ONEQ Options History — July 2021

In July 2021, ONEQ traded between $55.27 and $57.63. ATM implied volatility averaged 19.5%, placing in the 2.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 8.7% (HV 20d: 10.8%). Max pain ranged from $48.00 to $52.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.17.

Notable Days

2021-07-29: Highest Volume — 63 contracts
2021-07-14: Largest IV drop — 42.7% change
2021-07-13: Highest IV Rank — 7.0%
2021-07-20: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.86	$55.27	$57.63	$56.38	$57.03
Max Pain	$51.62	$48.00	$52.00	$48.00	$52.00
ATM IV	19.5%	14.6%	27.7%	20.5%	15.1%
Expected Move	5.3%	4.2%	6.6%	5.9%	4.3%
HV 20d	10.8%	7.9%	14.4%	8.6%	14.4%
HV 60d	434.0%	14.6%	455.4%	455.3%	14.6%
IV Rank	2.4%	0.0%	7.0%	3.0%	0.3%
IV Percentile	12.3%	0.0%	46.8%	12.4%	0.4%
Term Structure	1.4%	-5.7%	7.0%	-1.8%	4.4%
VWIV	18.1%	14.9%	23.5%	19.6%	16.9%
Skew 25d	5.1%	1.4%	9.3%	1.4%	5.3%
Skew 10d	5.1%	-2.9%	14.9%	3.4%	2.0%
Call IV 25d	15.3%	12.0%	20.1%	17.7%	12.8%
Put IV 25d	20.4%	13.7%	24.8%	19.1%	18.1%
Bid-Ask Spread %	123.36	116.98	130.06	126.01	124.62
Gamma HHI	0.51	0.20	0.78	0.58	0.38
Net GEX	46.1K	2.5K	113.4K	53.7K	28.7K
Net DEX	-330.0K	-483.4K	-122.3K	-317.0K	-316.8K
Net VEX	-914	-1.2K	-703	-895	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	1.00	0.00	0.50
Total Volume	10.667	0	63	6	3
Total OI	156.952	86	198	170	157

Daily Data (21 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
2021-07-01	$56.38	$48.00	20.5%	5.9%	8.6%	3.0%	0.0%	1.4%	-1.8%	53.7K	-317.0K	-895	0.00	126.01	N/A	N/A	6	0	129	41
2021-07-02	$56.89	$48.00	20.5%	5.9%	8.0%	3.0%	0.0%	5.0%	-2.7%	54.3K	-407.9K	-948	0.00	127.18	N/A	N/A	8	0	135	41
2021-07-06	$56.99	$52.00	22.5%	5.3%	7.9%	4.1%	0.0%	8.8%	-0.5%	71.1K	-436.6K	-922	0.33	118.37	N/A	N/A	3	1	143	41
2021-07-07	$57.00	$52.00	20.3%	5.8%	8.0%	2.9%	0.0%	6.5%	-5.7%	62.8K	-445.6K	-967	0.00	122.67	N/A	N/A	1	0	144	42
2021-07-08	$56.51	$52.00	23.3%	6.0%	8.8%	4.5%	0.0%	7.2%	6.1%	59.8K	-368.5K	-1.0K	1.00	125.47	N/A	N/A	4	4	145	42
2021-07-09	$57.07	$52.00	20.2%	5.4%	9.1%	2.8%	0.0%	8.5%	1.3%	113.4K	-462.2K	-902	0.00	116.98	N/A	N/A	10	0	149	45
2021-07-12	$57.19	$52.00	24.0%	5.0%	9.1%	4.9%	0.0%	4.6%	3.8%	76.7K	-483.4K	-853	0.33	119.61	N/A	N/A	3	1	146	45
2021-07-13	$57.15	$52.00	27.7%	5.4%	9.0%	7.0%	0.0%	4.6%	2.1%	79.4K	-473.4K	-887	0.00	118.17	N/A	N/A	3	0	148	46
2021-07-14	$56.99	$52.00	15.9%	4.6%	9.0%	0.4%	0.0%	2.2%	3.5%	106.9K	-449.1K	-862	0.00	125.73	N/A	N/A	0	2	149	46
2021-07-15	$56.48	$52.00	17.2%	4.9%	9.7%	1.1%	0.0%	5.2%	5.1%	55.0K	-384.1K	-818	0.33	123.99	N/A	N/A	3	1	149	47
2021-07-16	$56.02	$52.00	19.5%	5.6%	9.9%	2.4%	19.6%	1.4%	-0.1%	62.6K	-179.6K	-710	0.14	122.36	N/A	N/A	14	2	150	48
2021-07-19	$55.27	$52.00	21.7%	6.2%	10.5%	3.6%	0.0%	9.3%	1.5%	2.5K	-122.3K	-751	0.00	125.34	N/A	N/A	1	0	50	36
2021-07-20	$56.48	$52.00	23.1%	6.6%	12.8%	4.4%	0.0%	8.5%	0.5%	3.7K	-133.4K	-794	0.00	130.06	N/A	N/A	2	0	51	36
2021-07-21	$56.70	$52.00	21.1%	6.0%	12.5%	3.3%	23.5%	5.3%	-5.4%	4.5K	-161.9K	-703	0.00	129.62	N/A	N/A	24	0	52	36
2021-07-22	$56.97	$52.00	16.0%	4.6%	12.5%	0.5%	14.9%	7.3%	3.0%	16.9K	-238.5K	-838	0.32	123.94	N/A	N/A	19	6	76	36
2021-07-23	$57.63	$52.00	16.2%	4.6%	13.0%	0.6%	0.0%	2.5%	1.9%	21.7K	-286.1K	-944	0.00	119.39	N/A	N/A	2	0	87	42
2021-07-26	$57.61	$52.00	16.4%	4.7%	13.0%	0.7%	17.3%	1.7%	2.0%	21.2K	-313.3K	-879	0.00	117.85	N/A	N/A	28	0	87	41
2021-07-27	$56.86	$52.00	15.7%	4.5%	13.7%	0.3%	16.5%	4.4%	3.8%	19.9K	-269.9K	-982	0.25	123.21	N/A	N/A	8	2	89	41
2021-07-28	$57.44	$52.00	18.0%	5.2%	14.1%	1.6%	0.0%	3.4%	-0.7%	23.8K	-335.6K	-1.2K	0.00	123.14	N/A	N/A	0	0	110	41
2021-07-29	$57.48	$52.00	14.6%	4.2%	14.1%	0.0%	16.9%	4.0%	7.0%	28.9K	-344.7K	-1.2K	0.00	126.83	N/A	N/A	63	0	114	43
2021-07-30	$57.03	$52.00	15.1%	4.3%	14.4%	0.3%	0.0%	5.3%	4.4%	28.7K	-316.8K	-1.2K	0.50	124.62	N/A	N/A	2	1	114	43