ONEQ Options History — August 2024

In August 2024, ONEQ traded between $63.56 and $70.43. ATM implied volatility averaged 25.4%, placing in the 45.3% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 3.5% (HV 20d: 28.9%). Max pain ranged from $63.00 to $69.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.67.

Notable Days

  • 2024-08-09: Highest Volume — 72 contracts
  • 2024-08-14: Largest IV drop — 43.8% change
  • 2024-08-06: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.00$63.56$70.43$67.50$69.49
Max Pain$66.50$63.00$69.00$63.00$68.00
ATM IV25.4%16.5%43.7%23.1%19.6%
Expected Move6.4%4.7%9.0%6.6%5.6%
HV 20d28.9%23.6%32.0%24.6%23.6%
HV 60d20.6%16.9%21.6%16.9%21.2%
IV Rank45.3%16.9%100.0%43.1%26.4%
IV Percentile69.6%22.6%100.0%82.9%53.6%
Term Structure0.0%-3.8%5.1%2.0%1.1%
VWIV22.7%17.0%31.9%31.9%18.7%
Skew 25d3.9%-3.1%8.8%-0.3%4.2%
Skew 10d6.0%-4.5%12.6%2.4%-4.5%
Call IV 25d19.3%14.0%32.5%24.9%15.5%
Put IV 25d23.1%19.1%32.2%24.7%19.7%
Bid-Ask Spread %121.85104.43129.35112.77128.51
Gamma HHI0.350.130.470.340.39
Net GEX37.6K12.3K92.3K32.7K44.3K
Net DEX-273.5K-522.1K-52.6K-273.8K-326.0K
Net VEX-1.1K-1.3K-773-1.2K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.005.670.500.00
Total Volume13.54507262
Total OI213.588332190164

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$67.50$63.0023.1%6.6%24.6%43.1%31.9%-0.3%2.0%32.7K-273.8K-1.2K0.50112.77N/AN/A4213357
2024-08-02$65.93$67.0029.6%8.5%24.9%66.1%30.4%-3.1%-3.8%21.4K-130.5K-1.1K0.38112.07N/AN/A8313659
2024-08-05$63.56$68.0036.2%9.0%27.3%89.7%24.5%6.9%-0.6%14.3K-67.4K-1.1K5.67120.37N/AN/A31714261
2024-08-06$64.94$69.0043.7%8.9%28.9%100.0%0.0%2.3%-2.6%15.6K-120.1K-1.1K1.47129.35N/AN/A152214265
2024-08-07$64.11$64.0034.4%8.2%28.3%71.6%27.0%8.8%-3.3%12.3K-52.6K-1.1K0.00104.43N/AN/A0315887
2024-08-08$65.56$64.0032.9%7.6%29.9%67.1%0.0%7.1%1.4%15.0K-112.6K-1.1K0.13126.51N/AN/A8115886
2024-08-09$65.96$64.0031.5%6.7%29.9%62.8%22.3%4.8%-0.5%23.9K-146.4K-1.1K0.01114.05N/AN/A71116187
2024-08-12$65.99$64.0038.3%7.2%29.9%83.7%0.0%2.7%-1.2%29.7K-166.9K-1.1K1.25122.38N/AN/A4523088
2024-08-13$67.63$64.0037.0%6.4%31.6%79.6%23.1%6.7%0.5%50.0K-273.9K-1.1K0.00121.63N/AN/A5023193
2024-08-14$67.59$64.0020.8%6.0%30.5%30.0%0.0%2.8%1.2%47.1K-266.0K-1.0K0.00123.44N/AN/A0023493
2024-08-15$69.30$64.0017.3%5.0%32.0%19.3%21.7%1.6%2.5%92.3K-522.1K-9820.91123.79N/AN/A111023493
2024-08-16$69.44$68.0019.6%5.6%31.8%26.3%18.1%3.1%-0.2%86.0K-469.2K-8370.00124.95N/AN/A80229103
2024-08-19$70.15$68.0019.1%5.5%31.5%24.7%18.7%3.4%-0.1%12.3K-196.9K-7730.26115.90N/AN/A53145632
2024-08-20$70.28$68.0019.1%5.5%31.5%24.7%0.0%1.9%0.4%39.2K-374.7K-1.2K0.00125.97N/AN/A8010946
2024-08-21$70.43$68.0020.0%5.7%28.8%27.6%18.4%1.8%0.7%39.8K-403.6K-1.3K0.13122.64N/AN/A8111446
2024-08-22$69.44$68.0016.5%4.7%29.3%16.9%0.0%1.8%5.1%40.7K-365.1K-1.3K0.00125.04N/AN/A0011147
2024-08-23$70.25$68.0020.3%5.8%29.5%28.3%17.0%1.9%-2.8%41.3K-362.6K-1.2K0.00122.93N/AN/A7011147
2024-08-26$69.79$68.0019.1%5.5%29.6%24.8%0.0%6.3%0.4%43.6K-365.5K-1.2K0.00126.16N/AN/A0011747
2024-08-27$70.00$68.0019.5%5.6%29.0%26.0%0.0%6.0%-0.8%40.5K-353.6K-1.2K0.00127.28N/AN/A0111747
2024-08-28$69.36$68.0021.9%6.3%27.5%33.4%18.7%7.6%-1.0%41.2K-324.6K-1.2K0.00125.19N/AN/A0211746
2024-08-29$69.21$68.0019.2%5.5%25.4%25.0%0.0%6.9%2.1%44.9K-343.1K-1.2K0.00125.27N/AN/A1011746
2024-08-30$69.49$68.0019.6%5.6%23.6%26.4%0.0%4.2%1.1%44.3K-326.0K-1.1K0.00128.51N/AN/A2011846