ONEY Options History — September 2021

In September 2021, ONEY traded between $92.47 and $95.74. ATM implied volatility averaged 23.1%. The 30-day expected move averaged 6.6%. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 2 of 11 days.

Notable Days

  • 2021-09-29: Largest IV spike — 45.0% change
  • 2021-09-30: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.15$92.47$95.74$95.74$93.53
ATM IV23.1%17.1%32.9%17.1%32.9%
Expected Move6.6%4.9%9.4%4.9%9.4%
Term Structure-4.7%-14.8%1.5%1.5%-14.8%
Skew 25d3.0%0.9%4.3%3.6%1.1%
Skew 10d5.0%0.8%9.3%6.6%0.8%
Call IV 25d26.7%17.2%46.4%17.2%46.4%
Put IV 25d29.6%20.8%47.5%20.8%47.5%
Bid-Ask Spread %162.72141.91200.00147.66154.78
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (11 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-16$95.74$0.0017.1%4.9%0.0%0.0%0.0%3.6%1.5%0000.00147.66N/AN/A0000
2021-09-17$94.75$0.0017.9%5.1%0.0%0.0%0.0%4.3%0.2%0000.00147.23N/AN/A0000
2021-09-20$92.47$0.0023.1%6.6%0.0%0.0%0.0%4.1%-1.0%0000.00141.91N/AN/A0000
2021-09-21$92.53$0.0031.0%8.9%0.0%0.0%0.0%4.3%-8.0%0000.00200.00N/AN/A0000
2021-09-22$93.36$0.0020.3%5.8%0.0%0.0%0.0%3.2%-1.3%0000.00145.96N/AN/A0000
2021-09-23$94.28$0.0019.5%5.6%0.0%0.0%0.0%2.6%-2.1%0000.00148.07N/AN/A0000
2021-09-24$94.49$0.0019.4%5.5%0.0%0.0%0.0%2.5%-2.7%0000.00149.23N/AN/A0000
2021-09-27$95.17$0.0019.9%5.7%0.0%0.0%0.0%0.0%0.0%0000.00200.00N/AN/A0000
2021-09-28$94.53$0.0021.8%6.2%0.0%0.0%0.0%0.0%0.0%0000.00200.00N/AN/A0000
2021-09-29$94.85$0.0031.5%9.0%0.0%0.0%0.0%0.9%-14.1%0000.00155.12N/AN/A0000
2021-09-30$93.53$0.0032.9%9.4%0.0%0.0%0.0%1.1%-14.8%0000.00154.78N/AN/A0000