ONEQ Options History — February 2008 In February 2008, ONEQ traded between $8.92 and $9.45. ATM implied volatility averaged 25.3%, placing in the 59.2% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 3.3% (HV 20d: 21.9%). Max pain ranged from $8.90 to $9.70. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 2.32.
Notable Days 2008-02-19 : Highest Volume — 450 contracts2008-02-25 : Largest IV drop — 14.7% change2008-02-06 : Highest IV Rank — 86.5%2008-02-06 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $9.11 $8.92 $9.45 $9.45 $8.92 Max Pain $9.08 $8.90 $9.70 $9.60 $9.10 ATM IV 25.3% 21.4% 31.2% 24.7% 25.2% Expected Move 7.1% 6.1% 8.3% 7.1% 7.2% HV 20d 21.9% 19.6% 25.5% 25.5% 21.0% HV 60d 23.3% 21.7% 24.9% 24.4% 22.1% IV Rank 59.2% 40.3% 86.5% 56.6% 58.3% IV Percentile 79.8% 59.5% 98.4% 81.3% 81.3% Term Structure 1.0% -0.7% 5.3% 0.8% 1.3% VWIV 24.1% 11.2% 28.7% 28.7% 24.3% Skew 25d 4.6% 2.8% 7.3% 5.0% 2.8% Skew 10d 10.7% 5.9% 17.6% 17.6% 10.2% Call IV 25d 21.8% 18.5% 25.0% 21.9% 23.0% Put IV 25d 26.4% 22.9% 30.2% 26.9% 25.8% Bid-Ask Spread % 58.35 41.83 105.93 69.97 70.96 Gamma HHI 0.18 0.11 0.25 0.23 0.25 Net GEX -11.3K -41.5K 13.3K 13.3K -41.5K Net DEX 159.9K 17.2K 371.1K 17.2K 371.1K Net VEX -1.1K -1.5K -582 -633 -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.32 0.00 10.00 10.00 0.00 Total Volume 80.5 0 450 0 10 Total OI 1,116 630 1,610 630 1,610
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2008-02-01 $9.45 $9.60 24.7% 7.1% 25.5% 56.6% 0.0% 5.0% 0.8% 13.3K 17.2K -633 0.00 69.97 N/A N/A 0 0 430 200 2008-02-04 $9.34 $9.70 27.6% 7.6% 22.6% 70.2% 28.7% 7.3% -0.2% 12.4K 39.4K -582 10.00 45.94 N/A N/A 10 100 430 200 2008-02-05 $9.06 $8.90 29.3% 8.1% 24.6% 77.7% 0.0% 5.6% -0.7% 4.1K 116.4K -607 0.00 45.69 N/A N/A 200 0 440 300 2008-02-06 $8.93 $8.90 31.2% 8.3% 23.8% 86.5% 0.0% 4.5% -0.6% 4.6K 106.1K -841 0.00 55.06 N/A N/A 0 0 640 300 2008-02-07 $8.98 $8.90 29.0% 8.0% 23.3% 76.4% 0.0% 3.9% -0.4% 5.0K 103.1K -834 0.00 42.78 N/A N/A 0 0 640 300 2008-02-08 $9.03 $8.90 28.5% 7.6% 23.3% 74.5% 0.0% 4.6% 0.3% 5.3K 101.8K -828 0.00 54.77 N/A N/A 0 0 640 300 2008-02-11 $9.09 $8.90 26.1% 7.4% 22.9% 63.2% 27.5% 4.9% 0.2% 5.1K 96.9K -831 0.00 43.48 N/A N/A 0 100 640 300 2008-02-12 $9.09 $8.90 25.8% 7.4% 22.1% 61.9% 26.1% 4.7% 0.6% 540 129.8K -923 0.00 44.70 N/A N/A 0 100 640 400 2008-02-13 $9.29 $9.00 22.5% 6.7% 22.3% 46.6% 0.0% 4.7% 1.4% 1.1K 122.3K -1.1K 0.00 42.65 N/A N/A 0 0 640 500 2008-02-14 $9.14 $9.00 24.4% 7.0% 22.8% 55.5% 24.5% 4.7% 1.4% -5.0K 160.2K -1.0K 0.00 60.65 N/A N/A 0 100 640 500 2008-02-15 $9.10 $9.10 23.7% 6.8% 21.7% 52.3% 0.0% 4.1% 1.7% -11.5K 215.1K -1.1K 0.00 41.83 N/A N/A 0 20 640 600 2008-02-19 $9.03 $9.10 25.4% 7.3% 21.9% 60.2% 26.7% 4.5% 0.6% -13.6K 151.4K -1.1K 0.00 66.21 N/A N/A 0 450 440 520 2008-02-20 $9.10 $9.10 24.2% 6.9% 20.8% 54.3% 0.0% 4.8% 0.7% -21.5K 180.9K -1.2K 0.00 45.48 N/A N/A 0 0 440 720 2008-02-21 $9.01 $9.10 23.9% 6.9% 20.8% 53.3% 24.7% 4.1% 0.9% -25.7K 227.2K -1.2K 3.75 47.87 N/A N/A 40 150 440 720 2008-02-22 $8.99 $9.10 25.7% 7.4% 19.6% 61.2% 0.0% 5.1% 0.8% -26.0K 241.9K -1.4K 0.00 105.93 N/A N/A 0 0 480 820 2008-02-25 $9.12 $9.10 21.9% 6.3% 19.8% 43.9% 23.0% 4.5% 5.3% -29.4K 188.4K -1.3K 0.00 91.21 N/A N/A 0 200 480 820 2008-02-26 $9.20 $9.10 21.9% 6.3% 19.9% 44.1% 0.0% 3.8% 2.1% -33.6K 208.5K -1.5K 0.00 47.33 N/A N/A 0 0 480 1,020 2008-02-27 $9.23 $9.10 21.4% 6.1% 19.9% 40.3% 0.0% 4.0% 2.3% -32.7K 187.5K -1.5K 0.00 71.32 N/A N/A 10 0 480 1,020 2008-02-28 $9.14 $9.10 22.8% 6.5% 20.2% 46.9% 11.2% 4.8% 1.7% -37.2K 233.8K -1.5K 0.20 73.26 N/A N/A 100 20 490 1,020 2008-02-29 $8.92 $9.10 25.2% 7.2% 21.0% 58.3% 24.3% 2.8% 1.3% -41.5K 371.1K -1.5K 0.00 70.96 N/A N/A 10 0 590 1,020
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