ONEQ Options History — November 2023

In November 2023, ONEQ traded between $51.47 and $56.42. ATM implied volatility averaged 20.7%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 1.3% (HV 20d: 19.4%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 4.65.

Notable Days

  • 2023-11-21: Highest Volume — 113 contracts
  • 2023-11-17: Largest IV drop — 42.2% change
  • 2023-11-06: Highest IV Rank — 31.7%
  • 2023-11-06: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.87$51.47$56.42$51.47$55.95
Max Pain$50.24$50.00$55.00$55.00$50.00
ATM IV20.7%13.4%28.7%24.8%23.9%
Expected Move5.8%3.9%7.1%7.1%6.9%
HV 20d19.4%15.2%22.5%19.7%15.2%
HV 60d18.1%17.5%18.9%17.6%17.5%
IV Rank16.6%3.1%31.7%24.3%22.7%
IV Percentile36.9%2.0%79.4%58.7%59.1%
Term Structure-1.8%-6.8%9.0%-5.3%-3.1%
VWIV18.9%11.4%35.2%11.4%12.0%
Skew 25d2.8%-8.3%17.4%17.4%1.3%
Skew 10d1.4%-9.1%10.4%10.4%6.3%
Call IV 25d18.3%11.2%25.7%14.0%17.6%
Put IV 25d21.1%13.5%31.4%31.4%18.9%
Bid-Ask Spread %116.14109.47121.82112.10112.41
Gamma HHI0.420.260.680.380.26
Net GEX-20.1K-50.7K13.6K-30.0K11.0K
Net DEX10.2K-488.5K886.6K886.6K-365.1K
Net VEX-4.8K-5.4K-4.2K-4.7K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.650.0050.000.000.00
Total Volume19.810113211
Total OI651.571442793614562

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$51.47$55.0024.8%7.1%19.7%24.3%0.0%17.4%-5.3%-30.0K886.6K-4.7K0.00112.10N/AN/A20192422
2023-11-02$52.38$50.0018.7%6.6%20.7%12.9%11.4%4.9%-4.5%-35.7K697.5K-5.0K0.09120.08N/AN/A333194422
2023-11-03$53.15$50.0025.3%5.3%20.5%25.2%20.5%8.0%2.0%-31.0K521.4K-5.0K0.07120.40N/AN/A141216421
2023-11-06$53.20$50.0028.7%7.1%20.5%31.7%16.1%8.0%-6.2%-29.8K467.1K-5.1K0.00114.92N/AN/A110228422
2023-11-07$53.90$50.0018.3%5.2%20.8%12.1%0.0%-0.3%-3.0%-26.7K361.3K-4.7K50.00121.82N/AN/A2100233424
2023-11-08$53.82$50.0022.8%6.5%20.7%20.6%23.5%10.7%-6.8%-38.9K309.2K-4.9K0.18114.67N/AN/A112235526
2023-11-09$53.27$50.0019.5%5.6%21.0%14.4%35.2%8.3%-3.8%-40.3K391.0K-4.9K16.00118.80N/AN/A116240528
2023-11-10$54.39$50.0017.3%5.0%21.6%10.4%19.7%3.5%1.8%-25.1K243.3K-4.8K0.04117.97N/AN/A462239542
2023-11-13$54.36$50.0020.7%5.9%21.1%16.7%0.0%4.8%-5.6%-32.3K155.3K-4.6K0.00109.89N/AN/A00248545
2023-11-14$55.67$50.0019.6%5.6%22.5%14.6%17.5%-1.3%-1.7%-46.3K-331.4K-4.3K0.00112.73N/AN/A270248545
2023-11-15$55.70$50.0020.2%5.8%21.4%15.7%19.6%0.8%-0.9%-50.7K-329.6K-4.5K5.00112.33N/AN/A15243545
2023-11-16$55.70$50.0023.2%6.7%20.9%21.4%0.0%0.7%-1.4%-49.1K-334.5K-4.5K0.00118.87N/AN/A00243550
2023-11-17$55.69$50.0013.4%3.9%20.1%3.1%0.0%-1.2%9.0%-37.6K-375.4K-4.5K0.00120.27N/AN/A00243550
2023-11-20$56.42$50.0014.6%4.2%20.3%5.2%14.0%2.3%1.8%-5.5K12.8K-4.3K3.00113.16N/AN/A13144298
2023-11-21$56.02$50.0020.0%5.7%20.7%15.4%20.4%1.2%-4.5%-8.7K25.7K-4.2K0.00121.00N/AN/A1130145301
2023-11-22$56.33$50.0017.6%5.0%17.6%10.8%0.0%-1.0%3.7%10.0K-428.8K-5.3K0.00119.85N/AN/A20253301
2023-11-24$56.16$50.0020.2%5.8%15.5%15.7%17.4%-8.3%3.3%10.2K-406.8K-5.3K0.00109.47N/AN/A20255301
2023-11-27$56.28$50.0021.8%6.2%15.5%18.7%0.0%-3.1%-4.6%10.2K-402.6K-5.2K0.00118.12N/AN/A70254301
2023-11-28$56.27$50.0023.7%6.8%15.3%22.3%0.0%1.0%-4.2%13.6K-394.6K-5.3K0.00116.67N/AN/A00261301
2023-11-29$56.23$50.0019.7%5.6%15.5%14.8%0.0%0.3%-3.8%10.3K-488.5K-5.1K0.00113.37N/AN/A00261301
2023-11-30$55.95$50.0023.9%6.9%15.2%22.7%12.0%1.3%-3.1%11.0K-365.1K-5.4K0.00112.41N/AN/A110261301