ONEQ Options History — February 2024

In February 2024, ONEQ traded between $60.49 and $63.30. ATM implied volatility averaged 19.5%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 2.1% (HV 20d: 17.3%). Max pain ranged from $61.00 to $62.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.85.

Notable Days

2024-02-15: Highest Volume — 411 contracts
2024-02-26: Largest IV spike — 42.2% change
2024-02-06: Highest IV Rank — 25.6%
2024-02-29: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.26	$60.49	$63.30	$60.49	$63.30
Max Pain	$61.30	$61.00	$62.00	$61.00	$62.00
ATM IV	19.5%	15.6%	24.5%	17.8%	23.1%
Expected Move	5.3%	4.5%	6.6%	4.9%	6.6%
HV 20d	17.3%	14.7%	20.5%	15.1%	18.4%
HV 60d	14.3%	13.0%	15.3%	13.9%	15.3%
IV Rank	15.5%	7.6%	25.6%	12.1%	22.7%
IV Percentile	40.4%	9.9%	75.4%	24.6%	70.2%
Term Structure	0.2%	-4.3%	5.9%	2.2%	-1.9%
VWIV	18.4%	13.2%	24.7%	16.6%	24.7%
Skew 25d	-0.6%	-13.3%	7.3%	2.4%	-4.8%
Skew 10d	0.2%	-10.8%	10.9%	4.5%	-10.1%
Call IV 25d	18.7%	11.3%	23.0%	16.7%	21.8%
Put IV 25d	18.1%	9.7%	24.5%	19.1%	17.0%
Bid-Ask Spread %	120.53	103.96	127.83	122.86	103.96
Gamma HHI	0.28	0.18	0.73	0.21	0.30
Net GEX	23.1K	-2.1K	229.8K	1.2K	2.3K
Net DEX	-946.9K	-1.8M	-480.5K	-833.7K	-726.7K
Net VEX	-2.3K	-2.7K	-1.8K	-2.2K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.85	0.00	10.00	0.44	0.00
Total Volume	30.15	0	411	23	1
Total OI	617.35	481	888	606	523

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
2024-02-01	$60.49	$61.00	17.8%	4.9%	15.1%	12.1%	16.6%	2.4%	2.2%	1.2K	-833.7K	-2.2K	0.44	122.86	N/A	N/A	16	7	227	379
2024-02-02	$61.63	$61.00	22.4%	5.1%	16.0%	21.4%	0.0%	7.3%	-3.0%	11.4K	-945.8K	-2.4K	0.00	119.19	N/A	N/A	7	0	242	380
2024-02-05	$61.44	$61.00	21.9%	4.9%	16.0%	20.4%	0.0%	2.9%	2.3%	12.8K	-1.0M	-2.1K	0.00	123.97	N/A	N/A	0	35	248	380
2024-02-06	$61.31	$61.00	24.5%	5.0%	14.7%	25.6%	15.8%	1.6%	-1.0%	6.3K	-901.3K	-2.7K	0.14	121.17	N/A	N/A	28	4	248	415
2024-02-07	$62.09	$61.00	17.5%	5.0%	15.1%	11.5%	0.0%	1.5%	1.5%	29.9K	-1.1M	-2.5K	0.00	126.28	N/A	N/A	1	0	276	416
2024-02-08	$62.20	$61.00	17.9%	5.1%	15.0%	12.3%	0.0%	1.1%	-0.8%	22.9K	-1.1M	-2.5K	0.00	127.83	N/A	N/A	3	0	277	416
2024-02-09	$63.00	$61.00	16.3%	4.7%	15.4%	9.0%	0.0%	1.5%	0.1%	29.2K	-1.2M	-2.5K	0.50	125.26	N/A	N/A	2	1	280	416
2024-02-12	$62.86	$61.00	16.3%	4.7%	15.5%	9.0%	0.0%	1.6%	0.8%	26.2K	-1.3M	-2.3K	0.05	125.33	N/A	N/A	20	1	280	417
2024-02-13	$61.58	$61.00	18.0%	5.2%	17.6%	12.5%	20.8%	2.2%	-1.4%	18.8K	-1.0M	-2.5K	0.67	123.20	N/A	N/A	3	2	272	417
2024-02-14	$62.42	$61.00	18.0%	5.2%	17.7%	12.4%	19.9%	0.8%	1.9%	24.6K	-1.1M	-2.3K	0.00	123.79	N/A	N/A	3	0	273	419
2024-02-15	$62.59	$61.00	17.8%	5.1%	17.3%	12.0%	0.0%	-4.9%	5.4%	29.1K	-1.2M	-2.1K	0.00	123.98	N/A	N/A	411	0	274	419
2024-02-16	$62.21	$61.00	18.8%	5.4%	16.7%	14.0%	17.4%	-3.2%	3.9%	229.8K	-1.8M	-2.4K	0.60	117.93	N/A	N/A	5	3	469	419
2024-02-20	$61.51	$62.00	20.5%	5.9%	17.3%	17.5%	13.2%	-1.7%	-4.3%	-1.4K	-480.5K	-2.7K	0.24	116.29	N/A	N/A	17	4	167	314
2024-02-21	$61.27	$61.00	20.9%	6.0%	17.3%	18.4%	19.9%	-4.1%	-0.5%	2.0K	-569.2K	-2.5K	0.00	117.08	N/A	N/A	1	0	183	316
2024-02-22	$63.23	$61.00	16.2%	4.7%	20.5%	8.9%	18.6%	-13.3%	-0.2%	13.9K	-743.0K	-2.1K	10.00	111.74	N/A	N/A	2	20	182	316
2024-02-23	$63.03	$62.00	15.6%	4.5%	20.5%	7.6%	17.5%	-8.4%	5.9%	-233	-699.0K	-2.0K	1.00	113.59	N/A	N/A	3	3	182	336
2024-02-26	$63.00	$62.00	22.1%	6.3%	20.5%	20.9%	0.0%	2.4%	-2.1%	-190	-691.4K	-2.2K	0.00	122.13	N/A	N/A	0	0	184	339
2024-02-27	$63.14	$62.00	21.8%	6.3%	20.2%	20.2%	0.0%	1.7%	-2.9%	5.4K	-704.1K	-1.9K	0.00	121.64	N/A	N/A	0	0	184	339
2024-02-28	$62.80	$62.00	22.4%	6.4%	20.2%	21.5%	0.0%	1.8%	-2.3%	-2.1K	-672.0K	-2.1K	0.00	123.47	N/A	N/A	0	0	184	339
2024-02-29	$63.30	$62.00	23.1%	6.6%	18.4%	22.7%	24.7%	-4.8%	-1.9%	2.3K	-726.7K	-1.8K	0.00	103.96	N/A	N/A	1	0	184	339