Energy Energy Reference Data Updated 2026-05-31

OKE Gamma Exposure, IV Rank & Implied Volatility

ONEOK Inc. (OKE) options data — GEX, IV rank, options chain & Greeks

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.

IV Rank 39.4 /100
IV 57.5%
Simulated data for display · open live OKE on the platform →

An IV rank near 39.4 (the value shown here is illustrative) would mean implied volatility is in roughly the 39.4th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live OKE IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 40.44%84.53%

Chart shows simulated data for display purposes. View the real OKE IV history on the live platform →

Comprehensive options market data for ONEOK Inc.

OKE Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 18% - 40%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
18% - 40%
Market Cap
$50B+
Weeklies
Yes

1 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.

2 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.

3 OKE Implied Volatility & IV Rank

OKE implied volatility is influenced by commodity prices, OPEC decisions, and geopolitical events. Energy stocks see elevated volatility during oil price instability.

Low IV Environment
18% - 23%
Below average volatility
Typical IV Range
23% - 34%
Normal conditions
Elevated IV
34% - 40%
Above average volatility

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.

View OKE Volatility Lab

OKE 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:

View Live OKE GEX

4 Common OKE Options Strategies

These are strategies commonly used by traders on OKE options, based on typical market characteristics. This is not investment advice.

Popular for OKE shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on OKE.

Range-bound strategy for OKE between events.

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

Frequently Asked Questions: 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.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

Explore OKE Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.

7 days free, cancel anytime No charge if you cancel
Start trial →