ONEQ Options History — July 2024 In July 2024, ONEQ traded between $67.56 and $73.37. ATM implied volatility averaged 19.0%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 4.3% (HV 20d: 14.7%). Max pain ranged from $61.00 to $69.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.70.
Notable Days 2024-07-29 : Highest Volume — 52 contracts2024-07-03 : Largest IV spike — 56.5% change2024-07-30 : Highest IV Rank — 51.7%2024-07-30 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $70.79 $67.56 $73.37 $70.28 $69.47 Max Pain $62.82 $61.00 $69.00 $69.00 $63.00 ATM IV 19.0% 11.0% 25.5% 16.8% 19.1% Expected Move 5.3% 3.2% 7.3% 4.8% 5.5% HV 20d 14.7% 10.4% 22.8% 11.2% 22.8% HV 60d 14.5% 13.6% 15.8% 14.9% 15.8% IV Rank 28.5% 0.0% 51.7% 19.1% 28.9% IV Percentile 50.3% 0.0% 92.9% 30.2% 50.8% Term Structure 1.2% -3.7% 5.4% 0.9% 4.7% VWIV 18.0% 12.3% 29.5% 12.8% 17.0% Skew 25d 1.8% -4.0% 10.1% -3.8% -0.9% Skew 10d 2.4% -5.2% 12.7% 1.5% -0.5% Call IV 25d 17.9% 9.1% 23.3% 16.2% 23.3% Put IV 25d 19.7% 12.5% 25.0% 12.5% 22.4% Bid-Ask Spread % 115.54 109.03 131.37 131.37 115.76 Gamma HHI 0.27 0.11 0.46 0.18 0.46 Net GEX 16.1K 5.1K 54.4K 5.8K 54.4K Net DEX -300.3K -424.6K -187.4K -191.7K -376.9K Net VEX -746 -1.2K -491 -523 -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.00 7.50 0.82 0.00 Total Volume 9.909 0 52 20 4 Total OI 132.136 84 194 84 194
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 2024-07-01 $70.28 $69.00 16.8% 4.8% 11.2% 19.1% 12.8% -3.8% 0.9% 5.8K -191.7K -523 0.82 131.37 N/A N/A 11 9 42 42 2024-07-02 $70.91 $68.00 11.0% 3.2% 11.3% 0.0% 12.3% 10.1% 3.4% 6.2K -279.3K -512 0.50 127.94 N/A N/A 2 1 53 51 2024-07-03 $71.46 $68.00 17.2% 4.9% 11.4% 22.1% 17.3% 9.3% -0.2% 7.1K -303.2K -506 0.27 128.12 N/A N/A 11 3 55 51 2024-07-05 $72.34 $61.00 17.8% 4.5% 10.5% 24.3% 15.5% 0.8% 2.7% 5.1K -316.6K -491 0.00 114.73 N/A N/A 15 0 56 53 2024-07-08 $72.40 $61.00 20.4% 3.9% 10.5% 33.3% 0.0% -2.6% 4.0% 12.8K -358.0K -616 0.00 113.89 N/A N/A 0 1 69 53 2024-07-09 $72.57 $61.00 19.1% 4.8% 10.4% 28.6% 0.0% 0.3% 0.4% 15.4K -375.1K -570 1.88 112.39 N/A N/A 8 15 69 52 2024-07-10 $73.37 $61.00 16.2% 4.6% 10.7% 18.3% 13.1% 4.7% 2.5% 16.4K -424.6K -578 0.00 115.20 N/A N/A 3 0 77 57 2024-07-11 $72.20 $61.00 14.8% 4.2% 12.8% 13.3% 14.4% 3.5% 5.4% 18.1K -378.8K -629 0.00 112.11 N/A N/A 8 0 78 57 2024-07-12 $72.60 $61.00 17.8% 5.1% 11.9% 24.1% 19.6% 1.3% 3.1% 19.5K -410.3K -672 0.33 112.93 N/A N/A 3 1 81 57 2024-07-15 $72.65 $61.00 15.6% 4.5% 11.9% 16.2% 14.2% 4.6% 3.0% 16.8K -403.6K -652 1.00 114.65 N/A N/A 2 2 82 58 2024-07-16 $72.81 $61.00 17.0% 4.9% 11.8% 21.2% 0.0% 2.5% 2.2% 23.0K -410.3K -640 0.00 115.77 N/A N/A 1 0 82 58 2024-07-17 $70.98 $61.00 18.0% 5.2% 14.6% 24.8% 14.2% 3.2% 1.6% 15.8K -304.0K -681 0.00 113.35 N/A N/A 7 0 83 58 2024-07-18 $70.44 $61.00 20.3% 5.8% 14.9% 33.0% 21.4% 3.9% -0.7% 12.4K -270.3K -696 7.50 112.42 N/A N/A 2 15 83 58 2024-07-19 $69.83 $63.00 20.4% 5.8% 15.0% 33.3% 0.0% 2.1% -0.1% 9.6K -233.2K -773 0.00 114.09 N/A N/A 1 0 85 64 2024-07-22 $71.00 $63.00 20.3% 5.8% 16.1% 33.0% 21.2% -4.0% -1.1% 10.0K -235.1K -737 0.14 111.02 N/A N/A 14 2 59 47 2024-07-23 $70.94 $63.00 18.9% 5.4% 15.7% 28.1% 0.0% 0.7% -0.5% 14.4K -276.1K -832 0.00 114.70 N/A N/A 0 0 70 49 2024-07-24 $68.55 $63.00 21.5% 6.2% 19.9% 37.5% 19.2% 1.4% -1.4% 12.0K -192.9K -861 0.38 113.46 N/A N/A 13 5 70 49 2024-07-25 $68.12 $63.00 24.3% 7.0% 19.9% 47.4% 0.0% 1.9% -0.4% 14.1K -202.1K -979 0.00 112.67 N/A N/A 0 1 81 55 2024-07-26 $68.37 $63.00 23.4% 6.7% 19.9% 44.0% 19.5% 1.5% -1.6% 14.0K -187.4K -984 0.00 116.41 N/A N/A 3 0 81 56 2024-07-29 $68.61 $63.00 23.4% 6.7% 19.9% 44.1% 29.5% 2.0% 1.9% 14.8K -203.2K -995 0.00 109.03 N/A N/A 52 0 84 56 2024-07-30 $67.56 $63.00 25.5% 7.3% 20.5% 51.7% 26.2% -2.1% -3.7% 35.8K -274.3K -1.2K 0.50 109.79 N/A N/A 2 1 136 56 2024-07-31 $69.47 $63.00 19.1% 5.5% 22.8% 28.9% 17.0% -0.9% 4.7% 54.4K -376.9K -1.2K 0.00 115.76 N/A N/A 4 0 137 57
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