ONEY Options History — October 2021

In October 2021, ONEY traded between $94.19 and $98.16. ATM implied volatility averaged 22.1%. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 10.2% (HV 20d: 11.8%). Max pain ranged from $99.00 to $99.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-10-20: Highest Volume — 3 contracts
  • 2021-10-13: Largest IV drop — 55.7% change
  • 2021-10-04: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$96.19$94.19$98.16$94.19$96.49
Max Pain$99.00$99.00$99.00$99.00$99.00
ATM IV22.1%15.8%38.9%24.7%17.6%
Expected Move5.2%4.5%7.8%7.1%5.0%
HV 20d11.8%9.3%15.5%15.5%9.4%
Term Structure-1.3%-6.7%1.5%-0.6%-2.8%
VWIV13.2%13.2%13.2%13.2%13.2%
Skew 25d2.4%-1.6%8.6%2.8%4.1%
Skew 10d2.6%-1.9%4.6%3.8%2.6%
Call IV 25d16.5%13.8%18.0%16.8%13.8%
Put IV 25d18.9%15.0%26.6%19.5%17.9%
Bid-Ask Spread %149.44129.04200.00200.00147.17
Gamma HHI1.001.001.001.001.00
Net GEX86803.5K02.6K
Net DEX-3.1K-12.5K00-7.6K
Net VEX-8-3200-22
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.150300
Total OI0.90303

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$94.19$0.0024.7%7.1%0.0%0.0%0.0%0.0%0.0%0000.00200.00N/AN/A0000
2021-10-04$94.51$0.0027.1%7.8%0.0%0.0%0.0%0.0%0.0%0000.00200.00N/AN/A0000
2021-10-05$94.86$0.0025.5%5.1%0.0%0.0%0.0%2.8%-0.6%0000.00141.80N/AN/A0000
2021-10-06$94.61$0.0026.5%5.2%0.0%0.0%0.0%3.3%0.7%0000.00140.07N/AN/A0000
2021-10-07$95.35$0.0028.7%5.0%15.5%0.0%0.0%2.9%1.5%0000.00140.11N/AN/A0000
2021-10-08$95.35$0.0028.0%4.8%14.9%0.0%0.0%2.5%0.2%0000.00143.34N/AN/A0000
2021-10-11$95.12$0.0034.9%4.8%14.5%0.0%0.0%2.4%0.5%0000.00144.84N/AN/A0000
2021-10-12$94.91$0.0038.9%4.9%14.1%0.0%0.0%2.7%-0.5%0000.00144.70N/AN/A0000
2021-10-13$95.28$0.0017.2%4.9%13.8%0.0%0.0%2.8%-0.4%0000.00144.99N/AN/A0000
2021-10-14$96.52$0.0015.8%4.5%14.2%0.0%0.0%2.1%-0.4%0000.00146.20N/AN/A0000
2021-10-15$96.90$0.0016.3%4.7%13.7%0.0%0.0%1.9%-1.3%0000.00146.47N/AN/A0000
2021-10-18$96.76$0.0016.6%4.8%9.9%0.0%0.0%2.0%-1.1%0000.00147.06N/AN/A0000
2021-10-19$96.90$0.0016.4%4.7%9.9%0.0%0.0%2.0%-1.1%0000.00145.87N/AN/A0000
2021-10-20$97.80$0.0016.1%4.6%9.9%0.0%13.2%0.4%-0.8%0000.00143.23N/AN/A3000
2021-10-21$97.43$99.0022.7%6.5%9.7%0.0%0.0%8.6%-6.7%1.9K-12.5K-320.00129.04N/AN/A0030
2021-10-22$98.16$99.0016.8%4.8%9.9%0.0%0.0%-1.6%-1.6%3.4K-12.0K-320.00145.98N/AN/A0030
2021-10-25$98.09$99.0016.8%4.8%9.8%0.0%0.0%-1.1%-2.4%3.4K-11.7K-300.00147.13N/AN/A0030
2021-10-26$98.02$99.0017.2%4.9%9.3%0.0%0.0%-1.1%-2.7%3.5K-11.4K-290.00144.40N/AN/A0030
2021-10-28$96.64$99.0017.9%5.1%10.9%0.0%0.0%5.9%-3.5%2.6K-7.6K-230.00146.38N/AN/A0030
2021-10-29$96.49$99.0017.6%5.0%9.4%0.0%0.0%4.1%-2.8%2.6K-7.6K-220.00147.17N/AN/A0030