OTEX Options History — April 2023 In April 2023, OTEX traded between $37.20 and $39.67. ATM implied volatility averaged 25.7%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 5.1% (HV 20d: 20.6%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 2.80.
Notable Days 2023-04-10 : Highest Volume — 122 contracts2023-04-11 : Largest IV spike — 60.3% change2023-04-25 : Highest IV Rank — 33.6%2023-04-25 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $38.27 $37.20 $39.67 $38.41 $37.80 Max Pain $30.79 $30.00 $35.00 $35.00 $30.00 ATM IV 25.7% 14.8% 35.4% 21.5% 29.3% Expected Move 7.5% 4.2% 10.2% 6.2% 8.4% HV 20d 20.6% 14.7% 28.8% 28.8% 15.6% HV 60d 25.4% 24.3% 26.1% 26.1% 24.3% IV Rank 15.9% 0.0% 33.6% 3.8% 23.6% IV Percentile 25.4% 0.0% 75.4% 1.2% 47.2% Term Structure 0.3% -9.3% 17.5% 4.1% -9.3% VWIV 28.8% 19.0% 42.3% 19.0% 21.9% Skew 25d 6.3% -16.7% 32.6% 22.3% -2.5% Skew 10d 7.4% -18.4% 34.0% 6.5% -5.2% Call IV 25d 27.1% 13.8% 53.0% 23.9% 38.9% Put IV 25d 33.4% 18.8% 50.4% 46.3% 36.4% Bid-Ask Spread % 96.89 55.77 114.77 103.05 106.60 Gamma HHI 0.39 0.34 0.47 0.40 0.34 Net GEX 45.9K 34.6K 55.9K 48.3K 36.7K Net DEX -2.3M -2.8M -1.8M -2.4M -1.9M Net VEX -5.4K -6.5K -4.7K -5.6K -5.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.80 0.00 30.00 0.00 1.00 Total Volume 15.947 0 122 3 8 Total OI 1,771.526 1,593 1,873 1,783 1,607
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 2023-04-03 $38.41 $35.00 21.5% 6.2% 28.8% 3.8% 0.0% 22.3% 4.1% 48.3K -2.4M -5.6K 0.00 103.05 N/A N/A 3 0 931 852 2023-04-04 $38.28 $35.00 24.1% 6.9% 28.3% 7.5% 0.0% -8.5% 0.4% 48.2K -2.4M -5.6K 0.00 101.09 N/A N/A 5 0 933 852 2023-04-05 $38.05 $35.00 14.8% 4.2% 28.5% 0.0% 0.0% 32.6% 17.5% 47.6K -2.3M -5.3K 0.00 111.11 N/A N/A 2 0 938 852 2023-04-06 $38.17 $30.00 22.9% 7.6% 28.5% 10.7% 0.0% -4.1% -0.3% 49.6K -2.4M -5.4K 0.00 86.43 N/A N/A 0 0 938 852 2023-04-10 $38.27 $30.00 18.4% 8.0% 26.3% 4.7% 19.0% 6.3% -0.9% 49.4K -2.4M -5.0K 3.36 80.42 N/A N/A 28 94 938 852 2023-04-11 $38.72 $30.00 29.4% 7.2% 23.0% 19.3% 0.0% -1.9% -1.6% 48.9K -2.6M -4.8K 0.05 96.28 N/A N/A 22 1 936 914 2023-04-12 $38.78 $30.00 24.9% 7.1% 22.7% 13.4% 24.9% 6.5% -0.8% 55.1K -2.5M -5.5K 0.00 98.31 N/A N/A 3 0 936 913 2023-04-13 $39.67 $30.00 27.0% 7.7% 21.5% 16.1% 26.6% 10.8% -3.0% 55.9K -2.8M -4.7K 0.00 89.93 N/A N/A 10 0 939 913 2023-04-14 $39.30 $30.00 28.6% 8.2% 20.1% 18.3% 32.0% 13.5% -2.4% 55.7K -2.6M -5.4K 0.00 55.77 N/A N/A 1 0 939 913 2023-04-17 $38.97 $30.00 19.8% 5.7% 20.6% 8.1% 0.0% 7.3% 3.2% 53.5K -2.6M -5.1K 0.00 89.73 N/A N/A 0 20 939 913 2023-04-18 $38.75 $30.00 25.3% 7.2% 17.6% 17.1% 25.4% 6.8% -0.8% 44.0K -2.4M -5.8K 0.00 93.40 N/A N/A 13 0 939 933 2023-04-19 $38.25 $30.00 25.7% 7.4% 18.0% 17.7% 31.7% 7.4% -1.9% 46.2K -2.3M -4.9K 0.00 93.40 N/A N/A 21 0 940 933 2023-04-20 $38.21 $30.00 27.9% 8.0% 14.8% 21.4% 27.9% 14.8% 2.3% 43.8K -2.2M -6.5K 30.00 110.09 N/A N/A 1 30 939 933 2023-04-21 $37.70 $30.00 31.8% 9.1% 15.7% 27.7% 33.1% 20.5% -2.0% 34.6K -2.2M -5.7K 0.00 114.77 N/A N/A 24 0 939 903 2023-04-24 $37.63 $30.00 32.5% 9.3% 15.1% 28.8% 31.3% -0.4% -7.5% 40.0K -1.9M -5.6K 0.33 106.58 N/A N/A 3 1 772 821 2023-04-25 $37.20 $30.00 35.4% 10.2% 15.2% 33.6% 42.3% -5.9% -6.5% 38.8K -1.8M -5.8K 10.00 104.20 N/A N/A 1 10 773 822 2023-04-26 $37.20 $30.00 26.0% 7.4% 14.7% 18.2% 0.0% -16.7% 13.8% 37.1K -1.8M -5.5K 0.00 102.64 N/A N/A 0 0 774 832 2023-04-27 $37.81 $30.00 22.4% 6.4% 15.9% 12.4% 21.9% 11.4% 0.7% 38.6K -2.0M -5.4K 0.00 97.09 N/A N/A 2 0 774 832 2023-04-28 $37.80 $30.00 29.3% 8.4% 15.6% 23.6% 0.0% -2.5% -9.3% 36.7K -1.9M -5.4K 1.00 106.60 N/A N/A 4 4 775 832
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