ONEQ Options History — January 2022

In January 2022, ONEQ traded between $52.28 and $61.53. ATM implied volatility averaged 28.4%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 7.3% (HV 20d: 21.0%). Max pain ranged from $57.00 to $60.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.25.

Notable Days

  • 2022-01-24: Highest Volume — 926 contracts
  • 2022-01-21: Largest IV spike — 27.5% change
  • 2022-01-26: Highest IV Rank — 18.5%
  • 2022-01-26: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.66$52.28$61.53$61.53$55.20
Max Pain$57.55$57.00$60.00$60.00$57.00
ATM IV28.4%16.7%45.7%16.7%34.2%
Expected Move8.0%4.8%13.1%4.8%9.8%
HV 20d21.0%18.6%25.9%21.0%25.9%
HV 60d19.4%17.3%22.1%17.3%22.1%
IV Rank9.0%2.6%18.5%2.6%12.2%
IV Percentile59.7%15.6%79.6%15.6%70.4%
Term Structure-1.8%-16.7%5.6%1.8%-5.6%
VWIV26.3%17.4%43.9%17.4%27.1%
Skew 25d6.8%-2.0%19.7%2.2%19.7%
Skew 10d11.0%2.6%36.9%10.0%19.6%
Call IV 25d23.4%18.8%42.4%19.1%19.9%
Put IV 25d30.2%20.2%48.2%21.3%39.5%
Bid-Ask Spread %116.89105.88133.25125.61113.19
Gamma HHI0.110.100.120.100.12
Net GEX65.6K33.0K98.6K63.0K44.3K
Net DEX-2.0M-3.1M-545.5K-3.1M-1.3M
Net VEX-8.9K-10.5K-6.9K-6.9K-10.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.130.620.130.55
Total Volume750.6655926679808
Total OI866.257331,1627331,162

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$61.53$60.0016.7%4.8%21.0%2.6%17.4%2.2%1.8%63.0K-3.1M-6.9K0.13125.61N/AN/A6037664786
2022-01-04$60.97$60.0019.3%5.5%20.8%4.1%21.9%-1.3%-0.8%58.8K-2.9M-7.4K0.13123.99N/AN/A5937664986
2022-01-05$59.13$60.0024.2%6.9%21.3%6.7%23.0%-2.0%-8.3%58.6K-2.6M-8.4K0.14117.82N/AN/A5748165386
2022-01-06$58.82$57.0023.8%6.8%21.1%6.5%22.9%2.3%2.1%67.7K-2.5M-8.3K0.13111.29N/AN/A6107965883
2022-01-07$58.31$57.0024.8%6.8%20.9%7.0%20.9%3.6%0.3%72.7K-2.5M-8.6K0.13115.43N/AN/A6287968383
2022-01-10$57.94$57.0024.4%6.8%20.9%6.8%24.5%6.7%5.6%84.3K-2.4M-8.4K0.13115.12N/AN/A6308569882
2022-01-11$58.96$57.0025.8%6.0%22.0%7.6%19.8%2.0%3.4%98.6K-2.7M-8.1K0.13117.05N/AN/A6308571589
2022-01-12$59.22$57.0023.8%6.8%21.3%6.5%23.9%4.4%1.0%80.3K-2.8M-8.5K0.13131.90N/AN/A6318572089
2022-01-13$57.93$57.0022.9%6.6%21.7%6.0%22.1%2.8%-0.2%84.7K-2.5M-8.7K0.14113.45N/AN/A6318671689
2022-01-14$58.07$57.0023.6%6.8%20.8%6.4%23.7%4.6%2.8%93.5K-2.5M-8.4K0.14111.49N/AN/A6098672490
2022-01-18$56.58$57.0025.3%7.2%22.6%7.3%22.6%9.6%0.2%82.5K-2.2M-9.0K0.14114.31N/AN/A6108372787
2022-01-19$56.19$57.0026.5%7.6%22.1%8.0%23.7%2.2%-0.3%78.2K-2.1M-8.9K0.16112.58N/AN/A6209972793
2022-01-20$55.42$57.0026.9%7.7%20.5%8.2%24.6%13.8%-3.9%72.3K-1.9M-8.9K0.16114.27N/AN/A61899732109
2022-01-21$53.96$57.0034.3%9.8%21.2%12.3%34.9%9.4%-5.2%60.7K-1.5M-9.0K0.18112.84N/AN/A636116735115
2022-01-24$53.52$57.0035.4%10.2%20.0%12.9%30.2%15.4%-3.9%57.4K-1.3M-9.0K0.44105.88N/AN/A643283680129
2022-01-25$53.22$58.0042.7%12.2%18.8%16.9%33.4%6.2%-2.1%33.0K-742.0K-10.2K0.49113.72N/AN/A581285729315
2022-01-26$52.70$58.0045.7%13.1%18.7%18.5%43.9%5.8%-16.7%36.6K-694.2K-10.2K0.48133.25N/AN/A611291733328
2022-01-27$52.28$57.0034.4%9.9%18.6%12.3%33.7%11.8%-2.8%40.0K-545.5K-10.1K0.47121.24N/AN/A612288759339
2022-01-28$53.19$57.0032.9%9.4%20.6%11.5%32.3%16.9%-3.7%44.9K-549.6K-9.9K0.62113.33N/AN/A478294759341
2022-01-31$55.20$57.0034.2%9.8%25.9%12.2%27.1%19.7%-5.6%44.3K-1.3M-10.5K0.55113.19N/AN/A522286812350