ONEQ Options History — June 2022

In June 2022, ONEQ traded between $41.59 and $48.02. ATM implied volatility averaged 36.5%, placing in the 56.7% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 1.1% (HV 20d: 37.5%). Max pain ranged from $43.00 to $48.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.88.

Notable Days

  • 2022-06-17: Highest Volume — 661 contracts
  • 2022-06-30: Largest IV spike — 46.6% change
  • 2022-06-06: Highest IV Rank — 85.5%
  • 2022-06-27: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.72$41.59$48.02$47.21$43.19
Max Pain$45.62$43.00$48.00$48.00$43.00
ATM IV36.5%27.2%48.9%32.1%39.8%
Expected Move10.0%7.8%11.8%9.2%11.4%
HV 20d37.5%33.7%42.5%42.5%37.9%
HV 60d35.6%34.0%37.1%35.0%36.7%
IV Rank56.7%35.3%85.5%46.8%64.5%
IV Percentile85.1%56.7%98.8%78.6%92.9%
Term Structure-1.1%-13.3%17.7%0.0%-1.8%
VWIV36.3%27.7%49.9%33.5%38.7%
Skew 25d11.2%1.1%26.8%11.6%12.2%
Skew 10d6.0%-17.5%21.3%15.1%-17.5%
Call IV 25d33.2%20.5%44.3%25.4%40.1%
Put IV 25d44.4%30.9%52.3%36.9%52.3%
Bid-Ask Spread %115.08103.99125.46115.40114.16
Gamma HHI0.140.110.170.130.15
Net GEX29.8K3.0K60.4K46.6K19.4K
Net DEX340.8K-182.8K836.7K-137.0K616.5K
Net VEX-5.7K-8.0K-4.1K-8.0K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.881.851.971.921.86
Total Volume634619661621631
Total OI1,142.7141,0991,2191,1361,130

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$47.21$48.0032.1%9.2%42.5%46.8%33.5%11.6%0.0%46.6K-137.0K-8.0K1.92115.40N/AN/A213408756380
2022-06-02$48.02$48.0036.6%8.6%41.2%57.2%29.4%9.3%0.1%55.9K-166.7K-7.6K1.85112.16N/AN/A220408754379
2022-06-03$46.99$48.0043.7%10.0%37.6%73.4%33.8%2.9%4.4%45.2K-166.6K-8.0K1.86111.55N/AN/A220409757380
2022-06-06$47.21$48.0048.9%11.2%37.4%85.5%31.8%17.6%-5.1%46.8K-182.8K-7.8K1.86114.03N/AN/A220409757381
2022-06-07$47.62$48.0039.5%9.1%34.2%63.7%32.8%19.3%1.2%51.9K-180.1K-7.7K1.85118.22N/AN/A220408759382
2022-06-08$47.39$48.0032.9%9.4%34.3%48.4%32.6%6.8%-8.6%60.4K-122.4K-7.4K1.85103.99N/AN/A220407759382
2022-06-09$46.26$48.0031.3%9.0%33.7%44.7%34.6%1.1%4.2%44.9K69.3K-6.8K1.85116.08N/AN/A219406759382
2022-06-10$44.65$48.0037.0%10.6%36.1%57.9%39.8%8.5%-4.2%25.8K388.8K-5.9K1.85112.71N/AN/A217402761381
2022-06-13$42.39$45.0040.3%11.6%36.8%65.6%37.5%7.5%1.6%16.0K592.3K-5.2K1.94104.85N/AN/A222431768381
2022-06-14$42.46$45.0037.9%10.9%36.8%60.0%39.6%12.8%1.1%10.0K785.3K-4.5K1.92107.40N/AN/A224431781413
2022-06-15$43.55$45.0030.4%8.7%36.9%42.7%37.8%10.2%-0.4%3.2K833.3K-4.1K1.91117.30N/AN/A223427786413
2022-06-16$41.59$44.0039.5%11.3%37.1%63.6%49.9%8.4%-9.0%3.0K836.7K-4.3K1.85125.46N/AN/A231427788413
2022-06-17$42.23$44.0035.8%10.3%37.7%55.2%40.4%10.1%-0.6%7.1K699.9K-5.0K1.86120.92N/AN/A231430799420
2022-06-21$43.35$44.0036.0%10.3%38.9%55.6%37.5%18.0%-6.6%20.6K568.0K-4.5K1.87117.27N/AN/A216404765334
2022-06-22$43.24$44.0035.3%10.1%38.2%54.0%27.7%14.2%-3.9%19.4K587.8K-4.4K1.86120.92N/AN/A217404776335
2022-06-23$43.89$44.0033.3%9.5%38.3%49.4%40.0%11.9%-1.8%25.1K550.4K-4.6K1.97121.70N/AN/A211415777335
2022-06-24$45.15$44.0035.8%10.3%39.4%55.1%36.1%26.8%-0.3%32.9K375.9K-5.3K1.90123.60N/AN/A218414778338
2022-06-27$45.18$44.0041.0%11.8%38.0%67.3%37.3%16.3%-13.3%35.2K351.2K-5.1K1.89117.46N/AN/A219414779339
2022-06-28$43.84$44.0031.5%9.0%37.8%45.3%34.7%6.1%2.3%30.4K383.3K-4.9K1.88110.73N/AN/A220414780339
2022-06-29$43.74$44.0027.2%7.8%37.7%35.3%37.6%4.3%17.7%26.1K473.2K-4.7K1.87110.83N/AN/A221413782339
2022-06-30$43.19$43.0039.8%11.4%37.9%64.5%38.7%12.2%-1.8%19.4K616.5K-4.3K1.86114.16N/AN/A221410784346