ONEQ Options History — December 2024

In December 2024, ONEQ traded between $76.23 and $79.65. ATM implied volatility averaged 17.7%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 1.7% (HV 20d: 16.1%). Max pain ranged from $73.00 to $78.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.24.

Notable Days

  • 2024-12-20: Highest Volume — 41 contracts
  • 2024-12-18: Largest IV spike — 56.1% change
  • 2024-12-18: Highest IV Rank — 44.3%
  • 2024-12-18: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.79$76.23$79.65$76.48$76.23
Max Pain$75.86$73.00$78.00$73.00$76.00
ATM IV17.7%14.5%25.5%17.3%20.2%
Expected Move4.9%4.1%7.3%5.0%5.8%
HV 20d16.1%11.1%20.0%16.9%20.0%
HV 60d16.1%14.9%17.6%15.5%17.6%
IV Rank20.6%10.9%44.3%19.4%28.3%
IV Percentile34.5%7.1%91.3%28.6%59.9%
Term Structure0.9%-2.3%2.8%-1.1%-1.9%
VWIV18.8%14.7%29.8%19.9%20.0%
Skew 25d3.6%-3.3%15.2%6.6%2.2%
Skew 10d5.7%-3.0%12.6%-3.0%7.8%
Call IV 25d15.1%11.8%21.4%13.5%19.3%
Put IV 25d18.7%15.5%29.2%20.1%21.4%
Bid-Ask Spread %130.95111.25141.13136.09134.77
Gamma HHI0.170.140.210.170.18
Net GEX26.3K19.3K35.6K26.5K20.1K
Net DEX-489.3K-659.8K-337.9K-410.2K-337.9K
Net VEX-1.5K-2.0K-1.1K-1.4K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.001.930.000.00
Total Volume8.238041163
Total OI152.19123180137180

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$76.48$73.0017.3%5.0%16.9%19.4%19.9%6.6%-1.1%26.5K-410.2K-1.4K0.00136.09N/AN/A1609938
2024-12-03$76.75$73.0017.5%5.0%16.7%20.0%19.9%8.4%-2.3%20.3K-365.8K-1.2K0.00141.13N/AN/A018538
2024-12-04$77.89$73.0016.7%4.8%17.0%17.4%17.0%2.4%-1.4%19.3K-419.5K-1.1K0.00132.67N/AN/A408539
2024-12-05$77.72$76.0017.8%4.1%13.5%21.0%0.0%1.8%1.8%23.6K-451.9K-1.1K0.00136.01N/AN/A1608739
2024-12-06$78.24$76.0017.4%4.2%12.7%19.5%14.7%1.7%1.8%25.3K-557.1K-1.2K0.00132.39N/AN/A11010139
2024-12-09$77.79$76.0018.8%4.4%12.9%23.7%15.4%1.6%1.8%26.0K-529.3K-1.4K0.00132.90N/AN/A2010439
2024-12-10$77.59$78.0020.3%4.2%13.0%28.6%0.0%2.7%2.1%25.3K-509.9K-1.4K0.00133.21N/AN/A0010439
2024-12-11$79.04$78.0014.8%4.2%14.4%11.5%15.5%0.1%2.4%23.1K-607.0K-1.2K0.00124.17N/AN/A4010439
2024-12-12$78.59$78.0014.5%4.2%14.6%10.9%0.0%2.6%1.7%29.3K-600.2K-1.3K0.00139.11N/AN/A0010839
2024-12-13$78.59$78.0015.1%4.3%14.0%12.7%14.7%2.8%2.6%29.5K-601.0K-1.3K0.00132.10N/AN/A5010839
2024-12-16$79.65$76.0016.4%4.7%11.1%16.4%16.9%2.3%0.6%26.8K-659.8K-1.3K0.00128.40N/AN/A10011339
2024-12-17$79.25$76.0016.3%4.7%11.5%16.3%16.1%1.9%2.5%29.5K-648.2K-1.3K0.00132.37N/AN/A10011639
2024-12-18$76.40$76.0025.5%7.3%18.0%44.3%17.9%-3.3%-1.1%28.9K-471.6K-1.5K0.00120.63N/AN/A19011639
2024-12-19$76.66$76.0020.8%6.0%18.0%29.9%29.8%15.2%-0.4%32.0K-465.7K-1.7K0.50125.56N/AN/A4212439
2024-12-20$77.13$74.0017.5%5.0%18.1%20.0%21.1%6.5%2.8%35.6K-434.5K-1.7K1.93111.25N/AN/A142711841
2024-12-23$77.75$76.0018.1%5.2%18.2%21.8%19.9%2.5%1.4%21.8K-393.8K-2.0K0.60126.94N/AN/A5311549
2024-12-24$78.59$76.0016.1%4.6%18.5%15.7%0.0%6.5%1.3%27.8K-488.4K-2.0K0.00135.49N/AN/A4012052
2024-12-26$78.94$76.0016.2%4.6%18.5%15.9%22.4%7.0%1.6%30.6K-516.0K-1.9K0.00135.18N/AN/A2012252
2024-12-27$77.35$76.0017.1%4.9%20.0%18.7%0.0%0.9%2.1%27.6K-436.1K-2.0K0.00131.61N/AN/A4012352
2024-12-30$76.95$76.0017.9%5.1%19.9%21.1%20.0%2.7%1.2%22.6K-370.9K-2.0K1.33128.00N/AN/A3412252
2024-12-31$76.23$76.0020.2%5.8%20.0%28.3%0.0%2.2%-1.9%20.1K-337.9K-2.0K0.00134.77N/AN/A3012456