OPEN Options History — October 2022

In October 2022, OPEN traded between $2.31 and $3.38. ATM implied volatility averaged 123.1%, placing in the 76.3% IV rank vs the trailing year. The 30-day expected move averaged 35.9%. IV traded above realized volatility by 31.2% (HV 20d: 92.0%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-10-04: Highest Volume — 36,554 contracts
  • 2022-10-05: Largest IV spike — 8.9% change
  • 2022-10-17: Highest IV Rank — 93.9%
  • 2022-10-31: Largest Expected Move — 42.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.72$2.31$3.38$3.16$2.58
Max Pain$4.86$4.00$5.00$4.00$5.00
ATM IV123.1%102.9%135.8%109.2%123.4%
Expected Move35.9%28.5%42.0%28.7%42.0%
HV 20d92.0%85.1%104.2%87.5%94.9%
HV 60d92.4%84.7%96.8%89.8%84.7%
IV Rank76.3%48.0%93.9%58.7%76.7%
IV Percentile86.7%58.3%97.2%70.6%89.3%
Term Structure-4.7%-21.6%9.0%9.0%0.7%
VWIV124.8%99.5%148.3%102.3%148.3%
Skew 25d8.6%3.2%17.6%17.6%5.3%
Skew 10d26.6%-8.1%194.0%30.1%8.1%
Call IV 25d118.7%100.8%131.8%103.6%116.4%
Put IV 25d127.3%111.4%139.3%121.2%121.7%
Bid-Ask Spread %31.2312.2446.6030.7612.24
Gamma HHI0.140.100.240.220.13
Net GEX-44.1K-218.1K74.9K-141.1K25.8K
Net DEX31.1M17.0M42.1M35.6M17.0M
Net VEX-218.6K-322.9K-157.8K-318.9K-174.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.281.780.360.95
Total Volume20,428.2868,21336,55423,48412,872
Total OI858,615.143811,078897,584872,015811,078

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$3.16$4.00109.2%28.7%87.5%58.7%102.3%17.6%9.0%-141.1K35.6M-318.9K0.3630.7617,2356,249591,485280,530
2022-10-04$3.38$4.00102.9%28.5%91.0%48.0%99.5%10.6%4.2%-218.1K35.6M-322.9K0.3323.8227,3979,157595,109280,619
2022-10-05$3.24$4.00112.0%29.7%89.6%60.7%100.2%11.7%3.6%-163.5K37.3M-312.4K0.7516.5310,3807,782606,741283,804
2022-10-06$3.02$5.00114.1%34.0%90.2%63.7%118.3%8.0%1.8%-174.9K39.7M-279.3K0.6344.5913,6438,588606,835283,756
2022-10-07$2.79$5.00115.0%34.0%85.1%64.9%119.7%9.9%0.2%-124.0K42.1M-243.1K1.1744.938,61510,107612,108285,476
2022-10-10$2.95$5.00124.2%34.6%88.6%77.7%123.8%15.0%0.3%-123.6K41.2M-258.6K0.6345.407,5984,778603,265281,205
2022-10-11$2.71$5.00129.7%35.9%88.5%85.4%126.1%8.4%-8.5%-94.4K42.0M-225.7K0.6038.729,9695,981606,072280,061
2022-10-12$2.82$5.00129.0%36.1%90.9%84.4%133.1%16.5%-3.2%-80.2K40.7M-241.6K0.9037.944,3213,892610,722278,750
2022-10-13$2.71$5.00127.8%35.2%91.1%82.7%123.2%6.8%-5.9%-78.2K40.7M-230.4K0.6446.047,8655,031612,276280,049
2022-10-14$2.47$5.00134.1%39.2%94.5%91.5%131.0%11.7%7.5%-8.7K31.1M-192.8K0.9845.2811,39911,227616,073244,611
2022-10-17$2.50$5.00135.8%39.0%94.8%93.9%132.5%3.7%-18.8%-27.3K31.7M-169.6K0.5846.6011,0296,379603,452233,502
2022-10-18$2.49$5.00131.6%37.7%92.0%88.0%126.7%6.1%-17.4%-3.4K31.3M-167.8K0.5332.3412,4806,616609,546233,461
2022-10-19$2.31$5.00134.4%38.5%89.8%91.9%130.6%5.2%-17.1%-5.4K29.8M-157.8K0.2824.1024,4036,949617,438231,901
2022-10-20$2.44$5.00132.1%38.7%91.7%88.6%130.2%4.9%-21.6%40.3K27.6M-172.9K0.8131.5416,87013,677627,623229,888
2022-10-21$2.44$5.00130.7%38.9%89.7%86.7%133.1%3.2%-14.2%-50029.6M-167.9K1.3323.7410,30513,725637,084236,578
2022-10-24$2.37$5.00122.2%37.5%89.7%75.0%132.7%8.9%3.2%19.1K21.8M-161.5K0.7927.7110,8328,570614,319202,291
2022-10-25$2.72$5.00121.1%37.5%104.2%73.5%128.1%10.0%-0.4%74.9K19.1M-205.2K0.5429.8221,28911,407615,394203,316
2022-10-26$2.68$5.00118.5%38.5%98.7%69.7%132.1%7.8%-1.6%62.1K20.3M-198.5K1.7819.666,98712,458617,137208,340
2022-10-27$2.68$5.00119.2%37.5%94.6%70.7%126.1%3.6%-2.2%48.8K20.8M-197.4K0.8220.4610,3458,521619,711211,934
2022-10-28$2.68$5.00119.0%32.9%94.6%70.4%123.2%5.9%-17.8%45.7K18.1M-192.1K0.9813.596,0905,976624,588202,790
2022-10-31$2.58$5.00123.4%42.0%94.9%76.7%148.3%5.3%0.7%25.8K17.0M-174.8K0.9512.246,6176,255620,304190,774