ONEQ Options History — February 2022

In February 2022, ONEQ traded between $51.00 and $56.36. ATM implied volatility averaged 29.9%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 0.1% (HV 20d: 29.8%). Max pain ranged from $48.00 to $65.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.40.

Notable Days

2022-02-11: Highest Volume — 1,142 contracts
2022-02-02: Largest IV spike — 30.6% change
2022-02-24: Highest IV Rank — 12.5%
2022-02-24: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$54.21	$51.00	$56.36	$55.83	$53.33
Max Pain	$56.58	$48.00	$65.00	$57.00	$48.00
ATM IV	29.9%	23.7%	34.7%	24.8%	33.0%
Expected Move	8.5%	6.8%	9.9%	7.1%	9.5%
HV 20d	29.8%	26.3%	33.5%	26.3%	32.9%
HV 60d	24.6%	22.2%	26.5%	22.2%	26.5%
IV Rank	9.9%	6.4%	12.5%	7.0%	11.5%
IV Percentile	70.1%	55.2%	78.8%	60.0%	75.6%
Term Structure	-1.5%	-8.4%	2.9%	2.4%	-4.3%
VWIV	29.6%	23.6%	51.9%	23.6%	28.4%
Skew 25d	8.5%	-5.2%	25.2%	9.6%	8.9%
Skew 10d	9.3%	1.0%	20.3%	20.3%	7.5%
Call IV 25d	22.8%	14.9%	33.5%	20.7%	27.6%
Put IV 25d	31.3%	24.8%	49.7%	30.3%	36.5%
Bid-Ask Spread %	115.81	108.18	128.12	119.27	114.09
Gamma HHI	0.27	0.09	0.55	0.10	0.26
Net GEX	119.3K	19.6K	302.1K	35.5K	101.5K
Net DEX	-1.6M	-3.3M	-807.5K	-1.5M	-3.3M
Net VEX	-11.0K	-12.4K	-9.9K	-11.0K	-11.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.17	0.69	0.63	0.17
Total Volume	779.053	329	1,142	732	746
Total OI	1,339.895	868	1,661	1,189	1,311

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$55.83	$57.00	24.8%	7.1%	26.3%	7.0%	23.6%	9.6%	2.4%	35.5K	-1.5M	-11.0K	0.63	119.27	N/A	N/A	450	282	837	352
2022-02-02	$56.22	$57.00	32.4%	9.3%	26.5%	11.2%	27.0%	10.4%	-3.1%	38.7K	-1.8M	-11.6K	0.43	122.75	N/A	N/A	476	207	860	352
2022-02-03	$54.28	$65.00	28.4%	8.1%	27.2%	9.0%	29.4%	-5.2%	-0.0%	29.1K	-1.1M	-11.5K	0.37	114.84	N/A	N/A	524	192	822	364
2022-02-04	$55.25	$58.00	25.7%	7.5%	28.3%	7.5%	26.2%	7.5%	1.1%	32.3K	-1.2M	-11.3K	0.42	113.62	N/A	N/A	484	202	826	377
2022-02-07	$54.71	$58.00	28.8%	7.8%	28.3%	9.3%	28.8%	5.1%	-1.1%	19.6K	-1.1M	-11.2K	0.42	118.18	N/A	N/A	485	202	825	387
2022-02-08	$55.31	$58.00	27.3%	7.4%	28.7%	8.4%	24.8%	6.8%	0.4%	34.8K	-1.1M	-10.6K	0.22	116.44	N/A	N/A	898	199	825	388
2022-02-09	$56.36	$58.00	23.7%	6.8%	28.8%	6.4%	24.5%	11.2%	1.3%	269.1K	-2.8M	-11.8K	0.25	120.65	N/A	N/A	907	225	1,238	386
2022-02-10	$55.21	$58.00	30.5%	8.7%	29.4%	10.2%	26.5%	8.0%	-2.4%	253.3K	-2.1M	-12.4K	0.25	114.47	N/A	N/A	908	227	1,237	424
2022-02-11	$53.69	$58.00	32.4%	9.3%	30.0%	11.2%	33.5%	25.2%	-5.0%	193.4K	-1.4M	-12.0K	0.26	128.12	N/A	N/A	909	233	1,238	396
2022-02-14	$53.80	$58.00	27.8%	8.0%	30.0%	8.7%	30.6%	5.9%	2.9%	165.6K	-1.2M	-11.3K	0.46	118.24	N/A	N/A	496	230	1,242	401
2022-02-15	$54.98	$58.00	31.8%	9.1%	30.1%	10.9%	29.0%	6.9%	-8.4%	268.9K	-1.6M	-11.0K	0.47	117.29	N/A	N/A	492	232	1,244	402
2022-02-16	$55.18	$56.00	26.0%	7.5%	30.0%	7.7%	26.6%	10.9%	-1.1%	302.1K	-1.7M	-10.6K	0.65	116.56	N/A	N/A	492	319	1,247	404
2022-02-17	$53.69	$56.00	28.8%	8.3%	31.2%	9.3%	28.6%	5.5%	-1.1%	186.9K	-1.2M	-10.5K	0.65	113.75	N/A	N/A	491	319	1,235	345
2022-02-18	$53.03	$56.00	30.9%	8.9%	30.0%	10.4%	29.3%	5.4%	-1.7%	52.9K	-807.5K	-10.1K	0.69	110.48	N/A	N/A	485	337	1,240	305
2022-02-22	$52.37	$56.00	33.4%	9.6%	30.2%	11.7%	34.4%	10.3%	-2.5%	53.1K	-1.4M	-10.2K	0.49	109.37	N/A	N/A	221	108	711	157
2022-02-23	$51.00	$56.00	34.5%	9.9%	31.5%	12.4%	30.4%	13.4%	-1.9%	53.1K	-1.2M	-9.9K	0.51	111.40	N/A	N/A	221	113	713	169
2022-02-24	$52.40	$56.00	34.7%	9.9%	33.0%	12.5%	51.9%	1.6%	0.3%	60.8K	-1.3M	-10.2K	0.18	112.71	N/A	N/A	631	113	715	178
2022-02-25	$53.32	$48.00	33.3%	9.5%	33.5%	11.7%	29.3%	14.8%	-3.8%	116.7K	-3.2M	-11.2K	0.17	108.18	N/A	N/A	635	111	1,120	185
2022-02-28	$53.33	$48.00	33.0%	9.5%	32.9%	11.5%	28.4%	8.9%	-4.3%	101.5K	-3.3M	-11.3K	0.17	114.09	N/A	N/A	635	111	1,122	189