OGE Options History — June 2022

In June 2022, OGE traded between $35.01 and $41.23. ATM implied volatility averaged 28.0%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 3.8% (HV 20d: 24.2%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.42.

Notable Days

  • 2022-06-15: Highest Volume — 545 contracts
  • 2022-06-22: Largest IV spike — 144.1% change
  • 2022-06-22: Highest IV Rank — 47.9%
  • 2022-06-22: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.29$35.01$41.23$41.05$38.51
Max Pain$38.33$35.00$40.00$40.00$35.00
ATM IV28.0%19.6%48.0%22.2%24.2%
Expected Move8.1%5.6%13.8%6.4%6.9%
HV 20d24.2%13.1%33.3%15.3%33.3%
HV 60d20.5%16.0%23.9%16.2%23.9%
IV Rank23.0%12.6%47.9%15.8%18.3%
IV Percentile69.2%34.5%96.0%58.7%67.5%
Term Structure-1.3%-15.2%15.5%-2.9%6.0%
VWIV27.8%17.9%44.4%22.1%21.4%
Skew 25d33.5%2.1%93.7%6.9%26.3%
Skew 10d67.0%2.3%150.6%11.1%49.1%
Call IV 25d26.9%16.1%41.7%16.1%34.9%
Put IV 25d60.4%23.0%115.9%23.0%61.2%
Bid-Ask Spread %110.8685.98123.7685.98113.35
Gamma HHI0.500.310.870.490.37
Net GEX28.0K-684.4K339.4K273.6K33.6K
Net DEX-698.7K-3.1M2.2M-2.9M-855.4K
Net VEX-9.5K-10.8K-7.6K-8.9K-10.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.732.540.942.38
Total Volume332.905260545313287
Total OI3,482.4761,9284,4714,2662,299

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$41.05$40.0022.2%6.4%15.3%15.8%22.1%6.9%-2.9%273.6K-2.9M-8.9K0.9485.981611522,6811,585
2022-06-02$41.08$40.0021.3%6.0%13.5%14.7%23.9%34.2%-0.3%237.5K-2.8M-10.8K0.97108.181651602,6901,586
2022-06-03$41.02$40.0021.4%6.8%13.1%14.9%24.9%47.3%-3.1%249.8K-2.9M-9.9K0.97123.761651602,6851,586
2022-06-06$41.09$40.0022.1%7.4%13.1%15.7%24.7%59.6%-4.3%225.0K-2.8M-10.3K0.94119.471611522,6851,586
2022-06-07$41.23$40.0019.6%5.8%13.1%12.6%21.9%36.4%3.4%226.2K-3.1M-9.3K0.93115.501611492,6931,588
2022-06-08$40.55$40.0023.8%6.8%13.1%17.8%23.9%3.1%-3.0%231.2K-2.4M-9.2K0.99107.741511492,6871,588
2022-06-09$39.59$40.0021.5%6.2%15.5%14.9%25.0%3.9%-1.3%339.4K-1.6M-9.8K0.75113.751911442,6891,588
2022-06-10$39.48$40.0023.6%6.8%15.1%17.5%22.3%93.7%-0.3%224.4K-1.2M-8.9K0.73117.701961442,6601,589
2022-06-13$37.05$40.0030.9%8.9%26.7%26.6%34.6%2.1%-2.8%-39.0K642.8K-8.8K0.87112.811671462,6711,589
2022-06-14$36.17$40.0035.2%10.1%27.7%32.0%39.1%41.3%-14.3%-142.7K1.2M-7.6K1.45118.271672422,6791,591
2022-06-15$36.33$40.0040.0%11.5%27.0%37.9%34.7%9.2%-11.3%-45.2K1.1M-9.7K2.54119.081543912,6791,624
2022-06-16$35.08$40.0021.0%6.0%29.0%14.3%22.4%78.5%15.5%-527.1K2.2M-8.6K1.47105.971732552,6841,753
2022-06-17$35.01$40.0039.8%11.4%29.1%37.7%35.7%11.8%-2.9%-684.4K2.0M-9.8K1.43114.461732472,7171,754
2022-06-21$35.32$40.0019.7%5.6%29.3%12.6%17.9%89.6%-2.0%-89.3K954.3K-8.3K0.97118.561571527911,137
2022-06-22$36.15$35.0048.0%13.8%30.9%47.9%44.4%92.3%-15.2%-16.9K419.7K-10.2K1.34103.051171579291,138
2022-06-23$36.90$35.0030.3%8.7%31.5%25.8%26.5%8.7%3.4%-9.6K35.8K-8.7K1.52110.331031579411,138
2022-06-24$37.78$35.0033.8%9.7%32.8%30.2%37.2%12.3%4.2%-643-405.0K-9.8K1.89111.601072021,0031,138
2022-06-27$38.21$35.0028.8%8.3%33.1%24.0%24.6%24.5%5.9%39.4K-792.9K-10.0K2.15108.42942021,0511,171
2022-06-28$38.28$35.0026.2%7.5%33.0%20.8%27.4%7.4%1.3%33.9K-758.2K-9.9K2.4394.75832021,0551,171
2022-06-29$38.12$35.0034.3%9.8%33.0%30.8%29.1%14.6%-4.0%28.8K-694.8K-10.2K2.17105.44932021,0921,171
2022-06-30$38.51$35.0024.2%6.9%33.3%18.3%21.4%26.3%6.0%33.6K-855.4K-10.8K2.38113.35852021,1281,171