ONEY Options History — June 2022 In June 2022, ONEY traded between $88.02 and $100.18. ATM implied volatility averaged 26.8%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 1.4% (HV 20d: 25.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2022-06-08 : Largest IV drop — 31.3% change2022-06-30 : Highest IV Rank — 44.3%2022-06-30 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $93.21 $88.02 $100.18 $99.66 $88.93 ATM IV 26.8% 21.0% 31.7% 25.1% 31.7% Expected Move 7.2% 5.7% 9.1% 7.2% 9.1% HV 20d 25.4% 21.6% 27.9% 26.2% 26.6% HV 60d 21.6% 19.1% 23.7% 19.3% 23.7% IV Rank 32.8% 19.2% 44.3% 28.8% 44.3% IV Percentile 67.3% 34.3% 88.8% 55.7% 88.8% Term Structure -0.9% -4.6% 4.3% -3.3% -4.6% Skew 25d 2.9% 1.6% 4.4% 3.2% 2.7% Skew 10d 2.2% -3.6% 6.1% 5.4% -3.6% Call IV 25d 25.1% 18.9% 31.6% 24.8% 31.6% Put IV 25d 28.0% 22.1% 34.3% 28.1% 34.3% Bid-Ask Spread % 137.79 128.02 142.82 138.37 138.01 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 2022-06-01 $99.66 $0.00 25.1% 7.2% 26.2% 28.8% 0.0% 3.2% -3.3% 0 0 0 0.00 138.37 N/A N/A 0 0 0 0 2022-06-02 $99.74 $0.00 26.9% 5.7% 24.3% 33.0% 0.0% 2.2% 1.6% 0 0 0 0.00 138.22 N/A N/A 0 0 0 0 2022-06-03 $99.07 $0.00 28.7% 6.4% 22.0% 37.3% 0.0% 3.9% -0.1% 0 0 0 0.00 138.30 N/A N/A 0 0 0 0 2022-06-06 $99.25 $0.00 31.6% 6.3% 22.0% 44.1% 0.0% 4.1% 0.5% 0 0 0 0.00 139.57 N/A N/A 0 0 0 0 2022-06-07 $100.18 $0.00 30.6% 5.9% 21.6% 41.7% 0.0% 2.2% 1.1% 0 0 0 0.00 139.46 N/A N/A 0 0 0 0 2022-06-08 $98.75 $0.00 21.0% 6.0% 21.7% 19.2% 0.0% 3.2% -0.5% 0 0 0 0.00 135.38 N/A N/A 0 0 0 0 2022-06-09 $97.04 $0.00 22.4% 6.4% 22.7% 22.3% 0.0% 4.2% 1.1% 0 0 0 0.00 140.21 N/A N/A 0 0 0 0 2022-06-10 $95.11 $0.00 23.0% 6.6% 23.8% 23.8% 0.0% 2.6% 1.0% 0 0 0 0.00 139.93 N/A N/A 0 0 0 0 2022-06-13 $90.81 $0.00 27.2% 7.8% 27.7% 33.7% 0.0% 2.4% -0.7% 0 0 0 0.00 128.02 N/A N/A 0 0 0 0 2022-06-14 $90.52 $0.00 27.1% 7.8% 27.7% 33.3% 0.0% 3.3% -3.2% 0 0 0 0.00 136.11 N/A N/A 0 0 0 0 2022-06-15 $91.22 $0.00 25.4% 7.3% 26.7% 29.4% 0.0% 2.5% -1.6% 0 0 0 0.00 137.10 N/A N/A 0 0 0 0 2022-06-16 $88.02 $0.00 30.4% 8.7% 26.7% 41.1% 0.0% 1.8% 4.3% 0 0 0 0.00 142.82 N/A N/A 0 0 0 0 2022-06-17 $88.13 $0.00 26.5% 7.6% 26.8% 31.9% 0.0% 1.6% 1.1% 0 0 0 0.00 135.29 N/A N/A 0 0 0 0 2022-06-21 $89.02 $0.00 28.1% 8.1% 27.0% 35.8% 0.0% 3.2% -1.4% 0 0 0 0.00 138.38 N/A N/A 0 0 0 0 2022-06-22 $88.72 $0.00 26.6% 7.6% 25.6% 32.2% 0.0% 2.5% -0.8% 0 0 0 0.00 132.04 N/A N/A 0 0 0 0 2022-06-23 $88.81 $0.00 27.9% 8.0% 25.6% 35.2% 0.0% 4.4% -2.8% 0 0 0 0.00 139.22 N/A N/A 0 0 0 0 2022-06-24 $91.60 $0.00 26.4% 7.6% 27.9% 31.9% 0.0% 3.6% -4.5% 0 0 0 0.00 142.62 N/A N/A 0 0 0 0 2022-06-27 $91.95 $0.00 24.2% 6.9% 27.3% 26.7% 0.0% 2.8% -1.0% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2022-06-28 $90.94 $0.00 26.2% 7.5% 26.5% 31.3% 0.0% 2.6% -2.9% 0 0 0 0.00 137.08 N/A N/A 0 0 0 0 2022-06-29 $89.96 $0.00 25.9% 7.4% 26.5% 30.7% 0.0% 2.5% -1.8% 0 0 0 0.00 136.99 N/A N/A 0 0 0 0 2022-06-30 $88.93 $0.00 31.7% 9.1% 26.6% 44.3% 0.0% 2.7% -4.6% 0 0 0 0.00 138.01 N/A N/A 0 0 0 0
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