ONEQ Options History — October 2021

In October 2021, ONEQ traded between $55.44 and $60.10. ATM implied volatility averaged 21.2%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 3.7% (HV 20d: 17.5%). Max pain ranged from $55.00 to $58.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2021-10-27: Highest Volume — 266 contracts
  • 2021-10-20: Largest IV spike — 54.0% change
  • 2021-10-12: Highest IV Rank — 14.6%
  • 2021-10-04: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.84$55.44$60.10$56.60$60.10
Max Pain$55.14$55.00$58.00$58.00$55.00
ATM IV21.2%11.9%38.7%23.5%16.9%
Expected Move5.5%3.4%7.9%6.7%4.9%
HV 20d17.5%13.9%20.3%16.5%13.9%
HV 60d14.3%13.9%15.0%13.9%14.1%
IV Rank5.1%0.0%14.6%6.3%2.8%
IV Percentile26.1%0.0%53.6%40.0%16.4%
Term Structure0.3%-3.6%14.3%-3.5%0.4%
VWIV18.1%12.2%28.3%24.2%20.1%
Skew 25d5.8%-4.7%14.0%4.9%1.8%
Skew 10d7.6%-2.2%16.3%3.7%13.5%
Call IV 25d15.7%10.5%19.6%17.1%19.6%
Put IV 25d21.5%14.2%30.5%22.0%21.5%
Bid-Ask Spread %119.19109.98133.68133.68120.35
Gamma HHI0.210.160.290.210.17
Net GEX40.5K20.3K68.8K24.2K39.1K
Net DEX-511.6K-854.9K-169.3K-234.9K-854.9K
Net VEX-1.9K-2.5K-1.6K-1.7K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.002.500.650.76
Total Volume101.81026666238
Total OI328.048249387249372

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$56.60$58.0023.5%6.7%16.5%6.3%24.2%4.9%-3.5%24.2K-234.9K-1.7K0.65133.68N/AN/A402616782
2021-10-04$55.44$55.0029.0%7.9%17.5%9.3%13.3%8.4%-3.6%20.3K-169.3K-1.6K0.07117.90N/AN/A29216882
2021-10-05$56.22$55.0023.8%6.6%18.6%6.5%12.2%6.8%0.7%33.3K-174.4K-1.8K0.04120.08N/AN/A462208107
2021-10-06$56.21$55.0029.8%6.7%18.5%9.7%22.3%14.0%-0.9%30.1K-208.1K-1.8K0.00109.98N/AN/A026201107
2021-10-07$56.97$55.0023.4%6.2%19.4%6.2%21.9%13.1%-0.4%41.5K-335.6K-1.9K2.50117.21N/AN/A25208107
2021-10-08$56.72$55.0023.8%6.2%19.2%6.5%0.0%9.1%-0.1%35.5K-279.6K-2.0K0.00117.37N/AN/A520208125
2021-10-11$56.45$55.0034.3%6.7%19.2%12.2%0.0%12.7%-1.6%31.6K-224.3K-1.8K0.00114.86N/AN/A20207128
2021-10-12$56.15$55.0038.7%6.6%19.2%14.6%0.0%10.0%-1.0%37.2K-313.8K-2.5K0.00118.62N/AN/A00259128
2021-10-13$56.58$55.0021.5%6.2%19.1%5.2%28.3%12.4%-2.2%45.3K-335.8K-2.4K2.00118.17N/AN/A12259128
2021-10-14$57.57$55.0016.7%4.8%20.3%2.6%0.0%1.7%-1.2%52.1K-602.3K-2.2K0.00123.62N/AN/A40259128
2021-10-15$57.90$55.0016.7%4.8%20.1%2.6%0.0%3.2%-0.2%68.8K-728.0K-2.0K2.00121.94N/AN/A12260127
2021-10-18$58.42$55.0017.7%5.1%17.8%3.2%13.1%5.3%1.6%41.9K-598.3K-1.8K0.00116.58N/AN/A2018792
2021-10-19$58.78$55.0011.9%3.4%17.6%0.0%13.2%4.9%7.2%53.0K-691.4K-1.6K0.00115.97N/AN/A8018792
2021-10-20$58.78$55.0018.3%5.2%17.3%3.5%17.8%11.7%-0.9%46.3K-671.0K-1.9K0.74116.93N/AN/A1289520792
2021-10-21$59.11$55.0016.9%4.8%17.1%2.7%17.4%5.2%-0.6%34.4K-655.5K-2.1K0.44119.38N/AN/A1305720692
2021-10-22$58.70$55.0016.5%4.7%17.3%2.5%16.1%2.0%0.0%48.2K-665.0K-1.9K0.43119.11N/AN/A1345720690
2021-10-25$59.22$55.0017.2%4.9%17.5%2.9%17.1%-1.6%-0.4%51.5K-754.4K-1.8K0.91118.66N/AN/A13412221290
2021-10-26$59.35$55.0016.0%4.6%14.0%2.3%17.4%-4.7%0.9%38.1K-727.1K-2.1K0.93119.32N/AN/A134125212156
2021-10-27$59.40$55.0018.2%5.2%13.9%3.4%18.9%-3.3%-2.4%38.0K-723.5K-2.1K0.89120.09N/AN/A141125212159
2021-10-28$59.94$55.0013.8%4.0%13.9%1.0%17.1%3.2%14.3%40.6K-796.1K-2.0K0.89123.08N/AN/A141125213159
2021-10-29$60.10$55.0016.9%4.9%13.9%2.8%20.1%1.8%0.4%39.1K-854.9K-1.7K0.76120.35N/AN/A135103213159