ONEQ Options History — July 2022

In July 2022, ONEQ traded between $43.53 and $48.61. ATM implied volatility averaged 37.8%, placing in the 52.6% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 7.2% (HV 20d: 30.7%). Max pain ranged from $43.00 to $49.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.64.

Notable Days

  • 2022-07-08: Highest Volume — 896 contracts
  • 2022-07-05: Largest IV spike — 63.4% change
  • 2022-07-12: Highest IV Rank — 100.0%
  • 2022-07-18: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.45$43.53$48.61$43.53$48.61
Max Pain$46.45$43.00$49.00$43.00$46.00
ATM IV37.8%23.7%65.9%28.1%31.5%
Expected Move9.3%6.8%11.4%8.1%9.0%
HV 20d30.7%24.6%38.2%37.3%26.7%
HV 60d36.4%35.8%37.0%36.6%36.4%
IV Rank52.6%21.8%100.0%37.5%36.3%
IV Percentile77.0%37.7%100.0%60.3%63.9%
Term Structure-2.7%-15.4%3.9%-0.4%-6.0%
VWIV32.9%26.8%41.1%34.6%27.5%
Skew 25d10.7%-3.1%22.8%12.6%5.2%
Skew 10d9.7%-0.6%27.8%19.3%2.6%
Call IV 25d29.9%19.3%46.5%37.6%28.4%
Put IV 25d40.5%30.5%50.2%50.2%33.6%
Bid-Ask Spread %109.83103.55126.28104.69112.71
Gamma HHI0.290.140.410.150.30
Net GEX124.1K15.9K247.4K15.9K247.4K
Net DEX-665.0K-3.0M702.0K702.0K-3.0M
Net VEX-6.8K-8.8K-3.9K-3.9K-7.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.641.082.501.801.52
Total Volume700501896638501
Total OI1,640.31,1321,9361,1321,921

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$43.53$43.0028.1%8.1%37.3%37.5%34.6%12.6%-0.4%15.9K702.0K-3.9K1.80104.69N/AN/A228410784348
2022-07-05$44.24$49.0046.0%9.7%37.5%78.7%31.9%10.3%-6.6%23.2K577.7K-4.3K1.84107.41N/AN/A228420791348
2022-07-06$44.59$49.0051.2%9.6%37.6%90.9%32.3%7.5%0.4%30.8K483.9K-4.7K1.89107.84N/AN/A230435792363
2022-07-07$45.45$49.0041.4%8.4%38.2%68.1%35.0%17.7%0.7%35.3K399.4K-4.9K2.02110.05N/AN/A230465795383
2022-07-08$45.55$49.0049.3%9.7%38.2%86.3%33.7%15.2%1.1%30.2K412.5K-5.6K1.08109.40N/AN/A430466796433
2022-07-11$44.54$46.0054.4%9.1%38.1%98.1%29.6%14.2%-4.1%54.0K290.7K-5.5K1.09103.55N/AN/A421459996433
2022-07-12$43.89$46.0065.9%9.9%36.3%100.0%29.5%17.0%-5.0%78.5K192.4K-6.3K1.09106.08N/AN/A4224591,196436
2022-07-13$44.01$46.0032.3%9.3%30.9%37.8%31.9%-2.2%0.6%105.2K-248.5K-7.5K1.10105.29N/AN/A4174601,396421
2022-07-14$43.99$46.0030.8%8.8%30.9%35.1%32.8%2.3%0.1%100.7K-116.2K-7.3K1.10115.27N/AN/A4174591,392425
2022-07-15$44.68$46.0035.5%10.2%30.1%43.7%34.8%22.5%-15.4%115.0K-508.5K-8.1K2.10119.91N/AN/A2194591,392425
2022-07-18$44.37$46.0039.7%11.4%24.7%51.6%39.2%22.8%-2.0%118.5K-618.7K-7.7K2.50126.28N/AN/A1824551,347392
2022-07-19$45.79$46.0034.0%9.7%26.3%40.9%32.3%19.2%3.9%149.0K-810.0K-7.5K1.63112.06N/AN/A2794561,350385
2022-07-20$46.57$46.0031.8%9.1%25.5%36.8%32.3%15.8%-9.4%158.1K-1.4M-8.8K1.58110.69N/AN/A2834471,450486
2022-07-21$47.08$46.0032.6%9.4%25.5%38.4%35.2%6.3%-7.0%201.3K-1.9M-8.7K1.58105.62N/AN/A2834481,452391
2022-07-22$46.27$46.0031.6%9.1%26.3%36.5%36.2%-3.1%0.8%208.1K-1.4M-8.1K2.44108.27N/AN/A1834471,454393
2022-07-25$45.95$46.0033.8%9.7%24.6%40.5%31.2%13.1%1.5%186.1K-1.4M-7.9K1.90111.28N/AN/A1843501,453393
2022-07-26$45.25$46.0034.8%10.0%25.3%42.5%41.1%0.5%-6.6%170.4K-974.4K-7.2K1.78104.18N/AN/A1973511,453394
2022-07-27$47.19$46.0028.4%8.2%26.8%30.6%29.4%12.7%-1.1%221.7K-1.9M-7.6K1.52108.34N/AN/A2313511,466395
2022-07-28$47.52$46.0023.7%6.8%26.7%21.8%26.8%4.0%1.4%233.6K-2.1M-7.4K1.22107.78N/AN/A2883501,491395
2022-07-29$48.61$46.0031.5%9.0%26.7%36.3%27.5%5.2%-6.0%247.4K-3.0M-7.7K1.52112.71N/AN/A1993021,521400