ONEQ Options History — March 2009 In March 2009, ONEQ traded between $4.98 and $5.84. ATM implied volatility averaged 148.8%, placing in the 82.6% IV rank vs the trailing year. The 30-day expected move averaged 42.7%. IV traded above realized volatility by 106.1% (HV 20d: 42.7%). Max pain ranged from $8.90 to $8.90. Net GEX was positive for 0 of 15 trading days.
Notable Days 2009-03-19 : Largest IV drop — 100.0% change2009-03-18 : Highest IV Rank — 100.0%2009-03-18 : Largest Expected Move — 55.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.43 $4.98 $5.84 $5.22 $5.73 Max Pain $8.90 $8.90 $8.90 $8.90 $8.90 ATM IV 148.8% 115.0% 194.7% 115.0% 194.7% Expected Move 42.7% 33.0% 55.8% 33.0% 55.8% HV 20d 42.7% 35.7% 47.2% 35.9% 47.2% HV 60d 39.2% 37.7% 40.4% 39.2% 39.4% IV Rank 82.6% 62.6% 100.0% 62.6% 100.0% IV Percentile 98.5% 96.8% 100.0% 96.8% 100.0% Skew 25d -39.9% -44.5% -33.8% -33.8% -42.4% Skew 10d -39.9% -44.4% -33.7% -33.7% -42.4% Call IV 25d 157.4% 131.9% 177.3% 131.9% 170.6% Put IV 25d 117.5% 98.2% 133.9% 98.2% 128.1% Bid-Ask Spread % 106.99 105.95 107.83 106.66 107.83 Net GEX 0 0 0 0 0 Net DEX 277.1K 254.0K 298.0K 266.0K 292.4K Net VEX 0 0 0 0 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 (15 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 2009-03-02 $5.22 $8.90 115.0% 33.0% 35.9% 62.6% 0.0% -33.8% 0.0% 0 266.0K 0 0.00 106.66 N/A N/A 0 0 700 510 2009-03-03 $5.19 $8.90 118.7% 34.0% 35.7% 64.9% 0.0% -35.5% 0.0% 0 264.8K 0 0.00 106.67 N/A N/A 0 0 700 510 2009-03-04 $5.36 $8.90 134.0% 38.4% 37.6% 74.3% 0.0% 0.0% 0.0% 0 273.1K 0 0.00 106.73 N/A N/A 0 0 700 510 2009-03-05 $5.11 $8.90 129.9% 37.2% 40.1% 71.8% 0.0% -36.0% 0.0% 0 260.8K 0 0.00 106.12 N/A N/A 0 0 700 510 2009-03-06 $5.08 $8.90 134.1% 38.4% 39.1% 74.4% 0.0% -40.6% 0.0% 0 258.8K 0 0.00 105.95 N/A N/A 0 0 700 510 2009-03-09 $4.98 $8.90 155.6% 44.6% 36.3% 87.8% 0.0% -43.4% 0.0% 0 254.0K 0 0.00 106.31 N/A N/A 0 0 700 510 2009-03-10 $5.31 $8.90 146.3% 42.0% 45.0% 82.0% 0.0% -44.5% 0.0% 0 270.7K 0 0.00 106.92 N/A N/A 0 0 700 510 2009-03-11 $5.39 $8.90 151.0% 43.3% 44.0% 84.9% 0.0% -43.0% 0.0% 0 275.0K 0 0.00 106.61 N/A N/A 0 0 700 510 2009-03-12 $5.61 $8.90 149.4% 42.8% 46.7% 83.9% 0.0% -42.4% 0.0% 0 286.1K 0 0.00 107.52 N/A N/A 0 0 700 510 2009-03-13 $5.62 $8.90 157.0% 45.0% 46.6% 88.6% 0.0% 0.0% 0.0% 0 286.7K 0 0.00 107.51 N/A N/A 0 0 700 510 2009-03-16 $5.52 $8.90 174.6% 50.0% 46.8% 99.5% 0.0% 0.0% 0.0% 0 281.5K 0 0.00 107.02 N/A N/A 0 0 700 510 2009-03-17 $5.71 $8.90 174.7% 50.1% 46.2% 99.6% 0.0% 0.0% 0.0% 0 291.2K 0 0.00 107.35 N/A N/A 0 0 700 510 2009-03-18 $5.83 $8.90 194.7% 55.8% 46.9% 100.0% 0.0% 0.0% 0.0% 0 297.6K 0 0.00 107.82 N/A N/A 0 0 700 510 2009-03-19 $5.84 $8.90 0.0% 0.0% 46.7% 0.0% 0.0% 0.0% 0.0% 0 298.0K 0 0.00 107.77 N/A N/A 0 0 700 510 2009-03-20 $5.73 $8.90 0.0% 0.0% 47.2% 0.0% 0.0% 0.0% 0.0% 0 292.4K 0 0.00 107.83 N/A N/A 0 0 700 510
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