ONEQ Options History — March 2023

In March 2023, ONEQ traded between $43.62 and $47.78. ATM implied volatility averaged 29.0%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 8.4% (HV 20d: 20.5%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.51.

Notable Days

  • 2023-03-10: Highest Volume — 50 contracts
  • 2023-03-13: Largest IV spike — 67.7% change
  • 2023-03-14: Highest IV Rank — 73.2%
  • 2023-03-13: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.65$43.62$47.78$44.70$47.78
Max Pain$40.09$30.00$45.00$45.00$43.00
ATM IV29.0%15.3%61.4%25.5%15.3%
Expected Move7.1%4.4%9.1%7.3%4.4%
HV 20d20.5%18.3%22.7%22.7%20.6%
HV 60d21.9%20.6%22.9%22.5%21.0%
IV Rank17.3%0.0%73.2%10.9%0.0%
IV Percentile28.5%0.0%98.8%11.9%0.0%
Term Structure-0.1%-6.0%6.9%1.3%3.9%
VWIV21.3%13.2%29.7%13.2%20.7%
Skew 25d9.2%-0.3%18.8%13.9%11.4%
Skew 10d10.4%1.5%21.1%3.0%13.8%
Call IV 25d21.3%15.1%30.1%19.2%19.4%
Put IV 25d30.5%17.0%37.0%33.1%30.8%
Bid-Ask Spread %117.93102.73130.43120.49119.90
Gamma HHI0.190.100.270.250.17
Net GEX17.6K1.9K30.4K15.3K30.4K
Net DEX-199.0K-424.6K19.4K-112.0K-424.6K
Net VEX-1.3K-1.6K-1.2K-1.3K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.510.0012.330.000.00
Total Volume13.957150111
Total OI600257871755348

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$44.70$45.0025.5%7.3%22.7%10.9%13.2%13.9%1.3%15.3K-112.0K-1.3K0.00120.49N/AN/A110272483
2023-03-02$45.03$45.0028.6%8.2%20.1%16.5%29.3%8.5%-5.0%15.7K-109.8K-1.2K1.00117.12N/AN/A44273483
2023-03-03$45.84$45.0023.8%6.8%19.7%8.0%23.9%-0.3%2.4%20.3K-171.1K-1.3K0.22118.83N/AN/A92277487
2023-03-06$45.89$44.0027.1%5.7%19.5%13.8%0.0%9.0%-1.2%23.7K-243.7K-1.4K1.00118.53N/AN/A11289489
2023-03-07$45.30$44.0035.6%7.1%19.7%28.5%24.2%7.9%-0.9%23.1K-221.0K-1.4K12.33122.68N/AN/A337288489
2023-03-08$45.45$44.0034.9%6.8%18.3%27.2%0.0%6.3%-0.6%13.9K-163.8K-1.3K1.25125.50N/AN/A45291521
2023-03-09$44.52$44.0038.2%6.2%18.9%33.1%18.6%5.5%4.0%17.5K-182.6K-1.4K12.00120.22N/AN/A112295522
2023-03-10$43.62$44.0029.8%8.3%19.8%18.5%21.1%3.0%-1.6%1.9K19.4K-1.2K2.33102.73N/AN/A1535296530
2023-03-13$44.12$30.0050.0%9.1%20.4%53.5%0.0%10.7%-2.2%8.4K-53.4K-1.4K0.83119.59N/AN/A65303562
2023-03-14$44.57$30.0061.4%7.7%20.0%73.2%14.0%15.2%0.9%9.7K-89.1K-1.3K0.57130.43N/AN/A74303566
2023-03-15$44.77$30.0024.4%7.0%19.8%9.2%0.0%8.1%1.5%12.3K-119.7K-1.3K0.00121.31N/AN/A01305565
2023-03-16$46.02$30.0024.2%6.9%22.4%8.7%0.0%4.4%2.3%22.5K-236.1K-1.3K0.00120.54N/AN/A40305566
2023-03-17$45.56$30.0027.6%7.9%22.2%14.7%29.7%8.1%-1.5%21.1K-191.7K-1.2K0.13116.77N/AN/A152298567
2023-03-20$45.71$30.0022.1%6.3%22.0%5.1%24.2%2.4%6.9%10.4K-147.8K-1.2K0.33109.00N/AN/A62143114
2023-03-21$46.55$43.0023.3%6.7%21.6%7.2%20.9%7.3%0.2%11.6K-186.8K-1.2K0.00117.27N/AN/A140145116
2023-03-22$46.20$43.0026.4%7.6%21.7%12.5%20.9%12.3%2.6%12.6K-216.5K-1.2K0.00119.59N/AN/A300148116
2023-03-23$46.19$43.0028.1%8.0%21.4%15.4%22.1%11.2%-1.2%16.4K-217.2K-1.3K1.24116.84N/AN/A2126176116
2023-03-24$46.30$43.0030.1%8.6%19.8%19.0%0.0%18.6%-6.0%16.0K-223.4K-1.6K0.00109.45N/AN/A40193142
2023-03-27$46.23$43.0021.4%6.1%19.7%4.0%26.8%13.3%-0.1%20.4K-253.4K-1.4K0.00111.90N/AN/A200197142
2023-03-28$45.83$43.0023.6%6.8%20.0%7.7%15.2%18.8%-0.1%22.8K-263.0K-1.6K0.00112.41N/AN/A20216142
2023-03-29$46.78$43.0019.9%5.7%20.9%1.4%16.3%13.9%-4.8%27.9K-360.0K-1.4K0.00120.52N/AN/A20218142
2023-03-30$47.09$43.0024.9%7.1%20.9%9.9%20.7%1.9%-2.3%30.3K-408.7K-1.5K0.00120.68N/AN/A50219142
2023-03-31$47.78$43.0015.3%4.4%20.6%0.0%0.0%11.4%3.9%30.4K-424.6K-1.4K0.00119.90N/AN/A10206142