ONEQ Options History — January 2024

In January 2024, ONEQ traded between $57.18 and $61.49. ATM implied volatility averaged 19.4%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 5.3% (HV 20d: 14.1%). Max pain ranged from $53.00 to $58.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.51.

Notable Days

  • 2024-01-22: Highest Volume — 28 contracts
  • 2024-01-03: Largest IV drop — 34.6% change
  • 2024-01-08: Highest IV Rank — 28.6%
  • 2024-01-17: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.41$57.18$61.49$57.98$59.84
Max Pain$54.52$53.00$58.00$58.00$55.00
ATM IV19.4%13.4%26.0%20.4%20.0%
Expected Move5.4%3.8%6.5%5.9%5.7%
HV 20d14.1%12.6%15.3%12.6%15.2%
HV 60d15.2%13.4%16.5%16.2%14.0%
IV Rank15.3%3.1%28.6%17.4%16.5%
IV Percentile36.5%2.4%77.4%44.4%43.7%
Term Structure-1.0%-6.6%4.9%-0.4%-5.1%
VWIV16.9%11.0%21.7%13.1%16.5%
Skew 25d2.5%-4.6%8.8%-4.6%-1.8%
Skew 10d6.0%-3.2%17.7%3.0%2.1%
Call IV 25d18.1%10.6%22.2%22.2%17.9%
Put IV 25d20.7%13.5%25.4%17.6%16.1%
Bid-Ask Spread %116.05109.38124.26123.72114.91
Gamma HHI0.230.190.300.220.24
Net GEX33.8K-1.3K68.2K32.9K3.7K
Net DEX-833.4K-1.3M-516.7K-697.3K-759.1K
Net VEX-3.3K-4.8K-1.9K-4.4K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.510.0010.000.0010.00
Total Volume6.333028611
Total OI639.381572679660596

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$57.98$58.0020.4%5.9%12.6%17.4%13.1%-4.6%-0.4%32.9K-697.3K-4.4K0.00123.72N/AN/A60298362
2024-01-03$57.56$57.0013.4%3.8%12.6%3.1%20.0%1.9%3.8%56.1K-570.5K-4.5K3.50124.26N/AN/A27302362
2024-01-04$57.34$53.0018.0%6.3%12.7%12.4%20.1%4.0%-1.8%40.2K-516.7K-4.8K0.00113.57N/AN/A03303362
2024-01-05$57.18$53.0022.3%5.2%12.7%21.2%0.0%7.0%3.5%31.5K-524.0K-4.5K0.00118.99N/AN/A00303363
2024-01-08$58.40$53.0026.0%5.7%14.1%28.6%15.3%8.8%0.7%37.8K-736.2K-3.9K1.33114.81N/AN/A34303363
2024-01-09$58.48$53.0022.5%5.5%14.0%21.6%20.3%6.7%0.0%56.3K-757.9K-4.1K0.00115.12N/AN/A01303366
2024-01-10$58.92$53.0021.1%6.1%14.2%18.8%21.7%4.8%-3.0%67.8K-914.2K-3.7K0.00110.58N/AN/A70303366
2024-01-11$58.94$53.0019.2%5.5%14.1%14.8%14.2%4.2%-2.7%65.0K-868.4K-4.0K1.00115.21N/AN/A11303366
2024-01-12$58.98$53.0021.0%6.0%13.4%18.5%19.6%5.0%-4.0%68.2K-959.5K-3.4K1.00114.01N/AN/A11303367
2024-01-16$58.83$54.0017.6%5.0%13.5%11.7%18.4%2.1%0.1%45.3K-889.1K-3.4K0.75109.38N/AN/A43304368
2024-01-17$58.48$55.0022.5%6.5%13.6%21.7%0.0%6.8%-4.2%64.6K-726.1K-3.9K0.00114.98N/AN/A00308371
2024-01-18$59.31$55.0020.2%5.8%14.3%16.9%20.4%-1.1%-2.7%65.5K-917.0K-3.7K0.25111.37N/AN/A41308371
2024-01-19$60.29$55.0018.1%5.2%15.3%12.7%20.8%1.5%-3.6%43.6K-1.3M-2.5K0.00114.29N/AN/A200309370
2024-01-22$60.59$55.0016.7%4.8%14.7%9.9%14.1%8.7%0.1%-1.3K-853.3K-2.2K0.27112.11N/AN/A226209363
2024-01-23$60.75$55.0022.0%6.3%14.6%20.6%0.0%0.7%-6.6%4.3K-893.2K-2.4K0.00114.15N/AN/A20224368
2024-01-24$61.16$55.0021.3%6.1%14.7%19.2%13.3%1.3%-5.5%5.7K-897.1K-2.8K0.00116.05N/AN/A20226368
2024-01-25$61.01$55.0016.4%4.7%14.7%9.4%11.0%-0.9%1.6%5.5K-947.1K-2.1K4.00120.63N/AN/A14221368
2024-01-26$60.84$55.0013.6%3.9%14.7%3.7%14.3%2.3%4.9%5.4K-851.2K-2.6K2.00122.80N/AN/A12221369
2024-01-29$61.49$55.0017.8%5.1%15.1%12.2%14.2%-1.9%0.3%4.6K-989.0K-1.9K0.08116.85N/AN/A121221370
2024-01-30$61.14$55.0016.6%4.8%15.1%9.7%0.0%-2.2%3.9%8.2K-933.1K-2.2K0.00119.24N/AN/A00226370
2024-01-31$59.84$55.0020.0%5.7%15.2%16.5%16.5%-1.8%-5.1%3.7K-759.1K-2.7K10.00114.91N/AN/A110226370