OGE Options History — June 2024

In June 2024, OGE traded between $35.11 and $36.67. ATM implied volatility averaged 37.1%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 19.6% (HV 20d: 17.4%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.11.

Notable Days

2024-06-24: Highest Volume — 126 contracts
2024-06-21: Largest IV spike — 162.8% change
2024-06-11: Highest IV Rank — 45.6%
2024-06-12: Largest Expected Move — 15.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.56	$35.11	$36.67	$36.20	$35.63
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	37.1%	14.5%	55.4%	36.2%	42.7%
Expected Move	10.0%	4.2%	15.4%	10.4%	12.2%
HV 20d	17.4%	15.5%	18.6%	17.0%	15.6%
HV 60d	17.6%	17.2%	18.4%	17.7%	17.5%
IV Rank	26.8%	3.7%	45.6%	25.9%	32.6%
IV Percentile	66.9%	1.2%	90.9%	72.2%	81.7%
Term Structure	-4.5%	-42.6%	29.7%	-2.4%	-42.6%
VWIV	21.8%	13.3%	30.1%	27.4%	13.3%
Skew 25d	2.2%	-52.6%	42.5%	18.7%	42.5%
Skew 10d	7.7%	-55.7%	101.8%	-17.7%	101.8%
Call IV 25d	42.2%	15.9%	79.1%	25.6%	33.5%
Put IV 25d	44.4%	19.0%	88.9%	44.3%	76.1%
Bid-Ask Spread %	125.06	100.39	136.38	124.74	121.89
Gamma HHI	0.48	0.38	0.65	0.45	0.38
Net GEX	165.3K	72.1K	312.1K	171.4K	88.3K
Net DEX	-2.5M	-3.8M	-1.5M	-2.5M	-1.8M
Net VEX	-13.7K	-16.5K	-9.7K	-16.5K	-11.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	0.50	0.50	0.00
Total Volume	27.737	0	126	9	1
Total OI	3,224.526	2,554	3,515	3,438	2,664

Daily Data (19 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 Vol	Put Vol	Call OI	Put OI
2024-06-03	$36.20	$35.00	36.2%	10.4%	17.0%	25.9%	27.4%	18.7%	-2.4%	171.4K	-2.5M	-16.5K	0.50	124.74	6	3	2,092	1,346
2024-06-04	$36.67	$35.00	37.7%	10.8%	16.9%	27.5%	30.1%	25.9%	18.4%	199.8K	-3.6M	-14.9K	0.00	100.39	16	0	2,092	1,343
2024-06-05	$35.89	$35.00	36.9%	10.6%	18.3%	26.7%	0.0%	15.0%	-3.6%	195.0K	-3.0M	-15.0K	0.00	115.76	5	0	2,108	1,343
2024-06-06	$35.55	$35.00	31.7%	6.8%	18.6%	21.3%	0.0%	21.1%	-1.1%	188.3K	-2.6M	-16.0K	0.00	126.65	0	0	2,103	1,343
2024-06-07	$35.55	$35.00	43.3%	8.0%	18.2%	33.2%	0.0%	19.0%	2.7%	175.2K	-2.6M	-15.9K	0.00	130.51	1	0	2,103	1,343
2024-06-10	$35.41	$35.00	39.3%	10.9%	18.2%	29.0%	0.0%	5.8%	10.0%	169.2K	-2.5M	-15.6K	0.00	121.15	0	0	2,102	1,343
2024-06-11	$35.70	$35.00	55.4%	11.4%	18.4%	45.6%	0.0%	14.9%	3.5%	142.2K	-2.7M	-16.1K	0.00	129.71	13	0	2,102	1,343
2024-06-12	$35.39	$35.00	53.7%	15.4%	18.4%	43.8%	0.0%	-33.9%	-20.5%	125.5K	-2.6M	-15.7K	0.00	136.38	4	0	2,095	1,343
2024-06-13	$35.45	$35.00	42.0%	12.0%	18.2%	31.8%	0.0%	-25.7%	-8.8%	228.5K	-2.7M	-12.2K	0.00	135.19	15	0	2,091	1,343
2024-06-14	$35.28	$35.00	45.0%	12.9%	18.1%	35.0%	0.0%	-29.0%	1.0%	143.8K	-2.3M	-13.3K	0.00	126.71	0	0	2,089	1,343
2024-06-17	$35.14	$35.00	45.6%	13.1%	18.0%	35.6%	0.0%	-39.2%	-6.6%	312.1K	-2.3M	-14.0K	0.00	135.12	77	0	2,089	1,343
2024-06-18	$35.11	$35.00	18.9%	5.4%	18.0%	8.1%	21.0%	-3.2%	17.1%	310.6K	-2.3M	-14.2K	0.17	126.22	6	1	2,119	1,343
2024-06-20	$35.30	$35.00	14.5%	4.2%	17.8%	3.7%	0.0%	36.2%	29.7%	239.9K	-2.7M	-11.2K	0.43	127.24	21	9	2,121	1,344
2024-06-21	$35.38	$35.00	38.2%	10.9%	17.3%	27.9%	0.0%	-52.6%	-40.2%	108.5K	-3.8M	-12.0K	0.45	134.85	22	10	2,162	1,353
2024-06-24	$35.86	$35.00	22.7%	6.5%	15.5%	12.1%	17.0%	8.2%	14.3%	85.7K	-1.9M	-12.6K	0.04	121.37	121	5	1,390	1,231
2024-06-25	$35.28	$35.00	34.2%	9.8%	16.5%	23.9%	0.0%	2.2%	-40.0%	76.4K	-1.5M	-11.3K	0.23	121.09	39	9	1,323	1,231
2024-06-26	$35.25	$35.00	24.2%	6.9%	16.5%	13.5%	13.3%	31.3%	9.4%	108.7K	-1.6M	-9.7K	0.02	121.19	61	1	1,320	1,240
2024-06-27	$35.58	$35.00	42.1%	12.1%	16.0%	32.0%	0.0%	-14.9%	-25.3%	72.1K	-1.6M	-12.0K	0.00	120.03	81	0	1,342	1,241
2024-06-28	$35.63	$35.00	42.7%	12.2%	15.6%	32.6%	0.0%	42.5%	-42.6%	88.3K	-1.8M	-11.9K	0.00	121.89	1	0	1,423	1,241