ONEQ Options History — November 2022

In November 2022, ONEQ traded between $40.73 and $44.84. ATM implied volatility averaged 33.6%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 0.3% (HV 20d: 33.3%). Max pain ranged from $42.00 to $48.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.55.

Notable Days

  • 2022-11-30: Highest Volume — 2,521 contracts
  • 2022-11-07: Largest IV spike — 44.5% change
  • 2022-11-07: Highest IV Rank — 57.3%
  • 2022-11-01: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.12$40.73$44.84$42.76$44.84
Max Pain$43.10$42.00$48.00$48.00$43.00
ATM IV33.6%19.7%51.2%40.9%32.9%
Expected Move9.0%5.6%11.7%11.7%9.4%
HV 20d33.3%28.7%37.6%30.1%35.4%
HV 60d32.8%30.9%34.6%31.2%33.4%
IV Rank28.2%4.9%57.3%42.1%26.8%
IV Percentile50.4%2.0%96.4%86.1%50.8%
Term Structure-2.0%-12.8%11.1%-4.3%-12.8%
VWIV34.4%24.4%45.4%41.5%35.2%
Skew 25d8.1%-3.1%22.8%14.4%14.2%
Skew 10d6.0%-7.2%22.1%6.7%12.4%
Call IV 25d28.6%17.1%44.2%27.2%24.2%
Put IV 25d36.6%27.3%47.1%41.6%38.4%
Bid-Ask Spread %114.88103.28126.75106.98113.35
Gamma HHI0.120.110.160.160.13
Net GEX-223-14.2K15.7K15.7K3.7K
Net DEX165.3K-90.2K487.9K178.7K-90.2K
Net VEX-2.2K-2.8K-1.9K-2.8K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.550.003.191.733.19
Total Volume59912,5214952,521
Total OI1,720.4763352,4032,1802,403

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$42.76$48.0040.9%11.7%30.1%42.1%41.5%14.4%-4.3%15.7K178.7K-2.8K1.73106.98N/AN/A1813141,897283
2022-11-02$41.54$48.0040.2%11.5%31.6%40.9%45.4%2.9%-7.2%10.3K235.7K-2.8K1.79108.40N/AN/A1773161,898291
2022-11-03$40.73$43.0044.3%9.3%32.1%45.8%34.8%2.3%-0.7%-7.7K483.8K-2.2K1.85126.12N/AN/A1703141,922290
2022-11-04$41.05$42.0035.4%9.3%29.1%31.1%37.4%0.4%-2.0%-14.2K487.9K-2.3K1.85114.62N/AN/A1703151,934296
2022-11-07$41.51$42.0051.2%9.7%29.3%57.3%34.9%14.3%-0.9%-7.0K437.2K-2.2K1.88103.28N/AN/A1703191,934297
2022-11-08$41.78$42.0051.1%9.8%28.7%57.2%34.1%7.3%-5.6%4.3K349.2K-2.4K1.81104.52N/AN/A1763181,935301
2022-11-09$40.74$42.0035.9%10.3%30.2%31.9%33.6%11.8%-1.4%-12.0K478.2K-2.1K1.76110.36N/AN/A1803161,943301
2022-11-10$43.47$42.0032.1%9.2%37.6%25.6%34.6%1.5%-0.5%-5.2K233.0K-2.3K1.85121.33N/AN/A1723191,958302
2022-11-11$44.48$42.0027.1%7.8%36.6%17.3%28.4%2.1%0.4%-540108.6K-2.2K2.16106.65N/AN/A1673601,959302
2022-11-14$44.21$42.0031.1%8.9%35.3%24.0%34.0%16.6%-2.7%-2.1K162.5K-2.2K1.58109.22N/AN/A2273591,956343
2022-11-15$44.67$42.0035.3%10.1%35.4%30.9%30.4%10.4%-5.0%3.2K106.5K-2.3K1.46119.65N/AN/A2443571,976343
2022-11-16$43.97$43.0029.4%8.4%35.7%21.0%29.9%6.0%1.6%-856160.3K-2.4K1.46116.77N/AN/A2443571,979355
2022-11-17$43.68$43.0031.6%9.1%35.8%24.8%33.1%8.0%-3.6%-3.8K222.6K-2.3K1.46113.12N/AN/A2443571,979350
2022-11-18$43.85$43.0030.4%8.7%34.8%22.7%37.7%5.3%4.1%-4.2K166.3K-2.2K1.40117.56N/AN/A2483481,978349
2022-11-21$43.35$43.0027.6%7.9%35.0%18.1%28.4%4.8%1.0%308-22.1K-2.0K1.12114.01N/AN/A94105180155
2022-11-22$43.86$43.0021.6%6.2%34.4%8.2%24.4%9.1%-1.9%-367-19.6K-1.9K1.13115.45N/AN/A93105189155
2022-11-23$44.30$43.0019.7%5.6%33.9%4.9%28.4%-3.1%11.1%4.7K-68.2K-2.2K0.71121.70N/AN/A9366189155
2022-11-25$44.18$43.0027.7%7.9%33.3%18.2%0.0%10.2%-0.6%6.2K-76.9K-2.1K0.00126.75N/AN/A10195155
2022-11-28$43.41$43.0029.0%8.3%32.8%20.4%45.3%22.8%-3.8%4.4K-59.6K-2.0K0.00123.17N/AN/A01196155
2022-11-29$43.12$43.0031.1%8.9%32.8%23.9%36.4%8.0%-6.2%433-2.8K-1.9K0.86119.54N/AN/A1,109952196156
2022-11-30$44.84$43.0032.9%9.4%35.4%26.8%35.2%14.2%-12.8%3.7K-90.2K-2.0K3.19113.35N/AN/A6011,9201,3051,098