ONEQ Options History — May 2022

In May 2022, ONEQ traded between $44.15 and $50.52. ATM implied volatility averaged 38.5%, placing in the 61.4% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 1.2% (HV 20d: 39.6%). Max pain ranged from $45.00 to $52.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.60.

Notable Days

  • 2022-05-20: Highest Volume — 769 contracts
  • 2022-05-05: Largest IV spike — 42.3% change
  • 2022-05-09: Highest IV Rank — 96.2%
  • 2022-05-11: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.19$44.15$50.52$48.61$47.45
Max Pain$48.29$45.00$52.00$52.00$48.00
ATM IV38.5%29.4%53.5%35.0%39.0%
Expected Move10.4%8.4%13.6%10.0%11.2%
HV 20d39.6%30.0%43.7%31.7%42.6%
HV 60d33.9%30.7%35.7%30.9%35.4%
IV Rank61.4%40.4%96.2%53.3%62.6%
IV Percentile90.2%73.4%99.6%92.4%94.0%
Term Structure-3.6%-12.2%7.2%-7.3%-12.2%
VWIV39.1%31.6%46.7%34.2%38.2%
Skew 25d12.5%-4.2%24.1%24.1%18.3%
Skew 10d14.1%2.2%30.5%4.0%6.4%
Call IV 25d34.0%21.0%42.8%30.1%29.6%
Put IV 25d46.5%37.2%54.4%54.2%47.9%
Bid-Ask Spread %108.74100.95119.53100.95110.64
Gamma HHI0.140.120.190.130.14
Net GEX39.3K9.0K69.6K56.7K52.3K
Net DEX206.3K-725.5K1.2M-258.3K-25.7K
Net VEX-7.3K-9.7K-5.7K-9.2K-7.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.601.322.041.641.92
Total Volume635.476576769576621
Total OI1,254.5711,0861,4891,1931,141

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$48.61$52.0035.0%10.0%31.7%53.3%34.2%24.1%-7.3%56.7K-258.3K-9.2K1.64100.95N/AN/A218358887306
2022-05-03$48.88$52.0032.7%9.4%30.0%48.0%31.6%9.2%-2.1%62.1K-448.3K-9.2K1.61102.30N/AN/A223359890298
2022-05-04$50.52$52.0034.1%9.8%32.8%51.2%37.9%15.5%-3.7%69.6K-725.5K-9.7K1.56119.53N/AN/A230359895301
2022-05-05$47.96$50.0048.5%10.6%36.5%84.5%36.5%-4.2%-4.4%53.4K-487.9K-9.4K1.32106.72N/AN/A267353902303
2022-05-06$47.37$50.0047.3%10.2%36.3%81.8%36.0%12.5%-6.3%51.6K-288.4K-9.0K1.41107.88N/AN/A257362957310
2022-05-09$45.47$50.0053.5%11.5%38.2%96.2%42.4%3.3%-6.1%43.4K85.4K-7.8K1.34105.75N/AN/A268358957313
2022-05-10$45.79$48.0052.2%12.0%38.1%93.0%36.7%14.2%-4.7%47.1K216.0K-7.1K1.34103.49N/AN/A266357956317
2022-05-11$44.45$48.0047.5%13.6%38.9%82.2%37.8%7.5%-9.0%31.6K459.3K-6.5K1.49106.47N/AN/A278413956368
2022-05-12$44.17$48.0040.1%11.5%37.2%65.0%46.1%17.6%-2.7%26.4K689.3K-5.7K1.54102.01N/AN/A260401947374
2022-05-13$46.16$48.0036.4%10.4%41.5%56.5%40.8%15.4%-0.5%32.7K506.9K-6.6K1.37104.59N/AN/A261357960408
2022-05-16$45.60$48.0036.6%10.5%41.5%57.0%42.0%20.0%-4.2%33.1K364.9K-7.1K1.36115.55N/AN/A262357962412
2022-05-17$46.72$48.0032.1%9.2%41.5%46.7%46.7%20.8%-3.5%34.7K208.9K-7.5K1.41116.01N/AN/A266374965410
2022-05-18$44.70$48.0035.5%10.2%43.6%54.4%44.5%3.6%-0.9%20.5K548.0K-6.4K1.41109.87N/AN/A266374965419
2022-05-19$44.74$48.0035.4%10.2%43.3%54.4%39.6%5.3%-1.5%9.0K751.5K-6.0K1.75107.88N/AN/A269472965420
2022-05-20$44.15$45.0039.2%11.2%43.1%63.0%40.0%12.8%-4.8%24.8K1.2M-6.1K1.80104.70N/AN/A275494968521
2022-05-23$44.94$45.0033.6%9.6%43.7%50.0%36.6%2.5%-0.4%30.2K399.0K-6.2K2.04104.36N/AN/A195397727359
2022-05-24$44.22$48.0038.0%10.9%42.8%60.2%42.0%21.6%-9.8%27.3K471.5K-6.0K1.85106.67N/AN/A220407733366
2022-05-25$44.73$46.0029.8%8.5%43.2%41.2%36.9%8.7%1.4%30.5K445.4K-6.5K1.83113.31N/AN/A223407758376
2022-05-26$46.04$46.0032.1%9.2%43.1%46.6%38.5%17.0%-0.1%37.7K300.6K-6.8K1.83117.30N/AN/A223407760376
2022-05-27$47.30$46.0029.4%8.4%42.6%40.4%35.4%16.5%7.2%51.3K-33.5K-7.6K1.82117.63N/AN/A224407762376
2022-05-31$47.45$48.0039.0%11.2%42.6%62.6%38.2%18.3%-12.2%52.3K-25.7K-7.3K1.92110.64N/AN/A213408763378