ONEY Options History — December 2021 In December 2021, ONEY traded between $93.93 and $100.60. ATM implied volatility averaged 25.6%. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 6.8% (HV 20d: 18.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days.
Notable Days 2021-12-15 : Largest IV drop — 58.6% change2021-12-03 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $97.84 $93.93 $100.60 $93.93 $100.60 ATM IV 25.6% 17.3% 41.9% 26.7% 17.6% Expected Move 5.7% 4.8% 8.1% 7.7% 5.0% HV 20d 18.8% 15.4% 21.3% 15.7% 15.4% HV 60d 14.6% 13.6% 15.3% 14.0% 14.5% Term Structure -1.6% -10.3% 2.7% -5.8% -2.5% Skew 25d 4.8% 1.7% 11.9% 2.8% 2.2% Skew 10d 6.5% 1.6% 14.8% 4.2% 4.0% Call IV 25d 20.3% 16.5% 27.7% 26.3% 18.4% Put IV 25d 25.0% 19.3% 34.6% 29.1% 20.7% Bid-Ask Spread % 133.77 109.56 145.63 143.78 144.44 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2021-12-01 $93.93 $0.00 26.7% 7.7% 15.7% 0.0% 0.0% 2.8% -5.8% 0 0 0 0.00 143.78 N/A N/A 0 0 0 0 2021-12-02 $95.86 $0.00 25.4% 7.3% 17.5% 0.0% 0.0% 3.1% -4.1% 0 0 0 0.00 145.01 N/A N/A 0 0 0 0 2021-12-03 $94.98 $0.00 28.3% 8.1% 17.4% 0.0% 0.0% 3.9% -5.9% 0 0 0 0.00 145.63 N/A N/A 0 0 0 0 2021-12-06 $97.10 $0.00 37.5% 5.8% 19.1% 0.0% 0.0% 7.5% 0.7% 0 0 0 0.00 109.56 N/A N/A 0 0 0 0 2021-12-07 $97.79 $0.00 33.8% 4.8% 18.8% 0.0% 0.0% 8.5% 1.0% 0 0 0 0.00 113.07 N/A N/A 0 0 0 0 2021-12-08 $98.06 $0.00 32.9% 5.7% 18.8% 0.0% 0.0% 9.4% -5.8% 0 0 0 0.00 115.52 N/A N/A 0 0 0 0 2021-12-09 $97.46 $0.00 34.8% 5.1% 18.9% 0.0% 0.0% 10.0% 1.6% 0 0 0 0.00 115.32 N/A N/A 0 0 0 0 2021-12-10 $97.66 $0.00 33.2% 4.8% 18.8% 0.0% 0.0% 2.8% 1.7% 0 0 0 0.00 138.64 N/A N/A 0 0 0 0 2021-12-13 $97.76 $0.00 36.0% 5.0% 18.8% 0.0% 0.0% 2.0% 1.5% 0 0 0 0.00 137.15 N/A N/A 0 0 0 0 2021-12-14 $97.56 $0.00 41.9% 5.2% 18.8% 0.0% 0.0% 2.4% 1.1% 0 0 0 0.00 137.06 N/A N/A 0 0 0 0 2021-12-15 $98.37 $0.00 17.3% 5.0% 19.1% 0.0% 0.0% 1.8% 1.5% 0 0 0 0.00 137.97 N/A N/A 0 0 0 0 2021-12-16 $98.71 $0.00 19.3% 5.5% 18.8% 0.0% 0.0% 8.6% 2.7% 0 0 0 0.00 122.26 N/A N/A 0 0 0 0 2021-12-17 $98.16 $0.00 18.7% 5.4% 18.9% 0.0% 0.0% 2.7% 1.9% 0 0 0 0.00 137.88 N/A N/A 0 0 0 0 2021-12-20 $95.66 $0.00 21.1% 6.0% 20.9% 0.0% 0.0% 2.6% -0.0% 0 0 0 0.00 136.14 N/A N/A 0 0 0 0 2021-12-21 $97.11 $0.00 19.1% 5.5% 21.0% 0.0% 0.0% 1.7% -0.1% 0 0 0 0.00 139.47 N/A N/A 0 0 0 0 2021-12-22 $97.65 $0.00 22.1% 6.3% 21.2% 0.0% 0.0% 11.9% -8.8% 0 0 0 0.00 121.12 N/A N/A 0 0 0 0 2021-12-23 $98.33 $0.00 17.9% 5.1% 21.3% 0.0% 0.0% 2.5% -0.3% 0 0 0 0.00 141.63 N/A N/A 0 0 0 0 2021-12-27 $99.00 $0.00 27.0% 7.7% 20.0% 0.0% 0.0% 11.9% -10.3% 0 0 0 0.00 130.37 N/A N/A 0 0 0 0 2021-12-28 $99.95 $0.00 17.6% 5.0% 20.2% 0.0% 0.0% 2.5% -1.3% 0 0 0 0.00 143.53 N/A N/A 0 0 0 0 2021-12-29 $100.30 $0.00 17.7% 5.1% 17.6% 0.0% 0.0% 2.2% -1.4% 0 0 0 0.00 143.42 N/A N/A 0 0 0 0 2021-12-30 $100.49 $0.00 17.5% 5.0% 16.7% 0.0% 0.0% 1.9% -2.5% 0 0 0 0.00 144.10 N/A N/A 0 0 0 0 2021-12-31 $100.60 $0.00 17.6% 5.0% 15.4% 0.0% 0.0% 2.2% -2.5% 0 0 0 0.00 144.44 N/A N/A 0 0 0 0
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