ONEQ Options History — November 2008 In November 2008, ONEQ traded between $5.16 and $6.98. ATM implied volatility averaged 83.4%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded above realized volatility by 21.8% (HV 20d: 61.6%). Max pain ranged from $8.30 to $9.20. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2008-11-13 : Largest IV drop — 54.3% change2008-11-12 : Highest IV Rank — 77.2%2008-11-20 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $6.06 $5.16 $6.98 $6.82 $5.97 Max Pain $8.79 $8.30 $9.20 $8.30 $8.90 ATM IV 83.4% 58.2% 127.3% 67.5% 81.8% Expected Move 21.0% 14.5% 26.2% 19.4% 23.5% HV 20d 61.6% 53.4% 68.0% 67.3% 62.4% HV 60d 52.5% 47.8% 58.1% 47.8% 58.1% IV Rank 47.3% 30.1% 77.2% 36.4% 46.2% IV Percentile 96.6% 90.9% 99.6% 97.6% 94.8% Term Structure -39.9% -54.4% -25.7% -27.9% -54.4% Skew 25d -23.3% -31.3% -14.6% -19.3% -31.3% Skew 10d -23.4% -31.3% -14.6% -19.3% -31.3% Call IV 25d 82.8% 54.5% 106.5% 77.2% 97.5% Put IV 25d 59.5% 40.0% 76.5% 57.9% 66.2% Bid-Ask Spread % 108.63 105.81 116.39 114.09 107.60 Gamma HHI 0.13 0.08 0.15 0.15 0.15 Net GEX 275 -1.3K 2.1K -920 29 Net DEX 1.4M 1.2M 1.7M 1.6M 1.3M Net VEX -763 -1.6K -345 -1.2K -421 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6,180.526 4,850 6,350 6,350 5,920
Daily Data (19 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 2008-11-03 $6.82 $8.30 67.5% 19.4% 67.3% 36.4% 0.0% -19.3% -27.9% -920 1.6M -1.2K 0.00 114.09 N/A N/A 0 0 3,740 2,610 2008-11-04 $6.98 $8.30 62.7% 18.0% 62.8% 33.2% 0.0% -23.1% -27.6% -1.3K 1.7M -1.3K 0.00 116.39 N/A N/A 0 0 3,740 2,610 2008-11-05 $6.62 $8.30 88.4% 25.4% 65.4% 50.7% 0.0% -14.6% -33.9% 663 1.6M -773 0.00 113.01 N/A N/A 0 0 3,740 2,610 2008-11-06 $6.35 $8.30 87.5% 25.1% 65.4% 50.1% 0.0% -25.8% -39.7% 633 1.6M -679 0.00 110.24 N/A N/A 0 0 3,740 2,610 2008-11-07 $6.46 $8.90 84.9% 14.5% 65.3% 48.3% 0.0% -17.4% -25.7% 2.1K 1.5M -1.6K 0.00 108.89 N/A N/A 0 0 3,740 2,610 2008-11-10 $6.33 $9.20 98.5% 15.6% 53.6% 57.6% 0.0% -19.6% -28.7% -226 1.2M -1.1K 0.00 108.53 N/A N/A 0 0 2,740 2,110 2008-11-11 $6.25 $8.90 111.0% 17.0% 53.4% 66.1% 0.0% -14.8% -30.2% 2.0K 1.4M -1.6K 0.00 108.69 N/A N/A 0 0 3,740 2,610 2008-11-12 $5.91 $8.90 127.3% 18.8% 55.1% 77.2% 0.0% -20.3% -34.6% 80 1.5M -517 0.00 107.23 N/A N/A 0 0 3,740 2,610 2008-11-13 $6.26 $8.90 58.2% 16.7% 59.7% 30.1% 0.0% -20.3% -31.6% 1.7K 1.5M -1.3K 0.00 108.33 N/A N/A 0 0 3,740 2,610 2008-11-14 $6.00 $8.90 67.5% 19.4% 61.3% 36.4% 0.0% -16.3% -35.4% 96 1.5M -557 0.00 107.47 N/A N/A 0 0 3,740 2,610 2008-11-17 $5.80 $8.90 71.2% 20.4% 60.2% 39.0% 0.0% -25.8% -40.7% 63 1.5M -466 0.00 106.94 N/A N/A 0 0 3,740 2,610 2008-11-18 $5.78 $8.90 72.8% 20.9% 58.8% 40.0% 0.0% -26.5% -42.1% 62 1.5M -450 0.00 106.90 N/A N/A 0 0 3,740 2,610 2008-11-19 $5.50 $8.90 82.0% 23.5% 59.1% 46.3% 0.0% -26.1% -47.1% 71 1.4M -414 0.00 106.28 N/A N/A 0 0 3,740 2,610 2008-11-20 $5.16 $8.90 91.3% 26.2% 62.3% 52.6% 0.0% -30.6% -53.4% 64 1.3M -345 0.00 105.81 N/A N/A 0 0 3,740 2,610 2008-11-21 $5.46 $8.90 87.9% 25.2% 66.2% 50.4% 0.0% -23.0% -50.4% 85 1.4M -428 0.00 106.80 N/A N/A 0 0 3,740 2,610 2008-11-24 $5.73 $8.90 81.6% 23.4% 68.0% 46.1% 0.0% -30.4% -51.1% 52 1.3M -417 0.00 106.81 N/A N/A 0 0 3,610 2,310 2008-11-25 $5.74 $8.90 84.0% 24.1% 60.6% 47.7% 0.0% -29.2% -52.7% 50 1.3M -408 0.00 106.75 N/A N/A 0 0 3,610 2,310 2008-11-26 $6.00 $8.90 78.5% 22.5% 62.7% 43.9% 0.0% -28.2% -50.2% 43 1.3M -464 0.00 107.27 N/A N/A 0 0 3,610 2,310 2008-11-28 $5.97 $8.90 81.8% 23.5% 62.4% 46.2% 0.0% -31.3% -54.4% 29 1.3M -421 0.00 107.60 N/A N/A 0 0 3,610 2,310
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