ONEY Options History — July 2022 In July 2022, ONEY traded between $88.53 and $96.08. ATM implied volatility averaged 29.5%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 7.4% (HV 20d: 22.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days.
Notable Days 2022-07-13 : Largest IV drop — 61.7% change2022-07-12 : Highest IV Rank — 100.0%2022-07-01 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $91.55 $88.53 $96.08 $90.03 $96.08 ATM IV 29.5% 22.5% 60.6% 29.5% 23.4% Expected Move 6.8% 6.4% 8.5% 8.5% 6.7% HV 20d 22.1% 16.9% 27.8% 27.3% 16.9% HV 60d 24.2% 23.9% 24.7% 23.9% 24.1% IV Rank 36.7% 20.2% 100.0% 39.0% 22.1% IV Percentile 61.4% 35.6% 100.0% 82.7% 43.5% Term Structure -1.4% -6.0% 0.8% -6.0% -3.8% Skew 25d 3.1% 0.4% 4.5% 0.4% 3.0% Skew 10d 5.3% -1.8% 7.2% -1.8% 4.5% Call IV 25d 24.2% 20.5% 32.2% 32.2% 23.8% Put IV 25d 27.3% 23.5% 34.1% 32.6% 26.8% Bid-Ask Spread % 141.44 133.52 144.94 140.98 144.94 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 2022-07-01 $90.03 $0.00 29.5% 8.5% 27.3% 39.0% 0.0% 0.4% -6.0% 0 0 0 0.00 140.98 N/A N/A 0 0 0 0 2022-07-05 $89.53 $0.00 34.5% 6.7% 27.3% 50.8% 0.0% 3.2% 0.2% 0 0 0 0.00 137.22 N/A N/A 0 0 0 0 2022-07-06 $89.82 $0.00 35.0% 6.8% 27.4% 52.1% 0.0% 3.7% -0.2% 0 0 0 0.00 137.56 N/A N/A 0 0 0 0 2022-07-07 $91.16 $0.00 35.3% 6.4% 27.8% 52.7% 0.0% 2.8% 0.4% 0 0 0 0.00 139.50 N/A N/A 0 0 0 0 2022-07-08 $90.71 $0.00 35.8% 6.4% 27.6% 53.8% 0.0% 3.0% 0.1% 0 0 0 0.00 139.91 N/A N/A 0 0 0 0 2022-07-11 $89.98 $0.00 53.2% 6.6% 27.2% 94.6% 0.0% 3.5% 0.8% 0 0 0 0.00 139.66 N/A N/A 0 0 0 0 2022-07-12 $89.58 $0.00 60.6% 6.7% 26.5% 100.0% 0.0% 4.5% 0.1% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2022-07-13 $89.65 $0.00 23.2% 6.7% 21.0% 21.8% 0.0% 3.0% 0.1% 0 0 0 0.00 133.52 N/A N/A 0 0 0 0 2022-07-14 $88.53 $0.00 23.4% 6.7% 21.4% 22.1% 0.0% 2.7% -0.3% 0 0 0 0.00 140.21 N/A N/A 0 0 0 0 2022-07-15 $89.95 $0.00 22.5% 6.4% 22.0% 20.2% 0.0% 3.4% 0.3% 0 0 0 0.00 141.85 N/A N/A 0 0 0 0 2022-07-18 $89.93 $0.00 24.8% 7.1% 17.7% 25.0% 0.0% 2.2% -4.8% 0 0 0 0.00 143.25 N/A N/A 0 0 0 0 2022-07-19 $92.67 $0.00 22.5% 6.4% 20.5% 20.2% 0.0% 3.6% -2.1% 0 0 0 0.00 142.60 N/A N/A 0 0 0 0 2022-07-20 $93.11 $0.00 23.4% 6.7% 20.3% 22.0% 0.0% 3.8% -0.8% 0 0 0 0.00 143.17 N/A N/A 0 0 0 0 2022-07-21 $92.81 $0.00 22.7% 6.5% 20.3% 20.7% 0.0% 3.4% -0.9% 0 0 0 0.00 143.56 N/A N/A 0 0 0 0 2022-07-22 $92.63 $0.00 22.7% 6.5% 20.4% 20.5% 0.0% 2.9% -1.7% 0 0 0 0.00 143.99 N/A N/A 0 0 0 0 2022-07-25 $93.22 $0.00 24.1% 6.9% 17.4% 23.7% 0.0% 3.0% -1.9% 0 0 0 0.00 144.20 N/A N/A 0 0 0 0 2022-07-26 $92.58 $0.00 24.2% 6.9% 17.6% 23.8% 0.0% 2.9% -2.1% 0 0 0 0.00 144.01 N/A N/A 0 0 0 0 2022-07-27 $94.13 $0.00 24.9% 7.1% 17.9% 25.3% 0.0% 3.7% -3.4% 0 0 0 0.00 144.53 N/A N/A 0 0 0 0 2022-07-28 $94.98 $0.00 24.3% 7.0% 17.5% 23.9% 0.0% 3.3% -2.8% 0 0 0 0.00 144.77 N/A N/A 0 0 0 0 2022-07-29 $96.08 $0.00 23.4% 6.7% 16.9% 22.1% 0.0% 3.0% -3.8% 0 0 0 0.00 144.94 N/A N/A 0 0 0 0
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