ONEQ Options History — September 2023

In September 2023, ONEQ traded between $51.33 and $55.29. ATM implied volatility averaged 19.7%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 2.8% (HV 20d: 16.9%). Max pain ranged from $53.00 to $55.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 3.26.

Notable Days

  • 2023-09-07: Highest Volume — 201 contracts
  • 2023-09-26: Largest IV spike — 52.8% change
  • 2023-09-26: Highest IV Rank — 26.8%
  • 2023-09-26: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.46$51.33$55.29$55.14$51.97
Max Pain$54.90$53.00$55.00$53.00$55.00
ATM IV19.7%13.9%27.1%17.0%20.3%
Expected Move5.0%4.0%7.5%4.9%5.8%
HV 20d16.9%14.5%18.1%16.5%14.7%
HV 60d16.0%15.6%16.2%15.8%16.1%
IV Rank13.4%3.8%26.8%7.9%15.9%
IV Percentile25.5%2.4%56.3%10.3%33.3%
Term Structure-0.1%-7.3%7.2%-2.0%-1.7%
VWIV18.7%8.5%30.9%18.6%19.3%
Skew 25d4.4%-1.0%11.6%5.9%0.2%
Skew 10d8.6%-4.5%17.0%6.6%-4.5%
Call IV 25d15.6%11.4%21.6%17.3%18.2%
Put IV 25d20.0%13.7%24.6%23.1%18.4%
Bid-Ask Spread %117.20101.42126.53126.53121.61
Gamma HHI0.450.280.720.350.43
Net GEX-39.5K-100.9K37.0K37.0K-43.9K
Net DEX391.8K-260.7K1.0M-236.2K889.1K
Net VEX-2.9K-3.6K-2.1K-2.3K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.260.0050.001.1450.00
Total Volume26.712011551
Total OI572.05391696391595

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$55.14$53.0017.0%4.9%16.5%7.9%18.6%5.9%-2.0%37.0K-236.2K-2.3K1.14126.53N/AN/A78220171
2023-09-05$55.29$55.0020.2%4.6%16.5%12.9%0.0%1.4%-2.0%33.7K-260.7K-2.2K0.00122.98N/AN/A02225178
2023-09-06$54.48$55.0024.6%4.1%17.3%19.6%0.0%11.6%0.9%23.7K-121.2K-2.2K0.00124.54N/AN/A10225180
2023-09-07$54.17$55.0020.1%4.5%17.0%12.7%14.5%4.8%3.1%18.6K-17.9K-2.1K0.00124.85N/AN/A0201225180
2023-09-08$54.09$55.0018.7%4.4%17.0%10.6%24.1%4.6%0.3%-69.3K606.5K-3.5K0.00126.27N/AN/A150225380
2023-09-11$54.84$55.0027.1%4.9%17.6%23.5%30.9%1.8%2.5%-31.0K15.9K-3.6K0.00107.62N/AN/A430304380
2023-09-12$54.28$55.0026.6%4.4%17.8%22.7%19.3%8.3%-5.0%-55.2K39.5K-3.4K0.14112.53N/AN/A223309380
2023-09-13$54.39$55.0016.1%4.6%17.4%6.6%15.5%4.9%-0.8%-51.0K33.2K-3.4K0.00115.17N/AN/A10314382
2023-09-14$54.90$55.0015.4%4.4%17.3%5.5%12.4%4.9%-2.4%-48.4K-39.0K-3.3K1.29113.35N/AN/A79309382
2023-09-15$53.86$55.0015.7%4.5%18.0%7.3%17.4%7.8%4.7%-70.5K281.0K-3.4K0.03117.20N/AN/A361300391
2023-09-18$53.84$55.0013.9%4.0%18.0%3.8%16.7%6.9%4.1%-100.9K316.4K-3.1K0.67101.42N/AN/A1812188363
2023-09-19$53.81$55.0017.0%4.9%17.4%9.7%22.0%5.5%2.8%-79.4K403.3K-3.3K2.00121.77N/AN/A36195374
2023-09-20$53.08$55.0018.9%5.4%18.1%13.4%29.6%5.0%-3.4%-73.4K451.6K-3.2K0.75120.76N/AN/A86194375
2023-09-21$52.15$55.0018.0%5.2%17.8%11.6%19.6%2.2%-0.4%-52.9K840.8K-2.8K0.10116.05N/AN/A313190381
2023-09-22$52.11$55.0021.4%6.1%16.7%18.0%8.5%8.7%-0.1%-51.5K833.7K-2.9K2.40110.19N/AN/A512191382
2023-09-25$52.07$55.0017.1%4.9%16.4%9.9%0.0%-1.0%-0.0%-56.9K916.0K-2.5K0.00112.36N/AN/A10191393
2023-09-26$51.33$55.0026.1%7.5%16.8%26.8%17.9%2.7%-7.3%-38.6K953.9K-2.7K0.17116.17N/AN/A122191393
2023-09-27$51.40$55.0020.8%6.0%14.5%16.8%13.7%2.1%7.2%-30.5K1.0M-2.6K0.00116.35N/AN/A30199393
2023-09-28$51.92$55.0018.5%5.3%15.0%12.5%19.3%-0.4%-1.8%-49.0K921.8K-2.6K0.00116.20N/AN/A50199394
2023-09-29$51.97$55.0020.3%5.8%14.7%15.9%0.0%0.2%-1.7%-43.9K889.1K-2.6K50.00121.61N/AN/A150201394