ONEQ Options History — June 2021 In June 2021, ONEQ traded between $52.93 and $56.45. ATM implied volatility averaged 20.1%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 63.3% (HV 20d: 83.4%). Max pain ranged from $48.00 to $55.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.44.
Notable Days 2021-06-29 : Highest Volume — 94 contracts2021-06-28 : Largest IV spike — 75.2% change2021-06-28 : Highest IV Rank — 7.6%2021-06-28 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $54.77 $52.93 $56.45 $53.38 $56.42 Max Pain $48.50 $48.00 $55.00 $50.00 $48.00 ATM IV 20.1% 15.2% 28.8% 22.6% 20.6% Expected Move 5.7% 4.3% 8.2% 6.5% 5.9% HV 20d 83.4% 9.3% 788.2% 788.2% 9.5% HV 60d 455.9% 455.5% 456.2% 456.2% 455.5% IV Rank 3.2% 0.6% 7.6% 4.7% 3.0% IV Percentile 14.0% 0.4% 48.4% 26.4% 13.2% Term Structure 0.1% -10.1% 6.2% 0.0% 3.9% VWIV 18.7% 12.7% 29.6% 18.1% 13.0% Skew 25d 6.2% 0.5% 14.7% 3.5% 8.0% Skew 10d 6.8% 2.7% 17.2% 5.5% 6.4% Call IV 25d 16.9% 10.6% 25.1% 18.0% 10.6% Put IV 25d 23.1% 18.2% 33.6% 21.4% 18.6% Bid-Ask Spread % 121.69 107.20 133.71 124.01 126.69 Gamma HHI 0.32 0.18 0.55 0.18 0.31 Net GEX 14.6K -270 47.9K 635 25.9K Net DEX -90.6K -168.1K -14.1K -14.8K -164.7K Net VEX -481 -676 -275 -275 -621 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.00 3.00 0.00 0.00 Total Volume 19.682 0 94 1 73 Total OI 79.591 36 106 36 106
Daily Data (22 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 2021-06-01 $53.38 $50.00 22.6% 6.5% 788.2% 4.7% 0.0% 3.5% 0.0% 635 -14.8K -275 0.00 124.01 N/A N/A 1 0 16 20 2021-06-02 $53.39 $50.00 22.4% 6.4% 787.8% 4.5% 18.1% 1.7% 0.3% 1.1K -14.1K -277 0.00 125.33 N/A N/A 10 0 17 20 2021-06-03 $52.93 $55.00 20.6% 6.6% 19.2% 3.6% 29.6% 14.7% -0.7% 5.5K -28.1K -323 0.00 107.20 N/A N/A 0 12 27 20 2021-06-04 $53.66 $48.00 20.5% 5.8% 19.8% 3.5% 0.0% 9.5% -0.9% 3.3K -30.0K -359 0.00 118.63 N/A N/A 0 0 27 32 2021-06-07 $53.90 $48.00 24.0% 6.0% 19.3% 5.5% 0.0% 10.0% 0.4% 4.2K -38.0K -344 0.00 119.97 N/A N/A 2 0 27 32 2021-06-08 $54.12 $48.00 20.6% 5.9% 17.5% 3.6% 0.0% 7.9% -2.0% 8.9K -45.5K -344 0.67 117.50 N/A N/A 3 2 29 32 2021-06-09 $54.04 $48.00 21.3% 6.1% 17.3% 4.0% 0.0% 7.8% -0.9% 8.7K -49.6K -431 0.50 119.64 N/A N/A 4 2 32 34 2021-06-10 $54.43 $48.00 19.2% 5.5% 14.2% 2.8% 0.0% 7.2% 0.5% 14.2K -76.8K -396 0.10 121.14 N/A N/A 21 2 34 36 2021-06-11 $54.57 $48.00 20.1% 5.8% 14.0% 3.3% 0.0% 3.9% -0.6% 19.5K -111.4K -493 0.00 122.09 N/A N/A 22 0 53 38 2021-06-14 $54.92 $48.00 19.5% 5.6% 12.8% 3.0% 0.0% 6.6% 0.7% 20.9K -107.7K -455 0.00 123.88 N/A N/A 0 0 45 38 2021-06-15 $54.74 $48.00 15.4% 4.4% 12.7% 0.7% 0.0% 0.5% 6.2% 22.6K -99.7K -466 0.00 125.46 N/A N/A 22 0 48 38 2021-06-16 $54.64 $48.00 19.4% 5.6% 12.8% 2.9% 0.0% 3.7% -1.7% 23.1K -128.7K -477 3.00 120.54 N/A N/A 1 3 60 38 2021-06-17 $55.15 $48.00 16.1% 4.6% 12.0% 1.1% 0.0% 8.8% 1.9% 42.5K -160.2K -469 0.50 119.12 N/A N/A 12 6 59 40 2021-06-18 $54.62 $48.00 20.6% 5.9% 10.5% 3.6% 0.0% 9.7% -2.1% 47.9K -132.1K -555 1.00 122.44 N/A N/A 1 1 67 38 2021-06-21 $54.88 $48.00 19.6% 5.6% 10.3% 3.0% 16.9% 6.9% -1.4% -270 -42.7K -506 0.24 119.68 N/A N/A 25 6 26 37 2021-06-22 $55.42 $48.00 17.4% 5.0% 9.4% 1.8% 12.7% 7.3% 0.5% 8.3K -88.8K -591 1.00 125.99 N/A N/A 1 1 48 41 2021-06-23 $55.50 $48.00 21.4% 6.1% 9.3% 4.0% 20.3% 3.4% -1.2% 7.6K -87.0K -634 0.76 121.86 N/A N/A 46 35 49 41 2021-06-24 $55.77 $48.00 15.2% 4.3% 9.3% 0.6% 13.7% 1.7% 5.6% 13.0K -106.1K -643 0.00 120.34 N/A N/A 14 0 54 41 2021-06-25 $55.79 $48.00 16.4% 4.7% 9.3% 1.3% 14.6% 2.0% 4.4% 14.6K -138.2K -676 0.00 119.41 N/A N/A 10 0 63 41 2021-06-28 $56.30 $48.00 28.8% 8.2% 9.6% 7.6% 27.8% 8.5% -10.1% 11.4K -160.5K -641 0.00 133.71 N/A N/A 1 0 62 41 2021-06-29 $56.45 $48.00 20.4% 5.9% 9.4% 2.9% 20.3% 3.3% 0.7% 17.2K -168.1K -605 0.59 122.58 N/A N/A 59 35 63 41 2021-06-30 $56.42 $48.00 20.6% 5.9% 9.5% 3.0% 13.0% 8.0% 3.9% 25.9K -164.7K -621 0.00 126.69 N/A N/A 73 0 65 41
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