OTEX Options History — October 2024

In October 2024, OTEX traded between $30.11 and $34.09. ATM implied volatility averaged 36.0%, placing in the 46.8% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 17.8% (HV 20d: 18.2%). Max pain ranged from $30.00 to $32.50. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.93.

Notable Days

  • 2024-10-30: Highest Volume — 397 contracts
  • 2024-10-14: Largest IV spike — 77.4% change
  • 2024-10-14: Highest IV Rank — 100.0%
  • 2024-10-14: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.31$30.11$34.09$32.86$30.11
Max Pain$30.22$30.00$32.50$32.50$30.00
ATM IV36.0%24.0%58.2%24.9%34.2%
Expected Move10.8%7.1%16.7%7.1%9.8%
HV 20d18.2%14.8%44.7%18.3%44.7%
HV 60d25.5%20.3%31.7%26.5%31.7%
IV Rank46.8%18.0%100.0%20.6%39.9%
IV Percentile75.0%25.0%100.0%34.5%76.6%
Term Structure-6.4%-33.2%9.2%9.2%-3.7%
VWIV35.9%24.9%46.3%24.9%34.1%
Skew 25d6.4%-1.5%14.2%-1.4%5.3%
Skew 10d12.6%-6.8%23.9%-6.8%8.8%
Call IV 25d33.4%23.7%44.3%23.7%32.4%
Put IV 25d39.8%22.3%49.6%22.3%37.7%
Bid-Ask Spread %84.0766.8695.8078.4075.86
Gamma HHI0.530.300.650.450.30
Net GEX207.6K-21.6K314.1K195.1K-21.6K
Net DEX-3.9M-5.5M1.1M-3.4M1.1M
Net VEX-23.6K-27.3K-14.9K-27.3K-14.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.930.0032.000.861.91
Total Volume89.652139713262
Total OI7,457.0436,9207,9747,6077,233

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$32.86$32.5024.9%7.1%18.3%20.6%24.9%-1.4%9.2%195.1K-3.4M-27.3K0.8678.40N/AN/A764,5853,022
2024-10-02$32.91$32.5025.7%7.4%18.3%23.1%0.0%-1.5%8.7%194.8K-3.5M-26.8K0.0066.92N/AN/A104,5873,017
2024-10-03$32.80$30.0025.7%10.0%18.3%23.1%32.6%5.5%-3.9%187.3K-3.2M-27.2K0.1384.31N/AN/A3244,5883,017
2024-10-04$33.24$30.0024.0%9.8%17.7%18.0%33.0%9.8%-3.9%242.0K-4.1M-26.6K0.4090.88N/AN/A1044,6803,019
2024-10-07$32.87$30.0026.3%10.2%17.8%25.1%38.6%5.5%-4.1%206.6K-3.4M-25.7K0.4781.13N/AN/A30144,6893,019
2024-10-08$33.19$30.0025.0%10.2%18.0%21.0%32.5%5.9%-5.2%242.9K-4.0M-24.9K0.1289.00N/AN/A6884,6833,033
2024-10-09$33.66$30.0035.4%10.1%18.1%53.2%32.9%5.9%-5.8%292.0K-4.9M-26.1K32.0089.02N/AN/A1324,7183,040
2024-10-10$33.64$30.0035.0%10.0%18.1%52.1%32.0%6.1%-3.7%293.1K-4.6M-25.2K0.5379.01N/AN/A19104,7193,062
2024-10-11$33.80$30.0032.8%9.4%17.9%45.3%32.9%4.5%-4.4%314.1K-5.0M-24.7K0.8689.80N/AN/A764,7203,072
2024-10-14$33.69$30.0058.2%16.7%18.0%100.0%36.2%5.9%-33.2%189.3K-4.7M-23.8K0.5393.30N/AN/A1584,7223,066
2024-10-15$33.59$30.0036.1%10.3%17.4%44.6%33.4%5.4%-4.9%191.8K-4.6M-23.0K0.2587.86N/AN/A3694,7373,069
2024-10-16$34.09$30.0033.4%9.6%17.9%37.9%33.2%4.8%-3.8%280.9K-5.5M-23.2K0.5484.38N/AN/A1931054,7693,073
2024-10-17$33.94$30.0035.0%10.0%15.9%41.9%35.6%6.4%-6.2%304.2K-5.2M-23.5K0.8289.91N/AN/A85704,7943,078
2024-10-18$34.05$30.0034.8%10.0%15.9%41.5%34.8%14.2%-5.6%206.2K-5.3M-23.6K0.3395.80N/AN/A40134,8553,119
2024-10-21$33.47$30.0038.5%11.0%17.1%50.7%35.8%5.0%-7.5%189.8K-3.8M-22.6K0.6084.36N/AN/A534,2302,690
2024-10-22$33.47$30.0039.0%11.2%16.2%51.9%36.8%5.5%-7.2%188.5K-3.8M-22.2K0.1485.99N/AN/A3654,2352,689
2024-10-23$32.94$30.0041.4%11.9%16.3%57.8%43.7%13.9%-8.6%159.8K-3.1M-22.5K2.4693.38N/AN/A35864,2622,694
2024-10-24$33.30$30.0042.0%12.0%15.6%59.3%35.7%10.9%-8.3%178.4K-3.5M-22.3K0.0693.73N/AN/A4734,2622,731
2024-10-25$33.20$30.0041.7%11.9%14.8%58.6%39.3%11.3%-8.5%172.1K-3.4M-21.8K0.0282.95N/AN/A8624,2692,728
2024-10-28$33.75$30.0046.2%13.2%15.9%69.9%42.5%7.0%-10.7%193.3K-4.1M-21.8K0.1778.29N/AN/A146254,2542,728
2024-10-29$33.66$30.0046.8%13.4%15.6%71.4%42.7%7.1%-12.2%182.7K-3.9M-21.1K0.7866.86N/AN/A51404,2332,746
2024-10-30$33.83$30.0045.7%13.1%15.6%68.6%46.3%4.1%-12.7%191.8K-4.1M-21.6K0.4672.55N/AN/A2711264,2422,734
2024-10-31$30.11$30.0034.2%9.8%44.7%39.9%34.1%5.3%-3.7%-21.6K1.1M-14.9K1.9175.86N/AN/A901724,4132,820