ONEY Options History — December 2022 In December 2022, ONEY traded between $92.39 and $99.06. ATM implied volatility averaged 27.8%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 8.2% (HV 20d: 19.6%). Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-12-29 : Highest Volume — 3 contracts2022-12-14 : Largest IV drop — 63.7% change2022-12-13 : Highest IV Rank — 84.4%2022-12-02 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $95.12 $92.39 $99.06 $99.06 $93.50 ATM IV 27.8% 19.3% 53.8% 25.9% 25.1% Expected Move 6.2% 5.4% 7.6% 7.4% 7.2% HV 20d 19.6% 17.0% 25.3% 23.8% 18.0% HV 60d 24.5% 22.3% 26.3% 26.2% 22.4% IV Rank 24.9% 5.3% 84.4% 20.5% 18.8% IV Percentile 47.4% 5.2% 99.2% 50.0% 42.1% Term Structure -1.2% -8.7% 2.0% -7.0% -3.9% Skew 25d 2.7% 0.5% 7.7% 2.1% 2.3% Skew 10d 2.8% 0.6% 4.4% 2.6% 2.3% Call IV 25d 21.8% 13.2% 27.8% 27.1% 25.2% Put IV 25d 24.5% 20.5% 30.1% 29.2% 27.5% Bid-Ask Spread % 140.46 135.07 144.04 136.08 144.04 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 56 0 1.2K 0 1.2K Net DEX -653 -13.7K 0 0 -13.7K Net VEX -2 -52 0 0 -52 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.143 0 3 0 0 Total OI 0.143 0 3 0 3
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 2022-12-01 $99.06 $0.00 25.9% 7.4% 23.8% 20.5% 0.0% 2.1% -7.0% 0 0 0 0.00 136.08 N/A N/A 0 0 0 0 2022-12-02 $98.73 $0.00 26.5% 7.6% 23.8% 21.9% 0.0% 2.3% -8.7% 0 0 0 0.00 136.04 N/A N/A 0 0 0 0 2022-12-05 $96.69 $0.00 29.8% 5.4% 25.1% 29.4% 0.0% 4.2% 1.9% 0 0 0 0.00 140.12 N/A N/A 0 0 0 0 2022-12-06 $95.77 $0.00 32.7% 5.5% 25.3% 36.2% 0.0% 2.8% 0.6% 0 0 0 0.00 140.21 N/A N/A 0 0 0 0 2022-12-07 $95.71 $0.00 29.9% 5.6% 25.2% 29.7% 0.0% 7.3% 2.0% 0 0 0 0.00 135.07 N/A N/A 0 0 0 0 2022-12-08 $96.00 $0.00 36.1% 5.9% 23.8% 44.0% 0.0% 1.9% -1.5% 0 0 0 0.00 139.96 N/A N/A 0 0 0 0 2022-12-09 $95.56 $0.00 37.7% 5.7% 17.6% 47.6% 0.0% 7.7% 1.5% 0 0 0 0.00 139.98 N/A N/A 0 0 0 0 2022-12-12 $96.76 $0.00 48.7% 6.0% 17.1% 72.8% 0.0% 2.1% 0.7% 0 0 0 0.00 138.81 N/A N/A 0 0 0 0 2022-12-13 $97.47 $0.00 53.8% 5.8% 17.0% 84.4% 0.0% 2.0% 0.1% 0 0 0 0.00 141.00 N/A N/A 0 0 0 0 2022-12-14 $96.65 $0.00 19.5% 5.6% 17.2% 6.0% 0.0% 2.2% 0.1% 0 0 0 0.00 142.80 N/A N/A 0 0 0 0 2022-12-15 $94.88 $0.00 20.6% 5.9% 17.5% 8.5% 0.0% 2.6% -0.6% 0 0 0 0.00 141.65 N/A N/A 0 0 0 0 2022-12-16 $93.87 $0.00 21.6% 6.2% 17.8% 10.7% 0.0% 1.9% -1.2% 0 0 0 0.00 141.54 N/A N/A 0 0 0 0 2022-12-19 $92.39 $0.00 21.9% 6.3% 18.0% 11.2% 0.0% 0.5% -1.5% 0 0 0 0.00 141.43 N/A N/A 0 0 0 0 2022-12-20 $92.78 $0.00 21.3% 6.1% 18.1% 9.9% 0.0% 2.8% 0.3% 0 0 0 0.00 142.02 N/A N/A 0 0 0 0 2022-12-21 $93.84 $0.00 21.4% 6.1% 17.3% 10.2% 0.0% 1.9% -0.8% 0 0 0 0.00 143.20 N/A N/A 0 0 0 0 2022-12-22 $92.69 $0.00 19.6% 5.6% 17.6% 6.2% 0.0% 1.6% -0.2% 0 0 0 0.00 136.18 N/A N/A 0 0 0 0 2022-12-23 $93.84 $0.00 19.3% 5.5% 18.2% 5.3% 0.0% 1.7% -0.1% 0 0 0 0.00 138.86 N/A N/A 0 0 0 0 2022-12-27 $94.44 $0.00 23.3% 6.7% 17.4% 14.5% 0.0% 2.4% -2.8% 0 0 0 0.00 143.71 N/A N/A 0 0 0 0 2022-12-28 $92.77 $0.00 24.4% 7.0% 18.2% 17.2% 0.0% 2.3% -1.4% 0 0 0 0.00 143.01 N/A N/A 0 0 0 0 2022-12-29 $94.09 $0.00 24.4% 7.0% 18.0% 17.1% 0.0% 2.1% -2.7% 0 0 0 0.00 144.01 N/A N/A 3 0 0 0 2022-12-30 $93.50 $0.00 25.1% 7.2% 18.0% 18.8% 0.0% 2.3% -3.9% 1.2K -13.7K -52 0.00 144.04 N/A N/A 0 0 3 0
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