OTEX Options History — August 2022

In August 2022, OTEX traded between $31.48 and $41.49. ATM implied volatility averaged 30.7%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 9.9% (HV 20d: 40.5%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 2.61.

Notable Days

  • 2022-08-31: Highest Volume — 456 contracts
  • 2022-08-17: Largest IV spike — 93.8% change
  • 2022-08-26: Highest IV Rank — 43.5%
  • 2022-08-26: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.87$31.48$41.49$40.96$31.72
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV30.7%20.5%46.9%35.4%36.2%
Expected Move8.5%5.9%13.4%10.1%10.4%
HV 20d40.5%26.3%63.4%26.3%62.6%
HV 60d33.3%28.9%43.8%32.0%43.5%
IV Rank22.7%9.8%43.5%28.9%29.7%
IV Percentile59.7%17.1%97.6%83.3%84.1%
Term Structure-0.1%-16.9%17.0%-5.6%2.4%
VWIV30.9%20.9%50.9%29.9%37.5%
Skew 25d9.3%-3.5%53.9%8.9%3.9%
Skew 10d25.8%-0.1%83.8%17.2%61.9%
Call IV 25d27.7%18.2%52.8%32.0%34.3%
Put IV 25d37.0%21.6%74.1%41.0%38.2%
Bid-Ask Spread %90.4862.67110.6190.6293.58
Gamma HHI0.550.270.800.480.39
Net GEX31.4K-5.7K99.2K83.4K-1.7K
Net DEX84.1K-729.7K770.0K-575.1K582.9K
Net VEX-2.8K-4.3K-1.8K-3.4K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.610.0019.670.531.39
Total Volume128.9570456199456
Total OI1,964.136372,5922,4221,544

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$40.96$40.0035.4%10.1%26.3%28.9%29.9%8.9%-5.6%83.4K-575.1K-3.4K0.5390.62N/AN/A130691,689733
2022-08-02$40.35$40.0034.2%9.8%27.1%27.4%30.5%4.7%-5.1%68.1K-424.7K-3.2K0.7185.60N/AN/A130921,691733
2022-08-03$41.21$40.0035.1%10.1%27.7%28.5%25.4%16.2%-6.4%84.6K-582.8K-3.6K0.7373.95N/AN/A126921,691756
2022-08-04$41.49$40.0040.2%8.4%27.3%35.1%29.1%6.1%-2.9%99.2K-729.7K-3.9K0.6276.54N/AN/A149921,697756
2022-08-05$38.96$40.0037.0%11.0%35.8%31.0%37.9%15.4%-16.9%32.5K-136.4K-2.7K0.63104.69N/AN/A146921,687756
2022-08-08$39.32$40.0028.8%7.0%35.5%20.5%24.5%2.9%0.2%36.8K-52.9K-2.1K0.7680.27N/AN/A1441091,692756
2022-08-09$37.85$40.0030.7%7.2%37.9%22.8%0.0%-3.5%1.7%24.8K96.8K-2.0K0.0099.54N/AN/A001,710767
2022-08-10$39.30$40.0023.5%6.7%39.8%13.6%23.6%7.8%2.4%37.2K-40.5K-2.2K0.0094.85N/AN/A901,710767
2022-08-11$39.15$40.0025.2%7.2%39.7%15.8%0.0%5.2%-0.5%36.4K-45.1K-2.3K0.0098.22N/AN/A001,731767
2022-08-12$39.75$40.0020.5%5.9%39.9%9.8%26.8%0.0%3.6%45.2K-137.0K-2.4K0.00107.49N/AN/A701,731767
2022-08-15$39.88$40.0024.2%6.9%39.3%14.1%24.2%53.9%1.3%46.0K-146.2K-2.4K0.00108.94N/AN/A0221,734767
2022-08-16$40.20$40.0021.6%6.2%38.5%10.8%21.6%25.1%3.4%43.9K-145.5K-2.4K14.0070.64N/AN/A3421,734787
2022-08-17$39.29$40.0041.9%12.0%38.9%37.0%41.7%11.8%-15.7%26.5K16.8K-2.6K0.14110.61N/AN/A74101,734827
2022-08-18$39.17$40.0028.7%8.2%38.5%19.9%0.0%6.8%-1.9%32.6K55.9K-2.5K1.0075.20N/AN/A10101,755818
2022-08-19$38.19$40.0025.7%7.4%39.4%16.0%0.0%6.1%-1.8%16.2K230.1K-2.3K0.0096.21N/AN/A001,764828
2022-08-22$37.41$40.0024.6%7.0%39.9%14.6%23.7%8.1%11.6%13.2K304.4K-2.0K19.6762.67N/AN/A6118455182
2022-08-23$37.30$40.0030.3%8.7%37.9%22.1%31.7%6.8%1.0%5.0K437.2K-3.0K1.0074.92N/AN/A33453300
2022-08-24$37.25$40.0022.9%6.5%35.3%12.4%0.0%1.1%10.1%4.5K490.0K-3.0K4.2581.14N/AN/A417456303
2022-08-25$37.20$40.0026.0%7.5%35.2%16.5%20.9%3.7%4.7%2.6K516.9K-3.0K2.0092.33N/AN/A24459320
2022-08-26$31.87$40.0046.9%13.4%63.4%43.5%50.9%0.5%-1.9%-5.7K770.0K-1.8K0.8490.07N/AN/A203170461324
2022-08-29$31.61$40.0039.5%11.3%63.3%33.9%39.8%4.5%-2.0%-3.9K736.4K-2.9K1.06105.06N/AN/A121128714455
2022-08-30$31.48$40.0026.5%7.6%63.3%17.1%36.8%17.6%17.0%-5.0K712.7K-3.8K0.35107.83N/AN/A12845832582
2022-08-31$31.72$40.0036.2%10.4%62.6%29.7%37.5%3.9%2.4%-1.7K582.9K-4.3K1.3993.58N/AN/A191265928616