ONEQ Options History — October 2022

In October 2022, ONEQ traded between $40.60 and $43.92. ATM implied volatility averaged 39.5%, placing in the 41.7% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 6.9% (HV 20d: 32.6%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2022-10-24: Highest Volume — 1,881 contracts
  • 2022-10-26: Largest IV spike — 48.4% change
  • 2022-10-11: Highest IV Rank — 58.1%
  • 2022-10-21: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.38$40.60$43.92$42.45$43.20
Max Pain$48.33$45.00$50.00$45.00$46.00
ATM IV39.5%29.7%49.7%44.2%34.5%
Expected Move11.0%8.5%12.7%12.7%9.9%
HV 20d32.6%30.0%35.8%34.0%31.6%
HV 60d31.0%30.2%31.8%30.2%31.1%
IV Rank41.7%25.2%58.1%49.6%31.7%
IV Percentile79.3%40.5%96.4%93.3%62.7%
Term Structure-3.7%-13.9%21.6%-8.0%-6.2%
VWIV37.9%26.3%45.1%42.2%40.7%
Skew 25d11.0%2.3%18.0%16.9%4.5%
Skew 10d15.5%0.7%41.0%13.7%10.7%
Call IV 25d38.0%28.5%46.5%33.7%34.3%
Put IV 25d49.0%38.8%58.7%50.6%38.8%
Bid-Ask Spread %105.2495.79114.66106.7295.79
Gamma HHI0.230.110.340.230.18
Net GEX21.8K-7.3K42.5K14.2K24.8K
Net DEX220.0K-104.1K539.1K356.6K102.5K
Net VEX-3.5K-4.2K-2.7K-3.0K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.182.340.401.41
Total Volume1,057.6674371,8811,139527
Total OI1,509.3811,2082,1891,2582,186

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$42.45$45.0044.2%12.7%34.0%49.6%42.2%16.9%-8.0%14.2K356.6K-3.0K0.40106.72N/AN/A813326992266
2022-10-04$43.65$45.0036.4%10.4%35.8%37.7%43.8%12.3%-9.6%38.0K59.2K-4.1K0.45114.66N/AN/A808360995266
2022-10-05$43.85$45.0035.4%10.1%34.9%36.1%41.6%16.7%-2.6%23.6K279.6K-3.7K0.41111.64N/AN/A8083351,001300
2022-10-06$43.46$50.0045.4%9.6%34.9%51.5%26.3%13.6%0.2%33.7K140.3K-4.2K0.4496.20N/AN/A8073561,001301
2022-10-07$41.73$50.0032.6%10.6%35.5%31.9%34.4%10.9%-0.9%-7.3K539.1K-2.7K0.4498.04N/AN/A8093561,001323
2022-10-10$41.47$50.0045.1%11.5%34.9%51.2%33.1%16.4%-5.8%8.9K416.3K-3.6K0.4398.08N/AN/A8203531,018324
2022-10-11$40.81$50.0049.7%11.2%30.6%58.1%33.9%2.5%-9.7%4.8K507.2K-3.3K0.39100.83N/AN/A8273231,019325
2022-10-12$40.98$50.0044.0%12.6%30.0%49.5%45.1%18.0%-5.6%19.8K286.8K-4.0K0.39108.24N/AN/A8273231,029305
2022-10-13$41.74$50.0036.9%10.6%31.0%38.5%37.7%13.5%0.1%14.4K371.2K-3.5K0.40108.94N/AN/A8273341,029306
2022-10-14$40.60$50.0043.8%12.5%30.0%49.0%38.8%10.3%-7.2%14.5K339.5K-3.6K0.40103.23N/AN/A8153221,038308
2022-10-17$41.90$50.0036.9%10.6%32.3%38.5%43.6%17.6%-10.2%21.6K271.8K-3.4K0.40105.95N/AN/A8053211,051298
2022-10-18$42.22$50.0039.7%11.4%32.6%42.8%37.6%7.8%0.7%28.1K148.5K-3.7K0.39107.41N/AN/A8073181,053297
2022-10-19$41.77$50.0036.9%10.6%32.2%38.5%31.9%3.7%-8.2%20.7K238.5K-3.4K0.39111.86N/AN/A8083181,053298
2022-10-20$41.59$50.0031.7%9.1%32.2%28.4%32.1%9.7%2.4%18.8K234.7K-3.3K0.39108.83N/AN/A8083181,053298
2022-10-21$42.61$50.0044.4%12.7%32.1%48.4%33.0%7.0%2.2%23.4K200.6K-3.4K0.40104.57N/AN/A8173251,053300
2022-10-24$42.97$50.0041.2%11.8%32.2%43.4%33.1%15.2%21.6%30.4K40.7K-3.6K0.18103.89N/AN/A1,596285953255
2022-10-25$43.92$46.0029.7%8.5%33.1%25.2%42.5%9.2%3.3%31.1K41.1K-3.2K0.34101.48N/AN/A8282841,791254
2022-10-26$43.14$46.0044.1%12.6%32.7%48.0%41.2%13.9%-10.3%42.5K-104.1K-4.0K2.34102.61N/AN/A1313061,814256
2022-10-27$42.45$46.0041.3%11.8%30.9%43.6%44.5%9.3%-13.9%26.7K48.7K-3.6K1.39109.95N/AN/A2223081,816282
2022-10-28$43.52$46.0036.1%10.3%31.9%35.3%39.4%2.3%-10.2%25.5K100.1K-3.4K1.39111.22N/AN/A2223081,907282
2022-10-31$43.20$46.0034.5%9.9%31.6%31.7%40.7%4.5%-6.2%24.8K102.5K-3.1K1.4195.79N/AN/A2193081,904282