ONEQ Options History — April 2023 In April 2023, ONEQ traded between $46.39 and $47.86. ATM implied volatility averaged 23.8%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 7.5% (HV 20d: 16.3%). Max pain ranged from $43.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.97.
Notable Days 2023-04-03 : Highest Volume — 54 contracts2023-04-13 : Largest IV spike — 48.2% change2023-04-10 : Highest IV Rank — 32.7%2023-04-13 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $47.35 $46.39 $47.86 $47.78 $47.86 Max Pain $44.68 $43.00 $45.00 $43.00 $45.00 ATM IV 23.8% 18.7% 35.4% 18.9% 20.1% Expected Move 6.5% 5.4% 8.8% 5.4% 5.8% HV 20d 16.3% 13.5% 20.6% 20.6% 15.6% HV 60d 20.1% 18.9% 20.9% 20.9% 18.9% IV Rank 13.7% 5.5% 32.7% 5.8% 7.8% IV Percentile 14.8% 0.4% 62.7% 0.4% 4.4% Term Structure -0.7% -6.1% 8.2% 7.7% 0.8% VWIV 19.8% 14.9% 24.1% 20.0% 18.0% Skew 25d 7.2% -2.7% 20.1% 15.1% 13.0% Skew 10d 8.8% -0.8% 26.1% 15.0% 9.1% Call IV 25d 20.9% 13.1% 46.0% 17.0% 13.4% Put IV 25d 28.1% 20.0% 43.2% 32.1% 26.3% Bid-Ask Spread % 121.02 114.64 138.55 123.36 119.36 Gamma HHI 0.29 0.17 0.57 0.17 0.34 Net GEX 36.7K 17.3K 66.8K 29.0K 41.1K Net DEX -394.4K -512.3K -272.5K -420.3K -463.0K Net VEX -1.7K -2.1K -1.4K -1.4K -1.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.00 7.00 0.00 0.00 Total Volume 16.053 1 54 54 2 Total OI 416.632 337 481 352 405
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 2023-04-03 $47.78 $43.00 18.9% 5.4% 20.6% 5.8% 20.0% 15.1% 7.7% 29.0K -420.3K -1.4K 0.00 123.36 N/A N/A 54 0 207 145 2023-04-04 $47.42 $43.00 27.4% 7.8% 20.2% 19.5% 0.0% 4.0% -4.6% 37.2K -512.3K -2.0K 0.00 124.30 N/A N/A 1 0 261 145 2023-04-05 $47.06 $43.00 26.5% 7.6% 20.5% 18.2% 20.7% 5.8% -5.1% 34.6K -457.3K -2.0K 0.00 119.27 N/A N/A 5 0 260 145 2023-04-06 $47.41 $45.00 25.8% 6.1% 18.8% 17.0% 0.0% 10.7% 0.6% 37.3K -468.9K -1.9K 6.00 117.72 N/A N/A 5 30 261 145 2023-04-10 $47.33 $45.00 35.4% 7.1% 16.7% 32.7% 0.0% 7.1% -1.6% 24.6K -400.6K -2.1K 0.00 126.42 N/A N/A 5 0 266 175 2023-04-11 $47.23 $45.00 30.1% 6.5% 16.6% 24.0% 0.0% 5.7% 1.2% 28.9K -402.6K -2.0K 0.00 123.33 N/A N/A 0 1 271 175 2023-04-12 $46.89 $45.00 20.8% 6.0% 16.8% 8.9% 22.5% 11.5% 2.7% 28.3K -414.9K -2.0K 0.40 119.71 N/A N/A 5 2 271 175 2023-04-13 $47.77 $45.00 30.9% 8.8% 17.8% 25.2% 0.0% -2.7% 8.2% 33.2K -440.6K -2.0K 0.06 138.55 N/A N/A 16 1 270 174 2023-04-14 $47.59 $45.00 19.3% 5.5% 15.4% 6.4% 0.0% 8.0% 2.9% 40.2K -379.7K -1.8K 0.00 116.09 N/A N/A 1 0 263 174 2023-04-17 $47.65 $45.00 21.6% 6.2% 14.8% 10.1% 0.0% 7.8% -5.4% 44.7K -383.2K -1.6K 0.00 117.72 N/A N/A 3 0 264 174 2023-04-18 $47.68 $45.00 19.8% 5.7% 14.8% 7.3% 24.1% -1.4% -1.8% 49.1K -393.2K -1.5K 0.80 114.64 N/A N/A 5 4 266 174 2023-04-19 $47.70 $45.00 19.6% 5.6% 13.5% 7.0% 0.0% 2.4% -1.1% 66.8K -373.6K -1.5K 0.07 119.82 N/A N/A 14 1 268 177 2023-04-20 $47.22 $45.00 21.5% 6.2% 13.8% 10.0% 23.2% 1.4% -4.8% 51.7K -344.4K -1.6K 0.03 119.11 N/A N/A 30 1 275 176 2023-04-21 $47.31 $45.00 19.7% 5.6% 13.8% 7.1% 14.9% 3.0% -1.8% 49.3K -348.9K -1.6K 2.82 122.49 N/A N/A 11 31 305 176 2023-04-24 $47.22 $45.00 23.8% 6.8% 13.8% 13.8% 17.0% -0.8% -2.9% 17.6K -306.3K -1.5K 7.00 118.49 N/A N/A 2 14 225 112 2023-04-25 $46.39 $45.00 25.7% 7.4% 15.3% 16.8% 19.8% 20.1% -6.1% 17.3K -272.5K -1.5K 0.35 123.36 N/A N/A 26 9 226 126 2023-04-26 $46.48 $45.00 26.4% 7.6% 15.0% 17.9% 18.1% 13.8% -3.6% 24.0K -300.4K -1.6K 0.00 119.70 N/A N/A 25 0 252 127 2023-04-27 $47.63 $45.00 18.7% 5.4% 15.7% 5.5% 0.0% 12.1% 1.5% 43.0K -411.1K -1.7K 0.00 115.99 N/A N/A 1 0 276 129 2023-04-28 $47.86 $45.00 20.1% 5.8% 15.6% 7.8% 18.0% 13.0% 0.8% 41.1K -463.0K -1.7K 0.00 119.36 N/A N/A 2 0 276 129
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