ONEY Options History — March 2022

In March 2022, ONEY traded between $96.57 and $103.34. ATM implied volatility averaged 24.9%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 5.9% (HV 20d: 19.0%). Max pain ranged from $98.00 to $100.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2022-03-10: Highest Volume — 3 contracts
2022-03-04: Largest IV spike — 35.7% change
2022-03-23: Highest IV Rank — 43.6%
2022-03-07: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$99.63	$96.57	$103.34	$96.57	$102.08
Max Pain	$99.78	$98.00	$100.00	$100.00	$98.00
ATM IV	24.9%	18.8%	38.0%	31.1%	22.6%
Expected Move	7.2%	4.8%	10.9%	8.9%	5.5%
HV 20d	19.0%	13.8%	20.8%	17.5%	14.0%
HV 60d	16.1%	15.6%	16.6%	15.8%	15.8%
IV Rank	33.5%	23.9%	43.6%	37.6%	33.5%
IV Percentile	50.5%	31.5%	69.5%	59.5%	48.5%
Term Structure	-3.3%	-11.3%	5.3%	-8.4%	-3.6%
VWIV	29.4%	14.2%	39.0%	32.1%	37.9%
Skew 25d	5.4%	2.0%	20.3%	4.3%	2.4%
Skew 10d	8.2%	1.1%	20.6%	6.4%	4.4%
Call IV 25d	24.2%	17.7%	34.8%	33.0%	22.7%
Put IV 25d	29.6%	21.6%	53.1%	37.3%	25.0%
Bid-Ask Spread %	129.47	95.56	140.54	136.83	131.18
Gamma HHI	0.85	0.61	1.00	1.00	0.71
Net GEX	1.5K	0	5.0K	1.5K	0
Net DEX	-8.8K	-25.5K	0	-9.7K	0
Net VEX	-10	-25	0	-22	0
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	1.522	0	3	2	0
Total OI	2.087	0	4	3	0

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2022-03-01	$96.57	$100.00	31.1%	8.9%	17.5%	0.0%	32.1%	4.3%	-8.4%	1.5K	-9.7K	-22	136.83	N/A	N/A	2	3
2022-03-02	$99.29	$100.00	25.1%	7.2%	20.0%	0.0%	25.7%	4.8%	-0.6%	2.3K	-13.4K	-25	132.96	N/A	N/A	2	3
2022-03-03	$99.64	$100.00	26.1%	7.5%	19.9%	0.0%	27.0%	3.8%	-0.6%	2.2K	-14.7K	-24	133.37	N/A	N/A	2	3
2022-03-04	$99.33	$100.00	35.5%	10.2%	19.7%	0.0%	33.0%	5.4%	-4.0%	1.7K	-14.1K	-23	134.68	N/A	N/A	2	3
2022-03-07	$97.79	$100.00	38.0%	10.9%	20.5%	0.0%	39.0%	3.5%	-2.8%	1.6K	-11.3K	-19	138.32	N/A	N/A	2	3
2022-03-08	$97.24	$100.00	27.3%	10.5%	20.5%	0.0%	24.5%	4.4%	-7.4%	1.9K	-9.4K	-18	138.48	N/A	N/A	2	3
2022-03-09	$98.46	$100.00	23.4%	10.3%	20.8%	0.0%	14.2%	4.7%	-6.3%	2.4K	-11.3K	-18	140.13	N/A	N/A	2	3
2022-03-10	$97.78	$100.00	22.8%	9.3%	20.5%	0.0%	31.6%	4.6%	2.4%	2.3K	-9.5K	-16	135.30	N/A	N/A	3	3
2022-03-11	$97.55	$98.00	20.3%	10.9%	19.9%	0.0%	37.9%	3.2%	-1.2%	2.8K	-14.0K	-20	140.54	N/A	N/A	3	4
2022-03-14	$97.24	$0.00	26.8%	7.2%	19.8%	0.0%	0.0%	6.4%	-1.4%	2.3K	-14.9K	-15	95.91	N/A	N/A	3	4
2022-03-15	$98.23	$0.00	22.2%	7.0%	20.1%	0.0%	0.0%	12.5%	5.3%	2.6K	-16.0K	-14	95.56	N/A	N/A	3	4
2022-03-16	$98.68	$0.00	26.0%	6.7%	20.1%	0.0%	0.0%	20.3%	-6.1%	2.3K	-16.9K	-11	103.52	N/A	N/A	3	4
2022-03-17	$100.08	$0.00	25.6%	6.1%	20.6%	0.0%	0.0%	18.1%	-11.3%	3.6K	-20.9K	-8	106.91	N/A	N/A	3	4
2022-03-18	$100.56	$0.00	18.8%	5.2%	20.2%	0.0%	0.0%	2.5%	-0.3%	5.0K	-25.5K	-2	128.22	N/A	N/A	3	4
2022-03-21	$99.95	$0.00	23.8%	5.9%	20.4%	37.6%	0.0%	3.3%	-3.7%	0	0	0	135.90	N/A	N/A	0	0
2022-03-22	$100.71	$0.00	19.8%	5.6%	20.2%	23.9%	0.0%	3.7%	-0.5%	0	0	0	131.19	N/A	N/A	0	0
2022-03-23	$100.18	$0.00	25.5%	5.5%	19.5%	43.6%	0.0%	3.2%	-5.9%	0	0	0	137.94	N/A	N/A	0	0
2022-03-24	$100.62	$0.00	22.8%	5.7%	19.2%	34.2%	0.0%	3.5%	-3.2%	0	0	0	137.47	N/A	N/A	0	0
2022-03-25	$101.97	$0.00	23.1%	4.8%	16.7%	35.3%	0.0%	2.8%	-6.2%	0	0	0	139.46	N/A	N/A	0	0
2022-03-28	$101.73	$0.00	23.4%	5.3%	16.6%	36.2%	0.0%	2.5%	-5.2%	0	0	0	138.79	N/A	N/A	0	0
2022-03-29	$103.34	$0.00	20.6%	5.0%	16.2%	26.6%	0.0%	2.7%	-2.7%	0	0	0	133.30	N/A	N/A	0	0
2022-03-30	$102.54	$0.00	21.6%	5.4%	13.8%	30.2%	0.0%	2.0%	-3.0%	0	0	0	131.85	N/A	N/A	0	0
2022-03-31	$102.08	$0.00	22.6%	5.5%	14.0%	33.5%	0.0%	2.4%	-3.6%	0	0	0	131.18	N/A	N/A	0	0