.878111,955644
2019-10-16$42.31$40.0019.1%5.5%11.4%10.3%0.0%4.9%-3.7%100.2K-310.1K-10.4K0.0099.48051,955654
2019-10-17$42.59$40.0013.8%4.0%11.5%4.7%17.8%0.9%-0.3%202.1K-540.9K-10.8K2.00101.10241,955654
2019-10-18$42.81$40.009.9%2.8%11.6%0.6%11.3%1.7%6.8%110.2K-474.0K-10.4K0.2497.721741,955658
2019-10-21$42.89$40.0013.0%3.7%11.7%3.9%15.1%-6.0%-1.3%137.8K-641.3K-10.2K0.18100.3056101,347620
2019-10-22$43.22$45.0012.2%3.5%12.1%3.0%13.3%-2.5%0.9%164.6K-780.3K-10.6K0.0597.302011,357628
2019-10-23$43.31$45.0014.8%4.2%12.2%5.7%17.0%-3.7%-1.7%179.6K-837.1K-10.3K0.0397.9311931,357639
2019-10-24$43.57$45.0014.3%4.1%12.3%5.2%15.9%-1.6%-0.1%226.0K-1.2M-11.6K1.4395.847101,460642
2019-10-25$43.10$45.0012.2%3.5%12.6%3.0%0.0%-5.2%-1.4%177.4K-750.0K-10.7K1.17101.6335411,465650
2019-10-28$42.69$45.0010.4%3.0%12.8%1.1%0.0%-0.0%4.1%109.8K-331.4K-9.7K0.0098.04031,440691
2019-10-29$42.81$45.0013.3%3.8%13.0%4.1%10.6%2.9%4.8%111.8K-362.0K-9.9K0.00101.791401,440694
2019-10-30$43.09$45.0010.1%2.9%12.8%0.8%11.6%1.9%3.0%154.8K-478.9K-9.3K0.0297.05689171,440694
2019-10-31$43.07$40.0011.3%3.2%12.8%2.1%0.0%0.8%3.8%237.5K-769.8K-10.4K0.73106.8315111,745693