ONEQ Options History — April 2024

In April 2024, ONEQ traded between $60.03 and $64.82. ATM implied volatility averaged 18.9%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 4.2% (HV 20d: 14.7%). Max pain ranged from $55.00 to $64.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.55.

Notable Days

  • 2024-04-26: Highest Volume — 105 contracts
  • 2024-04-26: Largest IV drop — 40.9% change
  • 2024-04-22: Highest IV Rank — 37.4%
  • 2024-04-22: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.84$60.03$64.82$64.45$62.14
Max Pain$56.23$55.00$64.00$64.00$55.00
ATM IV18.9%11.5%22.0%17.7%21.3%
Expected Move5.3%3.3%6.3%5.1%6.1%
HV 20d14.7%9.9%20.1%14.0%20.1%
HV 60d16.6%15.6%17.9%15.8%17.3%
IV Rank26.0%0.0%37.4%21.5%35.4%
IV Percentile44.3%0.0%71.8%29.8%67.5%
Term Structure1.4%-2.6%8.4%-2.4%-2.6%
VWIV20.8%10.7%49.4%16.4%49.4%
Skew 25d1.3%-5.6%12.0%0.7%-1.0%
Skew 10d9.9%-4.5%21.0%8.4%14.4%
Call IV 25d17.7%11.2%20.4%18.6%19.7%
Put IV 25d19.0%12.7%23.2%19.3%18.7%
Bid-Ask Spread %111.20100.00119.00109.61113.65
Gamma HHI0.220.160.450.180.24
Net GEX-2.4K-26.4K23.2K5.8K-7.5K
Net DEX-573.8K-719.1K-424.8K-666.8K-490.4K
Net VEX-1.2K-1.6K-936-1.4K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.550.0010.000.000.09
Total Volume8.4090105212
Total OI482.227444505492452

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$64.45$64.0017.7%5.1%14.0%21.5%16.4%0.7%-2.4%5.8K-666.8K-1.4K0.00109.61N/AN/A02168324
2024-04-02$63.94$64.0017.2%4.9%14.2%19.8%18.9%-4.9%0.4%3.2K-616.5K-1.3K0.00110.91N/AN/A02168326
2024-04-03$64.10$64.0017.8%5.1%12.0%21.8%0.0%0.5%3.6%-4.0K-583.5K-1.6K0.00112.53N/AN/A20168325
2024-04-04$63.34$55.0021.6%5.0%12.6%35.7%18.6%3.4%2.4%647-620.1K-1.3K0.00103.71N/AN/A30168325
2024-04-05$63.93$55.0017.5%5.2%11.7%21.0%0.0%-4.1%0.3%-74-596.4K-1.4K0.00100.00N/AN/A00169325
2024-04-08$64.03$55.0019.6%5.4%11.0%28.4%0.0%1.0%0.2%4.2K-620.9K-1.2K0.00107.02N/AN/A90169325
2024-04-09$64.03$55.0021.1%5.3%10.8%34.2%20.1%4.3%0.3%11.4K-640.7K-1.3K0.00115.32N/AN/A01178325
2024-04-10$63.66$55.0018.7%5.4%9.9%25.4%0.0%1.8%1.3%8.4K-611.8K-1.3K0.00119.00N/AN/A00178324
2024-04-11$64.82$55.0017.5%5.0%11.7%20.7%0.0%1.9%2.5%23.2K-719.1K-1.1K0.00112.71N/AN/A20178324
2024-04-12$63.71$55.0019.7%5.7%13.2%29.0%20.5%2.1%1.0%10.7K-631.0K-1.3K0.00116.20N/AN/A01180324
2024-04-15$62.59$55.0018.5%5.3%14.4%24.5%0.0%2.2%1.1%-1.2K-581.0K-1.3K0.00115.36N/AN/A01180325
2024-04-16$62.62$55.0020.9%6.0%13.8%33.2%0.0%2.0%0.1%-5.0K-527.2K-1.2K0.00118.74N/AN/A01180325
2024-04-17$61.89$55.0020.9%6.0%14.3%33.2%26.4%2.1%0.6%-8.6K-510.1K-1.2K0.20114.32N/AN/A51180325
2024-04-18$61.53$55.0016.8%4.8%13.6%18.2%14.8%3.2%5.8%-11.4K-498.4K-1.0K10.00117.09N/AN/A110175326
2024-04-19$60.03$55.0019.8%5.7%15.5%29.4%0.0%2.3%-1.1%-18.6K-459.0K-1.2K0.00116.20N/AN/A30176314
2024-04-22$60.89$55.0022.0%6.3%16.7%37.4%10.7%12.0%-0.7%-26.4K-424.8K-1.4K0.00103.46N/AN/A30130314
2024-04-23$61.86$55.0020.3%5.8%17.9%30.9%11.8%-4.6%-0.5%-19.4K-538.9K-1.0K3.00102.05N/AN/A13133314
2024-04-24$61.90$55.0019.8%5.7%18.0%29.1%0.0%-5.6%-0.9%-9.7K-556.7K-1.0K0.00104.15N/AN/A10134311
2024-04-25$61.44$55.0019.5%5.6%18.0%28.0%21.2%2.1%3.5%-12.1K-530.2K-1.1K0.40103.08N/AN/A52135311
2024-04-26$62.77$55.0011.5%3.3%19.9%0.0%49.4%0.2%7.5%655-636.8K-9510.05115.69N/AN/A1005140313
2024-04-29$62.81$55.0015.9%4.6%19.9%16.0%0.0%7.2%8.4%2.1K-564.2K-9368.00115.58N/AN/A18129316
2024-04-30$62.14$55.0021.3%6.1%20.1%35.4%0.0%-1.0%-2.6%-7.5K-490.4K-1.2K0.09113.65N/AN/A111128324