ONEQ Options History — March 2024

In March 2024, ONEQ traded between $62.66 and $64.67. ATM implied volatility averaged 19.8%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 2.0% (HV 20d: 17.8%). Max pain ranged from $62.00 to $67.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.17.

Notable Days

2024-03-27: Highest Volume — 32 contracts
2024-03-13: Largest IV drop — 42.7% change
2024-03-11: Highest IV Rank — 48.6%
2024-03-11: Largest Expected Move — 5.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.89	$62.66	$64.67	$64.15	$64.53
Max Pain	$64.35	$62.00	$67.00	$62.00	$64.00
ATM IV	19.8%	14.8%	35.9%	19.3%	16.8%
Expected Move	4.9%	4.2%	5.6%	5.5%	4.8%
HV 20d	17.8%	14.7%	20.3%	18.5%	14.7%
HV 60d	16.4%	15.4%	16.8%	15.4%	15.9%
IV Rank	19.9%	9.6%	48.6%	15.2%	18.3%
IV Percentile	39.8%	6.3%	98.0%	41.7%	22.6%
Term Structure	1.5%	-1.7%	5.4%	-1.7%	0.3%
VWIV	16.7%	12.6%	21.7%	19.7%	15.9%
Skew 25d	0.5%	-7.4%	3.6%	-7.4%	2.1%
Skew 10d	3.1%	-14.3%	14.4%	-14.3%	7.7%
Call IV 25d	16.9%	15.2%	21.5%	21.5%	16.5%
Put IV 25d	17.5%	9.6%	20.1%	14.1%	18.6%
Bid-Ask Spread %	118.06	100.39	125.24	100.39	119.39
Gamma HHI	0.22	0.17	0.30	0.30	0.18
Net GEX	6.9K	-5.5K	15.2K	4.5K	7.2K
Net DEX	-752.4K	-925.7K	-599.7K	-814.7K	-697.6K
Net VEX	-1.5K	-2.0K	-1.3K	-1.7K	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.17	0.00	15.00	0.00	0.00
Total Volume	8.2	0	32	26	7
Total OI	515.7	462	555	524	495

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
2024-03-01	$64.15	$62.00	19.3%	5.5%	18.5%	15.2%	19.7%	-7.4%	-1.7%	4.5K	-814.7K	-1.7K	0.00	100.39	N/A	N/A	26	0	185	339
2024-03-04	$63.94	$67.00	21.3%	4.5%	17.7%	19.0%	0.0%	-4.3%	2.2%	6.2K	-875.2K	-1.8K	0.00	125.24	N/A	N/A	0	0	206	339
2024-03-05	$62.66	$67.00	23.4%	5.1%	19.3%	23.3%	0.0%	-3.0%	0.3%	4.9K	-693.4K	-2.0K	1.00	120.88	N/A	N/A	1	1	206	339
2024-03-06	$63.19	$67.00	24.6%	5.1%	19.4%	25.9%	15.8%	1.8%	0.8%	11.4K	-746.0K	-1.9K	0.04	120.50	N/A	N/A	23	1	208	340
2024-03-07	$64.19	$64.00	21.1%	5.0%	19.7%	18.7%	0.0%	1.4%	0.9%	5.6K	-894.9K	-1.7K	0.00	121.18	N/A	N/A	1	0	207	341
2024-03-08	$63.48	$64.00	26.0%	5.3%	20.2%	28.6%	0.0%	2.4%	0.0%	10.0K	-793.9K	-1.9K	0.00	119.11	N/A	N/A	2	0	208	341
2024-03-11	$63.22	$64.00	35.9%	5.6%	19.8%	48.6%	0.0%	1.7%	0.6%	8.6K	-746.8K	-1.8K	0.00	124.35	N/A	N/A	4	0	210	341
2024-03-12	$64.08	$64.00	28.9%	4.9%	20.3%	34.5%	0.0%	1.8%	2.1%	5.5K	-925.7K	-1.5K	0.00	118.75	N/A	N/A	7	0	214	341
2024-03-13	$63.76	$64.00	16.6%	4.8%	18.8%	9.6%	16.4%	3.3%	1.6%	7.9K	-877.1K	-1.5K	0.00	123.56	N/A	N/A	1	0	212	341
2024-03-14	$63.45	$64.00	17.5%	5.0%	18.4%	11.4%	0.0%	1.9%	2.0%	15.2K	-822.0K	-1.5K	0.00	120.99	N/A	N/A	0	0	213	341
2024-03-15	$62.89	$64.00	17.9%	5.1%	18.7%	22.4%	14.5%	1.4%	-0.1%	-5.5K	-599.7K	-1.4K	3.67	124.75	N/A	N/A	6	22	185	341
2024-03-18	$63.54	$64.00	16.6%	4.8%	18.9%	17.7%	17.0%	2.8%	2.4%	-3.4K	-627.8K	-1.5K	0.00	119.09	N/A	N/A	5	0	149	313
2024-03-19	$63.58	$64.00	15.7%	4.5%	18.3%	14.4%	18.3%	0.2%	1.3%	-2.4K	-628.9K	-1.5K	0.17	113.33	N/A	N/A	6	1	152	313
2024-03-20	$64.31	$64.00	14.8%	4.2%	18.5%	10.8%	21.7%	-0.1%	5.3%	7.7K	-700.9K	-1.3K	0.00	108.40	N/A	N/A	12	0	158	314
2024-03-21	$64.63	$64.00	15.9%	4.6%	15.1%	15.0%	15.1%	-5.9%	1.8%	11.9K	-735.6K	-1.3K	0.00	113.77	N/A	N/A	2	0	169	314
2024-03-22	$64.67	$64.00	16.8%	4.8%	15.0%	18.3%	16.6%	1.1%	0.5%	10.9K	-725.0K	-1.3K	0.00	116.84	N/A	N/A	1	0	170	314
2024-03-25	$64.65	$64.00	16.8%	4.8%	15.0%	18.2%	16.5%	2.7%	0.6%	8.8K	-712.0K	-1.4K	0.00	116.46	N/A	N/A	3	0	169	314
2024-03-26	$64.39	$64.00	15.4%	4.4%	15.1%	13.1%	0.0%	3.6%	3.4%	12.5K	-723.2K	-1.3K	0.00	116.56	N/A	N/A	0	0	172	314
2024-03-27	$64.50	$64.00	15.8%	4.5%	14.9%	14.4%	12.6%	3.4%	5.4%	10.8K	-706.9K	-1.4K	15.00	117.76	N/A	N/A	2	30	172	314
2024-03-28	$64.53	$64.00	16.8%	4.8%	14.7%	18.3%	15.9%	2.1%	0.3%	7.2K	-697.6K	-1.4K	0.00	119.39	N/A	N/A	7	0	171	324