ONEQ Options History — August 2023

In August 2023, ONEQ traded between $52.34 and $56.12. ATM implied volatility averaged 19.2%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 3.2% (HV 20d: 16.0%). Max pain ranged from $44.00 to $55.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 1.11.

Notable Days

  • 2023-08-30: Highest Volume — 93 contracts
  • 2023-08-09: Largest IV spike — 26.6% change
  • 2023-08-24: Highest IV Rank — 17.2%
  • 2023-08-24: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.99$52.34$56.12$56.12$55.38
Max Pain$52.96$44.00$55.00$44.00$53.00
ATM IV19.2%15.3%23.0%21.2%17.0%
Expected Move5.5%4.2%6.6%6.1%4.9%
HV 20d16.0%14.1%18.0%15.2%16.5%
HV 60d15.4%15.0%16.0%15.0%16.0%
IV Rank11.4%5.5%17.2%14.4%8.0%
IV Percentile19.1%5.6%35.7%24.6%10.3%
Term Structure1.1%-6.0%9.6%-3.8%-6.0%
VWIV21.3%10.7%87.3%15.9%16.9%
Skew 25d4.6%-2.7%13.1%3.4%7.5%
Skew 10d4.2%-7.8%12.0%0.7%6.0%
Call IV 25d16.2%11.8%22.8%17.1%13.7%
Put IV 25d20.8%14.0%28.6%20.5%21.1%
Bid-Ask Spread %119.55108.73129.76117.61129.76
Gamma HHI0.380.120.750.340.35
Net GEX61.8K-13.4K166.5K73.9K35.5K
Net DEX-599.6K-1.6M186.2K-1.6M-281.3K
Net VEX-2.1K-2.4K-1.7K-1.7K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.004.670.560.00
Total Volume16.348093145
Total OI463.087248607505386

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$56.12$44.0021.2%6.1%15.2%14.4%15.9%3.4%-3.8%73.9K-1.6M-1.7K0.56117.61N/AN/A95403102
2023-08-02$54.91$44.0018.1%5.2%17.4%9.6%14.9%-1.6%0.8%85.9K-1.3M-1.9K4.13115.40N/AN/A833406107
2023-08-03$54.80$55.0020.7%5.3%17.0%13.6%15.8%8.1%4.7%84.2K-1.2M-2.3K0.78111.41N/AN/A97402138
2023-08-04$54.56$54.0017.7%4.2%17.1%9.1%0.0%-2.7%9.6%86.0K-1.2M-2.3K0.43121.19N/AN/A146407145
2023-08-07$54.75$54.0019.3%5.4%17.1%11.5%19.7%2.9%0.1%94.0K-1.2M-2.3K0.00118.79N/AN/A40407151
2023-08-08$54.48$54.0015.3%5.6%17.1%5.5%19.3%2.5%3.3%83.1K-1.1M-2.4K0.00122.53N/AN/A60410151
2023-08-09$53.96$54.0019.4%5.6%16.7%11.7%10.7%2.8%2.1%78.3K-1.0M-2.4K1.00116.56N/AN/A22411151
2023-08-10$53.80$54.0017.3%5.0%15.4%8.5%0.0%6.3%3.9%98.4K-988.1K-2.2K0.71121.86N/AN/A75411153
2023-08-11$53.61$54.0018.1%5.2%15.4%9.8%0.0%7.2%2.9%124.5K-895.5K-2.2K1.25108.73N/AN/A810413158
2023-08-14$54.06$54.0021.5%6.2%15.2%14.9%0.0%5.3%-2.0%89.4K-1.0M-2.2K0.00115.16N/AN/A00421166
2023-08-15$53.49$54.0019.0%5.4%15.0%11.1%21.6%4.9%6.2%126.8K-910.8K-2.1K0.00117.50N/AN/A07430166
2023-08-16$53.09$54.0017.2%4.9%15.0%8.2%17.4%2.4%2.2%166.5K-733.7K-2.0K0.67121.19N/AN/A32430173
2023-08-17$52.34$54.0018.3%5.3%14.1%10.0%20.8%6.6%9.1%116.4K-435.2K-1.9K0.70117.07N/AN/A107429174
2023-08-18$52.42$54.0020.0%5.7%14.2%12.5%14.0%4.2%1.9%126.0K-392.1K-1.8K4.67116.49N/AN/A314428179
2023-08-21$53.15$54.0019.3%5.5%15.3%11.5%17.7%7.8%2.2%-13.4K186.2K-1.9K0.28120.12N/AN/A185109139
2023-08-22$52.99$53.0022.9%6.5%14.9%17.0%18.7%13.1%0.2%-7.2K102.8K-2.0K0.14121.98N/AN/A142125142
2023-08-23$53.95$53.0022.8%6.5%16.5%16.9%15.1%11.9%-5.1%-2.8K41.4K-2.1K0.33124.73N/AN/A93136144
2023-08-24$52.95$53.0023.0%6.6%17.5%17.2%28.6%1.6%-3.9%-5.0K87.6K-2.0K3.40116.54N/AN/A517141147
2023-08-25$53.37$54.0020.8%6.0%15.9%13.8%87.3%3.2%0.4%-8.9K142.9K-2.2K0.00123.74N/AN/A10144163
2023-08-28$53.67$54.0020.1%5.8%16.1%12.8%12.5%-0.1%-5.8%-9.3K88.2K-2.0K3.00125.70N/AN/A26145163
2023-08-29$54.79$54.0017.8%5.1%18.0%9.2%17.0%3.7%1.1%-3.4K-2.7K-2.1K1.14124.59N/AN/A78147169
2023-08-30$55.09$53.0015.7%4.5%16.4%6.1%16.9%4.7%0.1%1.9K-82.9K-2.1K0.21121.01N/AN/A7716152177
2023-08-31$55.38$53.0017.0%4.9%16.5%8.0%0.0%7.5%-6.0%35.5K-281.3K-2.2K0.00129.76N/AN/A50215171