OTEX Options History — June 2024

In June 2024, OTEX traded between $27.68 and $30.02. ATM implied volatility averaged 27.2%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 5.1% (HV 20d: 22.1%). Max pain ranged from $30.00 to $32.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.47.

Notable Days

2024-06-04: Highest Volume — 910 contracts
2024-06-28: Largest IV spike — 39.9% change
2024-06-17: Highest IV Rank — 39.2%
2024-06-05: Largest Expected Move — 8.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.88	$27.68	$30.02	$28.88	$30.02
Max Pain	$30.26	$30.00	$32.50	$32.50	$30.00
ATM IV	27.2%	18.2%	29.8%	29.0%	25.5%
Expected Move	7.8%	5.2%	8.5%	8.3%	7.3%
HV 20d	22.1%	14.9%	25.7%	14.9%	23.7%
HV 60d	36.6%	36.0%	37.0%	36.0%	37.0%
IV Rank	33.0%	11.9%	39.2%	34.0%	31.8%
IV Percentile	60.2%	1.6%	73.4%	71.8%	47.2%
Term Structure	5.0%	-2.4%	12.7%	-2.4%	7.1%
VWIV	27.9%	25.0%	30.9%	29.4%	26.9%
Skew 25d	2.3%	-0.7%	4.4%	0.2%	0.0%
Skew 10d	4.5%	-3.3%	10.1%	-3.3%	0.7%
Call IV 25d	27.2%	24.7%	30.3%	30.3%	26.6%
Put IV 25d	29.5%	24.0%	33.5%	30.5%	26.7%
Bid-Ask Spread %	69.23	54.33	86.37	78.86	63.37
Gamma HHI	0.40	0.29	0.75	0.43	0.38
Net GEX	-225.5K	-843.3K	-121.0K	-154.8K	-121.7K
Net DEX	3.6M	547.2K	6.2M	4.5M	578.3K
Net VEX	-32.8K	-35.4K	-26.2K	-30.8K	-33.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.47	0.05	6.46	0.58	0.43
Total Volume	199.316	13	910	301	20
Total OI	12,782.632	10,278	14,115	12,215	10,361

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
2024-06-03	$28.88	$32.50	29.0%	8.3%	14.9%	34.0%	29.4%	0.2%	-2.4%	-154.8K	4.5M	-30.8K	0.58	78.86	N/A	N/A	191	110	8,361	3,854
2024-06-04	$27.89	$32.50	29.8%	8.5%	18.8%	35.7%	29.4%	4.1%	-1.8%	-150.8K	6.0M	-26.2K	6.46	65.59	N/A	N/A	122	788	8,394	3,935
2024-06-05	$28.05	$30.00	29.8%	8.5%	19.0%	35.7%	30.9%	3.9%	-0.4%	-191.3K	5.5M	-29.9K	1.14	64.61	N/A	N/A	317	362	8,503	4,481
2024-06-06	$28.09	$30.00	29.2%	8.2%	18.7%	34.3%	28.8%	2.7%	3.4%	-192.7K	5.2M	-33.1K	3.47	60.53	N/A	N/A	146	506	8,758	4,747
2024-06-07	$27.68	$30.00	27.6%	8.0%	19.0%	30.7%	28.3%	1.9%	4.4%	-187.3K	6.2M	-33.1K	0.15	64.98	N/A	N/A	53	8	8,884	5,231
2024-06-10	$28.23	$30.00	29.0%	8.2%	20.7%	33.9%	28.8%	1.9%	4.2%	-216.7K	4.7M	-33.9K	0.52	70.59	N/A	N/A	124	64	8,913	5,036
2024-06-11	$28.18	$30.00	29.5%	8.3%	20.3%	35.0%	29.1%	3.3%	3.9%	-215.2K	4.8M	-33.9K	0.30	60.21	N/A	N/A	10	3	8,953	5,042
2024-06-12	$28.76	$30.00	26.4%	7.6%	22.0%	28.1%	26.9%	2.1%	6.1%	-255.3K	4.0M	-34.2K	0.62	73.34	N/A	N/A	13	8	8,957	5,045
2024-06-13	$28.57	$30.00	28.3%	8.1%	21.9%	32.4%	28.0%	2.1%	4.4%	-249.7K	4.5M	-32.6K	0.05	72.69	N/A	N/A	102	5	8,961	5,042
2024-06-14	$28.69	$30.00	27.9%	8.0%	22.1%	38.3%	25.0%	4.4%	9.3%	-160.8K	4.4M	-33.4K	1.06	76.28	N/A	N/A	36	38	8,935	5,028
2024-06-17	$29.39	$30.00	28.2%	8.1%	24.1%	39.2%	28.0%	2.2%	6.5%	-325.7K	2.7M	-35.4K	0.36	58.46	N/A	N/A	67	24	8,963	4,999
2024-06-18	$28.91	$30.00	27.5%	7.9%	23.4%	37.3%	27.6%	2.4%	5.7%	-265.9K	3.8M	-33.1K	2.75	66.87	N/A	N/A	44	121	9,019	5,016
2024-06-20	$29.05	$30.00	27.4%	7.8%	23.6%	36.8%	27.7%	2.3%	6.3%	-252.5K	3.9M	-32.6K	2.88	85.57	N/A	N/A	8	23	8,987	5,108
2024-06-21	$29.80	$30.00	26.3%	7.5%	25.7%	34.0%	26.3%	2.1%	6.7%	-843.3K	2.8M	-33.8K	3.55	86.37	N/A	N/A	67	238	8,990	5,069
2024-06-24	$29.37	$30.00	26.5%	7.6%	25.4%	34.4%	26.6%	0.9%	3.6%	-121.0K	1.3M	-33.6K	1.61	82.67	N/A	N/A	33	53	6,076	4,202
2024-06-25	$29.72	$30.00	24.1%	6.9%	25.7%	28.0%	29.8%	3.3%	9.4%	-122.6K	885.6K	-34.1K	0.89	60.59	N/A	N/A	19	17	6,094	4,226
2024-06-26	$29.63	$30.00	26.8%	7.7%	25.6%	35.3%	26.8%	4.4%	6.2%	-121.7K	1.1M	-32.7K	0.50	54.33	N/A	N/A	20	10	6,106	4,236
2024-06-27	$29.80	$30.00	18.2%	5.2%	25.6%	11.9%	26.7%	-0.7%	12.7%	-136.4K	547.2K	-33.0K	0.70	69.37	N/A	N/A	10	7	6,121	4,237
2024-06-28	$30.02	$30.00	25.5%	7.3%	23.7%	31.8%	26.9%	0.0%	7.1%	-121.7K	578.3K	-33.1K	0.43	63.37	N/A	N/A	14	6	6,124	4,237