ONEQ Options History — December 2022

In December 2022, ONEQ traded between $40.02 and $45.25. ATM implied volatility averaged 36.2%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 8.9% (HV 20d: 27.4%). Max pain ranged from $39.00 to $44.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2022-12-16: Highest Volume — 979 contracts
  • 2022-12-14: Largest IV drop — 56.5% change
  • 2022-12-13: Highest IV Rank — 80.6%
  • 2022-12-01: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.53$40.02$45.25$45.25$40.83
Max Pain$42.90$39.00$44.00$43.00$39.00
ATM IV36.2%23.8%65.3%36.0%31.3%
Expected Move8.2%6.7%10.3%10.3%9.0%
HV 20d27.4%22.2%34.4%33.4%23.8%
HV 60d31.1%30.1%33.2%33.2%30.1%
IV Rank32.4%11.7%80.6%32.0%24.2%
IV Percentile51.4%7.9%99.2%69.0%38.5%
Term Structure-0.9%-11.9%7.3%-9.3%-3.0%
VWIV27.4%13.6%38.1%37.6%28.7%
Skew 25d4.9%-7.2%21.8%21.8%-7.2%
Skew 10d8.2%-8.5%19.5%8.4%5.0%
Call IV 25d28.0%20.4%36.2%20.4%36.2%
Put IV 25d33.0%27.6%42.2%42.2%28.9%
Bid-Ask Spread %123.87109.89130.01116.83125.70
Gamma HHI0.150.090.220.090.16
Net GEX3.1K-6.0K17.2K9.1K-816
Net DEX8.6K-170.0K124.3K-170.0K73.0K
Net VEX-1.9K-2.5K-1.5K-2.0K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.002.000.000.00
Total Volume104.09509791523
Total OI3,774.2381,4885,8784,8031,551

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$45.25$43.0036.0%10.3%33.4%32.0%37.6%21.8%-9.3%9.1K-170.0K-2.0K0.00116.83N/AN/A15201,9002,903
2022-12-02$44.99$43.0032.3%9.3%32.4%25.9%25.8%13.5%-11.9%11.5K-133.1K-2.0K0.00122.95N/AN/A63902,0182,903
2022-12-05$44.08$44.0040.9%7.8%33.6%40.2%0.0%6.0%1.0%17.0K-99.9K-2.5K2.00129.42N/AN/A122,6532,903
2022-12-06$43.31$44.0044.3%7.9%34.3%45.9%0.0%4.6%1.5%-41632.4K-2.5K0.25128.15N/AN/A412,6542,904
2022-12-07$43.08$44.0041.5%7.9%34.4%41.2%0.0%2.5%1.4%5.1K-30.0K-2.0K0.33123.19N/AN/A312,6582,904
2022-12-08$43.51$44.0050.0%8.1%33.0%55.2%0.0%5.1%3.4%17.2K-79.3K-2.3K0.00123.82N/AN/A012,6582,904
2022-12-09$43.38$44.0053.9%9.7%23.7%61.9%0.0%10.8%-6.7%2.1K26.6K-2.4K2.00121.42N/AN/A122,6582,905
2022-12-12$43.69$44.0056.5%6.7%22.2%66.0%0.0%7.9%-1.6%11.2K-42.5K-2.0K1.00109.89N/AN/A332,6572,907
2022-12-13$44.36$44.0065.3%6.8%22.8%80.6%0.0%2.0%1.5%13.3K-120.1K-1.9K0.00124.22N/AN/A302,6602,909
2022-12-14$43.86$44.0028.4%8.1%22.9%19.4%0.0%3.3%-2.1%9.6K-86.5K-1.9K0.00125.06N/AN/A002,6632,909
2022-12-15$42.45$44.0024.3%7.0%25.0%12.6%38.1%4.1%0.1%55932.4K-1.8K0.03128.03N/AN/A30182,6632,909
2022-12-16$42.02$44.0030.5%8.7%25.1%22.9%28.6%4.7%0.0%-4.9K86.4K-1.9K0.01130.01N/AN/A968112,9642,914
2022-12-19$41.23$42.0026.8%7.7%25.7%16.7%24.0%6.9%4.7%-1.6K51.0K-1.9K0.00126.56N/AN/A501,342146
2022-12-20$41.42$42.0030.8%8.8%25.7%23.4%13.6%8.4%0.4%-3.5K81.6K-1.7K0.00123.91N/AN/A101,346146
2022-12-21$41.94$42.0028.2%8.1%25.7%19.1%0.0%2.6%-1.8%-15338.4K-1.8K0.00128.64N/AN/A001,347146
2022-12-22$40.89$42.0025.0%7.2%26.5%13.8%30.2%-1.8%2.3%-4.5K124.3K-1.5K0.12122.03N/AN/A1721,347146
2022-12-23$41.07$42.0023.8%6.8%26.7%11.7%0.0%4.4%7.3%-3.3K86.9K-1.8K0.00119.72N/AN/A801,361148
2022-12-27$40.67$42.0029.5%8.5%26.3%21.2%22.7%4.2%3.7%-3.9K105.3K-1.7K0.00126.88N/AN/A701,369148
2022-12-28$40.02$42.0030.8%8.8%26.7%23.4%0.0%-2.5%-2.0%-3.2K107.9K-1.6K0.00127.45N/AN/A001,370148
2022-12-29$41.11$42.0030.3%8.7%24.3%22.6%25.1%2.7%-7.0%-6.0K95.4K-1.5K1.17117.47N/AN/A18211,370148
2022-12-30$40.83$39.0031.3%9.0%23.8%24.2%28.7%-7.2%-3.0%-81673.0K-2.0K0.00125.70N/AN/A301,383168