OGE Options History — October 2022

In October 2022, OGE traded between $33.73 and $38.19. ATM implied volatility averaged 35.1%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 0.2% (HV 20d: 34.8%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.79.

Notable Days

  • 2022-10-18: Highest Volume — 557 contracts
  • 2022-10-12: Largest IV drop — 31.4% change
  • 2022-10-07: Highest IV Rank — 40.8%
  • 2022-10-28: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.52$33.73$38.19$37.42$36.69
Max Pain$33.10$30.00$40.00$40.00$35.00
ATM IV35.1%26.1%43.9%35.1%40.5%
Expected Move9.7%7.5%11.6%10.1%11.6%
HV 20d34.8%31.3%38.0%31.6%34.0%
HV 60d26.6%23.0%28.1%23.0%28.1%
IV Rank29.3%17.8%40.8%29.4%36.3%
IV Percentile81.4%63.9%92.5%84.9%88.9%
Term Structure-3.6%-15.7%16.6%-2.3%-12.9%
VWIV35.0%26.1%47.4%38.1%35.9%
Skew 25d21.2%-22.9%126.7%-5.9%17.4%
Skew 10d54.8%-10.8%170.4%88.3%114.9%
Call IV 25d35.2%22.8%69.1%40.7%35.6%
Put IV 25d56.3%29.1%165.1%34.8%53.0%
Bid-Ask Spread %111.15101.99125.75109.15109.09
Gamma HHI0.300.260.370.330.37
Net GEX9.8K-9.9K32.9K24.3K30.5K
Net DEX256.6K-208.6K572.7K-55.3K-160.1K
Net VEX-6.1K-7.7K-4.9K-7.6K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.790.563.760.862.93
Total Volume331.19123557130393
Total OI1,707.0951,3731,9651,3731,965

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$37.42$40.0035.1%10.1%31.6%29.4%38.1%-5.9%-2.3%24.3K-55.3K-7.6K0.86109.157060916457
2022-10-04$38.19$40.0035.1%10.1%32.7%29.4%40.4%126.7%2.4%27.8K-177.2K-7.7K1.05105.146063922457
2022-10-05$37.54$40.0039.6%11.3%31.3%35.1%38.6%1.9%4.2%28.1K-95.1K-7.4K0.74110.418764924450
2022-10-06$35.92$40.0037.6%10.5%34.2%32.6%32.0%-1.8%-15.7%17.1K263.1K-6.7K0.96113.137370964445
2022-10-07$34.37$35.0043.9%9.6%35.6%40.8%39.1%2.6%-2.2%3.5K572.7K-5.5K2.91106.9290262963451
2022-10-10$34.96$30.0040.6%9.5%36.6%36.4%32.1%8.7%-6.1%2.9K354.3K-5.8K0.64115.7913586958604
2022-10-11$34.67$30.0041.3%9.5%36.2%37.3%36.2%-0.9%-3.9%1.2K432.2K-5.7K0.70113.72125871,021577
2022-10-12$34.10$30.0028.3%8.1%32.8%20.6%47.4%-22.9%6.8%1.7K507.1K-5.6K0.80116.6597781,021575
2022-10-13$34.44$30.0036.0%10.3%33.3%30.5%38.1%-1.8%-0.3%5.0K402.4K-5.7K0.75113.361531141,022573
2022-10-14$33.73$30.0034.4%9.9%33.5%28.4%34.8%-1.1%-3.4%1.3K516.4K-5.4K0.56114.572021141,070588
2022-10-17$34.57$30.0032.7%9.4%34.8%26.2%35.3%7.4%-5.0%-826519.3K-4.9K1.67101.992043411,071588
2022-10-18$35.04$30.0031.5%9.0%35.7%24.7%32.9%14.9%-4.1%652377.1K-6.0K1.73108.832043531,068852
2022-10-19$34.89$30.0031.2%8.9%35.7%24.3%31.6%70.0%-3.9%2.8K419.2K-5.6K2.03107.021563171,071852
2022-10-20$34.26$30.0026.1%7.5%35.8%17.8%33.2%14.2%3.8%-7.2K562.6K-5.5K2.07115.271533171,076854
2022-10-21$35.06$30.0033.1%9.5%37.1%26.7%32.0%70.4%-6.3%-517466.5K-5.5K2.07105.631533171,078854
2022-10-24$35.04$30.0027.9%8.0%36.9%20.1%31.1%-6.3%16.6%-9.9K544.0K-5.9K2.64125.751112931,004849
2022-10-25$35.97$30.0036.1%10.3%38.0%30.6%26.1%60.2%-13.4%18.9K21.0K-6.2K3.12103.11942931,061850
2022-10-26$36.10$35.0030.2%8.7%37.0%23.0%31.4%44.7%-6.5%10.5K77.9K-6.3K3.76110.33782931,067850
2022-10-27$36.04$35.0035.0%10.0%34.3%29.3%38.0%13.9%-11.8%14.4K50.0K-6.6K2.69125.441092931,074850
2022-10-28$36.89$35.0040.6%11.6%34.6%36.5%30.9%32.3%-10.7%32.9K-208.6K-6.7K2.93102.821002931,107850
2022-10-31$36.69$35.0040.5%11.6%34.0%36.3%35.9%17.4%-12.9%30.5K-160.1K-6.5K2.93109.091002931,115850