ONEY Options History — May 2022 In May 2022, ONEY traded between $94.20 and $101.72. ATM implied volatility averaged 28.7%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 4.7% (HV 20d: 23.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2022-05-05 : Largest IV spike — 18.4% change2022-05-09 : Highest IV Rank — 64.0%2022-05-11 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $97.68 $94.20 $101.72 $97.64 $100.20 ATM IV 28.7% 23.1% 40.1% 27.9% 27.3% Expected Move 7.9% 6.6% 9.5% 8.0% 7.8% HV 20d 23.9% 16.3% 27.6% 16.3% 26.6% HV 60d 19.1% 16.7% 20.6% 16.7% 19.5% IV Rank 37.1% 24.1% 64.0% 35.3% 33.8% IV Percentile 74.5% 48.2% 98.1% 80.6% 76.6% Term Structure -3.1% -10.0% 1.9% -1.7% -4.6% Skew 25d 3.0% -1.5% 5.0% 4.7% 5.0% Skew 10d 6.1% -1.3% 9.8% 6.2% 6.6% Call IV 25d 25.4% 22.2% 31.6% 25.4% 26.0% Put IV 25d 28.4% 25.2% 31.6% 30.1% 31.0% Bid-Ask Spread % 136.06 126.39 144.54 136.20 144.54 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 (21 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 2022-05-02 $97.64 $0.00 27.9% 8.0% 16.3% 35.3% 0.0% 4.7% -1.7% 0 0 0 0.00 136.20 N/A N/A 0 0 0 0 2022-05-03 $99.04 $0.00 26.2% 7.5% 17.3% 31.4% 0.0% 3.5% -2.5% 0 0 0 0.00 138.48 N/A N/A 0 0 0 0 2022-05-04 $101.72 $0.00 29.0% 8.3% 19.9% 37.8% 0.0% -1.5% -10.0% 0 0 0 0.00 144.53 N/A N/A 0 0 0 0 2022-05-05 $98.76 $0.00 34.3% 8.5% 22.5% 50.3% 0.0% 4.5% -3.0% 0 0 0 0.00 126.79 N/A N/A 0 0 0 0 2022-05-06 $98.82 $0.00 34.4% 8.6% 22.4% 50.5% 0.0% 3.9% -3.3% 0 0 0 0.00 128.26 N/A N/A 0 0 0 0 2022-05-09 $97.51 $0.00 40.1% 9.3% 22.6% 64.0% 0.0% 1.1% -5.4% 0 0 0 0.00 126.39 N/A N/A 0 0 0 0 2022-05-10 $96.26 $0.00 36.7% 8.6% 22.8% 55.9% 0.0% 3.1% -2.5% 0 0 0 0.00 128.86 N/A N/A 0 0 0 0 2022-05-11 $95.86 $0.00 33.2% 9.5% 22.9% 47.7% 0.0% 3.3% -5.3% 0 0 0 0.00 127.66 N/A N/A 0 0 0 0 2022-05-12 $95.66 $0.00 30.2% 8.6% 22.6% 40.6% 0.0% 4.4% -3.4% 0 0 0 0.00 129.50 N/A N/A 0 0 0 0 2022-05-13 $97.51 $0.00 26.2% 7.5% 23.9% 31.4% 0.0% 3.0% -1.6% 0 0 0 0.00 131.60 N/A N/A 0 0 0 0 2022-05-16 $97.61 $0.00 25.8% 7.4% 23.9% 30.5% 0.0% 3.5% -2.6% 0 0 0 0.00 138.41 N/A N/A 0 0 0 0 2022-05-17 $99.53 $0.00 23.1% 6.6% 24.2% 24.1% 0.0% 2.7% -0.9% 0 0 0 0.00 139.59 N/A N/A 0 0 0 0 2022-05-18 $96.08 $0.00 27.2% 7.8% 26.3% 33.7% 0.0% 3.7% -2.1% 0 0 0 0.00 138.57 N/A N/A 0 0 0 0 2022-05-19 $95.28 $0.00 26.8% 7.7% 26.2% 32.8% 0.0% 3.5% -2.6% 0 0 0 0.00 140.51 N/A N/A 0 0 0 0 2022-05-20 $94.20 $0.00 24.8% 7.1% 26.0% 28.1% 0.0% 3.9% 1.9% 0 0 0 0.00 136.96 N/A N/A 0 0 0 0 2022-05-23 $96.13 $0.00 26.4% 7.6% 27.3% 31.8% 0.0% 3.3% -2.7% 0 0 0 0.00 135.16 N/A N/A 0 0 0 0 2022-05-24 $96.38 $0.00 25.9% 7.4% 27.0% 30.6% 0.0% 3.2% -1.4% 0 0 0 0.00 134.83 N/A N/A 0 0 0 0 2022-05-25 $97.64 $0.00 26.0% 7.4% 27.5% 30.8% 0.0% 1.7% -4.8% 0 0 0 0.00 142.79 N/A N/A 0 0 0 0 2022-05-26 $98.99 $0.00 25.3% 7.2% 27.6% 29.2% 0.0% 3.0% -3.0% 0 0 0 0.00 143.79 N/A N/A 0 0 0 0 2022-05-27 $100.48 $0.00 25.4% 7.3% 26.8% 29.6% 0.0% -0.2% -3.0% 0 0 0 0.00 143.78 N/A N/A 0 0 0 0 2022-05-31 $100.20 $0.00 27.3% 7.8% 26.6% 33.8% 0.0% 5.0% -4.6% 0 0 0 0.00 144.54 N/A N/A 0 0 0 0
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