ONEY Options History — January 2023

Name: ONEY Options Analytics - January 2023
Creator: Options Analysis Suite

In January 2023, ONEY traded between $93.42 and $100.28. ATM implied volatility averaged 18.6%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 0.9% (HV 20d: 17.6%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-01-31: Highest Volume — 2 contracts
2023-01-05: Largest IV drop — 22.9% change
2023-01-03: Highest IV Rank — 23.1%
2023-01-03: Largest Expected Move — 7.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$97.56	$93.42	$100.28	$93.42	$100.28
ATM IV	18.6%	14.3%	27.0%	27.0%	17.7%
Expected Move	5.3%	4.1%	7.7%	7.7%	5.1%
HV 20d	17.6%	14.7%	19.6%	18.0%	14.7%
HV 60d	20.8%	19.6%	22.1%	22.1%	19.6%
IV Rank	7.4%	0.0%	23.1%	23.1%	7.4%
IV Percentile	10.1%	0.0%	65.5%	65.5%	4.0%
Term Structure	-0.2%	-6.8%	4.8%	-6.8%	-1.5%
VWIV	17.0%	17.0%	17.0%	17.0%	17.0%
Skew 25d	4.0%	-5.1%	7.5%	1.6%	-5.1%
Skew 10d	2.9%	1.9%	4.0%	2.5%	3.0%
Call IV 25d	14.8%	9.5%	28.1%	28.1%	23.1%
Put IV 25d	18.7%	14.9%	29.7%	29.7%	18.0%
Bid-Ask Spread %	126.33	113.17	145.30	144.30	125.44
Gamma HHI	0.88	0.50	1.00	1.00	1.00
Net GEX	1.6K	1.2K	3.3K	1.2K	1.2K
Net DEX	-22.1K	-31.0K	-13.5K	-13.5K	-25.4K
Net VEX	-40	-50	-26	-50	-26
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	0.1	0	2	0	2
Total OI	3.25	3	4	3	3

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2023-01-03	$93.42	$0.00	27.0%	7.7%	18.0%	23.1%	0.0%	1.6%	-6.8%	1.2K	-13.5K	-50	144.30	N/A	N/A	0	3
2023-01-04	$94.60	$0.00	26.8%	7.7%	17.4%	22.6%	0.0%	1.6%	-6.6%	1.2K	-15.8K	-50	145.30	N/A	N/A	0	3
2023-01-05	$94.47	$0.00	20.7%	6.0%	17.2%	8.5%	0.0%	5.0%	0.5%	1.3K	-14.9K	-50	113.17	N/A	N/A	0	3
2023-01-06	$96.97	$0.00	18.9%	5.7%	19.6%	4.5%	0.0%	6.4%	0.6%	1.2K	-18.5K	-48	114.38	N/A	N/A	0	3
2023-01-09	$96.68	$0.00	21.8%	5.7%	19.6%	11.2%	0.0%	2.2%	0.1%	1.3K	-18.4K	-46	121.82	N/A	N/A	0	3
2023-01-10	$97.08	$0.00	22.1%	5.5%	19.6%	11.8%	0.0%	6.3%	-0.2%	1.3K	-18.9K	-46	125.12	N/A	N/A	0	3
2023-01-11	$98.17	$0.00	19.3%	5.5%	19.5%	5.3%	0.0%	6.8%	-1.0%	1.2K	-20.6K	-44	116.13	N/A	N/A	0	3
2023-01-12	$98.51	$0.00	15.1%	4.3%	19.4%	0.0%	0.0%	5.8%	4.8%	1.3K	-22.0K	-39	126.50	N/A	N/A	0	3
2023-01-13	$98.84	$0.00	14.3%	4.1%	19.1%	0.0%	0.0%	5.1%	4.2%	2.0K	-31.0K	-41	120.79	N/A	N/A	0	4
2023-01-17	$98.38	$0.00	16.3%	4.7%	17.8%	4.3%	0.0%	6.6%	1.4%	2.3K	-29.7K	-42	128.23	N/A	N/A	0	4
2023-01-18	$96.93	$0.00	18.0%	5.2%	18.2%	8.0%	0.0%	1.9%	0.0%	2.7K	-25.3K	-46	129.78	N/A	N/A	0	4
2023-01-19	$96.13	$0.00	18.2%	5.2%	17.5%	8.5%	0.0%	1.8%	0.2%	2.9K	-22.8K	-46	129.42	N/A	N/A	0	4
2023-01-20	$97.19	$0.00	17.6%	5.0%	17.7%	7.2%	0.0%	2.3%	-0.7%	3.3K	-27.4K	-41	130.71	N/A	N/A	0	4
2023-01-23	$98.25	$0.00	17.8%	5.1%	17.7%	7.6%	0.0%	6.1%	-0.4%	1.4K	-21.8K	-36	134.22	N/A	N/A	0	3
2023-01-24	$98.34	$0.00	17.0%	4.9%	16.9%	6.0%	0.0%	3.8%	-0.4%	1.5K	-22.1K	-35	123.19	N/A	N/A	0	3
2023-01-25	$98.55	$0.00	15.3%	4.4%	16.5%	2.3%	0.0%	3.4%	0.7%	1.5K	-22.5K	-35	123.32	N/A	N/A	0	3
2023-01-26	$99.33	$0.00	14.8%	4.2%	16.5%	1.2%	0.0%	5.4%	2.2%	1.3K	-24.0K	-30	124.66	N/A	N/A	0	3
2023-01-27	$99.93	$0.00	15.6%	4.5%	14.7%	2.9%	0.0%	7.5%	-1.4%	1.2K	-24.9K	-27	125.95	N/A	N/A	0	3
2023-01-30	$99.13	$0.00	17.1%	4.9%	14.7%	6.0%	0.0%	5.3%	1.2%	1.4K	-23.5K	-31	124.11	N/A	N/A	0	3
2023-01-31	$100.28	$0.00	17.7%	5.1%	14.7%	7.4%	17.0%	-5.1%	-1.5%	1.2K	-25.4K	-26	125.44	N/A	N/A	2	3