ONEQ Options History — May 2021 In May 2021, ONEQ traded between $50.69 and $53.51. ATM implied volatility averaged 24.6%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 763.1% (HV 20d: 787.7%). Max pain ranged from $50.00 to $54.00. Net GEX was positive for 5 of 18 trading days. Term structure was in contango for 9 of 18 days. Put/call ratio averaged 0.88.
Notable Days 2021-05-14 : Highest Volume — 14 contracts2021-05-11 : Largest IV spike — 71.2% change2021-05-11 : Highest IV Rank — 18.7%2021-05-11 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $52.45 $50.69 $53.51 $52.75 $53.51 Max Pain $51.50 $50.00 $54.00 $52.00 $50.00 ATM IV 24.6% 20.3% 47.9% 25.4% 20.7% Expected Move 6.6% 5.8% 9.5% 7.3% 5.9% HV 20d 787.7% 786.4% 788.8% 788.2% 788.1% HV 60d 456.7% 456.1% 457.0% 456.7% 456.1% IV Rank 5.8% 3.4% 18.7% 6.2% 3.6% IV Percentile 29.9% 12.4% 63.2% 40.0% 16.0% Term Structure -0.6% -4.0% 1.2% -3.4% -0.8% VWIV 21.3% 13.7% 24.9% 20.9% 23.3% Skew 25d 3.9% 1.2% 11.0% 4.4% 2.9% Skew 10d 3.8% -5.0% 12.7% 1.6% 5.0% Call IV 25d 21.2% 12.9% 32.9% 26.5% 17.4% Put IV 25d 25.1% 20.3% 34.1% 30.9% 20.3% Bid-Ask Spread % 128.51 118.98 150.05 150.05 125.90 Gamma HHI 0.40 0.19 0.65 0.65 0.19 Net GEX -633 -2.5K 854 0 232 Net DEX -1.0K -18.8K 24.6K 0 -7.9K Net VEX -137 -274 0 0 -274 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.00 5.00 0.40 0.00 Total Volume 4.056 0 14 0 2 Total OI 18 0 34 0 34
Daily Data (18 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 2021-05-05 $52.75 $0.00 25.4% 7.3% 788.2% 6.2% 0.0% 4.4% -3.4% 0 0 0 0.00 150.05 N/A N/A 0 0 0 0 2021-05-06 $52.69 $0.00 24.5% 6.1% 788.8% 5.7% 0.0% 3.4% 0.9% 0 0 0 0.40 134.88 N/A N/A 5 2 0 0 2021-05-07 $53.39 $0.00 23.4% 5.9% 788.6% 5.1% 0.0% 3.0% 1.0% -474 771 -19 0.00 141.75 N/A N/A 4 0 1 2 2021-05-10 $52.25 $0.00 28.0% 6.4% 788.3% 7.7% 0.0% 2.9% 1.0% -159 -8.0K -48 0.00 132.46 N/A N/A 1 0 4 2 2021-05-11 $51.95 $0.00 47.9% 9.5% 788.1% 18.7% 0.0% 1.2% -4.0% -118 -3.3K -38 0.00 139.06 N/A N/A 1 0 3 2 2021-05-12 $50.69 $0.00 26.4% 7.6% 787.8% 6.8% 20.9% 5.8% -1.3% -191 -806 -36 5.00 125.76 N/A N/A 2 10 3 2 2021-05-13 $51.22 $52.00 25.4% 7.3% 787.6% 6.2% 23.1% 3.6% -1.1% -2.5K 24.6K -115 0.25 118.98 N/A N/A 4 1 5 12 2021-05-14 $52.19 $52.00 21.0% 6.0% 787.7% 3.8% 20.9% 3.8% 1.1% -2.1K 9.6K -141 2.50 124.84 N/A N/A 4 10 9 13 2021-05-17 $51.90 $52.00 22.9% 6.6% 786.8% 4.8% 0.0% 3.1% -0.2% -1.5K 5.7K -182 0.00 123.84 N/A N/A 0 0 13 13 2021-05-18 $51.97 $52.00 22.9% 6.6% 786.6% 4.8% 13.7% 11.0% -2.2% -1.5K 3.0K -179 0.00 120.02 N/A N/A 1 0 13 13 2021-05-19 $51.43 $52.00 25.2% 7.2% 786.4% 6.1% 0.0% 3.9% 0.5% -1.5K 12.2K -174 0.00 120.97 N/A N/A 0 0 14 13 2021-05-20 $52.62 $52.00 20.3% 5.8% 786.9% 3.4% 0.0% 2.0% 0.2% -1.4K -4.3K -175 0.00 122.23 N/A N/A 0 0 14 13 2021-05-21 $52.40 $52.00 21.8% 6.3% 787.3% 4.2% 0.0% 3.5% 0.2% -2.1K -4.3K -170 0.00 125.32 N/A N/A 0 10 14 13 2021-05-24 $53.23 $54.00 20.7% 5.9% 787.6% 3.6% 24.9% 6.2% 1.2% 337 -8.5K -212 0.00 124.99 N/A N/A 1 0 11 10 2021-05-25 $53.10 $50.00 22.1% 6.3% 787.7% 4.4% 22.1% 3.6% -1.5% 453 -13.4K -214 0.00 128.08 N/A N/A 1 0 12 10 2021-05-26 $53.36 $50.00 22.0% 6.3% 787.2% 4.3% 23.3% 1.5% -3.5% 854 -18.8K -218 3.33 128.20 N/A N/A 3 10 13 10 2021-05-27 $53.40 $50.00 21.5% 6.2% 787.8% 4.1% 0.0% 4.6% 1.2% 303 -4.9K -273 0.00 125.78 N/A N/A 1 0 13 20 2021-05-28 $53.51 $50.00 20.7% 5.9% 788.1% 3.6% 0.0% 2.9% -0.8% 232 -7.9K -274 0.00 125.90 N/A N/A 2 0 14 20
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