ONEQ Options History — March 2022

In March 2022, ONEQ traded between $49.19 and $57.11. ATM implied volatility averaged 30.5%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded below realized volatility by 1.7% (HV 20d: 32.2%). Max pain ranged from $48.00 to $52.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.36.

Notable Days

  • 2022-03-31: Highest Volume — 833 contracts
  • 2022-03-23: Largest IV spike — 66.7% change
  • 2022-03-07: Highest IV Rank — 16.2%
  • 2022-03-10: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.15$49.19$57.11$52.62$55.85
Max Pain$50.43$48.00$52.00$48.00$52.00
ATM IV30.5%21.8%41.4%31.3%28.3%
Expected Move8.7%6.5%12.6%9.0%7.3%
HV 20d32.2%29.7%34.9%30.1%31.3%
HV 60d28.1%25.9%29.8%26.6%29.8%
IV Rank10.2%5.4%16.2%10.6%9.0%
IV Percentile71.8%45.2%86.0%74.0%72.4%
Term Structure-2.6%-16.1%6.7%4.6%-7.3%
VWIV28.9%22.3%44.1%22.9%25.3%
Skew 25d10.1%-2.4%22.0%13.0%9.2%
Skew 10d11.8%-10.3%33.2%5.5%-10.3%
Call IV 25d26.9%17.6%37.3%30.7%23.5%
Put IV 25d37.0%28.1%45.4%43.7%32.7%
Bid-Ask Spread %108.1893.32119.62114.4793.32
Gamma HHI0.230.130.380.270.15
Net GEX111.4K85.5K175.0K95.7K87.2K
Net DEX-2.8M-3.7M-2.1M-3.3M-3.1M
Net VEX-10.8K-14.5K-9.5K-11.2K-14.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.170.450.170.41
Total Volume523.087392833746833
Total OI1,255.6091,0571,4601,3111,344

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$52.62$48.0031.3%9.0%30.1%10.6%22.9%13.0%4.6%95.7K-3.3M-11.2K0.17114.47N/AN/A6351111,122189
2022-03-02$53.79$48.0030.1%8.6%31.0%9.9%33.0%10.8%0.0%112.4K-3.4M-10.8K0.18113.45N/AN/A6351161,122190
2022-03-03$52.66$48.0040.8%11.7%31.6%15.8%23.4%3.3%-2.0%86.9K-2.9M-11.2K0.19113.51N/AN/A6351181,052191
2022-03-04$51.79$48.0035.0%10.0%29.7%12.6%30.1%-2.4%2.1%91.3K-2.6M-11.1K0.19112.34N/AN/A6471211,053192
2022-03-07$50.30$48.0041.4%11.9%30.2%16.2%41.0%2.8%-2.0%107.4K-2.2M-10.7K0.43114.51N/AN/A2831231,064198
2022-03-08$50.06$48.0035.4%11.2%30.1%12.9%40.1%17.7%-1.2%118.6K-2.3M-10.8K0.40110.07N/AN/A3181271,159201
2022-03-09$51.82$48.0028.0%10.5%32.8%8.8%38.0%14.7%6.7%137.6K-2.9M-11.3K0.42113.53N/AN/A2971241,204194
2022-03-10$51.18$48.0031.2%12.6%31.8%10.6%40.5%7.5%1.2%130.3K-2.7M-11.4K0.42113.93N/AN/A2971261,221192
2022-03-11$50.34$48.0033.6%11.0%31.6%11.9%44.1%4.9%-1.9%139.0K-2.6M-11.1K0.38114.52N/AN/A3271231,221192
2022-03-14$49.19$52.0032.7%8.7%31.2%11.4%26.7%3.6%-3.4%175.0K-2.1M-10.5K0.39104.65N/AN/A3201251,261194
2022-03-15$50.49$52.0029.2%9.1%32.9%9.5%23.7%11.2%3.8%168.4K-2.6M-10.8K0.3999.24N/AN/A3191251,262196
2022-03-16$52.12$52.0031.0%7.9%34.1%10.4%25.3%0.8%-9.2%85.5K-3.4M-10.6K0.38102.11N/AN/A3201211,264196
2022-03-17$53.12$52.0022.3%7.0%34.9%5.7%24.5%15.9%-0.2%115.0K-3.7M-10.4K0.44101.47N/AN/A3211411,265195
2022-03-18$54.16$52.0022.7%7.0%34.3%5.9%22.3%15.3%-4.6%101.1K-2.3M-10.2K0.45103.94N/AN/A342155937209
2022-03-21$53.75$52.0030.7%6.9%34.2%10.3%23.3%15.3%-8.0%96.6K-2.3M-10.9K0.33106.05N/AN/A331109915142
2022-03-22$55.09$52.0021.8%6.5%34.8%5.4%24.6%5.7%0.1%107.7K-2.6M-10.1K0.3697.46N/AN/A288104925146
2022-03-23$54.59$52.0036.3%6.8%33.4%13.4%27.7%13.6%-16.1%99.1K-2.6M-11.0K0.36119.62N/AN/A289104925142
2022-03-24$55.20$52.0028.9%7.1%32.3%9.3%27.6%22.0%-8.2%99.4K-2.6M-10.3K0.41110.51N/AN/A289118926142
2022-03-25$55.05$52.0031.9%7.1%31.9%11.0%28.8%14.7%-11.0%106.8K-2.7M-10.4K0.41111.53N/AN/A290118927156
2022-03-28$55.89$52.0027.6%6.8%32.3%8.6%22.8%13.4%-8.4%116.0K-3.1M-9.8K0.36112.03N/AN/A303109943156
2022-03-29$57.11$52.0026.6%8.1%32.4%8.0%22.7%13.2%3.0%100.3K-3.3M-9.5K0.3698.20N/AN/A342122926156
2022-03-30$56.30$52.0025.3%7.5%32.3%7.4%26.7%6.1%2.1%86.0K-3.1M-10.0K0.41107.59N/AN/A589241901171
2022-03-31$55.85$52.0028.3%7.3%31.3%9.0%25.3%9.2%-7.3%87.2K-3.1M-14.5K0.4193.32N/AN/A5902431,048296