ONEY Options History — October 2022 In October 2022, ONEY traded between $84.86 and $92.80. ATM implied volatility averaged 29.2%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 0.3% (HV 20d: 28.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2022-10-12 : Largest IV drop — 31.1% change2022-10-11 : Highest IV Rank — 54.9%2022-10-13 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $87.90 $84.86 $92.80 $85.73 $92.69 ATM IV 29.2% 25.3% 39.1% 32.6% 28.5% Expected Move 7.9% 7.3% 9.5% 9.3% 8.2% HV 20d 28.8% 25.5% 31.1% 28.3% 25.5% HV 60d 24.2% 22.5% 25.2% 22.5% 25.2% IV Rank 34.2% 26.1% 54.9% 41.3% 32.8% IV Percentile 72.8% 47.6% 96.8% 87.3% 76.2% Term Structure -1.9% -12.6% 2.1% -4.9% -3.8% Skew 25d 2.4% -0.2% 3.7% 3.4% 2.5% Skew 10d 1.9% -2.8% 5.4% 0.6% 2.9% Call IV 25d 27.3% 24.1% 32.6% 32.6% 29.9% Put IV 25d 29.7% 27.0% 36.0% 36.0% 32.4% Bid-Ask Spread % 134.23 128.24 142.30 128.24 142.30 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 2022-10-03 $85.73 $0.00 32.6% 9.3% 28.3% 41.3% 0.0% 3.4% -4.9% 0 0 0 0.00 128.24 N/A N/A 0 0 0 0 2022-10-04 $88.58 $0.00 27.1% 7.8% 31.1% 29.8% 0.0% 1.6% -1.6% 0 0 0 0.00 128.93 N/A N/A 0 0 0 0 2022-10-05 $88.57 $0.00 27.3% 7.8% 29.9% 30.2% 0.0% 2.3% -2.8% 0 0 0 0.00 129.35 N/A N/A 0 0 0 0 2022-10-06 $87.24 $0.00 33.0% 7.8% 30.1% 42.1% 0.0% 3.6% -1.9% 0 0 0 0.00 132.03 N/A N/A 0 0 0 0 2022-10-07 $84.86 $0.00 34.5% 7.8% 30.0% 45.4% 0.0% 2.4% -0.4% 0 0 0 0.00 129.68 N/A N/A 0 0 0 0 2022-10-10 $85.31 $0.00 36.8% 7.9% 29.9% 50.2% 0.0% 3.4% -0.2% 0 0 0 0.00 131.08 N/A N/A 0 0 0 0 2022-10-11 $85.27 $0.00 39.1% 7.4% 27.4% 54.9% 0.0% 3.7% 2.1% 0 0 0 0.00 131.42 N/A N/A 0 0 0 0 2022-10-12 $85.33 $0.00 26.9% 7.7% 27.4% 29.5% 0.0% 2.3% -0.2% 0 0 0 0.00 132.16 N/A N/A 0 0 0 0 2022-10-13 $87.23 $0.00 33.0% 9.5% 28.9% 42.2% 0.0% 2.2% -12.6% 0 0 0 0.00 131.96 N/A N/A 0 0 0 0 2022-10-14 $85.46 $0.00 26.2% 7.5% 28.9% 28.1% 0.0% 3.1% 1.5% 0 0 0 0.00 131.87 N/A N/A 0 0 0 0 2022-10-17 $87.00 $0.00 28.1% 8.1% 29.8% 32.0% 0.0% 2.1% -1.3% 0 0 0 0.00 134.39 N/A N/A 0 0 0 0 2022-10-18 $88.06 $0.00 27.5% 7.9% 30.0% 30.7% 0.0% 2.8% -3.1% 0 0 0 0.00 135.22 N/A N/A 0 0 0 0 2022-10-19 $86.87 $0.00 26.1% 7.5% 29.9% 27.8% 0.0% 2.9% 0.4% 0 0 0 0.00 135.43 N/A N/A 0 0 0 0 2022-10-20 $85.85 $0.00 26.1% 7.5% 30.0% 27.7% 0.0% 2.6% 1.4% 0 0 0 0.00 133.71 N/A N/A 0 0 0 0 2022-10-21 $87.95 $0.00 26.1% 7.5% 29.5% 27.7% 0.0% 2.1% -1.2% 0 0 0 0.00 137.12 N/A N/A 0 0 0 0 2022-10-24 $88.75 $0.00 26.9% 7.7% 29.0% 29.4% 0.0% 2.9% -0.8% 0 0 0 0.00 137.98 N/A N/A 0 0 0 0 2022-10-25 $90.48 $0.00 26.8% 7.7% 29.4% 29.3% 0.0% 1.1% -0.9% 0 0 0 0.00 139.16 N/A N/A 0 0 0 0 2022-10-26 $90.81 $0.00 25.3% 7.3% 28.0% 26.1% 0.0% 2.3% 0.3% 0 0 0 0.00 133.76 N/A N/A 0 0 0 0 2022-10-27 $91.09 $0.00 27.7% 7.9% 26.0% 31.2% 0.0% 1.8% -3.2% 0 0 0 0.00 140.99 N/A N/A 0 0 0 0 2022-10-28 $92.80 $0.00 26.7% 7.7% 26.3% 29.0% 0.0% -0.2% -6.0% 0 0 0 0.00 141.99 N/A N/A 0 0 0 0 2022-10-31 $92.69 $0.00 28.5% 8.2% 25.5% 32.8% 0.0% 2.5% -3.8% 0 0 0 0.00 142.30 N/A N/A 0 0 0 0
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