ONEQ Options History — August 2022

In August 2022, ONEQ traded between $46.63 and $51.45. ATM implied volatility averaged 31.2%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 4.9% (HV 20d: 26.3%). Max pain ranged from $41.00 to $52.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 2.69.

Notable Days

  • 2022-08-15: Highest Volume — 1,260 contracts
  • 2022-08-22: Largest IV spike — 51.2% change
  • 2022-08-09: Highest IV Rank — 57.4%
  • 2022-08-31: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.35$46.63$51.45$48.45$46.63
Max Pain$45.52$41.00$52.00$46.00$49.00
ATM IV31.2%21.0%42.9%37.5%40.7%
Expected Move8.5%6.0%11.7%10.7%11.7%
HV 20d26.3%23.0%28.3%26.9%28.3%
HV 60d31.6%29.8%35.7%35.7%31.6%
IV Rank35.7%16.9%57.4%47.4%53.4%
IV Percentile60.5%23.8%94.0%85.7%91.7%
Term Structure-3.0%-15.8%12.7%-3.7%-15.8%
VWIV32.1%16.3%54.4%29.5%35.9%
Skew 25d7.4%-8.3%17.6%14.3%-8.3%
Skew 10d6.9%-6.4%31.0%4.6%9.4%
Call IV 25d29.2%19.5%43.4%26.6%40.0%
Put IV 25d36.7%26.6%51.5%40.9%31.7%
Bid-Ask Spread %116.70103.59128.26110.05118.04
Gamma HHI0.370.140.660.280.51
Net GEX183.4K56.8K335.2K227.0K56.8K
Net DEX-2.8M-5.1M-474.1K-2.9M-474.1K
Net VEX-7.0K-9.9K-3.7K-7.2K-7.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.690.0016.001.480.39
Total Volume244.47801,2605081,022
Total OI1,619.0431,0001,9721,9171,082

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$48.45$46.0037.5%10.7%26.9%47.4%29.5%14.3%-3.7%227.0K-2.9M-7.2K1.48110.05N/AN/A2053031,518399
2022-08-02$48.44$46.0039.6%11.3%26.7%51.2%42.2%6.3%-6.0%220.1K-3.0M-7.8K1.50107.65N/AN/A2043071,513401
2022-08-03$49.69$46.0026.5%7.6%27.7%27.1%38.0%11.6%-6.7%215.8K-3.7M-7.1K1.43112.73N/AN/A2153081,513405
2022-08-04$49.73$41.0032.4%8.2%27.2%38.0%32.1%15.6%-8.8%224.4K-3.9M-6.8K1.41107.98N/AN/A2193081,512407
2022-08-05$49.47$41.0030.3%8.1%27.4%34.1%30.8%17.6%-1.3%232.8K-3.8M-6.0K1.41103.59N/AN/A2193081,515408
2022-08-08$49.53$41.0036.2%7.3%25.6%45.0%33.5%9.3%-2.7%234.8K-3.9M-6.0K1.45108.01N/AN/A2103041,515408
2022-08-09$48.92$41.0042.9%7.9%25.4%57.4%26.7%16.6%-0.3%238.8K-3.3M-5.7K0.00128.26N/AN/A101,518408
2022-08-10$50.33$41.0025.4%7.3%26.6%24.9%0.0%3.4%3.4%223.7K-4.6M-3.7K1.00125.83N/AN/A111,519408
2022-08-11$50.00$41.0027.0%7.7%26.9%27.9%0.0%1.9%-10.6%234.2K-4.2M-4.4K5.50123.58N/AN/A4221,518409
2022-08-12$50.99$41.0024.7%7.1%27.2%23.8%0.0%5.6%0.3%196.1K-4.9M-3.8K0.13122.38N/AN/A811,520419
2022-08-15$51.45$41.0027.8%8.0%26.7%29.5%54.4%9.4%-5.7%190.0K-5.1M-4.0K0.00118.25N/AN/A1,25911,526419
2022-08-16$51.39$41.0025.0%7.2%25.3%24.2%0.0%13.0%7.2%235.4K-3.7M-9.9K0.00111.71N/AN/A071,542420
2022-08-17$50.98$41.0026.3%7.5%25.3%26.6%0.0%-1.2%-4.1%281.9K-3.5M-9.2K3.00120.54N/AN/A4121,542416
2022-08-18$50.86$41.0021.0%6.0%25.3%16.9%19.6%5.1%4.4%335.2K-3.7M-8.9K7.33120.62N/AN/A3221,544428
2022-08-19$49.78$52.0023.5%6.7%25.8%21.4%26.3%5.9%12.7%320.8K-2.7M-8.5K16.00111.88N/AN/A2321,546420
2022-08-22$48.43$52.0035.5%10.2%27.9%43.7%31.5%7.7%-6.4%73.5K-1.1M-8.3K1.00120.54N/AN/A22792208
2022-08-23$48.50$52.0031.7%9.1%27.1%36.7%28.7%1.8%0.2%84.3K-1.0M-8.2K0.00118.60N/AN/A60795208
2022-08-24$48.82$51.0027.3%7.8%23.0%28.5%0.0%3.7%-3.9%89.3K-1.1M-8.0K0.17120.36N/AN/A122800208
2022-08-25$49.43$51.0031.4%9.0%23.3%36.0%0.0%10.2%-8.9%92.2K-1.2M-8.1K0.00106.09N/AN/A00800207
2022-08-26$47.65$51.0029.8%8.5%25.7%33.1%34.1%2.0%-8.0%82.5K-928.7K-7.6K11.33119.25N/AN/A334800207
2022-08-29$47.26$51.0034.0%9.8%25.8%41.0%34.2%7.2%-1.8%61.4K-727.5K-7.5K0.40122.60N/AN/A104802241
2022-08-30$48.35$49.0040.4%11.6%27.2%52.7%16.3%12.5%-2.6%68.0K-928.9K-7.7K1.57125.46N/AN/A1422807245
2022-08-31$46.63$49.0040.7%11.7%28.3%53.4%35.9%-8.3%-15.8%56.8K-474.1K-7.2K0.39118.04N/AN/A736286817265