ONEQ Options History — May 2023

In May 2023, ONEQ traded between $46.94 and $51.19. ATM implied volatility averaged 21.0%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 4.8% (HV 20d: 16.2%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2023-05-11: Highest Volume — 32 contracts
  • 2023-05-31: Largest IV drop — 40.4% change
  • 2023-05-04: Highest IV Rank — 19.7%
  • 2023-05-03: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.89$46.94$51.19$47.95$50.98
Max Pain$46.73$45.00$47.00$45.00$47.00
ATM IV21.0%15.2%27.5%20.0%15.3%
Expected Move5.9%4.3%7.7%5.7%4.4%
HV 20d16.2%14.8%17.3%14.8%15.7%
HV 60d17.7%16.7%18.4%18.4%17.3%
IV Rank9.3%0.0%19.7%7.6%0.2%
IV Percentile10.2%0.0%28.2%4.4%0.4%
Term Structure-2.0%-10.8%5.1%0.9%1.6%
VWIV19.0%11.6%35.8%17.2%35.8%
Skew 25d6.7%-2.8%14.8%8.3%5.0%
Skew 10d7.1%-1.9%13.4%12.4%5.6%
Call IV 25d16.0%10.8%23.5%15.3%17.2%
Put IV 25d22.7%17.0%27.6%23.5%22.2%
Bid-Ask Spread %112.61105.59120.11112.46116.07
Gamma HHI0.320.140.530.270.17
Net GEX45.3K21.9K82.4K35.1K26.9K
Net DEX-543.4K-851.1K-379.8K-485.8K-541.3K
Net VEX-1.3K-1.7K-1.0K-1.7K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.004.000.000.00
Total Volume7.227032410
Total OI388.773292441407344

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$47.95$45.0020.0%5.7%14.8%7.6%17.2%8.3%0.9%35.1K-485.8K-1.7K0.00112.46N/AN/A40278129
2023-05-02$47.40$45.0024.3%7.0%15.3%14.6%0.0%5.8%1.0%47.3K-443.8K-1.6K0.00115.55N/AN/A00282129
2023-05-03$47.26$45.0026.7%7.7%15.1%18.5%0.0%5.1%-6.4%40.1K-432.4K-1.6K0.00114.63N/AN/A20282129
2023-05-04$46.94$47.0027.5%6.2%15.1%19.7%0.0%0.6%1.9%35.5K-379.8K-1.6K0.00108.24N/AN/A40284129
2023-05-05$48.03$47.0021.2%5.1%17.0%9.5%0.0%2.1%5.1%51.2K-488.4K-1.6K0.00111.66N/AN/A00286129
2023-05-08$48.09$47.0021.7%5.7%17.0%10.4%0.0%-2.8%2.7%59.7K-508.3K-1.5K4.00111.64N/AN/A14286129
2023-05-09$47.80$47.0016.6%4.9%17.1%2.0%18.0%5.8%0.3%58.8K-510.7K-1.5K0.00120.11N/AN/A03287133
2023-05-10$48.36$47.0019.9%5.7%17.3%7.4%16.2%12.2%-3.8%54.3K-559.3K-1.5K0.67111.77N/AN/A32287136
2023-05-11$48.38$47.0023.4%6.7%16.1%13.1%14.3%5.1%-3.8%74.3K-607.4K-1.4K0.00105.59N/AN/A320289136
2023-05-12$48.17$47.0024.4%7.0%16.1%14.7%0.0%6.3%-7.7%82.4K-561.0K-1.5K1.00115.26N/AN/A11292136
2023-05-15$48.49$47.0023.5%6.7%16.2%13.3%16.2%2.3%-10.8%69.6K-618.1K-1.4K0.17119.35N/AN/A61291137
2023-05-16$48.57$47.0015.2%4.3%16.2%0.0%17.0%12.3%-1.6%78.9K-654.7K-1.2K0.00115.57N/AN/A30291137
2023-05-17$49.08$47.0018.0%5.2%16.6%4.6%14.6%5.6%-3.4%52.1K-690.9K-1.2K0.22108.85N/AN/A92293137
2023-05-18$49.80$47.0015.8%4.5%16.6%1.1%18.0%6.0%2.5%41.6K-774.1K-1.2K0.00107.07N/AN/A50299139
2023-05-19$49.70$47.0018.4%5.3%16.7%5.3%15.9%9.7%-3.0%45.4K-851.1K-1.1K0.00116.41N/AN/A20302139
2023-05-22$49.95$47.0015.8%4.5%16.6%1.1%11.6%12.3%-1.2%24.6K-474.7K-1.1K0.00115.11N/AN/A11020488
2023-05-23$49.43$47.0022.2%6.4%15.6%11.4%23.0%14.8%-5.0%22.4K-419.4K-1.2K0.00112.95N/AN/A0121588
2023-05-24$49.05$47.0025.8%7.4%16.1%17.2%0.0%11.1%-4.3%21.9K-392.9K-1.3K0.00113.26N/AN/A0021991
2023-05-25$49.98$47.0017.8%5.1%15.2%4.3%23.7%12.2%1.6%25.5K-483.3K-1.1K0.67109.37N/AN/A151021991
2023-05-26$50.98$47.0022.4%6.4%16.4%11.8%25.6%1.8%-1.6%24.2K-519.6K-1.2K0.00105.67N/AN/A250218101
2023-05-30$51.19$47.0025.7%7.4%16.4%17.0%18.3%5.9%-7.8%25.4K-557.3K-1.1K0.00110.93N/AN/A20241101
2023-05-31$50.98$47.0015.3%4.4%15.7%0.2%35.8%5.0%1.6%26.9K-541.3K-1.0K0.00116.07N/AN/A100243101