ONEQ Options History — November 2024

In November 2024, ONEQ traded between $71.69 and $76.09. ATM implied volatility averaged 20.8%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 2.1% (HV 20d: 18.7%). Max pain ranged from $65.00 to $73.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.11.

Notable Days

2024-11-07: Highest Volume — 66 contracts
2024-11-13: Largest IV drop — 42.8% change
2024-11-12: Highest IV Rank — 57.9%
2024-11-01: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$74.74	$71.69	$76.09	$71.91	$75.79
Max Pain	$71.20	$65.00	$73.00	$65.00	$73.00
ATM IV	20.8%	15.7%	29.9%	25.0%	16.1%
Expected Move	5.3%	4.3%	7.2%	7.2%	4.6%
HV 20d	18.7%	15.1%	20.8%	16.0%	16.8%
HV 60d	17.1%	16.0%	17.7%	16.9%	16.1%
IV Rank	30.0%	14.5%	57.9%	42.9%	15.6%
IV Percentile	54.3%	13.5%	96.0%	88.9%	17.1%
Term Structure	0.4%	-4.5%	7.5%	1.0%	1.4%
VWIV	17.4%	14.2%	21.1%	16.4%	20.0%
Skew 25d	2.0%	-3.3%	6.8%	-1.4%	5.5%
Skew 10d	2.2%	-7.8%	10.2%	8.1%	-5.6%
Call IV 25d	16.9%	13.7%	29.7%	29.7%	14.6%
Put IV 25d	18.9%	16.7%	28.3%	28.3%	20.2%
Bid-Ask Spread %	127.18	116.39	137.88	121.63	133.18
Gamma HHI	0.26	0.13	0.41	0.28	0.16
Net GEX	72.4K	14.7K	161.2K	74.3K	18.1K
Net DEX	-627.4K	-1.3M	-178.2K	-541.9K	-296.5K
Net VEX	-1.2K	-1.7K	-935	-1.7K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	1.00	0.00	0.00
Total Volume	9.4	0	66	3	22
Total OI	195.95	84	283	259	115

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
2024-11-01	$71.91	$65.00	25.0%	7.2%	16.0%	42.9%	0.0%	-1.4%	1.0%	74.3K	-541.9K	-1.7K	0.00	121.63	N/A	N/A	3	0	205	54
2024-11-04	$71.69	$71.00	28.9%	6.8%	15.5%	54.7%	0.0%	4.7%	-1.6%	78.4K	-430.1K	-1.5K	0.00	118.76	N/A	N/A	13	0	206	54
2024-11-05	$72.53	$71.00	26.9%	6.3%	15.1%	48.5%	0.0%	6.8%	-0.4%	87.4K	-585.6K	-1.7K	0.00	116.39	N/A	N/A	0	0	219	54
2024-11-06	$74.84	$71.00	23.0%	4.3%	18.6%	36.8%	16.4%	0.3%	7.5%	126.7K	-974.9K	-1.6K	0.00	123.75	N/A	N/A	11	0	219	54
2024-11-07	$76.00	$71.00	20.9%	5.3%	19.2%	30.2%	17.4%	-3.3%	1.3%	115.8K	-1.2M	-1.3K	0.03	117.33	N/A	N/A	64	2	210	54
2024-11-08	$76.06	$71.00	21.4%	4.9%	19.1%	31.8%	14.2%	1.6%	1.6%	112.2K	-1.2M	-1.2K	0.00	131.28	N/A	N/A	18	0	210	55
2024-11-11	$76.06	$71.00	27.9%	5.1%	19.0%	51.7%	0.0%	1.7%	1.2%	120.0K	-1.2M	-1.2K	0.00	128.47	N/A	N/A	0	0	224	55
2024-11-12	$76.09	$71.00	29.9%	5.1%	18.1%	57.9%	17.0%	1.8%	1.1%	121.7K	-1.2M	-1.1K	0.00	126.57	N/A	N/A	6	0	224	55
2024-11-13	$76.00	$71.00	17.1%	4.9%	18.2%	18.7%	0.0%	1.5%	1.1%	129.5K	-1.3M	-1.1K	0.00	131.91	N/A	N/A	1	0	227	55
2024-11-14	$75.24	$71.00	15.7%	4.5%	18.7%	14.5%	0.0%	1.1%	-2.1%	161.2K	-1.1M	-1.1K	0.00	131.04	N/A	N/A	0	0	228	55
2024-11-15	$73.58	$71.00	18.4%	5.3%	20.5%	22.5%	19.1%	1.2%	-0.6%	157.6K	-687.8K	-983	1.00	124.94	N/A	N/A	3	3	228	55
2024-11-18	$74.15	$71.00	19.2%	5.5%	20.7%	25.0%	17.6%	3.8%	-0.2%	16.3K	-178.2K	-935	0.10	128.25	N/A	N/A	10	1	59	25
2024-11-19	$74.82	$71.00	17.5%	5.0%	20.8%	20.0%	15.5%	1.8%	0.4%	21.1K	-219.6K	-989	0.25	126.78	N/A	N/A	4	1	67	26
2024-11-20	$74.65	$71.00	19.1%	5.5%	19.8%	24.9%	0.0%	1.9%	0.3%	19.1K	-212.1K	-984	0.00	126.39	N/A	N/A	0	0	67	27
2024-11-21	$74.88	$71.00	17.9%	5.1%	19.6%	21.2%	21.1%	1.0%	-0.5%	20.9K	-220.9K	-963	0.00	125.17	N/A	N/A	0	11	67	27
2024-11-22	$74.87	$73.00	17.8%	5.1%	19.6%	20.8%	17.8%	4.6%	0.8%	14.7K	-212.2K	-1.0K	0.00	135.44	N/A	N/A	1	0	67	37
2024-11-25	$75.09	$73.00	17.9%	5.1%	19.6%	21.1%	15.5%	1.4%	0.1%	15.8K	-244.0K	-967	0.08	128.78	N/A	N/A	12	1	68	37
2024-11-26	$75.50	$73.00	17.0%	4.9%	19.5%	18.3%	0.0%	2.0%	-0.4%	19.0K	-288.7K	-1.1K	0.00	137.88	N/A	N/A	0	0	77	38
2024-11-27	$75.13	$73.00	18.5%	5.3%	19.5%	23.0%	0.0%	2.2%	-4.5%	18.6K	-258.5K	-1.1K	0.00	129.60	N/A	N/A	0	1	77	38
2024-11-29	$75.79	$73.00	16.1%	4.6%	16.8%	15.6%	20.0%	5.5%	1.4%	18.1K	-296.5K	-1.0K	0.00	133.18	N/A	N/A	22	0	77	38