ONEQ Options History — June 2024

In June 2024, ONEQ traded between $66.08 and $70.58. ATM implied volatility averaged 17.6%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 5.9% (HV 20d: 11.7%). Max pain ranged from $57.00 to $69.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.91.

Notable Days

2024-06-12: Highest Volume — 13 contracts
2024-06-27: Largest IV spike — 158.5% change
2024-06-27: Highest IV Rank — 84.7%
2024-06-27: Largest Expected Move — 10.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.94	$66.08	$70.58	$66.08	$70.10
Max Pain	$66.11	$57.00	$69.00	$57.00	$69.00
ATM IV	17.6%	13.5%	34.9%	18.6%	16.5%
Expected Move	4.9%	3.9%	10.0%	5.3%	4.7%
HV 20d	11.7%	9.6%	13.0%	9.9%	11.6%
HV 60d	15.0%	14.7%	15.3%	14.9%	15.2%
IV Rank	22.1%	7.2%	84.7%	25.7%	18.0%
IV Percentile	31.6%	6.0%	99.2%	47.6%	25.4%
Term Structure	-0.1%	-8.7%	6.2%	-1.9%	-1.1%
VWIV	16.0%	10.7%	20.8%	16.4%	16.8%
Skew 25d	0.8%	-5.1%	6.4%	-0.8%	-0.3%
Skew 10d	5.5%	-5.8%	41.9%	-2.9%	4.4%
Call IV 25d	16.0%	13.2%	19.5%	19.5%	17.4%
Put IV 25d	16.8%	12.1%	22.1%	18.6%	17.2%
Bid-Ask Spread %	133.44	126.27	159.43	130.16	127.02
Gamma HHI	0.21	0.17	0.26	0.21	0.18
Net GEX	6.1K	1.4K	11.8K	5.5K	5.7K
Net DEX	-232.4K	-357.3K	-149.7K	-149.7K	-194.8K
Net VEX	-677	-927	-551	-927	-551
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.91	0.00	10.00	0.00	0.00
Total Volume	3.158	0	13	2	0
Total OI	106.158	80	124	106	84

Daily Data (19 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
2024-06-03	$66.08	$57.00	18.6%	5.3%	9.9%	25.7%	0.0%	-0.8%	-1.9%	5.5K	-149.7K	-927	0.00	130.16	N/A	N/A	2	0	57	49
2024-06-04	$66.39	$57.00	19.9%	5.7%	9.6%	30.4%	16.4%	6.4%	-3.7%	5.5K	-167.3K	-839	10.00	131.56	N/A	N/A	1	10	55	49
2024-06-05	$67.63	$65.00	18.4%	5.3%	11.3%	24.8%	17.8%	6.0%	-2.6%	1.4K	-190.2K	-784	0.00	126.27	N/A	N/A	7	0	56	59
2024-06-06	$67.61	$66.00	17.5%	4.3%	11.3%	21.8%	0.0%	1.2%	0.5%	2.6K	-197.2K	-800	0.00	135.44	N/A	N/A	2	0	56	59
2024-06-07	$67.60	$66.00	16.6%	4.4%	11.3%	18.4%	0.0%	1.3%	1.1%	2.8K	-197.7K	-784	0.00	136.29	N/A	N/A	0	0	56	59
2024-06-10	$67.75	$66.00	17.5%	4.4%	11.3%	21.8%	0.0%	-2.7%	0.2%	2.6K	-199.1K	-747	0.00	134.17	N/A	N/A	1	0	56	59
2024-06-11	$68.22	$66.00	21.6%	4.3%	11.4%	36.7%	0.0%	0.5%	2.0%	3.1K	-211.4K	-719	0.00	128.99	N/A	N/A	1	0	55	59
2024-06-12	$69.28	$66.00	14.7%	4.2%	12.1%	11.7%	15.2%	0.9%	0.3%	6.8K	-277.8K	-569	0.00	133.76	N/A	N/A	13	0	55	59
2024-06-13	$69.66	$66.00	14.5%	4.1%	11.5%	10.7%	10.7%	1.4%	1.4%	11.8K	-331.6K	-621	0.00	134.01	N/A	N/A	6	0	62	59
2024-06-14	$69.62	$66.00	15.2%	4.4%	11.4%	13.5%	0.0%	1.2%	0.9%	8.9K	-315.0K	-738	0.00	136.95	N/A	N/A	0	7	65	59
2024-06-17	$70.58	$66.00	14.1%	4.0%	11.9%	9.4%	0.0%	0.4%	-0.4%	10.1K	-353.8K	-575	0.00	127.86	N/A	N/A	1	0	65	52
2024-06-18	$70.43	$66.00	16.0%	4.6%	12.0%	16.3%	20.8%	2.1%	1.1%	10.2K	-357.3K	-582	0.00	135.70	N/A	N/A	0	1	66	52
2024-06-20	$69.98	$69.00	15.9%	4.6%	12.5%	15.9%	0.0%	4.4%	0.3%	10.7K	-341.6K	-593	0.00	128.06	N/A	N/A	2	0	66	53
2024-06-21	$69.72	$69.00	15.7%	4.5%	12.5%	15.1%	0.0%	1.1%	1.2%	8.3K	-235.4K	-580	0.00	133.56	N/A	N/A	0	1	52	53
2024-06-24	$69.14	$69.00	16.7%	4.8%	13.0%	18.8%	14.5%	-1.9%	2.0%	5.7K	-173.6K	-590	0.00	126.86	N/A	N/A	0	3	41	39
2024-06-25	$69.77	$69.00	16.6%	4.8%	12.9%	18.4%	16.8%	-5.1%	-0.2%	4.6K	-170.2K	-593	0.00	132.63	N/A	N/A	1	0	41	42
2024-06-26	$69.99	$69.00	13.5%	3.9%	12.8%	7.2%	0.0%	-2.9%	6.2%	5.6K	-185.4K	-570	0.00	136.72	N/A	N/A	0	0	42	42
2024-06-27	$70.32	$69.00	34.9%	10.0%	12.8%	84.7%	0.0%	2.4%	-8.7%	3.1K	-166.8K	-695	0.00	159.43	N/A	N/A	0	1	42	42
2024-06-28	$70.10	$69.00	16.5%	4.7%	11.6%	18.0%	0.0%	-0.3%	-1.1%	5.7K	-194.8K	-551	0.00	127.02	N/A	N/A	0	0	42	42