ONEQ Options History — August 2021

In August 2021, ONEQ traded between $56.55 and $59.38. ATM implied volatility averaged 16.2%, placing in the 2.2% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 4.4% (HV 20d: 11.9%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.37.

Notable Days

  • 2021-08-23: Highest Volume — 64 contracts
  • 2021-08-11: Largest IV spike — 57.6% change
  • 2021-08-17: Highest IV Rank — 4.6%
  • 2021-08-05: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.74$56.55$59.38$57.07$59.35
Max Pain$52.00$52.00$52.00$52.00$52.00
ATM IV16.2%12.0%20.3%15.0%12.8%
Expected Move4.9%3.5%6.1%4.3%3.7%
HV 20d11.9%9.7%14.2%14.1%10.7%
HV 60d11.8%10.6%14.6%14.6%11.1%
IV Rank2.2%0.0%4.6%0.2%0.4%
IV Percentile5.8%0.0%14.0%0.4%1.2%
Term Structure1.5%-4.9%8.3%4.8%8.3%
VWIV17.1%10.5%23.9%16.2%18.8%
Skew 25d8.0%4.9%12.6%5.8%4.9%
Skew 10d5.7%2.8%10.3%3.9%6.6%
Call IV 25d13.2%11.0%15.5%12.3%11.8%
Put IV 25d21.2%16.7%24.5%18.1%16.7%
Bid-Ask Spread %122.90118.49137.35123.00126.19
Gamma HHI0.460.240.590.400.51
Net GEX73.5K25.9K113.7K67.4K62.6K
Net DEX-483.5K-786.2K-311.3K-431.1K-746.5K
Net VEX-1.7K-2.1K-1.4K-1.4K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.003.001.631.00
Total Volume11064212
Total OI257.773204319215272

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$57.07$52.0015.0%4.3%14.1%0.2%16.2%5.8%4.8%67.4K-431.1K-1.4K1.63123.00N/AN/A81317243
2021-08-03$57.28$52.0012.6%3.6%14.1%0.0%10.5%6.8%4.4%72.1K-458.4K-1.4K0.50124.39N/AN/A6317244
2021-08-04$57.47$52.0012.2%3.5%14.2%0.0%13.8%8.7%2.9%77.2K-460.4K-1.6K0.00125.55N/AN/A2017257
2021-08-05$57.82$52.0014.3%6.1%13.9%1.1%23.7%9.3%-4.9%90.3K-508.1K-1.6K0.00118.81N/AN/A45017760
2021-08-06$57.60$52.0013.6%5.3%13.6%0.8%0.0%7.0%0.3%75.1K-485.5K-1.6K0.00121.37N/AN/A13017760
2021-08-09$57.78$52.0016.0%5.4%13.6%2.1%0.0%8.4%1.5%88.0K-520.7K-1.7K0.00126.92N/AN/A0019060
2021-08-10$57.46$52.0012.0%5.6%13.8%0.0%13.0%7.0%-0.3%100.1K-473.7K-1.6K0.13119.40N/AN/A15219160
2021-08-11$57.34$52.0018.9%5.4%13.7%3.8%0.0%8.0%1.4%88.9K-453.6K-1.6K0.00121.72N/AN/A6019160
2021-08-12$57.55$52.0018.6%5.3%13.3%3.6%0.0%8.6%0.3%113.7K-475.0K-1.7K0.00121.24N/AN/A4019862
2021-08-13$57.55$52.0017.5%5.0%12.9%3.0%0.0%5.7%-3.3%82.1K-531.8K-1.7K0.08124.23N/AN/A13120362
2021-08-16$57.41$52.0019.7%5.6%11.8%4.2%0.0%8.1%0.7%100.0K-472.9K-1.6K0.00118.91N/AN/A2020062
2021-08-17$56.85$52.0020.3%5.8%9.9%4.6%23.9%12.6%-0.4%79.6K-339.8K-2.0K0.00119.85N/AN/A04212100
2021-08-18$56.69$52.0019.8%5.7%9.9%4.3%18.0%8.5%-0.5%70.5K-311.3K-2.0K0.00118.49N/AN/A40211100
2021-08-19$56.55$52.0018.1%5.2%9.8%3.4%0.0%10.3%3.8%60.7K-316.6K-1.9K0.00123.29N/AN/A10211104
2021-08-20$57.18$52.0020.1%5.8%9.7%4.5%0.0%10.9%1.4%83.0K-351.9K-1.8K3.00122.22N/AN/A13215104
2021-08-23$58.11$52.0017.0%4.9%11.3%2.7%18.8%8.2%-0.3%27.9K-334.6K-1.8K0.00118.49N/AN/A64013173
2021-08-24$58.40$52.0015.5%4.4%10.2%1.9%15.2%8.2%1.7%25.9K-380.0K-1.7K0.00137.35N/AN/A5013173
2021-08-25$58.54$52.0015.4%4.4%9.7%1.9%17.1%6.8%3.9%50.7K-602.2K-2.0K0.00126.19N/AN/A4018973
2021-08-26$58.14$52.0017.4%5.0%10.1%3.0%0.0%8.0%1.3%60.5K-558.8K-2.1K1.00123.10N/AN/A3319273
2021-08-27$58.83$52.0014.4%4.1%10.3%1.3%16.8%5.4%2.7%73.8K-637.6K-1.8K0.00119.99N/AN/A8019273
2021-08-30$59.38$52.0016.0%4.6%10.7%2.2%18.8%9.8%2.2%68.0K-786.2K-1.7K0.00123.02N/AN/A7019376
2021-08-31$59.35$52.0012.8%3.7%10.7%0.4%0.0%4.9%8.3%62.6K-746.5K-1.8K1.00126.19N/AN/A1119676