ONEQ Options History — February 2009 In February 2009, ONEQ traded between $5.41 and $6.25. ATM implied volatility averaged 73.9%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 37.2% (HV 20d: 36.7%). Max pain ranged from $8.90 to $8.90. Net GEX was positive for 1 of 19 trading days.
Notable Days 2009-02-12 : Largest IV spike — 18.2% change2009-02-24 : Highest IV Rank — 53.7%2009-02-24 : Largest Expected Move — 28.9%Monthly Statistics Metric Avg Min Max Open Close Price $5.85 $5.41 $6.25 $5.88 $5.41 Max Pain $8.90 $8.90 $8.90 $8.90 $8.90 ATM IV 73.9% 56.3% 100.7% 59.9% 99.2% Expected Move 21.2% 16.1% 28.9% 17.2% 28.4% HV 20d 36.7% 31.3% 40.5% 38.5% 34.5% HV 60d 46.4% 39.1% 51.5% 51.5% 39.1% IV Rank 37.1% 26.1% 53.7% 28.4% 52.8% IV Percentile 86.1% 78.6% 93.7% 81.7% 92.9% Skew 25d -21.5% -33.1% -14.9% -17.8% -33.1% Skew 10d -21.6% -33.1% -15.7% -17.8% -33.1% Call IV 25d 83.1% 63.7% 115.8% 68.8% 115.8% Put IV 25d 61.6% 46.5% 83.1% 51.1% 82.6% Bid-Ask Spread % 107.78 106.53 109.12 107.76 106.53 Gamma HHI 0.33 0.15 0.57 0.15 0.50 Net GEX -7 -56 2 2 0 Net DEX 288.2K 269.5K 309.1K 269.5K 276.1K Net VEX -71 -255 0 -224 0 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 (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 2009-02-02 $5.88 $8.90 59.9% 17.2% 38.5% 28.4% 0.0% -17.8% 0.0% 2 269.5K -224 0.00 107.76 N/A N/A 0 0 700 510 2009-02-03 $5.95 $8.90 58.4% 16.7% 39.0% 27.5% 0.0% -19.1% 0.0% -13 273.9K -215 0.00 107.70 N/A N/A 0 0 700 510 2009-02-04 $5.96 $8.90 59.3% 17.0% 38.0% 28.0% 0.0% -18.4% 0.0% -10 273.6K -220 0.00 108.06 N/A N/A 0 0 700 510 2009-02-05 $6.06 $8.90 57.5% 16.5% 37.0% 26.9% 0.0% -19.2% 0.0% -26 277.9K -221 0.00 108.26 N/A N/A 0 0 700 510 2009-02-06 $6.25 $8.90 56.3% 16.1% 38.7% 26.1% 0.0% -14.9% 0.0% -30 280.6K -255 0.00 109.12 N/A N/A 0 0 700 510 2009-02-09 $6.24 $8.90 56.3% 16.1% 37.7% 26.2% 0.0% -19.7% 0.0% -56 285.8K -219 0.00 108.51 N/A N/A 0 0 700 510 2009-02-10 $5.99 $8.90 62.2% 17.8% 39.5% 29.8% 0.0% -21.3% 0.0% 0 305.5K 0 0.00 107.78 N/A N/A 0 0 700 510 2009-02-11 $6.00 $8.90 62.4% 17.9% 39.5% 29.9% 0.0% -22.4% 0.0% 0 306.1K 0 0.00 107.75 N/A N/A 0 0 700 510 2009-02-12 $6.04 $8.90 73.7% 21.1% 38.0% 36.9% 0.0% 0.0% 0.0% 0 307.8K 0 0.00 108.11 N/A N/A 0 0 700 510 2009-02-13 $6.06 $8.90 65.3% 18.7% 38.0% 31.7% 0.0% -17.6% 0.0% 0 309.1K 0 0.00 108.45 N/A N/A 0 0 700 510 2009-02-17 $5.80 $8.90 74.6% 21.4% 40.5% 37.5% 0.0% -22.0% 0.0% 0 295.6K 0 0.00 107.96 N/A N/A 0 0 700 510 2009-02-18 $5.78 $8.90 76.4% 21.9% 35.3% 38.6% 0.0% -21.9% 0.0% 0 294.9K 0 0.00 107.87 N/A N/A 0 0 700 510 2009-02-19 $5.72 $8.90 80.6% 23.1% 32.7% 41.2% 0.0% -19.7% 0.0% 0 291.8K 0 0.00 107.58 N/A N/A 0 0 700 510 2009-02-20 $5.68 $8.90 81.5% 23.4% 31.3% 41.8% 0.0% -23.3% 0.0% 0 289.7K 0 0.00 107.61 N/A N/A 0 0 700 510 2009-02-23 $5.48 $8.90 90.5% 25.9% 33.3% 47.4% 0.0% -27.7% 0.0% 0 279.6K 0 0.00 106.94 N/A N/A 0 0 700 510 2009-02-24 $5.67 $8.90 100.7% 28.9% 35.6% 53.7% 0.0% 0.0% 0.0% 0 289.1K 0 0.00 107.40 N/A N/A 0 0 700 510 2009-02-25 $5.68 $8.90 92.8% 26.6% 35.3% 48.8% 0.0% -19.4% 0.0% 0 289.6K 0 0.00 107.36 N/A N/A 0 0 700 510 2009-02-26 $5.49 $8.90 96.5% 27.7% 34.9% 51.1% 0.0% -28.4% 0.0% 0 280.0K 0 0.00 107.09 N/A N/A 0 0 700 510 2009-02-27 $5.41 $8.90 99.2% 28.4% 34.5% 52.8% 0.0% -33.1% 0.0% 0 276.1K 0 0.00 106.53 N/A N/A 0 0 700 510
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