ONEY Options History — September 2022 In September 2022, ONEY traded between $83.73 and $96.81. ATM implied volatility averaged 30.7%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 7.4% (HV 20d: 23.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days.
Notable Days 2022-09-14 : Largest IV drop — 56.5% change2022-09-13 : Highest IV Rank — 83.2%2022-09-27 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $90.26 $83.73 $96.81 $92.92 $83.73 ATM IV 30.7% 22.9% 52.6% 29.3% 30.2% Expected Move 7.5% 5.8% 9.3% 8.4% 8.7% HV 20d 23.3% 20.5% 26.4% 21.1% 26.4% HV 60d 21.0% 19.9% 22.4% 22.4% 21.9% IV Rank 37.4% 21.0% 83.2% 34.4% 36.4% IV Percentile 74.6% 37.1% 98.8% 82.1% 82.5% Term Structure -1.3% -8.2% 2.6% -6.9% -1.8% Skew 25d 2.8% 0.9% 5.5% 2.4% 2.8% Skew 10d 2.5% -2.0% 8.9% 2.2% -2.0% Call IV 25d 26.0% 20.6% 31.8% 30.9% 31.8% Put IV 25d 28.8% 22.9% 35.5% 33.3% 34.5% Bid-Ask Spread % 130.77 122.07 136.67 135.27 123.15 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 2022-09-01 $92.92 $0.00 29.3% 8.4% 21.1% 34.4% 0.0% 2.4% -6.9% 0 0 0 0.00 135.27 N/A N/A 0 0 0 0 2022-09-02 $92.58 $0.00 29.8% 8.6% 21.1% 35.6% 0.0% 2.1% -8.2% 0 0 0 0.00 135.68 N/A N/A 0 0 0 0 2022-09-06 $92.14 $0.00 33.7% 6.7% 20.7% 43.6% 0.0% 2.9% 0.8% 0 0 0 0.00 132.15 N/A N/A 0 0 0 0 2022-09-07 $94.13 $0.00 32.6% 6.0% 22.3% 41.4% 0.0% 2.9% 1.4% 0 0 0 0.00 133.69 N/A N/A 0 0 0 0 2022-09-08 $94.31 $0.00 34.1% 6.1% 20.5% 44.5% 0.0% 2.1% 2.6% 0 0 0 0.00 134.89 N/A N/A 0 0 0 0 2022-09-09 $96.09 $0.00 34.4% 5.8% 21.4% 45.0% 0.0% 2.3% 2.1% 0 0 0 0.00 136.37 N/A N/A 0 0 0 0 2022-09-12 $96.81 $0.00 43.8% 5.9% 21.0% 64.8% 0.0% 1.9% 1.3% 0 0 0 0.00 136.67 N/A N/A 0 0 0 0 2022-09-13 $93.16 $0.00 52.6% 7.5% 24.7% 83.2% 0.0% 4.2% 0.0% 0 0 0 0.00 133.20 N/A N/A 0 0 0 0 2022-09-14 $93.40 $0.00 22.9% 6.6% 24.4% 21.0% 0.0% 1.1% 0.4% 0 0 0 0.00 133.29 N/A N/A 0 0 0 0 2022-09-15 $93.05 $0.00 23.2% 6.7% 23.9% 21.7% 0.0% 2.6% 0.3% 0 0 0 0.00 133.43 N/A N/A 0 0 0 0 2022-09-16 $91.16 $0.00 23.4% 6.7% 24.4% 22.0% 0.0% 1.9% 1.0% 0 0 0 0.00 133.00 N/A N/A 0 0 0 0 2022-09-19 $91.35 $0.00 25.4% 7.3% 24.3% 26.3% 0.0% 2.2% -0.7% 0 0 0 0.00 133.95 N/A N/A 0 0 0 0 2022-09-20 $90.09 $0.00 25.4% 7.3% 23.6% 26.2% 0.0% 2.8% 0.1% 0 0 0 0.00 132.79 N/A N/A 0 0 0 0 2022-09-21 $88.83 $0.00 25.5% 7.3% 23.7% 26.5% 0.0% 3.5% -0.6% 0 0 0 0.00 131.97 N/A N/A 0 0 0 0 2022-09-22 $87.94 $0.00 26.1% 7.5% 23.7% 27.7% 0.0% 0.9% -0.3% 0 0 0 0.00 126.09 N/A N/A 0 0 0 0 2022-09-23 $85.49 $0.00 27.8% 8.0% 24.0% 31.4% 0.0% 3.7% -5.3% 0 0 0 0.00 125.49 N/A N/A 0 0 0 0 2022-09-26 $84.28 $0.00 31.1% 8.9% 23.0% 38.2% 0.0% 3.3% -4.0% 0 0 0 0.00 123.02 N/A N/A 0 0 0 0 2022-09-27 $83.79 $0.00 32.4% 9.3% 23.0% 41.0% 0.0% 3.4% -4.2% 0 0 0 0.00 122.07 N/A N/A 0 0 0 0 2022-09-28 $86.19 $0.00 29.7% 8.5% 26.1% 35.2% 0.0% 5.5% -1.7% 0 0 0 0.00 127.11 N/A N/A 0 0 0 0 2022-09-29 $84.07 $0.00 31.8% 9.1% 26.4% 39.7% 0.0% 3.8% -4.2% 0 0 0 0.00 122.97 N/A N/A 0 0 0 0 2022-09-30 $83.73 $0.00 30.2% 8.7% 26.4% 36.4% 0.0% 2.8% -1.8% 0 0 0 0.00 123.15 N/A N/A 0 0 0 0
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