ONEY Options History — January 2022 In January 2022, ONEY traded between $96.64 and $102.58. ATM implied volatility averaged 22.7%. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 8.6% (HV 20d: 14.1%). Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-01-28 : Highest Volume — 3 contracts2022-01-04 : Largest IV drop — 32.4% change2022-01-25 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $100.08 $96.64 $102.58 $100.33 $98.38 ATM IV 22.7% 16.9% 30.1% 28.1% 23.6% Expected Move 6.2% 4.8% 8.6% 8.1% 6.8% HV 20d 14.1% 11.9% 15.2% 15.0% 14.4% HV 60d 15.2% 14.5% 15.8% 14.5% 15.8% Term Structure -2.6% -14.9% 1.7% -10.2% -1.4% Skew 25d 3.8% -1.2% 14.3% 2.6% 2.5% Skew 10d 6.1% 2.4% 19.3% 8.7% 5.6% Call IV 25d 22.8% 16.1% 34.2% 33.8% 23.2% Put IV 25d 26.7% 18.4% 46.6% 36.4% 25.7% Bid-Ask Spread % 138.49 119.89 150.94 150.94 140.87 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 79 0 1.6K 0 1.6K Net DEX -603 -12.1K 0 0 -12.1K Net VEX -2 -40 0 0 -40 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.3 0 3 0 3 Total OI 0.15 0 3 0 3
Daily Data (20 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 2022-01-03 $100.33 $0.00 28.1% 8.1% 15.0% 0.0% 0.0% 2.6% -10.2% 0 0 0 0.00 150.94 N/A N/A 0 0 0 0 2022-01-04 $102.18 $0.00 19.0% 5.5% 14.3% 0.0% 0.0% 2.2% -3.6% 0 0 0 0.00 144.56 N/A N/A 0 0 0 0 2022-01-05 $101.35 $0.00 20.4% 5.8% 14.7% 0.0% 0.0% 1.7% -5.4% 0 0 0 0.00 144.60 N/A N/A 0 0 0 0 2022-01-06 $101.69 $0.00 20.6% 5.0% 14.7% 0.0% 0.0% 2.2% 0.6% 0 0 0 0.00 136.28 N/A N/A 0 0 0 0 2022-01-07 $102.16 $0.00 21.9% 5.1% 14.5% 0.0% 0.0% 2.9% 0.6% 0 0 0 0.00 135.51 N/A N/A 0 0 0 0 2022-01-10 $101.40 $0.00 23.8% 5.3% 14.9% 0.0% 0.0% 3.1% 0.5% 0 0 0 0.00 136.75 N/A N/A 0 0 0 0 2022-01-11 $102.05 $0.00 23.7% 4.8% 15.0% 0.0% 0.0% 2.8% 0.1% 0 0 0 0.00 137.33 N/A N/A 0 0 0 0 2022-01-12 $102.07 $0.00 19.3% 5.5% 14.9% 0.0% 0.0% 2.5% -2.7% 0 0 0 0.00 145.07 N/A N/A 0 0 0 0 2022-01-13 $102.58 $0.00 16.9% 4.9% 14.8% 0.0% 0.0% 14.3% -1.3% 0 0 0 0.00 122.39 N/A N/A 0 0 0 0 2022-01-14 $102.44 $0.00 18.1% 5.2% 14.8% 0.0% 0.0% 3.1% -0.3% 0 0 0 0.00 139.28 N/A N/A 0 0 0 0 2022-01-18 $101.40 $0.00 20.0% 5.7% 15.2% 0.0% 0.0% 5.1% -0.6% 0 0 0 0.00 119.89 N/A N/A 0 0 0 0 2022-01-19 $100.62 $0.00 20.0% 5.7% 11.9% 0.0% 0.0% 3.1% 0.8% 0 0 0 0.00 136.34 N/A N/A 0 0 0 0 2022-01-20 $99.14 $0.00 20.4% 5.9% 12.4% 0.0% 0.0% 2.7% 1.7% 0 0 0 0.00 138.32 N/A N/A 0 0 0 0 2022-01-21 $97.56 $0.00 23.1% 6.6% 13.7% 0.0% 0.0% 3.7% -0.5% 0 0 0 0.00 144.58 N/A N/A 0 0 0 0 2022-01-24 $97.53 $0.00 25.4% 7.3% 13.4% 0.0% 0.0% 4.9% -1.9% 0 0 0 0.00 138.10 N/A N/A 0 0 0 0 2022-01-25 $98.07 $0.00 30.1% 8.6% 13.3% 0.0% 0.0% 12.8% -14.9% 0 0 0 0.00 125.27 N/A N/A 0 0 0 0 2022-01-26 $96.80 $0.00 26.1% 7.5% 13.5% 0.0% 0.0% 3.7% -3.0% 0 0 0 0.00 145.35 N/A N/A 0 0 0 0 2022-01-27 $96.64 $0.00 27.5% 7.9% 13.3% 0.0% 0.0% -1.2% -4.8% 0 0 0 0.00 142.90 N/A N/A 0 0 0 0 2022-01-28 $97.26 $0.00 26.3% 7.5% 13.6% 0.0% 0.0% 2.3% -4.7% 0 0 0 0.00 145.54 N/A N/A 3 0 0 0 2022-01-31 $98.38 $0.00 23.6% 6.8% 14.4% 0.0% 0.0% 2.5% -1.4% 1.6K -12.1K -40 0.00 140.87 N/A N/A 3 0 3 0
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