ONEQ Options History — September 2021

In September 2021, ONEQ traded between $56.34 and $59.83. ATM implied volatility averaged 19.1%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 6.4% (HV 20d: 12.7%). Max pain ranged from $52.00 to $58.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2021-09-07: Highest Volume — 72 contracts
  • 2021-09-28: Largest IV spike — 81.3% change
  • 2021-09-28: Highest IV Rank — 9.5%
  • 2021-09-28: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.43$56.34$59.83$59.58$56.34
Max Pain$57.71$52.00$58.00$52.00$58.00
ATM IV19.1%12.8%29.3%14.1%23.3%
Expected Move5.5%4.1%8.4%4.1%6.7%
HV 20d12.7%10.4%16.5%10.7%16.3%
HV 60d12.0%11.0%14.0%11.1%14.0%
IV Rank3.9%0.4%9.5%1.2%6.2%
IV Percentile19.5%1.2%50.0%2.0%39.6%
Term Structure0.6%-7.8%6.1%5.2%-3.9%
VWIV20.8%11.4%34.6%20.6%29.6%
Skew 25d5.7%-7.8%11.5%10.9%2.6%
Skew 10d5.9%-0.2%19.8%16.2%0.8%
Call IV 25d15.5%11.0%32.2%12.9%21.5%
Put IV 25d21.2%16.9%29.2%23.8%24.1%
Bid-Ask Spread %128.90120.07152.22127.45138.94
Gamma HHI0.390.190.590.470.21
Net GEX53.6K17.5K93.2K53.8K25.6K
Net DEX-602.6K-916.1K-240.3K-777.4K-240.3K
Net VEX-1.7K-2.0K-1.5K-1.8K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.004.000.750.00
Total Volume7.95207271
Total OI268.286211317275249

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$59.58$52.0014.1%4.1%10.7%1.2%20.6%10.9%5.2%53.8K-777.4K-1.8K0.75127.45N/AN/A4319976
2021-09-02$59.56$58.0012.8%4.4%10.6%0.4%16.4%7.6%1.1%61.8K-853.3K-1.7K0.00126.47N/AN/A1020077
2021-09-03$59.72$58.0015.2%4.4%10.4%1.7%0.0%8.7%1.9%58.2K-816.8K-1.8K0.00124.83N/AN/A4020380
2021-09-07$59.83$58.0016.7%4.4%10.4%2.6%18.1%8.6%1.9%55.9K-830.4K-1.7K0.03122.39N/AN/A70220280
2021-09-08$59.39$58.0020.3%5.8%10.6%4.6%12.0%8.3%-0.4%61.0K-774.2K-1.7K0.00123.45N/AN/A3020280
2021-09-09$59.41$58.0017.1%4.9%10.5%2.8%0.0%3.5%5.5%62.4K-816.1K-2.0K0.00128.82N/AN/A1022581
2021-09-10$58.85$58.0016.3%4.7%11.2%2.4%0.0%4.8%3.3%89.3K-825.2K-1.9K0.00124.28N/AN/A3022781
2021-09-13$58.64$58.0017.3%4.9%11.3%2.9%21.5%7.1%-1.5%88.6K-754.7K-1.8K0.00122.32N/AN/A0422781
2021-09-14$58.44$58.0014.6%4.2%11.4%1.5%14.9%2.6%6.1%93.2K-729.2K-1.8K0.50128.31N/AN/A2123081
2021-09-15$59.01$58.0025.4%7.3%11.0%7.3%0.0%5.7%-3.5%85.3K-822.9K-1.5K0.00133.66N/AN/A0023084
2021-09-16$59.06$58.0014.7%4.2%10.9%1.5%0.0%7.3%3.3%91.9K-844.7K-1.6K0.00124.14N/AN/A4023285
2021-09-17$58.44$58.0016.1%4.6%11.7%2.3%21.1%4.1%3.4%68.9K-916.1K-1.6K1.00125.90N/AN/A2222985
2021-09-20$56.89$58.0026.3%7.6%15.0%7.9%29.8%5.3%0.9%17.5K-243.0K-1.7K4.00120.07N/AN/A41613675
2021-09-21$57.45$58.0028.5%8.2%14.2%9.1%34.6%-7.8%-7.3%18.2K-271.6K-1.7K0.00152.22N/AN/A13013677
2021-09-22$57.99$58.0019.1%5.5%14.5%3.9%20.7%6.8%-0.8%28.0K-315.2K-1.5K0.00123.01N/AN/A2014074
2021-09-23$58.52$58.0016.9%4.8%14.8%2.7%11.4%5.7%0.6%37.1K-412.9K-1.6K0.00126.78N/AN/A3015374
2021-09-24$58.52$58.0015.0%4.3%14.6%1.7%19.1%3.6%3.3%39.0K-413.7K-1.6K3.00124.78N/AN/A1315574
2021-09-27$58.23$58.0016.2%4.6%14.1%2.3%0.0%4.8%5.0%36.8K-397.7K-1.6K0.00136.12N/AN/A0015674
2021-09-28$56.67$58.0029.3%8.4%16.5%9.5%29.6%11.5%-7.8%28.5K-326.7K-1.7K0.42135.16N/AN/A12516577
2021-09-29$56.51$58.0025.6%7.3%16.4%7.5%0.0%8.8%-4.1%24.8K-273.3K-1.7K0.00137.82N/AN/A0116577
2021-09-30$56.34$58.0023.3%6.7%16.3%6.2%0.0%2.6%-3.9%25.6K-240.3K-1.8K0.00138.94N/AN/A1016782