OTEX Options History — February 2019 In February 2019, OTEX traded between $36.76 and $38.34. ATM implied volatility averaged 16.1%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 4.4% (HV 20d: 20.5%). 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 19 of 19 days. Put/call ratio averaged 0.19.
Notable Days 2019-02-01 : Highest Volume — 812 contracts2019-02-15 : Largest IV drop — 55.5% change2019-02-06 : Highest IV Rank — 36.0%2019-02-06 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $37.51 $36.76 $38.34 $37.20 $37.97 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 16.1% 10.0% 22.6% 15.0% 10.5% Expected Move 4.8% 2.9% 6.5% 6.3% 3.0% HV 20d 20.5% 17.8% 22.4% 22.4% 18.4% HV 60d 25.2% 24.0% 26.3% 26.2% 24.1% IV Rank 17.4% 0.0% 36.0% 13.2% 1.7% IV Percentile 23.3% 0.0% 61.1% 5.2% 0.8% Term Structure 4.9% 0.1% 12.9% 1.7% 8.4% VWIV 18.1% 9.9% 23.0% 22.0% 12.7% Skew 25d 3.8% 0.8% 9.9% 2.4% 4.8% Skew 10d 5.0% -5.6% 12.3% -5.6% 7.0% Call IV 25d 14.5% 10.4% 19.6% 18.9% 11.2% Put IV 25d 18.3% 12.7% 21.5% 21.3% 16.0% Bid-Ask Spread % 32.44 6.92 75.69 64.69 67.14 Gamma HHI 0.54 0.48 0.63 0.63 0.61 Net GEX 92.2K 54.5K 142.6K 75.8K 139.3K Net DEX -4.2M -5.6M -2.5M -5.6M -2.8M Net VEX -6.9K -9.2K -4.8K -4.8K -9.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.19 0.00 0.69 0.16 0.24 Total Volume 174.158 82 812 812 131 Total OI 2,639.895 1,433 3,453 3,014 1,781
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-02-01 $37.20 $35.00 15.0% 6.3% 22.4% 13.2% 22.0% 2.4% 1.7% 75.8K -5.6M -4.8K 0.16 64.69 N/A N/A 698 114 2,145 869 2019-02-04 $37.50 $35.00 17.4% 6.3% 22.0% 20.5% 22.0% 2.2% 2.7% 76.5K -5.5M -5.3K 0.06 16.12 N/A N/A 139 8 2,428 843 2019-02-05 $37.69 $35.00 16.1% 4.4% 21.6% 16.5% 23.0% 2.3% 3.9% 71.1K -5.5M -5.0K 0.06 75.69 N/A N/A 157 9 2,503 849 2019-02-06 $37.41 $35.00 22.6% 6.5% 20.7% 36.0% 20.2% 2.4% 0.6% 54.5K -5.4M -5.0K 0.00 29.56 N/A N/A 147 0 2,511 848 2019-02-07 $36.96 $35.00 21.9% 6.3% 21.3% 33.8% 21.2% 1.9% 3.1% 74.1K -5.2M -5.5K 0.06 33.59 N/A N/A 81 5 2,527 848 2019-02-08 $37.00 $35.00 21.4% 6.1% 21.2% 32.5% 20.5% 1.7% 2.8% 74.7K -5.2M -5.5K 0.10 18.95 N/A N/A 84 8 2,518 853 2019-02-11 $36.76 $35.00 21.4% 6.1% 21.4% 32.6% 20.5% 8.1% 2.8% 77.6K -5.1M -5.8K 0.05 8.85 N/A N/A 137 7 2,532 853 2019-02-12 $36.84 $35.00 21.7% 6.2% 21.1% 33.2% 19.9% 8.2% 2.1% 82.7K -5.0M -6.2K 0.09 10.70 N/A N/A 87 8 2,534 860 2019-02-13 $37.17 $35.00 21.4% 6.1% 21.2% 32.3% 19.3% 8.3% 2.8% 86.1K -5.2M -6.1K 0.11 11.12 N/A N/A 74 8 2,546 861 2019-02-14 $37.40 $35.00 22.4% 6.4% 21.2% 35.4% 21.1% 0.8% 0.1% 81.4K -5.2M -6.3K 0.21 12.37 N/A N/A 109 23 2,548 875 2019-02-15 $37.51 $35.00 10.0% 2.9% 21.1% 0.0% 22.2% 9.9% 12.9% 79.0K -5.3M -6.6K 0.12 12.94 N/A N/A 337 42 2,558 895 2019-02-19 $37.61 $35.00 11.7% 3.4% 20.8% 5.2% 22.9% 7.6% 7.3% 91.4K -2.5M -7.5K 0.38 50.14 N/A N/A 94 36 1,152 281 2019-02-20 $37.68 $35.00 12.4% 3.6% 19.7% 7.2% 15.6% 1.7% 7.1% 91.1K -2.6M -8.3K 0.69 64.06 N/A N/A 52 36 1,238 317 2019-02-21 $37.48 $35.00 13.1% 3.7% 19.9% 9.0% 13.4% 1.3% 6.9% 94.2K -2.6M -8.5K 0.67 6.92 N/A N/A 54 36 1,273 317 2019-02-22 $37.85 $35.00 12.1% 3.5% 20.0% 6.1% 17.1% 0.9% 6.6% 96.1K -2.7M -8.2K 0.17 8.29 N/A N/A 205 34 1,256 317 2019-02-25 $38.09 $35.00 11.4% 3.3% 19.2% 4.2% 10.4% 1.1% 7.0% 124.2K -3.0M -8.8K 0.04 9.02 N/A N/A 136 5 1,416 325 2019-02-26 $38.24 $35.00 12.2% 3.5% 18.7% 6.5% 10.2% 3.0% 7.4% 138.7K -3.1M -9.2K 0.16 59.50 N/A N/A 91 15 1,515 330 2019-02-27 $38.34 $35.00 11.6% 3.3% 17.8% 4.8% 9.9% 3.1% 7.1% 142.6K -3.1M -8.9K 0.17 56.61 N/A N/A 87 15 1,516 320 2019-02-28 $37.97 $35.00 10.5% 3.0% 18.4% 1.7% 12.7% 4.8% 8.4% 139.3K -2.8M -9.1K 0.24 67.14 N/A N/A 106 25 1,461 320
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