ONEQ Options History — October 2023

In October 2023, ONEQ traded between $49.58 and $53.74. ATM implied volatility averaged 23.8%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 6.6% (HV 20d: 17.2%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 3.61.

Notable Days

  • 2023-10-16: Highest Volume — 255 contracts
  • 2023-10-10: Largest IV spike — 33.9% change
  • 2023-10-24: Highest IV Rank — 33.2%
  • 2023-10-24: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.96$49.58$53.74$52.20$50.59
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV23.8%16.5%29.6%24.7%26.6%
Expected Move6.8%5.2%8.5%7.1%7.6%
HV 20d17.2%15.0%20.2%15.0%19.5%
HV 60d16.6%16.1%17.2%16.1%17.2%
IV Rank22.5%8.8%33.2%24.1%27.7%
IV Percentile50.9%10.3%80.6%52.4%67.1%
Term Structure-1.8%-7.6%5.4%-1.5%-7.6%
VWIV21.6%14.9%28.9%28.9%26.9%
Skew 25d6.8%-4.2%17.6%9.3%0.4%
Skew 10d4.4%-5.5%15.1%6.4%3.1%
Call IV 25d18.8%13.6%26.0%14.9%18.9%
Put IV 25d25.6%18.1%32.4%24.3%19.3%
Bid-Ask Spread %110.4597.45123.12122.47104.57
Gamma HHI0.480.370.690.480.40
Net GEX-56.5K-120.1K-29.5K-54.5K-29.7K
Net DEX973.7K501.8K1.8M747.6K1.0M
Net VEX-3.4K-5.2K-1.9K-2.8K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.610.0027.336.000.54
Total Volume29.6820255937
Total OI609.091520796586577

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$52.20$55.0024.7%7.1%15.0%24.1%0.0%9.3%-1.5%-54.5K747.6K-2.8K0.00122.47N/AN/A09202384
2023-10-03$51.33$55.0024.2%6.9%15.6%23.3%28.9%-4.2%-5.0%-42.3K789.3K-2.5K6.00123.12N/AN/A212202376
2023-10-04$52.13$55.0025.0%7.2%16.5%24.6%0.0%-2.3%-6.5%-43.4K822.8K-2.5K0.00117.93N/AN/A00202386
2023-10-05$52.09$55.0021.9%6.8%16.4%18.9%24.1%6.0%-7.5%-31.8K886.2K-2.3K0.33105.06N/AN/A31202386
2023-10-06$52.98$55.0022.4%5.9%17.7%19.9%0.0%5.7%0.1%-52.6K706.4K-2.4K0.00108.42N/AN/A30205387
2023-10-09$53.06$55.0016.5%5.8%16.9%8.8%0.0%4.0%-0.5%-62.7K701.9K-2.2K0.00115.53N/AN/A20202387
2023-10-10$53.48$55.0022.1%5.2%16.9%19.3%0.0%8.0%-1.5%-69.0K592.4K-2.3K0.00110.58N/AN/A01201387
2023-10-11$53.74$55.0019.6%5.6%17.0%14.6%0.0%2.6%-2.6%-88.9K501.8K-2.4K0.00106.10N/AN/A00201387
2023-10-12$53.47$55.0021.8%6.3%16.6%18.7%0.0%4.8%-0.9%-89.8K686.3K-2.1K0.00113.50N/AN/A01180382
2023-10-13$52.73$55.0024.0%6.9%16.0%22.8%0.0%10.9%-3.0%-81.5K762.1K-2.1K0.00115.88N/AN/A01180383
2023-10-16$53.46$55.0020.2%5.8%16.8%15.8%15.0%8.9%-0.5%-90.8K661.5K-1.9K27.33112.33N/AN/A9246180384
2023-10-17$53.17$55.0023.4%6.7%16.9%21.7%23.9%10.3%-2.1%-120.1K1.4M-5.2K0.33112.23N/AN/A31183613
2023-10-18$52.32$55.0023.7%6.8%17.2%22.3%16.3%10.7%0.6%-74.1K1.6M-5.0K4.00117.30N/AN/A14181614
2023-10-19$51.82$55.0022.8%6.5%16.3%20.6%19.0%17.1%0.2%-59.6K1.7M-4.9K0.25118.10N/AN/A41182613
2023-10-20$51.18$55.0024.0%6.9%16.9%22.8%23.5%2.0%1.6%-39.3K1.8M-4.6K13.79116.16N/AN/A14193182614
2023-10-23$51.34$55.0024.2%6.9%17.0%23.2%14.9%9.0%-0.1%-42.8K1.0M-4.5K0.00106.74N/AN/A40119401
2023-10-24$51.80$55.0029.6%8.5%16.5%33.2%22.4%17.6%-2.7%-40.1K944.8K-4.6K0.2098.40N/AN/A102122401
2023-10-25$50.51$55.0023.6%6.8%18.8%22.2%20.1%6.1%-3.7%-36.6K1.0M-4.3K0.43106.59N/AN/A2812130402
2023-10-26$49.58$55.0029.5%8.5%19.4%33.1%0.0%1.7%-2.9%-30.6K1.1M-4.3K0.0098.49N/AN/A010157396
2023-10-27$49.69$55.0028.3%8.1%19.4%30.9%0.0%9.2%0.6%-29.5K1.1M-4.3K0.5797.45N/AN/A148157405
2023-10-30$50.44$55.0025.9%7.4%20.2%26.3%24.2%11.7%5.4%-33.2K993.6K-4.5K0.42102.86N/AN/A125158407
2023-10-31$50.59$55.0026.6%7.6%19.5%27.7%26.9%0.4%-7.6%-29.7K1.0M-4.3K0.54104.57N/AN/A2413168409