ONEY Options History — November 2021

In November 2021, ONEY traded between $95.10 and $99.53. ATM implied volatility averaged 19.8%. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 8.7% (HV 20d: 11.1%). Max pain ranged from $99.00 to $99.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 6 of 20 days.

Notable Days

  • 2021-11-08: Largest IV spike — 136.8% change
  • 2021-11-26: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$98.31$95.10$99.53$97.45$95.10
Max Pain$99.00$99.00$99.00$99.00$99.00
ATM IV19.8%12.8%30.6%20.2%24.4%
Expected Move5.5%3.7%7.5%5.8%7.0%
HV 20d11.1%9.7%15.7%9.7%15.7%
HV 60d12.7%12.0%13.9%12.3%13.9%
Term Structure-2.0%-7.7%2.6%-3.9%-4.2%
Skew 25d3.3%-0.3%10.1%2.5%6.8%
Skew 10d5.7%0.7%12.5%2.2%2.8%
Call IV 25d20.5%15.8%32.7%16.1%32.7%
Put IV 25d23.8%17.2%39.5%18.6%39.5%
Bid-Ask Spread %139.91120.54150.01148.24131.04
Gamma HHI1.001.001.001.001.00
Net GEX2.8K06.7K3.5K0
Net DEX-9.1K-17.0K0-8.7K0
Net VEX-11-250-230
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI2.10330

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$97.45$99.0020.2%5.8%9.7%0.0%0.0%2.5%-3.9%3.5K-8.7K-230.00148.24N/AN/A0030
2021-11-02$97.71$99.0019.8%5.7%9.7%0.0%0.0%-0.3%-3.6%3.8K-9.4K-230.00145.07N/AN/A0030
2021-11-03$98.55$99.0012.8%3.7%9.9%0.0%0.0%0.4%2.6%4.4K-13.3K-250.00145.96N/AN/A0030
2021-11-04$97.66$0.0020.2%4.4%10.6%0.0%0.0%2.2%0.9%3.9K-9.0K-210.00142.31N/AN/A0030
2021-11-05$98.75$0.0012.9%4.5%10.9%0.0%0.0%2.2%0.3%4.7K-13.4K-230.00141.54N/AN/A0030
2021-11-08$98.45$0.0030.6%5.7%11.0%0.0%0.0%7.2%0.9%3.0K-13.4K-200.00120.54N/AN/A0030
2021-11-09$98.62$0.0014.1%4.7%10.9%0.0%0.0%1.9%0.6%5.0K-13.2K-190.00141.94N/AN/A0030
2021-11-11$99.08$0.0016.5%4.7%10.8%0.0%0.0%10.1%-0.0%2.7K-15.1K-180.00122.81N/AN/A0030
2021-11-12$99.18$0.0016.9%4.9%10.8%0.0%0.0%1.7%-0.0%6.7K-16.5K-160.00141.41N/AN/A0030
2021-11-15$99.53$0.0016.7%4.8%10.1%0.0%0.0%1.6%0.6%3.6K-17.0K-120.00141.89N/AN/A0030
2021-11-16$99.50$0.0016.9%4.8%10.0%0.0%0.0%1.6%-0.5%3.6K-16.9K-110.00142.50N/AN/A0030
2021-11-17$98.60$0.0020.1%5.8%10.7%0.0%0.0%6.0%-6.6%3.9K-13.8K-90.00127.05N/AN/A0030
2021-11-18$98.43$0.0018.5%5.3%10.7%0.0%0.0%5.8%-1.7%3.7K-12.8K-60.00129.61N/AN/A0030
2021-11-19$97.69$0.0020.3%5.8%10.6%0.0%0.0%1.9%-1.4%3.3K-10.3K-10.00144.26N/AN/A0030
2021-11-22$99.04$0.0023.7%6.8%11.6%0.0%0.0%1.4%-4.5%0000.00145.50N/AN/A0000
2021-11-23$99.00$0.0019.3%5.5%11.3%0.0%0.0%2.3%-1.7%0000.00142.69N/AN/A0000
2021-11-24$99.18$0.0024.7%7.1%11.3%0.0%0.0%2.6%-7.7%0000.00148.85N/AN/A0000
2021-11-26$97.13$0.0026.0%7.5%13.6%0.0%0.0%3.3%-6.0%0000.00150.01N/AN/A0000
2021-11-29$97.55$0.0021.9%6.3%12.7%0.0%0.0%4.4%-2.9%0000.00144.96N/AN/A0000
2021-11-30$95.10$0.0024.4%7.0%15.7%0.0%0.0%6.8%-4.2%0000.00131.04N/AN/A0000