If you like UTEP I would strongly suggest sitting this first game out and waiting to play them at home in games two and three.
OSU is a much different animal at home than compared to on the road. They are only 14~14 ATS overall but 9~6 ATS at home and reviewing their schedule they have some pretty impressive home wins this year against much stronger competition than UTEP has faced.
That being said, if OSU wins, then the Under would be the correct play as well. Overall the Under is 17~11 for OSU and it is 10~5 at home.