ONEY Options History — April 2022 In April 2022, ONEY traded between $98.52 and $104.76. ATM implied volatility averaged 27.8%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 15.1% (HV 20d: 12.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days.
Notable Days 2022-04-13 : Largest IV drop — 64.7% change2022-04-11 : Highest IV Rank — 100.0%2022-04-22 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $101.66 $98.52 $104.76 $101.73 $98.52 ATM IV 27.8% 18.0% 55.5% 21.8% 27.0% Expected Move 6.2% 5.1% 8.2% 5.4% 7.7% HV 20d 12.6% 10.6% 16.1% 14.0% 16.1% HV 60d 15.7% 15.2% 16.6% 15.7% 16.6% IV Rank 41.2% 12.2% 100.0% 30.9% 33.3% IV Percentile 65.7% 19.0% 100.0% 45.2% 77.3% Term Structure -0.9% -5.1% 2.0% -3.4% -2.5% Skew 25d 3.4% 1.7% 4.6% 1.7% 4.6% Skew 10d 5.5% -4.4% 7.8% -4.4% 6.2% Call IV 25d 20.8% 16.5% 26.8% 23.1% 26.8% Put IV 25d 24.3% 19.8% 31.4% 24.8% 31.4% Bid-Ask Spread % 138.83 133.08 142.83 133.08 142.43 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 (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 2022-04-01 $101.73 $0.00 21.8% 5.4% 14.0% 30.9% 0.0% 1.7% -3.4% 0 0 0 0.00 133.08 N/A N/A 0 0 0 0 2022-04-04 $101.66 $0.00 27.5% 5.1% 12.5% 50.3% 0.0% 3.0% 1.1% 0 0 0 0.00 141.77 N/A N/A 0 0 0 0 2022-04-05 $101.45 $0.00 29.9% 5.4% 12.3% 58.7% 0.0% 3.4% 2.0% 0 0 0 0.00 141.71 N/A N/A 0 0 0 0 2022-04-06 $101.07 $0.00 32.2% 6.1% 11.8% 66.8% 0.0% 3.6% -1.7% 0 0 0 0.00 139.42 N/A N/A 0 0 0 0 2022-04-07 $101.69 $0.00 32.4% 5.6% 11.5% 67.3% 0.0% 2.6% 0.7% 0 0 0 0.00 140.50 N/A N/A 0 0 0 0 2022-04-08 $102.35 $0.00 29.3% 5.6% 11.5% 56.8% 0.0% 3.2% 0.1% 0 0 0 0.00 135.26 N/A N/A 0 0 0 0 2022-04-11 $101.85 $0.00 47.4% 5.8% 11.6% 100.0% 0.0% 3.9% 0.2% 0 0 0 0.00 140.15 N/A N/A 0 0 0 0 2022-04-12 $101.53 $0.00 55.5% 5.7% 11.4% 100.0% 0.0% 4.0% -0.4% 0 0 0 0.00 140.88 N/A N/A 0 0 0 0 2022-04-13 $102.21 $0.00 19.6% 5.6% 11.5% 15.8% 0.0% 3.8% 1.5% 0 0 0 0.00 142.65 N/A N/A 0 0 0 0 2022-04-14 $102.28 $0.00 20.1% 5.8% 10.6% 17.1% 0.0% 2.5% -0.4% 0 0 0 0.00 142.73 N/A N/A 0 0 0 0 2022-04-18 $101.71 $0.00 21.1% 6.0% 10.7% 19.3% 0.0% 2.5% -1.5% 0 0 0 0.00 142.83 N/A N/A 0 0 0 0 2022-04-19 $103.42 $0.00 18.7% 5.4% 11.8% 13.8% 0.0% 2.5% 0.1% 0 0 0 0.00 136.31 N/A N/A 0 0 0 0 2022-04-20 $104.76 $0.00 18.0% 5.2% 12.3% 12.2% 0.0% 2.9% 0.6% 0 0 0 0.00 136.26 N/A N/A 0 0 0 0 2022-04-21 $103.70 $0.00 20.3% 5.8% 12.8% 17.4% 0.0% 3.3% 0.8% 0 0 0 0.00 135.00 N/A N/A 0 0 0 0 2022-04-22 $101.99 $0.00 28.5% 8.2% 14.3% 36.7% 0.0% 4.0% -2.7% 0 0 0 0.00 136.27 N/A N/A 0 0 0 0 2022-04-25 $101.12 $0.00 26.7% 7.7% 13.8% 32.5% 0.0% 4.4% -5.1% 0 0 0 0.00 135.70 N/A N/A 0 0 0 0 2022-04-26 $99.77 $0.00 26.6% 7.6% 14.6% 32.3% 0.0% 4.0% -0.7% 0 0 0 0.00 133.20 N/A N/A 0 0 0 0 2022-04-27 $99.58 $0.00 25.7% 7.4% 13.2% 30.3% 0.0% 4.4% -0.8% 0 0 0 0.00 142.15 N/A N/A 0 0 0 0 2022-04-28 $100.86 $0.00 27.0% 7.8% 14.0% 33.3% 0.0% 4.4% -5.1% 0 0 0 0.00 138.28 N/A N/A 0 0 0 0 2022-04-29 $98.52 $0.00 27.0% 7.7% 16.1% 33.3% 0.0% 4.6% -2.5% 0 0 0 0.00 142.43 N/A N/A 0 0 0 0
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