ONEQ Options History — September 2024

In September 2024, ONEQ traded between $66.00 and $71.67. ATM implied volatility averaged 21.0%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 1.2% (HV 20d: 19.8%). Max pain ranged from $65.00 to $68.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.25.

Notable Days

2024-09-12: Highest Volume — 62 contracts
2024-09-11: Largest IV drop — 25.9% change
2024-09-06: Highest IV Rank — 50.3%
2024-09-04: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.35	$66.00	$71.67	$67.43	$71.35
Max Pain	$66.50	$65.00	$68.00	$68.00	$65.00
ATM IV	21.0%	17.4%	27.4%	21.6%	17.5%
Expected Move	5.9%	5.0%	7.3%	6.2%	5.0%
HV 20d	19.8%	18.5%	22.2%	22.2%	19.0%
HV 60d	22.7%	22.1%	23.0%	22.1%	22.8%
IV Rank	30.6%	19.5%	50.3%	32.3%	20.0%
IV Percentile	59.3%	29.0%	92.5%	69.8%	31.7%
Term Structure	1.8%	-5.1%	5.5%	-5.1%	4.1%
VWIV	20.5%	16.4%	26.3%	26.3%	19.2%
Skew 25d	3.1%	0.7%	6.3%	2.3%	4.7%
Skew 10d	4.9%	-11.4%	11.6%	-11.4%	-2.5%
Call IV 25d	18.2%	13.8%	23.4%	22.0%	17.1%
Put IV 25d	21.2%	19.3%	25.8%	24.3%	21.8%
Bid-Ask Spread %	129.52	117.93	139.51	125.47	130.11
Gamma HHI	0.30	0.19	0.40	0.28	0.27
Net GEX	48.0K	17.2K	100.4K	28.5K	55.3K
Net DEX	-325.7K	-565.5K	-99.3K	-217.1K	-434.7K
Net VEX	-1.4K	-1.8K	-936	-1.1K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.25	0.00	8.50	1.40	0.00
Total Volume	10.2	0	62	12	1
Total OI	207.65	166	282	166	235

Daily Data (20 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
2024-09-03	$67.43	$68.00	21.6%	6.2%	22.2%	32.3%	26.3%	2.3%	-5.1%	28.5K	-217.1K	-1.1K	1.40	125.47	N/A	N/A	5	7	120	46
2024-09-04	$67.42	$68.00	25.4%	7.3%	21.2%	44.0%	24.0%	2.4%	-1.4%	27.6K	-174.5K	-1.1K	0.00	125.36	N/A	N/A	2	0	121	51
2024-09-05	$67.41	$68.00	24.7%	6.6%	20.4%	41.8%	0.0%	2.5%	1.4%	28.6K	-183.8K	-1.1K	0.00	122.30	N/A	N/A	0	0	123	51
2024-09-06	$66.00	$68.00	27.4%	6.7%	20.7%	50.3%	18.1%	1.5%	0.1%	17.2K	-99.3K	-988	3.00	123.81	N/A	N/A	1	3	123	51
2024-09-09	$66.41	$68.00	26.7%	6.9%	20.7%	47.9%	0.0%	3.2%	0.8%	20.8K	-129.0K	-996	0.00	125.24	N/A	N/A	0	0	124	50
2024-09-10	$67.11	$68.00	25.9%	6.7%	21.0%	45.6%	0.0%	2.1%	1.9%	23.9K	-151.0K	-936	0.00	120.40	N/A	N/A	0	0	124	50
2024-09-11	$68.31	$68.00	19.2%	5.5%	20.1%	25.1%	0.0%	5.9%	2.7%	38.7K	-210.7K	-976	0.00	117.93	N/A	N/A	1	0	124	50
2024-09-12	$69.30	$68.00	21.1%	6.0%	20.7%	30.8%	0.0%	3.2%	1.9%	50.7K	-286.9K	-985	0.00	124.24	N/A	N/A	62	0	124	50
2024-09-13	$69.75	$68.00	21.4%	6.1%	18.8%	32.0%	22.2%	2.9%	-0.4%	70.0K	-442.0K	-1.5K	0.00	130.02	N/A	N/A	4	0	185	50
2024-09-16	$69.44	$68.00	21.4%	6.1%	18.9%	31.8%	23.4%	3.3%	1.6%	67.8K	-389.6K	-1.4K	0.10	135.27	N/A	N/A	10	1	186	50
2024-09-17	$69.41	$65.00	21.2%	6.1%	18.5%	31.3%	0.0%	2.2%	2.0%	73.4K	-435.3K	-1.5K	3.00	130.17	N/A	N/A	1	3	196	51
2024-09-18	$69.50	$65.00	20.6%	5.9%	18.5%	29.3%	21.8%	2.3%	3.6%	72.5K	-423.7K	-1.5K	8.50	132.22	N/A	N/A	2	17	195	54
2024-09-19	$71.13	$65.00	18.8%	5.4%	20.3%	23.7%	19.5%	2.5%	3.0%	100.4K	-565.5K	-1.7K	2.50	132.77	N/A	N/A	8	20	195	69
2024-09-20	$70.96	$65.00	18.2%	5.2%	19.6%	22.0%	20.4%	3.0%	1.3%	99.9K	-538.7K	-1.7K	0.20	129.81	N/A	N/A	10	2	194	88
2024-09-23	$70.77	$65.00	17.8%	5.1%	19.2%	20.9%	0.0%	3.8%	3.7%	34.1K	-342.9K	-1.6K	0.50	139.35	N/A	N/A	2	1	131	69
2024-09-24	$71.22	$65.00	17.4%	5.0%	19.2%	19.5%	16.4%	2.7%	3.8%	35.7K	-338.3K	-1.6K	0.00	132.81	N/A	N/A	4	0	133	70
2024-09-25	$71.17	$65.00	17.5%	5.0%	19.2%	19.9%	0.0%	3.9%	3.1%	37.3K	-359.7K	-1.7K	0.00	137.71	N/A	N/A	3	0	134	70
2024-09-26	$71.67	$65.00	18.4%	5.3%	18.9%	22.6%	17.2%	6.3%	5.5%	38.1K	-406.1K	-1.7K	0.80	139.51	N/A	N/A	5	4	136	70
2024-09-27	$71.34	$65.00	18.1%	5.2%	19.0%	21.6%	17.8%	0.7%	2.5%	40.1K	-385.6K	-1.7K	0.00	135.88	N/A	N/A	25	0	139	71
2024-09-30	$71.35	$65.00	17.5%	5.0%	19.0%	20.0%	19.2%	4.7%	4.1%	55.3K	-434.7K	-1.8K	0.00	130.11	N/A	N/A	0	1	164	71