ONEY Options History — November 2022 In November 2022, ONEY traded between $90.73 and $98.83. ATM implied volatility averaged 25.9%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 1.6% (HV 20d: 24.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2022-11-09 : Largest IV drop — 26.7% change2022-11-08 : Highest IV Rank — 43.9%2022-11-02 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $95.38 $90.73 $98.83 $93.05 $98.83 ATM IV 25.9% 20.7% 33.9% 29.3% 26.6% Expected Move 7.0% 5.9% 8.7% 8.4% 7.6% HV 20d 24.3% 21.3% 26.9% 23.1% 25.3% HV 60d 26.2% 25.0% 27.1% 25.2% 26.5% IV Rank 22.8% 8.6% 43.9% 34.4% 22.2% IV Percentile 48.8% 14.7% 89.7% 77.8% 58.7% Term Structure -2.5% -7.5% 0.1% -5.1% -7.5% Skew 25d 2.3% 1.0% 3.8% 2.3% 2.9% Skew 10d 4.1% 2.4% 6.1% 3.1% 3.7% Call IV 25d 24.5% 19.6% 31.8% 30.2% 27.6% Put IV 25d 26.8% 22.3% 33.2% 32.5% 30.5% Bid-Ask Spread % 133.33 126.46 142.71 142.71 135.46 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 2022-11-01 $93.05 $0.00 29.3% 8.4% 23.1% 34.4% 0.0% 2.3% -5.1% 0 0 0 0.00 142.71 N/A N/A 0 0 0 0 2022-11-02 $91.21 $0.00 30.5% 8.7% 24.4% 36.9% 0.0% 1.4% -3.2% 0 0 0 0.00 142.14 N/A N/A 0 0 0 0 2022-11-03 $90.73 $0.00 30.9% 7.1% 23.8% 37.8% 0.0% 2.1% -0.8% 0 0 0 0.00 128.69 N/A N/A 0 0 0 0 2022-11-04 $91.91 $0.00 30.9% 7.1% 21.3% 37.8% 0.0% 1.5% -0.4% 0 0 0 0.00 129.32 N/A N/A 0 0 0 0 2022-11-07 $92.88 $0.00 33.4% 7.1% 21.4% 42.9% 0.0% 1.1% -0.6% 0 0 0 0.00 129.97 N/A N/A 0 0 0 0 2022-11-08 $93.59 $0.00 33.9% 7.1% 21.4% 43.9% 0.0% 1.5% -0.8% 0 0 0 0.00 129.54 N/A N/A 0 0 0 0 2022-11-09 $91.64 $0.00 24.8% 7.1% 23.2% 23.0% 0.0% 2.0% -2.0% 0 0 0 0.00 129.38 N/A N/A 0 0 0 0 2022-11-10 $95.89 $0.00 22.6% 6.5% 26.9% 18.2% 0.0% 1.0% -0.2% 0 0 0 0.00 131.24 N/A N/A 0 0 0 0 2022-11-11 $97.49 $0.00 22.0% 6.3% 25.4% 12.5% 0.0% 2.7% -0.1% 0 0 0 0.00 126.46 N/A N/A 0 0 0 0 2022-11-14 $96.59 $0.00 22.8% 6.5% 25.7% 13.8% 0.0% 2.4% -1.2% 0 0 0 0.00 132.36 N/A N/A 0 0 0 0 2022-11-15 $97.03 $0.00 22.5% 6.4% 25.5% 13.1% 0.0% 2.1% 0.1% 0 0 0 0.00 132.57 N/A N/A 0 0 0 0 2022-11-16 $95.42 $0.00 23.4% 6.7% 25.9% 14.8% 0.0% 2.9% -0.8% 0 0 0 0.00 132.83 N/A N/A 0 0 0 0 2022-11-17 $95.11 $0.00 23.9% 6.9% 25.3% 16.0% 0.0% 3.8% -0.8% 0 0 0 0.00 132.88 N/A N/A 0 0 0 0 2022-11-18 $96.23 $0.00 23.0% 6.6% 24.4% 14.0% 0.0% 2.7% -1.4% 0 0 0 0.00 133.16 N/A N/A 0 0 0 0 2022-11-21 $96.28 $0.00 23.9% 6.8% 24.4% 15.9% 0.0% 2.8% -2.8% 0 0 0 0.00 133.84 N/A N/A 0 0 0 0 2022-11-22 $97.99 $0.00 20.7% 5.9% 24.3% 8.6% 0.0% 2.1% -3.0% 0 0 0 0.00 137.11 N/A N/A 0 0 0 0 2022-11-23 $98.21 $0.00 23.4% 6.7% 24.3% 14.8% 0.0% 2.2% -4.1% 0 0 0 0.00 134.59 N/A N/A 0 0 0 0 2022-11-25 $98.73 $0.00 23.4% 6.7% 24.3% 14.9% 0.0% 3.2% -5.3% 0 0 0 0.00 135.17 N/A N/A 0 0 0 0 2022-11-28 $96.88 $0.00 25.6% 7.3% 24.9% 19.8% 0.0% 2.9% -5.3% 0 0 0 0.00 135.23 N/A N/A 0 0 0 0 2022-11-29 $97.34 $0.00 26.8% 7.7% 24.9% 22.7% 0.0% 2.3% -6.5% 0 0 0 0.00 135.20 N/A N/A 0 0 0 0 2022-11-30 $98.83 $0.00 26.6% 7.6% 25.3% 22.2% 0.0% 2.9% -7.5% 0 0 0 0.00 135.46 N/A N/A 0 0 0 0
« Oct 2022 | All History | Dec 2022 » Home ONEY History November 2022