ONEQ Options History — September 2022

In September 2022, ONEQ traded between $41.71 and $48.09. ATM implied volatility averaged 39.0%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 6.5% (HV 20d: 32.5%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2022-09-30: Highest Volume — 1,141 contracts
  • 2022-09-14: Largest IV drop — 60.7% change
  • 2022-09-13: Highest IV Rank — 100.0%
  • 2022-09-30: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.78$41.71$48.09$45.99$41.71
Max Pain$48.43$45.00$50.00$49.00$45.00
ATM IV39.0%28.0%76.9%35.9%42.0%
Expected Move9.6%7.6%12.0%10.3%12.0%
HV 20d32.5%27.4%36.1%28.5%33.2%
HV 60d29.8%28.8%31.7%31.7%30.0%
IV Rank44.9%24.7%100.0%44.4%46.3%
IV Percentile75.2%40.5%100.0%80.6%91.7%
Term Structure-2.3%-13.0%4.8%-4.7%-10.0%
VWIV34.8%23.5%51.5%51.5%47.0%
Skew 25d9.0%-0.3%23.3%2.9%19.4%
Skew 10d11.7%-8.3%43.4%0.2%36.9%
Call IV 25d32.0%19.0%46.6%33.9%41.5%
Put IV 25d41.0%23.1%60.9%36.8%60.9%
Bid-Ask Spread %111.21101.59119.60119.26111.12
Gamma HHI0.470.300.610.470.36
Net GEX48.3K25.7K82.1K49.1K36.3K
Net DEX-163.0K-758.5K227.4K-295.2K-12.4K
Net VEX-5.5K-7.1K-3.8K-6.5K-4.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.007.000.130.40
Total Volume481.66731,141181,141
Total OI1,145.811,0841,2491,0901,249

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$45.99$49.0035.9%10.3%28.5%44.4%51.5%2.9%-4.7%49.1K-295.2K-6.5K0.13119.26N/AN/A162824266
2022-09-02$45.46$49.0038.6%11.1%28.6%49.4%0.0%9.1%-13.0%50.5K-315.6K-6.9K0.00118.47N/AN/A010834268
2022-09-06$45.33$50.0052.0%9.0%28.5%74.3%29.9%6.4%-6.7%50.4K-331.4K-6.7K0.38112.38N/AN/A733279834268
2022-09-07$46.28$50.0045.2%9.9%29.7%61.7%28.9%1.7%-4.0%58.7K-448.0K-6.7K0.38111.08N/AN/A732279841269
2022-09-08$46.35$50.0040.7%9.1%27.4%53.4%0.0%3.7%-1.4%58.6K-309.3K-6.4K0.00117.61N/AN/A035845269
2022-09-09$47.58$50.0033.6%8.0%29.4%40.3%24.0%0.1%-4.2%82.1K-597.5K-6.6K0.46117.54N/AN/A2411846259
2022-09-12$48.09$50.0052.1%7.6%28.7%74.5%35.8%0.6%2.4%80.4K-758.5K-7.1K0.36119.60N/AN/A114830270
2022-09-13$45.58$50.0076.9%9.6%33.5%100.0%29.7%-0.3%4.7%58.2K-321.1K-6.3K0.38108.35N/AN/A765294843272
2022-09-14$46.19$50.0030.2%8.7%34.1%28.2%29.6%20.7%0.5%56.8K-83.9K-5.6K0.08103.21N/AN/A121848278
2022-09-15$46.41$50.0030.0%8.6%34.3%27.9%29.0%7.8%0.5%66.5K-500.1K-6.2K7.00111.69N/AN/A17860279
2022-09-16$44.73$50.0035.1%10.1%36.1%35.8%36.0%9.0%-3.4%47.5K-91.9K-5.7K0.43105.84N/AN/A748319861280
2022-09-19$45.12$50.0032.6%9.3%36.0%31.8%29.8%23.3%-2.5%38.3K166.7K-3.8K0.17115.92N/AN/A6411844240
2022-09-20$44.90$50.0038.3%11.0%35.0%40.5%23.5%18.9%-5.8%45.9K-37.4K-4.7K0.00104.92N/AN/A03902231
2022-09-21$44.08$50.0037.5%10.8%35.4%39.4%30.2%6.3%-3.5%44.0K-4.8K-4.8K0.00111.84N/AN/A300902233
2022-09-22$43.76$46.0029.1%8.3%35.1%26.4%32.7%4.5%4.8%31.7K167.5K-4.0K0.74102.59N/AN/A1914920233
2022-09-23$42.59$46.0034.7%10.0%35.2%35.1%35.0%12.0%-1.0%29.6K97.6K-4.4K1.92112.20N/AN/A1325935238
2022-09-26$42.46$46.0028.0%8.0%33.5%24.7%36.6%1.7%1.5%34.5K101.4K-4.1K0.41108.16N/AN/A789322947251
2022-09-27$42.36$46.0039.0%11.2%33.5%41.7%43.4%10.3%-5.8%30.1K8.0K-4.9K0.39101.59N/AN/A812320952256
2022-09-28$43.39$45.0034.3%9.8%33.7%34.5%43.0%22.2%-1.3%39.4K-85.3K-5.2K0.40111.04N/AN/A811324977261
2022-09-29$41.96$45.0032.5%9.3%33.3%31.6%44.9%8.5%3.9%25.7K227.4K-4.0K0.40110.94N/AN/A809325978269
2022-09-30$41.71$45.0042.0%12.0%33.2%46.3%47.0%19.4%-10.0%36.3K-12.4K-4.8K0.40111.12N/AN/A816325983266