ONEQ Options History — November 2021

In November 2021, ONEQ traded between $60.48 and $62.50. ATM implied volatility averaged 20.0%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 8.8% (HV 20d: 11.2%). Max pain ranged from $55.00 to $62.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.94.

Notable Days

  • 2021-11-19: Highest Volume — 392 contracts
  • 2021-11-03: Largest IV spike — 27.9% change
  • 2021-11-24: Highest IV Rank — 7.2%
  • 2021-11-24: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.56$60.48$62.50$60.48$60.64
Max Pain$60.62$55.00$62.00$55.00$62.00
ATM IV20.0%14.8%25.0%19.8%23.6%
Expected Move5.7%4.2%7.2%5.7%6.8%
HV 20d11.2%8.7%15.3%10.7%15.3%
HV 60d14.5%14.1%15.5%14.1%15.5%
IV Rank4.5%1.6%7.2%4.3%6.4%
IV Percentile30.4%5.6%50.0%25.6%48.8%
Term Structure0.2%-4.2%6.5%2.2%-2.2%
VWIV21.2%14.9%28.2%18.7%28.2%
Skew 25d3.0%-1.4%9.8%1.0%3.4%
Skew 10d3.6%-6.4%16.3%7.5%5.1%
Call IV 25d18.8%12.8%25.0%14.9%24.0%
Put IV 25d21.8%14.4%29.4%16.0%27.4%
Bid-Ask Spread %121.58116.37127.25119.79118.89
Gamma HHI0.220.140.510.170.40
Net GEX46.3K22.9K67.7K43.6K54.3K
Net DEX-913.9K-1.1M-574.4K-948.6K-574.4K
Net VEX-1.6K-2.4K-1.3K-1.6K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.351.320.790.71
Total Volume210.619160392233210
Total OI373.952294411380365

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$60.48$55.0019.8%5.7%10.7%4.3%18.7%1.0%2.2%43.6K-948.6K-1.6K0.79119.79N/AN/A130103218162
2021-11-02$60.83$55.0014.8%4.2%10.1%1.6%20.0%0.8%6.5%50.0K-965.9K-1.4K0.79122.93N/AN/A130103210162
2021-11-03$61.49$55.0018.9%5.4%10.3%3.9%16.6%9.8%-1.4%46.7K-1.0M-1.3K0.79119.02N/AN/A131103210162
2021-11-04$61.86$58.0019.0%4.6%9.8%3.9%18.1%-1.4%2.2%33.4K-1.0M-1.3K1.07116.84N/AN/A96103211162
2021-11-05$62.13$58.0018.7%5.5%9.2%3.7%20.4%2.2%0.4%43.3K-1.1M-1.4K1.08121.48N/AN/A96104221162
2021-11-08$62.15$62.0018.6%5.7%8.7%3.7%20.7%1.9%0.3%37.8K-1.0M-1.4K1.17123.45N/AN/A87102217163
2021-11-09$61.84$62.0019.2%5.8%8.7%4.0%20.3%2.0%0.1%40.7K-1.0M-1.3K1.32120.24N/AN/A76100218164
2021-11-10$60.68$62.0021.0%6.0%12.0%5.0%25.7%2.9%-0.2%47.3K-846.9K-1.7K1.13117.61N/AN/A91103218167
2021-11-11$61.09$62.0020.3%5.8%10.9%4.6%19.9%2.4%0.4%22.9K-822.0K-1.9K1.12124.83N/AN/A90101231167
2021-11-12$61.68$62.0017.6%5.1%11.1%3.1%18.9%0.4%1.4%53.3K-1.1M-1.4K1.12119.87N/AN/A90101232170
2021-11-15$61.62$62.0019.6%5.6%11.0%4.2%20.5%2.3%-0.6%49.8K-1.0M-1.5K1.12123.15N/AN/A91102228170
2021-11-16$62.19$62.0018.1%5.2%11.2%3.4%19.5%1.4%0.7%43.8K-1.1M-1.4K1.13121.08N/AN/A90102230171
2021-11-17$62.04$62.0019.3%5.5%11.3%4.0%20.4%2.2%0.2%43.9K-1.1M-1.4K1.13122.39N/AN/A90102228171
2021-11-18$62.31$62.0020.7%5.9%11.3%4.8%25.9%5.5%-0.7%37.3K-1.1M-1.5K0.94123.17N/AN/A109102229171
2021-11-19$62.50$62.0018.0%5.2%10.7%3.3%19.8%2.0%1.9%51.0K-1.1M-1.3K0.35122.94N/AN/A290102240171
2021-11-22$62.14$62.0022.6%6.5%10.9%5.8%20.9%1.1%-1.7%51.7K-678.4K-1.9K1.11116.37N/AN/A768420193
2021-11-23$61.40$62.0021.0%6.0%12.0%5.0%14.9%5.4%-0.4%51.9K-588.5K-1.8K0.69122.04N/AN/A1228420193
2021-11-24$61.66$62.0025.0%7.2%12.1%7.2%25.2%8.4%2.1%53.5K-794.8K-2.4K0.71124.35N/AN/A1228725993
2021-11-26$60.60$62.0022.1%6.3%13.5%5.6%27.0%4.3%-3.6%47.4K-601.3K-2.3K0.71125.54N/AN/A1228725997
2021-11-29$61.52$62.0022.7%6.5%14.5%5.9%23.7%5.0%-4.2%67.7K-727.0K-2.2K0.71127.25N/AN/A1228725997
2021-11-30$60.64$62.0023.6%6.8%15.3%6.4%28.2%3.4%-2.2%54.3K-574.4K-2.3K0.71118.89N/AN/A12387258107