ONEQ Options History — February 2023 In February 2023, ONEQ traded between $44.59 and $47.52. ATM implied volatility averaged 25.7%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 3.0% (HV 20d: 22.7%). Max pain ranged from $43.00 to $46.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 2.44.
Notable Days 2023-02-03 : Highest Volume — 144 contracts2023-02-21 : Largest IV spike — 53.7% change2023-02-21 : Highest IV Rank — 17.8%2023-02-21 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $46.20 $44.59 $47.52 $46.53 $45.03 Max Pain $45.05 $43.00 $46.00 $43.00 $45.00 ATM IV 25.7% 19.1% 29.4% 26.3% 28.0% Expected Move 7.1% 5.5% 8.4% 7.5% 8.0% HV 20d 22.7% 20.2% 24.5% 20.2% 22.8% HV 60d 24.5% 22.5% 27.3% 26.9% 22.5% IV Rank 10.8% 0.0% 17.8% 11.6% 15.3% IV Percentile 15.4% 0.0% 31.3% 12.3% 23.4% Term Structure -0.8% -12.0% 9.8% -8.0% -2.6% VWIV 24.0% 16.0% 34.0% 22.7% 34.0% Skew 25d 6.7% 0.1% 14.1% 11.5% 4.7% Skew 10d 6.3% -3.8% 20.6% 9.2% 4.2% Call IV 25d 23.1% 17.7% 29.4% 19.8% 28.1% Put IV 25d 29.7% 22.6% 33.2% 31.3% 32.8% Bid-Ask Spread % 116.69 104.12 123.74 116.27 122.25 Gamma HHI 0.48 0.16 0.87 0.74 0.22 Net GEX 120.6K 12.2K 472.1K 170.8K 16.4K Net DEX -530.2K -2.1M -91.6K -719.7K -132.0K Net VEX -2.5K -7.4K -1.3K -3.3K -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.44 0.00 31.00 0.00 0.00 Total Volume 28 0 144 65 1 Total OI 3,500.105 672 4,815 4,805 754
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $46.53 $43.00 26.3% 7.5% 20.2% 11.6% 22.7% 11.5% -8.0% 170.8K -719.7K -3.3K 0.00 116.27 N/A N/A 65 0 4,236 569 2023-02-02 $47.52 $43.00 25.8% 7.1% 20.7% 10.7% 25.1% 14.1% -4.6% 369.5K -1.2M -5.1K 0.08 111.29 N/A N/A 59 5 4,240 572 2023-02-03 $47.04 $45.00 29.1% 6.5% 21.2% 16.5% 22.1% 12.2% 0.7% 472.1K -2.1M -7.4K 0.01 114.37 N/A N/A 143 1 4,242 573 2023-02-06 $46.57 $45.00 28.4% 7.2% 20.9% 15.3% 26.6% 10.6% 0.2% 175.8K -700.6K -3.2K 0.38 119.57 N/A N/A 55 21 4,160 574 2023-02-07 $47.44 $45.00 28.3% 5.8% 21.4% 15.2% 28.3% 2.9% 5.2% 208.5K -759.9K -3.1K 0.00 113.64 N/A N/A 0 10 4,164 595 2023-02-08 $46.74 $46.00 20.2% 5.8% 22.7% 0.9% 16.0% 6.6% 0.5% 248.7K -915.1K -3.9K 1.00 117.39 N/A N/A 2 2 4,164 605 2023-02-09 $46.26 $46.00 26.8% 7.7% 22.9% 12.5% 0.0% 8.9% -3.2% 110.7K -456.7K -2.4K 0.00 116.00 N/A N/A 0 1 4,155 607 2023-02-10 $45.95 $46.00 28.9% 8.3% 23.2% 16.1% 0.0% 13.9% -2.3% 96.8K -370.9K -2.4K 0.00 104.12 N/A N/A 2 0 4,155 607 2023-02-13 $46.63 $46.00 20.0% 5.7% 23.5% 0.5% 21.2% 0.1% 4.3% 55.6K -334.3K -1.8K 0.00 116.25 N/A N/A 29 0 4,157 608 2023-02-14 $46.99 $46.00 23.0% 6.6% 23.5% 5.9% 25.7% 4.4% 0.8% 116.6K -484.9K -2.1K 31.00 118.44 N/A N/A 1 31 4,186 611 2023-02-15 $47.20 $45.00 24.1% 6.9% 22.9% 7.8% 20.8% 3.4% -0.5% 83.8K -455.8K -1.7K 1.25 111.42 N/A N/A 4 5 4,184 582 2023-02-16 $46.59 $45.00 23.0% 6.6% 23.3% 5.8% 0.0% 2.9% 9.8% 64.8K -411.6K -1.6K 0.00 119.01 N/A N/A 0 0 4,187 587 2023-02-17 $46.16 $45.00 19.1% 5.5% 23.0% 0.0% 18.7% 6.6% 6.3% 24.1K -312.9K -1.5K 5.00 119.80 N/A N/A 1 5 4,188 587 2023-02-21 $45.20 $45.00 29.4% 8.4% 23.5% 17.8% 24.3% 3.5% -3.1% 12.2K -154.4K -1.5K 0.04 113.10 N/A N/A 56 2 191 481 2023-02-22 $44.98 $45.00 28.3% 8.1% 23.5% 15.8% 22.9% 1.8% -1.7% 14.9K -151.8K -1.5K 0.06 123.74 N/A N/A 16 1 248 482 2023-02-23 $45.51 $45.00 27.0% 7.7% 23.9% 13.6% 28.5% 6.9% -12.0% 18.5K -152.2K -1.3K 0.25 119.86 N/A N/A 4 1 264 483 2023-02-24 $44.59 $45.00 23.0% 6.6% 24.5% 6.7% 23.4% 8.0% 0.3% 14.0K -91.6K -1.3K 0.00 118.40 N/A N/A 8 0 268 483 2023-02-27 $44.96 $45.00 29.2% 8.4% 23.9% 17.3% 23.4% 3.4% -5.0% 16.8K -142.3K -1.4K 0.00 122.14 N/A N/A 1 0 270 483 2023-02-28 $45.03 $45.00 28.0% 8.0% 22.8% 15.3% 34.0% 4.7% -2.6% 16.4K -132.0K -1.3K 0.00 122.25 N/A N/A 1 0 271 483
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