ONEQ Options History — May 2024 In May 2024, ONEQ traded between $61.90 and $66.91. ATM implied volatility averaged 16.1%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 0.3% (HV 20d: 16.4%). Max pain ranged from $55.00 to $63.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2024-05-15 : Highest Volume — 34 contracts2024-05-13 : Largest IV spike — 75.9% change2024-05-02 : Highest IV Rank — 41.9%2024-05-02 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $65.13 $61.90 $66.91 $61.90 $65.60 Max Pain $57.00 $55.00 $63.00 $55.00 $63.00 ATM IV 16.1% 12.1% 23.1% 20.5% 17.2% Expected Move 4.7% 3.7% 6.6% 5.9% 4.9% HV 20d 16.4% 10.4% 21.4% 20.0% 12.0% HV 60d 16.5% 15.1% 17.8% 17.3% 15.1% IV Rank 16.7% 2.2% 41.9% 32.5% 20.7% IV Percentile 24.1% 1.2% 79.8% 61.1% 31.3% Term Structure 1.1% -4.0% 6.9% -1.7% -0.7% VWIV 16.2% 9.0% 22.4% 16.4% 17.3% Skew 25d 3.8% -4.3% 11.6% 4.0% 5.2% Skew 10d 8.2% 0.7% 18.1% 1.7% 4.5% Call IV 25d 13.6% 10.6% 16.6% 13.8% 15.2% Put IV 25d 17.4% 10.1% 23.7% 17.8% 20.4% Bid-Ask Spread % 133.14 111.04 140.68 111.04 124.89 Gamma HHI 0.23 0.18 0.45 0.20 0.20 Net GEX 13.5K -3.4K 53.2K -3.4K -64 Net DEX -462.9K -820.0K -125.9K -511.3K -125.9K Net VEX -959 -1.3K -760 -1.3K -911 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.00 6.50 2.50 6.50 Total Volume 7.136 0 34 7 30 Total OI 318.591 93 504 461 110
Daily Data (22 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 2024-05-01 $61.90 $55.00 20.5% 5.9% 20.0% 32.5% 16.4% 4.0% -1.7% -3.4K -511.3K -1.3K 2.50 111.04 N/A N/A 2 5 138 323 2024-05-02 $62.29 $55.00 23.1% 6.6% 19.8% 41.9% 0.0% -0.3% -3.7% 3.0K -531.6K -1.2K 0.00 112.36 N/A N/A 1 0 138 321 2024-05-03 $63.65 $55.00 13.0% 3.7% 21.1% 5.5% 11.6% 11.6% 6.9% 4.2K -622.7K -1.2K 0.00 117.94 N/A N/A 20 0 139 321 2024-05-06 $64.22 $57.00 14.4% 5.1% 21.3% 10.7% 22.4% 4.6% 1.1% 10.2K -637.4K -1.1K 0.00 138.12 N/A N/A 9 0 139 321 2024-05-07 $64.34 $57.00 13.6% 4.6% 21.4% 7.5% 18.9% 7.0% 2.0% 12.6K -640.0K -1.0K 0.00 140.68 N/A N/A 9 0 143 321 2024-05-08 $64.21 $57.00 12.8% 4.7% 21.3% 4.7% 0.0% 5.4% 2.2% 13.5K -637.4K -1.0K 0.00 140.54 N/A N/A 0 0 145 321 2024-05-09 $64.32 $57.00 12.7% 4.7% 20.2% 4.2% 15.2% 5.0% 2.2% 14.9K -641.6K -1.0K 0.00 135.54 N/A N/A 4 0 145 321 2024-05-10 $64.36 $57.00 12.1% 4.6% 19.2% 2.2% 0.0% 5.9% 1.8% 14.9K -636.7K -995 0.00 139.89 N/A N/A 1 0 144 321 2024-05-13 $64.53 $57.00 21.3% 4.7% 18.0% 35.5% 0.0% 6.4% 0.4% 17.3K -657.6K -971 0.00 137.79 N/A N/A 1 0 145 321 2024-05-14 $65.07 $57.00 22.7% 4.6% 18.1% 40.4% 0.0% 4.9% 1.2% 31.2K -688.2K -974 0.00 137.54 N/A N/A 2 0 146 321 2024-05-15 $65.97 $57.00 15.2% 4.3% 17.8% 13.3% 16.2% 3.7% 1.4% 21.3K -751.4K -967 0.03 131.10 N/A N/A 33 1 148 321 2024-05-16 $65.84 $57.00 15.4% 4.4% 17.6% 14.1% 12.8% 6.8% 6.0% 53.2K -820.0K -931 0.00 136.35 N/A N/A 3 0 181 322 2024-05-17 $65.74 $57.00 15.6% 4.5% 14.3% 14.9% 14.7% 1.3% -0.3% 52.2K -813.3K -851 0.00 136.92 N/A N/A 4 0 182 322 2024-05-20 $66.19 $57.00 16.0% 4.6% 13.9% 16.2% 16.3% 5.4% -0.1% 1.8K -150.8K -874 0.00 140.22 N/A N/A 6 0 46 47 2024-05-21 $66.30 $57.00 16.2% 4.6% 13.2% 17.0% 0.0% 2.8% -0.8% 6.1K -178.1K -820 1.00 139.19 N/A N/A 1 1 52 47 2024-05-22 $66.09 $57.00 16.1% 4.6% 13.4% 16.6% 9.0% -4.3% -1.1% 5.1K -173.6K -877 1.00 137.78 N/A N/A 1 1 53 47 2024-05-23 $65.91 $57.00 16.0% 4.6% 13.0% 16.4% 20.9% 3.5% -1.5% 5.7K -173.2K -866 6.00 126.08 N/A N/A 1 6 54 47 2024-05-24 $66.60 $57.00 13.2% 3.8% 11.5% 6.3% 17.5% 1.5% 1.7% 7.6K -195.1K -792 0.00 135.14 N/A N/A 1 0 55 43 2024-05-28 $66.91 $57.00 13.0% 3.7% 11.5% 5.2% 13.3% 2.6% 6.3% 7.9K -205.5K -798 0.00 137.54 N/A N/A 2 0 55 43 2024-05-29 $66.81 $57.00 13.7% 3.9% 10.4% 8.0% 0.0% 3.7% 5.5% 10.4K -210.3K -760 0.00 137.67 N/A N/A 2 0 57 43 2024-05-30 $65.95 $57.00 20.4% 5.9% 11.7% 32.3% 20.5% -3.4% -4.0% 6.5K -182.0K -837 0.00 134.74 N/A N/A 0 10 57 43 2024-05-31 $65.60 $63.00 17.2% 4.9% 12.0% 20.7% 17.3% 5.2% -0.7% -64 -125.9K -911 6.50 124.89 N/A N/A 4 26 57 53
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