ONEQ Options History — October 2024

In October 2024, ONEQ traded between $70.44 and $73.84. ATM implied volatility averaged 21.7%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 7.9% (HV 20d: 13.8%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.11.

Notable Days

  • 2024-10-18: Highest Volume — 102 contracts
  • 2024-10-31: Largest IV spike — 19.2% change
  • 2024-10-31: Highest IV Rank — 48.1%
  • 2024-10-31: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.18$70.44$73.84$70.62$71.59
Max Pain$65.43$65.00$70.00$70.00$65.00
ATM IV21.7%18.6%26.7%20.5%26.7%
Expected Move6.3%5.7%7.7%5.9%7.7%
HV 20d13.8%11.9%16.5%15.6%16.5%
HV 60d21.2%16.7%23.1%22.9%17.4%
IV Rank32.7%23.2%48.1%29.0%48.1%
IV Percentile70.2%43.3%93.3%61.1%93.3%
Term Structure-0.3%-2.9%3.1%2.9%-2.9%
VWIV20.2%13.7%32.5%15.6%32.5%
Skew 25d3.1%-3.8%12.4%9.2%5.3%
Skew 10d6.2%0.9%16.2%0.9%4.6%
Call IV 25d19.2%12.4%26.1%13.9%24.8%
Put IV 25d22.3%20.4%30.1%23.0%30.1%
Bid-Ask Spread %118.29112.67134.19129.78112.67
Gamma HHI0.280.220.350.250.29
Net GEX74.5K48.1K115.9K49.6K77.0K
Net DEX-513.3K-696.8K-346.5K-346.5K-441.1K
Net VEX-1.7K-1.9K-1.5K-1.7K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.001.000.040.11
Total Volume13.4780102210
Total OI246.826227288236251

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$70.62$70.0020.5%5.9%15.6%29.0%15.6%9.2%2.9%49.6K-346.5K-1.7K0.00129.78N/AN/A0216472
2024-10-02$70.78$70.0021.3%6.1%15.6%31.7%13.7%3.0%0.9%48.1K-347.6K-1.7K0.04134.19N/AN/A28116472
2024-10-03$70.44$65.0018.6%6.6%15.8%23.2%0.0%3.2%-0.7%52.7K-371.3K-1.8K0.00115.27N/AN/A0017773
2024-10-04$71.34$65.0019.9%6.5%13.6%27.2%0.0%3.5%-0.7%60.9K-422.2K-1.8K0.00114.49N/AN/A0017773
2024-10-07$70.58$65.0023.2%6.5%14.5%37.3%0.0%-3.0%0.1%54.7K-407.4K-1.8K0.07115.55N/AN/A28217773
2024-10-08$71.66$65.0021.2%6.2%14.9%31.3%17.0%1.4%-0.1%59.4K-425.3K-1.7K0.00115.95N/AN/A11017075
2024-10-09$72.02$65.0021.3%6.1%13.9%31.6%0.0%-0.7%0.4%62.0K-427.9K-1.7K0.00119.75N/AN/A0016175
2024-10-10$71.95$65.0021.9%6.3%13.2%33.3%23.9%2.8%-1.1%62.1K-423.7K-1.6K0.00116.41N/AN/A5016175
2024-10-11$72.34$65.0022.4%6.4%13.2%35.0%20.5%3.1%-1.0%64.7K-501.7K-1.6K0.50119.37N/AN/A6316675
2024-10-14$73.01$65.0021.8%6.3%13.2%33.1%16.0%3.6%-1.0%75.8K-537.7K-1.5K0.00119.68N/AN/A56016472
2024-10-15$72.04$65.0022.0%6.3%14.4%33.6%21.5%2.9%-1.0%96.4K-646.1K-1.9K1.00113.92N/AN/A1121672
2024-10-16$72.31$65.0022.3%6.4%14.4%34.7%0.0%0.7%-1.0%91.1K-620.0K-1.9K0.00120.16N/AN/A0021572
2024-10-17$72.45$65.0020.0%5.7%12.0%27.5%20.4%4.9%3.1%100.9K-679.9K-1.8K0.00117.68N/AN/A5021572
2024-10-18$72.81$65.0019.9%5.7%12.0%27.2%0.0%1.6%1.0%115.9K-675.5K-1.8K0.01122.68N/AN/A101121072
2024-10-21$72.81$65.0021.0%6.0%11.9%30.5%17.7%4.0%0.2%74.7K-532.6K-1.7K0.00121.52N/AN/A0217850
2024-10-22$73.21$65.0021.5%6.2%11.9%32.2%0.0%3.6%-1.2%77.5K-565.9K-1.7K0.00114.55N/AN/A1017852
2024-10-23$71.97$65.0022.7%6.5%13.6%35.8%20.1%-3.8%-0.7%71.3K-480.6K-1.6K0.00113.21N/AN/A15017952
2024-10-24$72.53$65.0021.7%6.2%13.6%32.8%20.7%2.1%-0.8%70.9K-451.1K-1.6K0.00120.53N/AN/A2017552
2024-10-25$72.98$65.0021.6%6.2%13.6%32.4%0.0%2.6%-0.9%81.9K-555.3K-1.6K0.00117.92N/AN/A0017752
2024-10-28$73.27$65.0022.3%6.4%13.6%34.7%18.9%12.4%-2.1%84.3K-600.4K-1.6K0.00113.44N/AN/A17017752
2024-10-29$73.84$65.0022.5%6.4%13.1%35.1%21.1%5.3%-0.6%90.2K-650.2K-1.6K0.00113.19N/AN/A6019252
2024-10-30$73.48$65.0022.4%6.4%13.3%34.9%22.9%3.4%0.4%91.5K-696.8K-1.7K0.00118.86N/AN/A6019652
2024-10-31$71.59$65.0026.7%7.7%16.5%48.1%32.5%5.3%-2.9%77.0K-441.1K-1.6K0.11112.67N/AN/A9119853