ONEQ Options History — January 2023

In January 2023, ONEQ traded between $40.47 and $45.69. ATM implied volatility averaged 26.7%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 4.5% (HV 20d: 22.2%). Max pain ranged from $39.00 to $43.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.16.

Notable Days

  • 2023-01-24: Highest Volume — 3,574 contracts
  • 2023-01-17: Largest IV spike — 42.0% change
  • 2023-01-03: Highest IV Rank — 28.2%
  • 2023-01-03: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.12$40.47$45.69$40.67$45.20
Max Pain$42.75$39.00$43.00$39.00$43.00
ATM IV26.7%21.0%33.7%33.7%25.7%
Expected Move7.7%6.0%9.7%9.7%7.4%
HV 20d22.2%18.5%25.4%23.8%18.8%
HV 60d28.0%26.7%30.0%30.0%26.7%
IV Rank12.6%2.4%28.2%28.2%10.6%
IV Percentile17.7%0.8%53.2%53.2%10.3%
Term Structure-1.4%-12.6%10.1%-4.1%4.0%
VWIV26.9%16.6%47.2%38.3%47.2%
Skew 25d6.0%-6.7%23.0%-6.7%5.8%
Skew 10d7.2%-5.6%19.9%8.4%15.7%
Call IV 25d25.6%14.9%38.1%38.1%22.0%
Put IV 25d31.6%22.6%37.9%31.3%27.8%
Bid-Ask Spread %120.49102.78131.31122.34119.96
Gamma HHI0.240.110.620.180.44
Net GEX21.1K-21.4K106.8K-2.0K55.6K
Net DEX-107.2K-451.4K243.3K62.9K-319.4K
Net VEX-2.2K-3.5K-1.5K-1.9K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.001.000.000.00
Total Volume270.4503,57467
Total OI2,761.858054,8021,5534,802

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$40.67$39.0033.7%9.7%23.8%28.2%38.3%-6.7%-4.1%-2.0K62.9K-1.9K0.00122.34N/AN/A601,385168
2023-01-04$40.69$42.0032.9%9.4%23.2%26.9%0.0%-5.0%-2.6%-2.1K89.7K-1.8K0.00131.31N/AN/A04001,381168
2023-01-05$40.47$43.0028.4%9.2%22.6%15.8%0.0%7.6%-5.2%-16.7K243.3K-2.7K0.00102.78N/AN/A201,381568
2023-01-06$41.52$43.0027.5%7.6%24.8%13.7%0.0%0.3%2.2%-21.4K138.0K-2.1K0.00116.24N/AN/A1001,382594
2023-01-09$41.75$43.0027.8%7.3%24.6%14.3%0.0%14.0%2.4%-7.6K66.6K-2.3K0.78123.64N/AN/A971,388594
2023-01-10$41.97$43.0026.6%8.1%24.7%12.0%0.0%8.0%-0.3%-8.0K72.5K-2.3K0.00125.29N/AN/A60201,389591
2023-01-11$42.68$43.0028.9%8.3%25.4%16.1%0.0%9.1%-8.7%4.2K-22.4K-2.1K0.00120.09N/AN/A2001,978591
2023-01-12$42.98$43.0024.1%6.9%24.9%7.8%0.0%0.6%1.6%18.6K-67.9K-2.4K0.00127.24N/AN/A101,988591
2023-01-13$43.38$43.0021.0%6.0%24.9%2.4%16.6%6.3%10.1%9.3K-118.9K-2.3K0.20123.45N/AN/A1021,988591
2023-01-17$43.44$43.0029.9%8.6%21.8%17.8%21.4%15.8%-12.6%14.9K-177.2K-1.7K1.00125.95N/AN/A221,988591
2023-01-18$43.02$43.0027.6%7.9%21.8%13.8%0.0%23.0%-7.9%11.6K-107.3K-1.8K0.00117.28N/AN/A1001,988591
2023-01-19$42.66$43.0029.5%8.5%20.8%17.2%0.0%5.7%-4.7%12.0K-59.8K-2.0K0.00130.32N/AN/A011,987591
2023-01-20$43.54$43.0021.6%6.2%21.8%3.4%25.0%13.0%1.1%10.0K-136.5K-1.7K0.00115.20N/AN/A3801,987592
2023-01-23$44.45$43.0021.1%6.1%22.5%2.5%21.5%14.5%-3.4%9.8K-162.1K-1.5K0.00119.94N/AN/A6741243562
2023-01-24$44.30$43.0023.9%6.9%20.0%7.4%21.2%-1.9%0.2%12.8K-167.5K-1.9K0.00115.02N/AN/A3,5731870563
2023-01-25$44.28$43.0026.4%7.6%20.1%11.8%25.7%-2.5%-2.2%49.7K-230.7K-2.3K0.40116.41N/AN/A524,217564
2023-01-26$44.95$43.0027.0%7.8%19.8%12.9%24.8%4.4%3.3%106.8K-451.4K-3.5K0.00117.44N/AN/A1704,219567
2023-01-27$45.69$43.0021.3%6.1%18.5%2.9%47.2%5.1%3.4%69.1K-375.5K-2.4K0.40120.27N/AN/A524,230567
2023-01-30$44.79$43.0028.5%8.2%19.2%15.4%0.0%3.4%-4.7%94.9K-419.7K-2.8K0.00119.53N/AN/A004,233569
2023-01-31$45.20$43.0025.7%7.4%18.8%10.6%0.0%5.8%4.0%55.6K-319.4K-2.1K0.00119.96N/AN/A704,233569