ONEQ Options History — December 2023

In December 2023, ONEQ traded between $55.90 and $59.55. ATM implied volatility averaged 20.8%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 9.6% (HV 20d: 11.2%). Max pain ranged from $50.00 to $58.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 4.27.

Notable Days

2023-12-19: Highest Volume — 63 contracts
2023-12-13: Largest IV drop — 63.3% change
2023-12-12: Highest IV Rank — 51.1%
2023-12-01: Largest Expected Move — 6.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.94	$55.90	$59.55	$56.40	$59.22
Max Pain	$55.95	$50.00	$58.00	$50.00	$58.00
ATM IV	20.8%	12.5%	39.1%	21.6%	17.6%
Expected Move	4.8%	3.6%	6.2%	6.2%	5.0%
HV 20d	11.2%	9.1%	14.4%	14.4%	9.6%
HV 60d	16.6%	15.5%	17.6%	17.5%	15.5%
IV Rank	17.1%	1.4%	51.1%	18.3%	11.6%
IV Percentile	37.6%	1.2%	98.0%	46.4%	19.4%
Term Structure	0.6%	-4.1%	4.2%	-1.1%	1.4%
VWIV	15.0%	8.3%	23.4%	17.2%	10.9%
Skew 25d	-0.6%	-10.3%	6.7%	6.6%	-0.5%
Skew 10d	-1.3%	-9.1%	5.6%	-0.4%	-8.5%
Call IV 25d	17.4%	15.2%	19.6%	18.4%	19.6%
Put IV 25d	16.7%	7.9%	24.9%	24.9%	19.1%
Bid-Ask Spread %	120.69	104.15	128.27	113.32	126.17
Gamma HHI	0.25	0.20	0.34	0.26	0.20
Net GEX	24.3K	3.1K	38.3K	16.3K	38.3K
Net DEX	-665.1K	-926.9K	-332.9K	-431.3K	-843.7K
Net VEX	-4.5K	-5.2K	-4.0K	-5.2K	-4.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.27	0.00	61.00	0.00	61.00
Total Volume	10.95	0	63	5	62
Total OI	570.55	502	598	562	598

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
2023-12-01	$56.40	$50.00	21.6%	6.2%	14.4%	18.3%	17.2%	6.6%	-1.1%	16.3K	-431.3K	-5.2K	0.00	113.32	N/A	N/A	5	0	261	301
2023-12-04	$55.97	$55.00	25.3%	4.8%	14.4%	25.2%	0.0%	-0.5%	1.4%	17.3K	-332.9K	-5.1K	0.00	125.68	N/A	N/A	2	0	266	307
2023-12-05	$56.09	$55.00	25.3%	4.7%	14.4%	25.2%	12.8%	-1.8%	2.0%	19.1K	-424.7K	-4.9K	0.00	126.21	N/A	N/A	13	0	266	307
2023-12-06	$55.90	$55.00	27.9%	4.8%	14.0%	30.1%	23.4%	0.4%	3.3%	18.4K	-395.4K	-5.1K	5.00	125.02	N/A	N/A	1	5	279	307
2023-12-07	$56.56	$56.00	28.2%	4.8%	14.3%	30.7%	0.0%	-1.0%	-0.5%	23.6K	-501.6K	-4.9K	0.00	127.36	N/A	N/A	0	0	280	302
2023-12-08	$56.84	$56.00	28.6%	4.7%	13.5%	31.4%	0.0%	1.6%	-0.2%	25.0K	-531.8K	-4.9K	0.00	127.00	N/A	N/A	2	0	280	302
2023-12-11	$56.94	$56.00	25.1%	4.8%	11.8%	24.9%	18.1%	2.8%	-0.6%	33.4K	-633.5K	-4.5K	0.25	128.27	N/A	N/A	4	1	281	302
2023-12-12	$57.31	$56.00	39.1%	4.8%	11.9%	51.1%	0.0%	1.3%	0.4%	32.5K	-633.1K	-4.7K	0.00	127.57	N/A	N/A	1	0	283	301
2023-12-13	$58.05	$56.00	14.4%	4.1%	9.7%	4.8%	17.1%	1.2%	2.1%	24.5K	-805.5K	-4.2K	0.50	122.94	N/A	N/A	6	3	283	301
2023-12-14	$58.25	$56.00	16.1%	4.6%	9.7%	8.1%	0.0%	3.0%	2.1%	27.9K	-847.8K	-4.2K	0.50	125.81	N/A	N/A	2	1	285	304
2023-12-15	$58.37	$56.00	18.0%	5.2%	9.7%	12.5%	0.0%	3.6%	-2.4%	15.1K	-629.2K	-4.0K	4.00	126.50	N/A	N/A	1	4	234	304
2023-12-18	$58.81	$56.00	12.5%	3.6%	9.8%	1.4%	13.7%	6.7%	1.2%	3.1K	-553.5K	-4.2K	0.00	124.38	N/A	N/A	5	0	214	288
2023-12-19	$59.08	$56.00	14.7%	4.2%	9.1%	5.8%	15.3%	-9.6%	4.2%	5.3K	-600.0K	-4.0K	0.02	112.61	N/A	N/A	62	1	216	288
2023-12-20	$58.46	$56.00	15.8%	4.5%	9.6%	8.0%	15.4%	-1.1%	-4.1%	31.7K	-783.3K	-4.5K	0.60	104.15	N/A	N/A	5	3	278	289
2023-12-21	$58.92	$56.00	18.0%	5.2%	9.7%	12.6%	8.3%	-10.3%	0.2%	31.8K	-783.2K	-4.4K	0.00	109.80	N/A	N/A	0	1	282	292
2023-12-22	$59.09	$56.00	15.0%	4.3%	9.5%	6.5%	15.2%	-5.9%	2.3%	36.6K	-879.5K	-4.3K	4.00	114.00	N/A	N/A	2	8	282	293
2023-12-26	$59.46	$58.00	17.4%	5.0%	9.6%	11.2%	0.0%	-6.2%	1.0%	24.2K	-926.9K	-4.0K	1.00	121.02	N/A	N/A	1	1	283	301
2023-12-27	$59.45	$58.00	17.6%	5.0%	9.6%	11.7%	11.0%	-0.9%	1.8%	31.0K	-882.5K	-4.3K	0.00	112.55	N/A	N/A	5	0	284	301
2023-12-28	$59.55	$58.00	17.2%	4.9%	9.5%	10.9%	16.6%	-1.8%	-2.5%	31.1K	-881.9K	-4.3K	0.00	113.50	N/A	N/A	12	0	285	301
2023-12-29	$59.22	$58.00	17.6%	5.0%	9.6%	11.6%	10.9%	-0.5%	1.4%	38.3K	-843.7K	-4.6K	61.00	126.17	N/A	N/A	1	61	297	301