ONEY Options History — February 2022 In February 2022, ONEY traded between $95.48 and $100.75. ATM implied volatility averaged 24.1%. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 9.8% (HV 20d: 14.2%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2022-02-01 : Highest Volume — 2 contracts2022-02-09 : Largest IV drop — 29.9% change2022-02-23 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $98.63 $95.48 $100.75 $99.39 $97.91 Max Pain $100.00 $100.00 $100.00 $100.00 $100.00 ATM IV 24.1% 17.0% 34.2% 25.4% 25.2% Expected Move 6.4% 4.9% 7.5% 7.3% 7.2% HV 20d 14.2% 12.8% 17.4% 14.9% 17.4% HV 60d 16.0% 15.7% 16.2% 15.8% 16.0% Term Structure -2.0% -6.0% 0.7% -6.0% -3.7% VWIV 21.5% 17.7% 28.8% 20.5% 28.8% Skew 25d 4.7% 1.6% 11.9% 3.6% 1.7% Skew 10d 6.1% 2.4% 17.2% 6.5% 6.1% Call IV 25d 21.2% 16.5% 27.6% 25.1% 26.3% Put IV 25d 26.0% 19.7% 32.0% 28.6% 28.1% Bid-Ask Spread % 131.86 111.29 148.51 148.48 132.96 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.0K 1.5K 3.1K 1.7K 1.9K Net DEX -13.7K -25.0K -6.5K -14.1K -10.5K Net VEX -37 -68 -22 -42 -24 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 2 2 2 2 2 Total OI 3.211 3 5 3 3
Daily Data (19 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 2022-02-01 $99.39 $0.00 25.4% 7.3% 14.9% 0.0% 0.0% 3.6% -6.0% 1.7K -14.1K -42 0.00 148.48 N/A N/A 2 0 3 0 2022-02-02 $100.02 $0.00 24.8% 7.1% 13.4% 0.0% 0.0% 3.3% -5.3% 3.1K -24.3K -68 0.00 148.51 N/A N/A 2 0 5 0 2022-02-03 $99.29 $100.00 30.2% 6.0% 13.4% 0.0% 20.5% 3.5% -1.3% 2.8K -25.0K -68 0.00 134.14 N/A N/A 2 0 5 0 2022-02-04 $98.93 $100.00 26.5% 5.8% 13.3% 0.0% 17.7% 11.3% -0.9% 1.8K -14.6K -40 0.00 111.29 N/A N/A 2 0 3 0 2022-02-07 $98.81 $100.00 34.2% 5.7% 13.1% 0.0% 19.4% 6.9% -2.3% 1.9K -13.3K -39 0.00 113.91 N/A N/A 2 0 3 0 2022-02-08 $99.71 $100.00 24.2% 5.2% 13.5% 0.0% 19.2% 2.5% -1.6% 2.2K -14.4K -38 0.00 132.89 N/A N/A 2 0 3 0 2022-02-09 $100.75 $100.00 17.0% 4.9% 13.8% 0.0% 17.9% 3.2% 0.7% 2.2K -17.4K -38 0.00 132.09 N/A N/A 2 0 3 0 2022-02-10 $99.28 $100.00 20.4% 5.8% 14.7% 0.0% 19.3% 4.0% -0.9% 1.9K -13.9K -37 0.00 131.75 N/A N/A 2 0 3 0 2022-02-11 $98.71 $100.00 21.1% 6.1% 14.6% 0.0% 22.9% 1.6% -1.6% 1.8K -13.9K -37 0.00 136.59 N/A N/A 2 0 3 0 2022-02-14 $98.28 $100.00 23.2% 6.6% 14.6% 0.0% 28.1% 11.9% -2.7% 1.6K -11.9K -34 0.00 134.32 N/A N/A 2 0 3 0 2022-02-15 $98.82 $100.00 20.8% 6.0% 14.5% 0.0% 20.5% 5.7% -1.1% 2.0K -13.2K -34 0.00 130.59 N/A N/A 2 0 3 0 2022-02-16 $99.53 $100.00 19.7% 5.7% 14.6% 0.0% 20.3% 4.8% -1.1% 2.1K -14.3K -34 0.00 131.31 N/A N/A 2 0 3 0 2022-02-17 $98.46 $100.00 23.3% 6.7% 14.1% 0.0% 19.8% 5.8% -2.0% 1.8K -12.3K -32 0.00 130.36 N/A N/A 2 0 3 0 2022-02-18 $98.40 $100.00 23.4% 6.7% 12.8% 0.0% 20.3% 6.3% 0.6% 1.8K -12.3K -32 0.00 130.23 N/A N/A 2 0 3 0 2022-02-22 $97.62 $100.00 23.7% 6.8% 13.2% 0.0% 22.6% 3.8% -2.6% 1.8K -10.2K -28 0.00 131.13 N/A N/A 2 0 3 0 2022-02-23 $96.19 $100.00 26.3% 7.5% 14.0% 0.0% 23.2% 4.1% -2.1% 1.6K -8.2K -24 0.00 130.64 N/A N/A 2 0 3 0 2022-02-24 $95.48 $100.00 25.3% 7.2% 13.5% 0.0% 23.0% 4.2% -3.2% 1.5K -6.5K -22 0.00 130.77 N/A N/A 2 0 3 0 2022-02-25 $98.41 $100.00 22.6% 6.5% 17.4% 0.0% 22.2% 1.9% -2.0% 2.1K -10.8K -27 0.00 133.41 N/A N/A 2 0 3 0 2022-02-28 $97.91 $100.00 25.2% 7.2% 17.4% 0.0% 28.8% 1.7% -3.7% 1.9K -10.5K -24 0.00 132.96 N/A N/A 2 0 3 0
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