ONEQ Options History — January 2009 In January 2009, ONEQ traded between $5.71 and $6.52. ATM implied volatility averaged 48.6%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 10.4% (HV 20d: 38.2%). Max pain ranged from $8.90 to $8.90. Net GEX was positive for 13 of 20 trading days.
Notable Days 2009-01-15 : Largest IV spike — 37.3% change2009-01-30 : Highest IV Rank — 28.3%2009-01-30 : Largest Expected Move — 17.1%Monthly Statistics Metric Avg Min Max Open Close Price $6.05 $5.71 $6.52 $6.44 $5.84 Max Pain $8.90 $8.90 $8.90 $8.90 $8.90 ATM IV 48.6% 36.8% 59.7% 38.2% 59.7% Expected Move 13.9% 10.5% 17.1% 11.0% 17.1% HV 20d 38.2% 31.0% 41.6% 41.2% 41.1% HV 60d 54.4% 51.3% 58.7% 58.7% 51.7% IV Rank 21.3% 14.0% 28.3% 14.9% 28.3% IV Percentile 78.3% 69.8% 81.7% 73.4% 81.7% Skew 25d -13.4% -17.8% 14.2% -12.1% -15.4% Skew 10d -14.3% -17.8% 14.2% -15.3% -15.4% Call IV 25d 55.3% 29.7% 67.4% 44.3% 67.4% Put IV 25d 41.9% 30.3% 52.0% 32.1% 52.0% Bid-Ask Spread % 108.33 106.96 109.83 109.83 107.92 Gamma HHI 0.15 0.14 0.23 0.15 0.15 Net GEX 5 -61 49 -3 18 Net DEX 270.9K 256.0K 293.6K 275.4K 265.6K Net VEX -310 -453 -66 -453 -243 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1,210 1,210 1,210 1,210 1,210
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 2009-01-02 $6.44 $8.90 38.2% 11.0% 41.2% 14.9% 0.0% -12.1% 0.0% -3 275.4K -453 0.00 109.83 N/A N/A 0 0 700 510 2009-01-05 $6.39 $8.90 39.4% 11.3% 39.3% 15.7% 0.0% -13.1% 0.0% -16 276.3K -424 0.00 109.80 N/A N/A 0 0 700 510 2009-01-06 $6.52 $8.90 37.2% 10.7% 37.6% 14.3% 0.0% -13.8% 0.0% -61 282.6K -424 0.00 109.38 N/A N/A 0 0 700 510 2009-01-07 $6.30 $8.90 40.5% 11.6% 37.3% 16.3% 0.0% -15.0% 0.0% -14 277.0K -377 0.00 108.63 N/A N/A 0 0 700 510 2009-01-08 $6.35 $8.90 40.8% 11.7% 36.9% 16.5% 0.0% -13.6% 0.0% -11 276.6K -391 0.00 109.78 N/A N/A 0 0 700 510 2009-01-09 $6.19 $8.90 43.9% 12.6% 37.9% 18.4% 0.0% -13.2% 0.0% 18 271.0K -376 0.00 108.36 N/A N/A 0 0 700 510 2009-01-12 $6.04 $8.90 46.6% 13.4% 36.8% 20.1% 0.0% -15.3% 0.0% 18 268.2K -337 0.00 107.89 N/A N/A 0 0 700 510 2009-01-13 $6.06 $8.90 46.3% 13.3% 36.2% 19.9% 0.0% -16.2% 0.0% 8 270.6K -323 0.00 107.86 N/A N/A 0 0 700 510 2009-01-14 $5.88 $8.90 36.8% 10.5% 36.8% 14.0% 0.0% 14.2% 0.0% -51 293.6K -66 0.00 107.70 N/A N/A 0 0 700 510 2009-01-15 $5.91 $8.90 50.5% 14.5% 31.0% 22.5% 0.0% -14.8% 0.0% 30 264.2K -314 0.00 108.28 N/A N/A 0 0 700 510 2009-01-16 $6.04 $8.90 49.3% 14.1% 32.1% 21.8% 0.0% -13.4% 0.0% 22 267.8K -331 0.00 108.30 N/A N/A 0 0 700 510 2009-01-20 $5.71 $8.90 57.2% 16.4% 36.9% 26.7% 0.0% -13.8% 0.0% 49 256.0K -285 0.00 106.96 N/A N/A 0 0 700 510 2009-01-21 $5.93 $8.90 52.6% 15.1% 39.4% 23.9% 0.0% -15.5% 0.0% 19 267.0K -278 0.00 108.08 N/A N/A 0 0 700 510 2009-01-22 $5.76 $8.90 55.9% 16.0% 40.1% 25.9% 0.0% -16.7% 0.0% 27 261.7K -261 0.00 107.84 N/A N/A 0 0 700 510 2009-01-23 $5.82 $8.90 55.9% 16.0% 40.2% 25.9% 0.0% -15.3% 0.0% 26 263.2K -271 0.00 107.26 N/A N/A 0 0 700 510 2009-01-26 $5.86 $8.90 56.0% 16.1% 40.3% 26.0% 0.0% -17.0% 0.0% 13 266.8K -250 0.00 107.97 N/A N/A 0 0 700 510 2009-01-27 $5.93 $8.90 55.8% 16.0% 40.5% 25.9% 0.0% -15.9% 0.0% 13 268.2K -264 0.00 108.24 N/A N/A 0 0 700 510 2009-01-28 $6.10 $8.90 51.9% 14.9% 41.6% 23.4% 0.0% -17.8% 0.0% -19 277.0K -265 0.00 108.16 N/A N/A 0 0 700 510 2009-01-29 $5.96 $8.90 56.8% 16.3% 41.2% 26.5% 0.0% -14.9% 0.0% 14 268.7K -261 0.00 108.27 N/A N/A 0 0 700 510 2009-01-30 $5.84 $8.90 59.7% 17.1% 41.1% 28.3% 0.0% -15.4% 0.0% 18 265.6K -243 0.00 107.92 N/A N/A 0 0 700 510
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