ONEY Options History — August 2022 In August 2022, ONEY traded between $93.66 and $101.69. ATM implied volatility averaged 23.9%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 6.8% (HV 20d: 17.2%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 12 of 23 days.
Notable Days 2022-08-10 : Largest IV drop — 34.7% change2022-08-09 : Highest IV Rank — 36.3%2022-08-31 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $97.25 $93.66 $101.69 $95.91 $93.66 ATM IV 23.9% 19.2% 30.2% 25.3% 28.4% Expected Move 6.5% 5.5% 8.1% 7.2% 8.1% HV 20d 17.2% 13.7% 21.1% 16.7% 21.1% HV 60d 22.1% 21.1% 23.4% 23.4% 22.5% IV Rank 23.2% 13.3% 36.3% 26.0% 32.5% IV Percentile 48.5% 15.6% 83.4% 54.8% 79.9% Term Structure -1.4% -7.1% 2.8% -5.6% -5.4% Skew 25d 2.8% 1.4% 6.0% 2.8% 2.4% Skew 10d 3.4% 2.1% 5.7% 4.6% 2.5% Call IV 25d 23.0% 19.2% 29.2% 25.8% 29.2% Put IV 25d 25.8% 21.6% 33.5% 28.7% 31.7% Bid-Ask Spread % 134.95 129.16 146.22 145.15 135.18 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 (23 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 2022-08-01 $95.91 $0.00 25.3% 7.2% 16.7% 26.0% 0.0% 2.8% -5.6% 0 0 0 0.00 145.15 N/A N/A 0 0 0 0 2022-08-02 $95.09 $0.00 26.6% 7.6% 16.9% 28.7% 0.0% 2.2% -7.1% 0 0 0 0.00 145.60 N/A N/A 0 0 0 0 2022-08-03 $95.65 $0.00 25.6% 7.3% 17.0% 26.7% 0.0% 3.1% -5.5% 0 0 0 0.00 146.22 N/A N/A 0 0 0 0 2022-08-04 $94.96 $0.00 26.7% 5.9% 16.8% 29.0% 0.0% 3.1% 0.2% 0 0 0 0.00 131.90 N/A N/A 0 0 0 0 2022-08-05 $94.94 $0.00 26.6% 5.7% 16.6% 28.8% 0.0% 2.6% 2.4% 0 0 0 0.00 132.21 N/A N/A 0 0 0 0 2022-08-08 $95.84 $0.00 28.9% 5.8% 16.3% 33.7% 0.0% 2.8% 1.3% 0 0 0 0.00 132.76 N/A N/A 0 0 0 0 2022-08-09 $95.33 $0.00 30.2% 6.0% 16.3% 36.3% 0.0% 2.3% 0.8% 0 0 0 0.00 132.57 N/A N/A 0 0 0 0 2022-08-10 $97.56 $0.00 19.7% 5.6% 17.8% 14.4% 0.0% 2.3% 1.1% 0 0 0 0.00 133.36 N/A N/A 0 0 0 0 2022-08-11 $98.43 $0.00 20.1% 5.8% 16.7% 15.1% 0.0% 2.0% 1.0% 0 0 0 0.00 133.31 N/A N/A 0 0 0 0 2022-08-12 $99.73 $0.00 19.4% 5.6% 16.5% 13.8% 0.0% 3.1% 0.9% 0 0 0 0.00 133.56 N/A N/A 0 0 0 0 2022-08-15 $99.93 $0.00 20.3% 5.8% 16.4% 15.7% 0.0% 2.8% 0.8% 0 0 0 0.00 133.94 N/A N/A 0 0 0 0 2022-08-16 $100.87 $0.00 20.0% 5.7% 13.7% 15.0% 0.0% 2.2% 1.2% 0 0 0 0.00 134.03 N/A N/A 0 0 0 0 2022-08-17 $101.69 $0.00 21.1% 6.0% 13.8% 17.2% 0.0% 4.7% 2.8% 0 0 0 0.00 133.93 N/A N/A 0 0 0 0 2022-08-18 $100.31 $0.00 21.1% 6.0% 15.0% 17.2% 0.0% 2.1% -1.9% 0 0 0 0.00 134.97 N/A N/A 0 0 0 0 2022-08-19 $99.01 $0.00 19.2% 5.5% 16.0% 13.3% 0.0% 2.4% 0.6% 0 0 0 0.00 129.16 N/A N/A 0 0 0 0 2022-08-22 $96.81 $0.00 23.5% 6.7% 18.4% 22.2% 0.0% 1.4% -2.3% 0 0 0 0.00 134.12 N/A N/A 0 0 0 0 2022-08-23 $97.27 $0.00 24.1% 6.9% 18.1% 23.6% 0.0% 2.8% -3.4% 0 0 0 0.00 134.35 N/A N/A 0 0 0 0 2022-08-24 $97.42 $0.00 20.8% 5.9% 17.3% 16.5% 0.0% 2.5% 0.7% 0 0 0 0.00 129.41 N/A N/A 0 0 0 0 2022-08-25 $98.71 $0.00 23.2% 6.7% 17.6% 21.7% 0.0% 3.0% -2.5% 0 0 0 0.00 134.85 N/A N/A 0 0 0 0 2022-08-26 $96.10 $0.00 25.6% 7.3% 20.0% 26.6% 0.0% 2.2% -3.0% 0 0 0 0.00 133.99 N/A N/A 0 0 0 0 2022-08-29 $95.80 $0.00 26.8% 7.7% 20.0% 29.1% 0.0% 2.6% -4.5% 0 0 0 0.00 134.66 N/A N/A 0 0 0 0 2022-08-30 $95.70 $0.00 27.5% 7.9% 19.7% 30.8% 0.0% 6.0% -4.3% 0 0 0 0.00 134.68 N/A N/A 0 0 0 0 2022-08-31 $93.66 $0.00 28.4% 8.1% 21.1% 32.5% 0.0% 2.4% -5.4% 0 0 0 0.00 135.18 N/A N/A 0 0 0 0
« Jul 2022 | All History | Sep 2022 » Home ONEY History August 2022