ONEQ Options History — June 2023

In June 2023, ONEQ traded between $51.39 and $54.23. ATM implied volatility averaged 20.2%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 5.4% (HV 20d: 14.8%). Max pain ranged from $48.00 to $53.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2023-06-21: Highest Volume — 83 contracts
  • 2023-06-12: Largest IV spike — 62.8% change
  • 2023-06-13: Highest IV Rank — 34.3%
  • 2023-06-26: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.87$51.39$54.23$51.39$54.15
Max Pain$50.81$48.00$53.00$48.00$53.00
ATM IV20.2%12.3%36.3%15.0%12.9%
Expected Move4.7%3.5%6.6%4.3%3.7%
HV 20d14.8%13.7%16.1%15.6%15.0%
HV 60d15.6%15.1%17.2%17.1%15.3%
IV Rank8.9%0.0%34.3%0.0%0.9%
IV Percentile14.5%0.0%77.0%0.0%0.4%
Term Structure0.6%-7.5%7.0%6.6%5.4%
VWIV17.0%9.4%24.9%17.9%12.6%
Skew 25d2.2%-5.3%9.4%-1.8%-3.9%
Skew 10d4.9%-10.8%29.3%-10.8%8.7%
Call IV 25d14.5%9.0%20.4%17.8%17.3%
Put IV 25d16.7%13.3%25.4%15.9%13.4%
Bid-Ask Spread %118.69104.18128.67107.07117.99
Gamma HHI0.170.140.260.160.17
Net GEX30.8K9.9K67.5K29.5K21.9K
Net DEX-651.6K-888.5K-480.3K-564.8K-681.8K
Net VEX-1.2K-1.4K-800-1.0K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.002.002.000.00
Total Volume16.095383365
Total OI361.048271463353323

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$51.39$48.0015.0%4.3%15.6%0.0%17.9%-1.8%6.6%29.5K-564.8K-1.0K2.00107.07N/AN/A1224252101
2023-06-02$52.00$48.0017.9%5.1%15.2%4.7%14.0%9.4%-4.4%34.9K-653.4K-1.1K0.60104.18N/AN/A53264112
2023-06-05$51.97$49.0025.0%5.1%13.8%16.1%13.5%1.0%-0.0%34.5K-661.7K-1.1K0.08128.67N/AN/A131264114
2023-06-06$52.14$49.0019.7%3.6%13.7%7.6%0.0%2.9%6.5%34.7K-679.4K-9390.00122.36N/AN/A80268114
2023-06-07$51.46$49.0024.4%4.9%14.6%15.2%15.9%8.2%3.5%30.9K-630.1K-1.1K1.50126.92N/AN/A46272114
2023-06-08$52.00$53.0026.0%4.1%14.6%17.8%16.0%4.8%-0.4%35.5K-666.1K-9390.00113.27N/AN/A100275117
2023-06-09$52.13$53.0020.4%3.9%14.5%8.7%24.9%4.0%1.2%34.7K-713.9K-8000.50121.46N/AN/A21285117
2023-06-12$52.84$53.0033.2%3.8%14.6%29.4%16.9%3.4%1.6%42.7K-772.5K-8731.11121.44N/AN/A2730286118
2023-06-13$53.29$49.0036.3%3.7%14.6%34.3%18.5%3.6%-1.6%57.1K-880.7K-1.1K0.00121.34N/AN/A150313148
2023-06-14$53.41$49.0018.6%5.3%14.6%5.7%17.4%-3.1%-1.8%61.8K-842.8K-1.3K0.00115.59N/AN/A240315148
2023-06-15$54.23$49.0017.6%5.1%15.0%4.3%19.0%3.5%-0.2%67.5K-888.5K-1.3K0.00118.45N/AN/A100306148
2023-06-16$53.80$49.0016.8%4.8%15.2%2.9%17.1%1.4%0.0%44.9K-666.7K-1.3K0.20120.28N/AN/A102270148
2023-06-20$53.66$49.0018.6%5.3%15.2%5.7%9.4%-5.3%0.5%21.5K-607.2K-1.2K0.33117.99N/AN/A3119081
2023-06-21$53.05$49.0021.3%6.1%16.1%10.2%24.4%4.5%-3.3%22.1K-567.1K-1.3K0.00118.59N/AN/A08319382
2023-06-22$53.41$53.0017.1%4.9%15.4%3.4%21.7%6.5%-3.9%10.8K-526.5K-1.3K0.00124.26N/AN/A90193105
2023-06-23$53.01$53.0015.9%4.6%15.3%1.4%15.9%-3.7%0.3%11.4K-480.3K-1.4K1.00113.75N/AN/A33195105
2023-06-26$52.47$53.0023.0%6.6%15.1%13.0%0.0%-3.4%-7.5%12.7K-497.8K-1.4K0.00120.59N/AN/A40197108
2023-06-27$53.25$53.0016.4%4.7%14.4%2.2%17.7%7.6%1.1%9.9K-533.2K-1.3K0.00117.83N/AN/A60200108
2023-06-28$53.26$53.0016.5%4.7%14.4%2.5%12.9%2.7%1.9%12.3K-566.5K-1.3K0.10118.88N/AN/A101203108
2023-06-29$53.25$53.0012.3%3.5%14.2%0.0%12.6%4.7%7.0%15.8K-602.7K-1.2K0.50121.47N/AN/A21213109
2023-06-30$54.15$53.0012.9%3.7%15.0%0.9%0.0%-3.9%5.4%21.9K-681.8K-1.2K0.00117.99N/AN/A50214109