Energy · Energy
OKE Implied Volatility, IV Rank & Options Chain
ONEOK Inc. (OKE) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for ONEOK Inc.
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OKE options trade with implied volatility typically in the 18% - 40% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
OKE implied volatility
As of 2026-10-26As of 2026-10-26, OKE's 30-day implied volatility is 30.7%, placing its 1-year IV percentile at 38.0 — above 38.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
OKE live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live OKE chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
OKE options at a glance
- Daily volume
- N/A
- IV range
- 18% - 40%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About ONEOK Inc. (OKE)
ONEOK is a leading midstream operator providing natural gas gathering, processing, storage, and transportation services across the Williston, Mid-Continent, and Permian basins.
Company profile
- Sector
- Energy
- Industry
- Oil & Gas Midstream
- Market cap
- $50B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
ONEOK Inc. operates in the Energy sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
OKE options market overview
OKE options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
OKE options are available for trading across multiple expirations.
OKE implied volatility and IV rank
OKE implied volatility is influenced by commodity prices, OPEC decisions, and geopolitical events. Energy stocks see elevated volatility during oil price instability.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short OKE options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
OKE IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for OKE, on today's chain.
Open OKE in IV IntelligenceOKE gamma exposure (GEX)
Gamma Exposure analysis for OKE reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. OKE tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on OKE right now, strike by strike.
See live OKE GEXCommon OKE options strategies
These are strategies commonly used by traders on OKE options, based on typical market characteristics. This is not investment advice.
Key considerations for OKE options
- OKE options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
OKE key events
Earnings months. January, April, July, October
OKE options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns OKE's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/OKE"What is OKE's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on OKE in the console, more prompts for OKE, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about OKE options.
What is OKE's typical implied volatility?
OKE implied volatility typically ranges from 18% - 40%.
Does OKE have weekly options?
OKE offers weekly options.
What is OKE's options trading profile?
OKE (ONEOK Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 40% range. The position sits in the Energy category for portfolio diversification and options strategy design.
How does OKE implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on OKE?
Popular strategies on OKE options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 40% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is OKE's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence OKE's intraday price action. OKE tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live OKE GEX levels and the gamma-flip point on ApexVol.
What is OKE's IV rank?
OKE's IV rank shows where OKE's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. OKE implied volatility typically ranges from 18% - 40%. Check OKE's live IV rank and percentile on ApexVol's IV analytics.
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