ONEQ Options History — December 2021

In December 2021, ONEQ traded between $58.19 and $61.75. ATM implied volatility averaged 25.4%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 3.4% (HV 20d: 22.0%). Max pain ranged from $59.00 to $62.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.97.

Notable Days

  • 2021-12-31: Highest Volume — 605 contracts
  • 2021-12-15: Largest IV drop — 45.0% change
  • 2021-12-14: Highest IV Rank — 15.7%
  • 2021-12-03: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.31$58.19$61.75$59.95$61.14
Max Pain$59.91$59.00$62.00$62.00$60.00
ATM IV25.4%17.9%40.6%28.5%19.7%
Expected Move6.5%5.1%9.8%8.2%5.7%
HV 20d22.0%15.2%25.7%15.7%23.7%
HV 60d17.5%15.6%18.6%15.7%17.4%
IV Rank7.4%3.3%15.7%9.1%4.3%
IV Percentile46.7%21.2%64.4%55.2%31.2%
Term Structure0.2%-7.6%5.4%-7.6%-0.4%
VWIV22.6%19.1%34.3%28.9%21.8%
Skew 25d2.9%-3.9%8.2%0.7%2.2%
Skew 10d6.4%-2.9%13.6%0.5%13.0%
Call IV 25d21.2%17.5%28.5%24.7%20.6%
Put IV 25d24.1%21.4%33.1%25.4%22.9%
Bid-Ask Spread %120.62112.67131.37117.92129.46
Gamma HHI0.280.170.470.340.17
Net GEX34.8K10.4K62.7K41.7K24.3K
Net DEX-464.8K-692.2K-245.1K-478.5K-552.6K
Net VEX-2.2K-2.4K-1.8K-2.2K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.141.340.770.14
Total Volume228.455138605200605
Total OI343.909235441366263

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$59.95$62.0028.5%8.2%15.7%9.1%28.9%0.7%-7.6%41.7K-478.5K-2.2K0.77117.92N/AN/A11387259107
2021-12-02$60.10$62.0023.9%6.8%15.2%6.6%25.0%0.8%1.7%48.7K-453.5K-2.0K0.95117.95N/AN/A115109264107
2021-12-03$58.38$62.0034.3%9.8%17.9%12.3%34.3%4.6%-5.7%25.4K-313.0K-2.4K1.12116.19N/AN/A111124266118
2021-12-06$59.32$59.0033.1%7.4%18.9%11.6%28.0%6.6%1.8%20.7K-322.7K-2.3K1.32114.36N/AN/A103136266127
2021-12-07$60.97$59.0026.2%6.2%21.7%7.8%21.8%4.5%4.3%61.4K-569.0K-2.4K1.13119.79N/AN/A114129271133
2021-12-08$61.40$59.0026.3%6.2%21.8%7.9%20.0%3.6%0.9%62.7K-664.8K-2.4K1.13123.26N/AN/A114129271133
2021-12-09$60.65$59.0026.3%6.1%21.2%7.9%20.4%3.7%1.1%55.2K-499.9K-2.4K1.15118.03N/AN/A120138271133
2021-12-10$60.82$59.0027.8%5.9%21.0%8.7%19.6%8.2%1.6%60.6K-534.5K-2.4K1.19119.92N/AN/A118140276143
2021-12-13$60.39$59.0036.6%6.3%20.8%13.5%20.7%3.8%1.2%49.4K-440.0K-2.2K1.19120.79N/AN/A118141278145
2021-12-14$59.44$59.0040.6%7.2%21.5%15.7%22.7%0.1%-2.8%28.8K-313.8K-2.2K1.28117.06N/AN/A120154279142
2021-12-15$60.44$60.0022.3%6.4%22.2%5.7%22.5%2.6%2.8%46.1K-442.1K-2.3K1.29115.44N/AN/A120155280156
2021-12-16$59.29$60.0023.9%6.9%23.0%6.6%22.7%-3.9%-0.4%23.5K-295.7K-2.1K1.17112.67N/AN/A132155279153
2021-12-17$59.13$60.0023.0%6.6%22.9%6.1%19.7%5.9%1.8%10.4K-245.1K-2.1K1.34120.41N/AN/A104139289152
2021-12-20$58.19$60.0023.6%6.8%23.3%6.4%22.2%6.5%5.0%19.5K-260.5K-2.2K0.57117.54N/AN/A885016669
2021-12-21$59.50$60.0022.7%6.5%25.0%5.9%23.3%-1.2%3.0%22.7K-353.7K-2.2K0.57118.43N/AN/A895116669
2021-12-22$60.25$60.0020.0%5.7%25.2%4.4%21.3%3.3%5.4%24.6K-420.3K-2.1K0.57121.89N/AN/A895116970
2021-12-23$61.05$60.0018.3%5.2%25.7%3.5%19.1%3.8%-1.8%26.4K-537.7K-2.0K0.65126.12N/AN/A895817070
2021-12-27$61.75$60.0019.2%5.5%25.2%4.0%21.8%1.9%0.6%36.8K-692.2K-1.8K0.88131.37N/AN/A817118470
2021-12-28$61.64$59.0017.9%5.1%24.6%3.3%20.5%1.2%1.6%26.4K-642.3K-2.2K1.12121.45N/AN/A687618681
2021-12-29$61.48$60.0021.7%6.2%24.1%5.4%20.4%2.9%-6.2%28.2K-589.2K-2.3K0.88125.27N/AN/A867618586
2021-12-30$61.45$60.0022.4%6.4%23.6%5.8%20.5%2.2%-3.2%21.6K-603.7K-2.2K0.90128.30N/AN/A847617886
2021-12-31$61.14$60.0019.7%5.7%23.7%4.3%21.8%2.2%-0.4%24.3K-552.6K-2.2K0.14129.46N/AN/A5297617786