OPEN Options History — October 2024

In October 2024, OPEN traded between $1.71 and $1.98. ATM implied volatility averaged 121.7%, placing in the 79.3% IV rank vs the trailing year. The 30-day expected move averaged 37.5%. IV traded above realized volatility by 51.9% (HV 20d: 69.8%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.27.

Notable Days

2024-10-03: Highest Volume — 68,059 contracts
2024-10-31: Largest IV drop — 21.3% change
2024-10-09: Highest IV Rank — 95.6%
2024-10-31: Largest Expected Move — 44.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.84	$1.71	$1.98	$1.90	$1.79
Max Pain	$2.00	$2.00	$2.00	$2.00	$2.00
ATM IV	121.7%	98.6%	134.5%	121.1%	98.6%
Expected Move	37.5%	29.0%	44.9%	29.0%	44.9%
HV 20d	69.8%	62.0%	76.1%	74.7%	68.2%
HV 60d	89.4%	81.9%	98.4%	98.4%	81.9%
IV Rank	79.3%	49.7%	95.6%	78.5%	49.7%
IV Percentile	91.4%	55.6%	99.6%	95.2%	55.6%
Term Structure	-12.1%	-71.1%	17.3%	6.6%	-71.1%
VWIV	132.9%	97.4%	159.3%	97.4%	159.3%
Skew 25d	-8.7%	-61.2%	43.0%	-47.8%	-56.9%
Skew 10d	-13.2%	-49.5%	24.1%	-49.5%	-28.7%
Call IV 25d	116.8%	74.8%	140.3%	122.6%	128.2%
Put IV 25d	108.1%	63.9%	129.3%	74.9%	71.3%
Bid-Ask Spread %	8.35	3.41	24.35	22.69	10.00
Gamma HHI	0.17	0.16	0.19	0.17	0.16
Net GEX	378.3K	301.4K	481.2K	345.0K	368.5K
Net DEX	-22.0M	-29.2M	-17.0M	-21.4M	-20.4M
Net VEX	-202.8K	-236.1K	-183.6K	-200.9K	-193.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.03	1.14	0.18	1.14
Total Volume	18,757.13	8,597	68,059	17,411	13,094
Total OI	704,813.87	644,543	735,758	644,543	735,654

Daily Data (23 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
2024-10-01	$1.90	$2.00	121.1%	29.0%	74.7%	78.5%	97.4%	-47.8%	6.6%	345.0K	-21.4M	-200.9K	0.18	22.69	14,713	2,698	551,227	93,316
2024-10-02	$1.90	$2.00	110.8%	29.3%	74.6%	65.3%	101.7%	1.8%	-0.2%	330.4K	-20.7M	-195.8K	0.08	24.35	12,238	991	552,736	94,132
2024-10-03	$1.92	$2.00	128.8%	40.3%	72.3%	88.4%	146.1%	-39.7%	9.4%	378.1K	-24.9M	-211.8K	0.03	10.60	66,021	2,038	564,057	94,687
2024-10-04	$1.98	$2.00	116.9%	37.1%	70.7%	73.1%	132.9%	-29.8%	17.3%	481.2K	-29.2M	-236.1K	0.38	6.66	20,186	7,700	617,736	96,585
2024-10-07	$1.83	$2.00	124.2%	37.6%	75.4%	82.5%	137.3%	-13.4%	9.2%	373.9K	-22.5M	-207.7K	0.25	3.41	20,249	4,999	588,588	89,983
2024-10-08	$1.77	$2.00	128.1%	36.1%	76.1%	87.4%	129.8%	-5.5%	-3.8%	335.3K	-19.9M	-197.9K	0.14	6.71	24,657	3,480	597,636	94,101
2024-10-09	$1.81	$2.00	134.5%	37.1%	74.9%	95.6%	134.3%	-1.1%	-4.7%	376.9K	-21.7M	-204.7K	0.12	5.57	9,603	1,175	615,116	95,477
2024-10-10	$1.75	$2.00	129.8%	36.0%	68.2%	89.7%	134.0%	43.0%	-7.6%	337.4K	-19.2M	-198.0K	0.13	5.70	9,918	1,242	618,522	95,891
2024-10-11	$1.88	$2.00	126.9%	36.4%	73.9%	85.9%	129.0%	41.8%	3.9%	402.5K	-22.5M	-207.7K	0.19	4.54	14,202	2,713	620,870	96,371
2024-10-14	$1.94	$2.00	126.8%	36.5%	69.8%	85.8%	127.5%	-0.8%	-30.1%	447.9K	-25.1M	-214.9K	0.14	9.45	12,139	1,720	613,882	92,029
2024-10-15	$1.90	$2.00	124.5%	35.6%	69.7%	82.8%	121.5%	-6.0%	-5.0%	433.9K	-23.6M	-205.9K	0.94	3.98	5,005	4,693	619,489	92,861
2024-10-16	$1.96	$2.00	128.6%	36.9%	68.8%	88.1%	128.7%	-2.1%	-38.2%	471.4K	-26.0M	-213.7K	0.06	7.70	16,512	950	619,749	96,361
2024-10-17	$1.83	$2.00	121.2%	36.1%	72.3%	78.6%	126.6%	-0.8%	-56.3%	355.1K	-19.9M	-195.4K	0.22	5.99	12,773	2,810	631,034	96,702
2024-10-18	$1.87	$2.00	117.3%	36.5%	71.3%	73.6%	128.2%	-1.9%	-55.1%	376.1K	-20.9M	-197.5K	0.20	5.07	15,962	3,228	636,576	99,182
2024-10-21	$1.81	$2.00	122.5%	36.6%	71.7%	80.3%	130.7%	-9.8%	-5.1%	346.0K	-20.2M	-196.1K	0.18	7.58	15,643	2,756	594,927	92,043
2024-10-22	$1.79	$2.00	120.7%	36.6%	67.1%	78.0%	127.0%	0.2%	-3.6%	332.3K	-19.1M	-192.2K	0.25	7.02	8,676	2,164	603,093	94,596
2024-10-23	$1.71	$2.00	118.6%	34.6%	63.1%	75.4%	127.1%	28.0%	-6.6%	301.4K	-17.0M	-183.6K	0.87	4.59	4,598	3,999	610,202	95,684
2024-10-24	$1.77	$2.00	119.4%	38.3%	62.1%	76.3%	134.8%	-61.2%	-8.5%	329.5K	-19.0M	-189.9K	0.04	6.43	24,920	938	612,054	96,919
2024-10-25	$1.77	$2.00	129.2%	40.7%	62.0%	88.9%	144.9%	-25.4%	-12.0%	345.2K	-20.1M	-196.5K	0.22	3.86	10,547	2,347	633,278	96,691
2024-10-28	$1.88	$2.00	102.2%	42.6%	65.5%	54.4%	148.0%	-7.9%	2.3%	420.8K	-25.1M	-212.8K	0.11	15.28	26,401	2,909	611,760	94,440
2024-10-29	$1.79	$2.00	123.7%	44.5%	66.2%	81.8%	155.0%	-7.8%	-3.6%	390.8K	-22.5M	-202.9K	0.29	6.61	7,114	2,087	634,960	95,768
2024-10-30	$1.85	$2.00	125.2%	44.0%	67.4%	83.7%	154.5%	3.3%	-15.3%	422.5K	-24.4M	-209.8K	0.12	8.31	7,703	903	637,006	96,748
2024-10-31	$1.79	$2.00	98.6%	44.9%	68.2%	49.7%	159.3%	-56.9%	-71.1%	368.5K	-20.4M	-193.1K	1.14	10.00	6,120	6,974	638,833	96,821