ONEQ Options History — April 2022

In April 2022, ONEQ traded between $48.43 and $56.60. ATM implied volatility averaged 33.1%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 4.7% (HV 20d: 28.4%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.07.

Notable Days

  • 2022-04-08: Highest Volume — 856 contracts
  • 2022-04-11: Largest IV spike — 56.4% change
  • 2022-04-11: Highest IV Rank — 23.7%
  • 2022-04-29: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.34$48.43$56.60$55.28$48.43
Max Pain$52.00$52.00$52.00$52.00$52.00
ATM IV33.1%23.7%55.2%28.1%40.1%
Expected Move8.2%6.5%11.5%7.2%11.5%
HV 20d28.4%26.1%31.5%30.9%31.5%
HV 60d30.3%29.2%31.6%29.2%31.6%
IV Rank11.6%6.5%23.7%8.9%15.4%
IV Percentile80.4%56.8%96.4%72.4%96.4%
Term Structure-0.3%-11.7%6.9%-2.0%-8.4%
VWIV27.6%23.1%38.2%23.8%38.2%
Skew 25d9.7%1.5%20.1%8.2%4.1%
Skew 10d7.7%-3.6%20.4%2.3%13.4%
Call IV 25d25.2%17.3%41.2%22.3%41.2%
Put IV 25d34.9%25.5%45.4%30.5%45.3%
Bid-Ask Spread %110.04103.95118.63105.61114.49
Gamma HHI0.140.120.160.140.12
Net GEX83.3K54.3K97.9K88.2K54.3K
Net DEX-1.7M-3.1M-475.6K-2.8M-475.6K
Net VEX-12.3K-14.8K-9.1K-14.7K-9.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.413.750.411.70
Total Volume659.4519856834608
Total OI1,256.151,1461,3621,3441,207

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$55.28$52.0028.1%7.2%30.9%8.9%23.8%8.2%-2.0%88.2K-2.8M-14.7K0.41105.61N/AN/A5902441,046298
2022-04-04$56.60$52.0028.0%6.5%29.2%8.8%25.5%9.9%-0.7%97.9K-3.1M-13.9K0.45107.66N/AN/A5452441,039299
2022-04-05$55.42$52.0028.0%6.6%30.5%8.8%23.5%10.8%0.0%86.0K-2.9M-14.7K0.46114.69N/AN/A5452521,052299
2022-04-06$54.31$52.0038.4%9.1%29.7%14.5%31.6%16.6%-2.8%82.8K-2.4M-14.8K0.43108.54N/AN/A5892521,052308
2022-04-07$54.53$52.0038.3%6.8%29.2%14.4%25.5%8.7%-1.1%88.5K-2.2M-14.2K0.43111.59N/AN/A5802511,026323
2022-04-08$53.71$52.0035.3%7.6%29.0%12.8%23.1%6.9%-0.0%84.7K-2.1M-14.2K0.44117.82N/AN/A5952611,024323
2022-04-11$52.41$52.0055.2%7.9%29.2%23.7%28.4%6.0%3.3%83.1K-1.6M-13.8K0.65110.77N/AN/A4933211,034328
2022-04-12$52.13$52.0043.4%7.5%28.0%17.2%26.7%14.9%6.9%83.2K-1.9M-12.5K0.63107.42N/AN/A5143231,001252
2022-04-13$53.35$52.0025.7%7.4%27.0%7.6%25.6%16.2%1.9%95.6K-2.0M-12.3K0.67115.00N/AN/A4893301,025254
2022-04-14$52.29$52.0025.0%7.2%27.1%7.2%27.2%13.3%6.3%91.6K-1.9M-12.5K0.67110.97N/AN/A4893301,025259
2022-04-18$51.81$52.0027.8%8.0%26.2%8.7%26.1%19.5%0.7%86.1K-1.6M-11.8K1.27115.83N/AN/A233295944233
2022-04-19$53.10$52.0026.0%7.4%27.7%7.7%24.9%10.9%-0.1%90.2K-1.8M-11.9K1.24106.12N/AN/A232288949239
2022-04-20$52.72$52.0023.7%6.8%26.1%6.5%23.5%3.1%0.8%90.7K-1.8M-12.0K1.27104.49N/AN/A227288959240
2022-04-21$51.44$52.0030.1%8.6%27.2%9.9%26.7%2.6%-4.6%87.9K-1.6M-11.7K1.21104.69N/AN/A239288959230
2022-04-22$50.43$52.0034.2%9.8%27.3%12.2%28.9%3.2%-1.1%80.3K-1.3M-11.1K1.24105.22N/AN/A238296960230
2022-04-25$50.71$52.0032.9%9.4%27.6%11.5%30.3%6.2%0.1%85.8K-1.0M-10.7K1.27108.37N/AN/A238302960233
2022-04-26$49.07$52.0035.6%10.2%28.4%13.0%34.7%1.5%-0.9%79.4K-754.3K-10.2K1.48103.95N/AN/A227336960245
2022-04-27$48.85$52.0027.3%7.8%26.4%8.4%25.5%10.7%6.9%61.8K-506.8K-9.1K3.75118.63N/AN/A415886260
2022-04-28$50.30$52.0038.8%11.1%29.3%14.7%33.1%20.1%-11.7%68.7K-714.9K-9.8K1.66109.01N/AN/A225373887275
2022-04-29$48.43$52.0040.1%11.5%31.5%15.4%38.2%4.1%-8.4%54.3K-475.6K-9.7K1.70114.49N/AN/A225383887320