OTEX Options History — October 2022

In October 2022, OTEX traded between $25.45 and $29.87. ATM implied volatility averaged 40.7%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 7.2% (HV 20d: 33.5%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-10-03: Highest Volume — 1,103 contracts
  • 2022-10-06: Largest IV spike — 65.7% change
  • 2022-10-03: Highest IV Rank — 52.7%
  • 2022-10-03: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.43$25.45$29.87$27.18$29.06
Max Pain$25.71$25.00$30.00$30.00$25.00
ATM IV40.7%31.5%54.0%54.0%36.9%
Expected Move11.8%9.0%15.5%15.5%10.6%
HV 20d33.5%31.8%35.4%32.4%33.4%
HV 60d45.6%44.8%46.3%44.8%44.8%
IV Rank35.5%23.6%52.7%52.7%30.6%
IV Percentile85.9%60.7%98.8%98.8%79.4%
Term Structure-4.1%-15.4%23.7%23.7%-3.7%
VWIV46.4%40.5%72.4%72.4%56.6%
Skew 25d9.1%-8.1%38.0%38.0%4.0%
Skew 10d22.6%1.6%75.4%75.4%1.6%
Call IV 25d39.1%31.4%63.9%47.9%41.3%
Put IV 25d48.2%41.0%86.0%86.0%45.3%
Bid-Ask Spread %80.4869.5497.8197.8174.59
Gamma HHI0.540.290.750.290.71
Net GEX8.8K-10.3K21.8K95821.6K
Net DEX-59.5K-1.5M1.2M224.0K-1.1M
Net VEX-7.2K-9.0K-4.4K-9.0K-6.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.311.651.650.61
Total Volume534.9053111,1031,103376
Total OI2,877.2382,5293,1313,0152,570

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$27.18$30.0054.0%15.5%32.4%52.7%72.4%38.0%23.7%958224.0K-9.0K1.6597.81N/AN/A4166871,7141,301
2022-10-04$28.07$30.0034.7%9.9%34.8%27.7%41.3%6.6%-1.1%-3.5K158.9K-8.4K1.6582.51N/AN/A4156851,7141,301
2022-10-05$27.92$30.0031.5%9.0%34.8%23.6%41.0%9.8%1.8%-2.9K212.0K-8.6K0.9273.89N/AN/A4984591,7131,302
2022-10-06$27.18$25.0052.2%13.7%35.4%50.3%47.3%8.1%-15.4%3.1K419.8K-8.6K0.9175.63N/AN/A5084601,8061,308
2022-10-07$26.34$25.0039.3%12.1%34.3%33.7%42.4%7.7%-6.0%5.3K768.7K-8.0K1.0485.06N/AN/A4254411,8041,309
2022-10-10$26.20$25.0033.9%12.2%33.0%26.8%41.7%6.6%-5.9%3.0K963.9K-6.8K0.3188.53N/AN/A4241301,8041,310
2022-10-11$25.45$25.0040.1%12.0%31.8%34.8%41.5%6.5%-4.9%1.2K1.2M-7.1K0.4071.24N/AN/A4251691,8041,314
2022-10-12$25.82$25.0043.0%12.3%32.8%38.5%43.5%8.1%-5.1%1.7K1.1M-6.9K0.9380.81N/AN/A1791661,8051,326
2022-10-13$25.99$25.0041.5%11.9%33.1%36.5%41.6%11.5%-4.7%7.1K365.2K-7.3K0.9479.72N/AN/A1761661,8051,088
2022-10-14$25.88$25.0043.4%12.4%32.4%38.9%43.5%6.4%-7.4%7.6K414.4K-7.3K0.9278.64N/AN/A1811661,8071,088
2022-10-17$26.76$25.0045.2%13.0%34.5%41.3%45.6%7.1%-8.3%10.3K42.3K-7.3K0.9182.87N/AN/A1821661,8221,088
2022-10-18$27.41$25.0047.6%13.6%33.6%44.4%46.4%8.1%-10.8%20.0K-251.3K-7.6K0.7788.23N/AN/A2151661,8221,088
2022-10-19$27.18$25.0044.7%12.8%33.6%40.7%44.9%6.4%-8.0%21.8K-199.9K-7.2K0.5769.54N/AN/A2911661,8431,088
2022-10-20$27.22$25.0044.9%12.9%33.5%40.9%44.9%6.0%-2.4%13.3K-256.6K-7.4K0.5687.36N/AN/A2941661,8941,088
2022-10-21$27.96$25.0035.5%10.2%34.3%28.8%66.4%-8.1%-1.8%-10.3K-493.0K-4.4K0.5775.88N/AN/A2721551,9071,088
2022-10-24$27.92$25.0038.0%10.9%34.1%32.0%45.5%11.8%-0.4%13.9K-512.9K-6.8K0.5680.30N/AN/A2001121,5211,008
2022-10-25$28.49$25.0036.0%10.3%34.4%29.4%42.3%12.3%-12.2%16.5K-811.4K-7.0K0.5690.76N/AN/A1991121,5261,008
2022-10-26$29.00$25.0038.0%10.9%32.9%32.0%40.5%13.7%-4.3%17.1K-1.1M-6.9K0.4971.69N/AN/A2201071,5261,008
2022-10-27$29.06$25.0037.3%10.7%32.0%31.1%40.9%13.7%-6.1%17.3K-1.0M-6.5K0.5180.87N/AN/A2081071,5341,008
2022-10-28$29.87$25.0037.4%10.7%32.0%31.2%44.9%6.1%-3.3%20.0K-1.5M-6.2K0.7074.26N/AN/A2021411,5541,008
2022-10-31$29.06$25.0036.9%10.6%33.4%30.6%56.6%4.0%-3.7%21.6K-1.1M-6.0K0.6174.59N/AN/A2341421,5471,023