OTEX Options History — June 2025

In June 2025, OTEX traded between $27.71 and $29.13. ATM implied volatility averaged 23.4%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 3.6% (HV 20d: 19.8%). Max pain ranged from $27.50 to $27.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.81.

Notable Days

  • 2025-06-04: Highest Volume — 195 contracts
  • 2025-06-27: Largest IV spike — 53.0% change
  • 2025-06-02: Highest IV Rank — 42.5%
  • 2025-06-02: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.42$27.71$29.13$28.05$29.13
Max Pain$27.50$27.50$27.50$27.50$27.50
ATM IV23.4%15.3%38.1%38.1%15.3%
Expected Move6.9%4.4%10.9%10.9%4.4%
HV 20d19.8%16.0%23.7%21.1%23.1%
HV 60d35.9%35.1%36.5%36.2%35.1%
IV Rank14.3%0.0%42.5%42.5%0.0%
IV Percentile15.6%0.0%78.2%78.2%0.0%
Term Structure3.1%-14.4%10.4%-12.3%8.4%
VWIV22.0%16.4%26.3%26.3%18.6%
Skew 25d4.0%-8.6%24.5%5.0%5.8%
Skew 10d6.1%-7.2%53.8%-0.2%8.7%
Call IV 25d21.1%15.4%31.6%31.6%18.6%
Put IV 25d25.1%14.7%40.9%36.6%24.4%
Bid-Ask Spread %88.5473.15121.2784.9976.86
Gamma HHI0.480.390.610.450.61
Net GEX345.8K264.2K487.5K286.1K358.7K
Net DEX-4.8M-6.8M-3.1M-3.3M-5.7M
Net VEX-27.5K-32.4K-23.4K-32.4K-24.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.006.506.500.20
Total Volume6091953030
Total OI8,848.36,41910,05610,0406,525

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$28.05$27.5038.1%10.9%21.1%42.5%0.0%5.0%-12.3%286.1K-3.3M-32.4K6.5084.99N/AN/A4266,9533,087
2025-06-03$28.24$27.5026.4%7.6%18.4%20.0%26.3%24.5%-1.4%315.5K-3.8M-31.4K1.2577.41N/AN/A456,9563,094
2025-06-04$28.52$27.5025.7%7.4%18.5%18.6%25.9%2.1%-0.1%342.0K-4.5M-30.9K2.8275.41N/AN/A511446,9593,097
2025-06-05$28.41$27.5018.1%7.5%18.7%4.1%23.8%4.2%4.3%350.9K-4.4M-30.0K0.8880.78N/AN/A40357,0082,969
2025-06-06$27.87$27.5021.8%7.1%19.1%11.2%24.2%4.3%4.8%328.6K-3.1M-28.8K0.0078.14N/AN/A906,8932,973
2025-06-09$28.19$27.5019.2%5.5%18.7%6.3%21.9%-7.0%4.8%347.3K-4.4M-28.8K0.4584.49N/AN/A40186,8942,782
2025-06-10$28.69$27.5020.2%6.8%17.0%8.2%21.4%1.9%7.3%369.6K-5.7M-29.4K0.0475.75N/AN/A13656,9242,796
2025-06-11$28.77$27.5022.5%6.4%16.6%12.5%0.0%-8.6%5.3%338.2K-6.2M-28.3K0.0497.92N/AN/A9347,0452,792
2025-06-12$28.97$27.5022.8%6.5%16.0%13.1%25.2%2.2%5.4%386.8K-6.8M-30.3K0.2081.90N/AN/A1027,1302,789
2025-06-13$28.25$27.5030.8%8.8%18.7%28.4%0.0%5.8%-14.4%355.9K-4.8M-29.2K0.18121.27N/AN/A1127,1372,789
2025-06-16$28.45$27.5025.8%7.4%18.8%18.8%0.0%7.6%4.5%353.8K-5.3M-27.7K0.0095.65N/AN/A2807,1472,744
2025-06-17$28.27$27.5024.1%6.9%18.9%15.5%16.4%10.2%7.8%359.4K-5.2M-26.4K0.4493.26N/AN/A947,1222,694
2025-06-18$28.38$27.5024.6%7.1%18.7%16.6%16.7%4.0%0.0%360.0K-5.4M-26.9K0.04119.35N/AN/A8337,1222,620
2025-06-20$27.71$27.5022.3%6.4%20.4%12.2%22.1%3.5%10.4%487.5K-4.1M-24.0K0.27108.56N/AN/A75207,1182,621
2025-06-23$27.75$27.5023.3%6.7%20.4%14.1%22.7%4.5%8.1%264.2K-3.3M-23.4K0.4088.29N/AN/A80325,0001,423
2025-06-24$28.70$27.5023.8%6.8%23.7%15.1%22.4%2.7%6.1%320.1K-4.9M-25.0K0.9273.15N/AN/A25234,9721,447
2025-06-25$28.64$27.5022.6%6.5%22.9%12.8%23.1%1.2%6.4%330.7K-4.7M-24.9K0.1787.38N/AN/A2444,9811,446
2025-06-26$28.84$27.5015.9%4.6%22.8%0.0%19.6%2.6%7.8%335.4K-5.2M-24.8K0.0083.88N/AN/A3305,0021,447
2025-06-27$28.57$27.5024.3%7.0%22.6%16.1%21.5%2.8%-0.8%325.8K-4.5M-23.4K1.3886.42N/AN/A37515,0211,447
2025-06-30$29.13$27.5015.3%4.4%23.1%0.0%18.6%5.8%8.4%358.7K-5.7M-24.4K0.2076.86N/AN/A2555,0271,498