ONEQ Options History — July 2023

In July 2023, ONEQ traded between $53.63 and $56.45. ATM implied volatility averaged 16.4%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 1.6% (HV 20d: 14.8%). Max pain ranged from $42.00 to $53.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.66.

Notable Days

2023-07-24: Highest Volume — 265 contracts
2023-07-31: Largest IV spike — 72.4% change
2023-07-31: Highest IV Rank — 13.8%
2023-07-06: Largest Expected Move — 6.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.09	$53.63	$56.45	$54.18	$56.20
Max Pain	$44.20	$42.00	$53.00	$53.00	$44.00
ATM IV	16.4%	11.8%	20.8%	11.8%	20.8%
Expected Move	4.7%	3.4%	6.7%	3.4%	6.0%
HV 20d	14.8%	13.9%	16.1%	14.6%	15.2%
HV 60d	15.2%	14.8%	15.9%	15.1%	15.1%
IV Rank	7.1%	0.0%	13.8%	0.0%	13.8%
IV Percentile	7.3%	0.0%	22.2%	0.0%	22.2%
Term Structure	-0.1%	-6.4%	9.0%	9.0%	-1.9%
VWIV	18.3%	12.3%	36.6%	16.2%	15.7%
Skew 25d	4.8%	-1.1%	12.3%	0.2%	5.0%
Skew 10d	4.8%	-5.8%	18.6%	4.1%	-1.8%
Call IV 25d	14.5%	9.3%	19.8%	14.0%	17.8%
Put IV 25d	19.3%	12.6%	25.9%	14.2%	22.8%
Bid-Ask Spread %	113.95	102.92	123.09	123.09	119.85
Gamma HHI	0.25	0.14	0.54	0.18	0.34
Net GEX	43.0K	15.5K	96.0K	23.3K	77.7K
Net DEX	-1.0M	-2.0M	-582.5K	-725.5K	-1.7M
Net VEX	-1.2K	-2.1K	-564	-1.1K	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.00	7.50	0.07	0.00
Total Volume	41.25	0	265	0	24
Total OI	379.15	258	549	326	509

Daily Data (20 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
2023-07-03	$54.18	$53.00	11.8%	3.4%	14.6%	0.0%	0.0%	0.2%	9.0%	23.3K	-725.5K	-1.1K	0.00	123.09	N/A	N/A	0	0	217	109
2023-07-05	$54.21	$53.00	16.8%	4.8%	14.6%	7.6%	16.2%	6.8%	-2.9%	25.7K	-728.3K	-1.2K	0.07	115.83	N/A	N/A	14	1	217	109
2023-07-06	$53.67	$42.00	18.0%	6.7%	15.2%	9.5%	0.0%	0.7%	-5.9%	22.6K	-609.2K	-1.4K	0.00	108.14	N/A	N/A	0	0	227	110
2023-07-07	$53.76	$42.00	15.1%	4.9%	14.2%	5.0%	16.6%	12.3%	1.1%	28.0K	-677.6K	-1.3K	0.00	104.16	N/A	N/A	4	0	227	110
2023-07-10	$53.63	$42.00	18.2%	4.8%	13.9%	9.9%	0.0%	-1.1%	0.0%	19.2K	-582.5K	-1.2K	0.00	102.92	N/A	N/A	4	0	224	110
2023-07-11	$53.95	$42.00	19.3%	4.5%	14.0%	11.5%	17.0%	2.6%	3.2%	27.4K	-610.3K	-1.3K	0.00	108.32	N/A	N/A	8	0	224	110
2023-07-12	$54.70	$42.00	12.7%	3.6%	14.1%	1.3%	13.4%	10.2%	1.7%	32.0K	-780.6K	-1.0K	0.11	112.67	N/A	N/A	9	1	231	110
2023-07-13	$55.61	$42.00	14.3%	4.1%	14.8%	3.9%	12.3%	9.0%	-0.2%	39.7K	-917.7K	-924	0.43	118.71	N/A	N/A	7	3	237	111
2023-07-14	$55.37	$42.00	14.1%	4.0%	15.0%	3.5%	13.8%	1.3%	4.2%	38.1K	-906.6K	-896	7.50	111.13	N/A	N/A	4	30	237	111
2023-07-17	$55.95	$44.00	15.7%	4.5%	14.5%	5.9%	36.6%	10.8%	-0.1%	40.9K	-939.9K	-829	0.50	109.45	N/A	N/A	2	1	237	97
2023-07-18	$56.45	$44.00	13.8%	3.9%	14.3%	3.0%	17.2%	7.8%	7.9%	42.1K	-1.0M	-657	0.00	112.00	N/A	N/A	4	0	239	98
2023-07-19	$56.41	$44.00	18.7%	5.4%	14.2%	10.5%	13.1%	8.3%	-1.0%	41.9K	-1.0M	-564	0.25	119.64	N/A	N/A	4	1	239	98
2023-07-20	$55.23	$44.00	19.4%	5.6%	15.8%	11.7%	16.3%	4.8%	2.3%	39.5K	-867.5K	-803	0.04	114.64	N/A	N/A	26	1	240	97
2023-07-21	$55.11	$44.00	17.7%	5.1%	15.8%	9.1%	20.7%	0.5%	0.6%	43.9K	-848.3K	-898	2.75	113.53	N/A	N/A	4	11	265	98
2023-07-24	$55.17	$44.00	19.4%	5.6%	15.4%	11.7%	22.2%	4.5%	-6.4%	15.5K	-681.2K	-793	0.02	115.37	N/A	N/A	261	4	181	77
2023-07-25	$55.59	$44.00	15.3%	4.4%	14.8%	5.4%	19.1%	2.9%	-6.1%	77.4K	-1.8M	-1.8K	0.08	116.94	N/A	N/A	24	2	436	81
2023-07-26	$55.51	$44.00	16.2%	4.6%	14.2%	6.7%	28.3%	0.8%	-2.2%	96.0K	-1.8M	-2.1K	0.10	120.67	N/A	N/A	40	4	462	83
2023-07-27	$55.02	$44.00	19.3%	5.5%	14.7%	11.4%	17.5%	1.8%	-3.5%	82.8K	-2.0M	-1.9K	0.08	120.37	N/A	N/A	121	10	462	87
2023-07-28	$56.14	$44.00	12.1%	3.5%	16.1%	0.4%	15.2%	5.7%	-2.7%	45.8K	-1.7M	-1.3K	0.03	111.51	N/A	N/A	191	5	369	97
2023-07-31	$56.20	$44.00	20.8%	6.0%	15.2%	13.8%	15.7%	5.0%	-1.9%	77.7K	-1.7M	-1.5K	0.00	119.85	N/A	N/A	24	0	407	102