ONEY Options History — February 2023 In February 2023, ONEY traded between $97.72 and $102.16. ATM implied volatility averaged 18.2%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 4.0% (HV 20d: 14.2%). Max pain ranged from $95.00 to $99.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-27 : Highest Volume — 3 contracts2023-02-02 : Largest IV spike — 26.4% change2023-02-09 : Highest IV Rank — 16.8%2023-02-09 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $100.01 $97.72 $102.16 $101.86 $97.74 Max Pain $95.21 $95.00 $99.00 $99.00 $95.00 ATM IV 18.2% 13.4% 21.4% 13.4% 17.8% Expected Move 5.2% 3.8% 6.1% 3.8% 5.1% HV 20d 14.2% 12.8% 15.2% 15.2% 14.1% HV 60d 17.3% 15.8% 19.7% 19.7% 15.8% IV Rank 10.1% 0.0% 16.8% 0.0% 9.3% IV Percentile 8.1% 0.0% 21.0% 0.0% 7.1% Term Structure 0.1% -4.3% 4.0% 4.0% -0.6% VWIV 13.6% 13.6% 13.6% 13.6% 13.6% Skew 25d 3.2% 1.9% 7.4% 1.9% 5.8% Skew 10d 3.2% 1.1% 6.4% 1.1% 2.3% Call IV 25d 14.6% 13.1% 16.8% 16.5% 16.6% Put IV 25d 17.8% 15.6% 24.1% 18.4% 22.4% Bid-Ask Spread % 117.84 112.36 124.13 124.13 123.33 Gamma HHI 0.43 0.28 0.73 0.38 0.73 Net GEX 3.2K 1.9K 4.6K 2.2K 2.6K Net DEX -37.8K -46.3K -26.4K -41.6K -27.0K Net VEX -48 -62 -40 -51 -41 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 0.211 0 3 0 0 Total OI 5.263 4 6 5 4
Daily Data (19 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 2023-02-01 $101.86 $99.00 13.4% 3.8% 15.2% 0.0% 0.0% 1.9% 4.0% 2.2K -41.6K -51 0.00 124.13 N/A N/A 0 0 5 0 2023-02-02 $102.16 $95.00 17.0% 5.0% 14.9% 7.5% 0.0% 2.5% 1.0% 1.9K -42.1K -48 0.00 112.36 N/A N/A 1 0 5 0 2023-02-03 $101.58 $95.00 17.1% 4.9% 15.1% 7.8% 0.0% 2.4% 0.7% 3.3K -46.3K -58 0.00 113.01 N/A N/A 0 0 6 0 2023-02-06 $100.66 $95.00 18.6% 5.0% 13.2% 10.9% 0.0% 3.7% 0.4% 3.6K -42.4K -59 0.00 114.34 N/A N/A 0 0 6 0 2023-02-07 $101.38 $95.00 19.1% 5.0% 13.2% 12.1% 0.0% 2.9% 0.8% 3.6K -44.9K -54 0.00 114.41 N/A N/A 0 0 6 0 2023-02-08 $100.41 $95.00 18.3% 5.3% 13.9% 10.4% 0.0% 2.7% 0.0% 3.7K -41.2K -59 0.00 114.03 N/A N/A 0 0 6 0 2023-02-09 $99.36 $95.00 21.4% 6.1% 14.0% 16.8% 0.0% 3.0% -4.3% 3.4K -37.0K -62 0.00 116.81 N/A N/A 0 0 6 0 2023-02-10 $100.16 $95.00 18.8% 5.4% 14.3% 11.3% 0.0% 5.2% -0.2% 3.9K -39.8K -56 0.00 114.30 N/A N/A 0 0 6 0 2023-02-13 $101.33 $95.00 18.9% 5.4% 14.8% 11.7% 0.0% 2.1% 0.2% 3.6K -45.2K -46 0.00 115.24 N/A N/A 0 0 6 0 2023-02-14 $101.06 $95.00 17.3% 5.0% 14.7% 8.3% 0.0% 2.4% 0.8% 4.1K -44.7K -45 0.00 116.98 N/A N/A 0 0 6 0 2023-02-15 $101.22 $95.00 16.7% 4.8% 13.4% 7.0% 0.0% 3.7% 1.1% 3.9K -46.0K -40 0.00 117.87 N/A N/A 0 0 6 0 2023-02-16 $100.63 $95.00 17.4% 5.0% 13.1% 8.4% 0.0% 2.1% -0.5% 4.6K -42.8K -41 0.00 118.33 N/A N/A 0 0 6 0 2023-02-17 $100.34 $95.00 17.7% 5.1% 12.8% 9.1% 0.0% 3.5% -0.2% 4.6K -41.4K -40 0.00 119.66 N/A N/A 0 0 6 0 2023-02-21 $98.44 $95.00 20.5% 5.9% 14.3% 15.1% 0.0% 2.7% -0.3% 2.0K -27.6K -45 0.00 118.78 N/A N/A 0 0 4 0 2023-02-22 $97.84 $95.00 20.0% 5.7% 14.5% 13.9% 0.0% 2.2% -0.6% 2.2K -26.4K -45 0.00 119.79 N/A N/A 0 0 4 0 2023-02-23 $98.48 $95.00 18.2% 5.2% 14.6% 10.1% 0.0% 2.4% 0.5% 2.2K -28.5K -42 0.00 121.55 N/A N/A 0 0 4 0 2023-02-24 $97.72 $95.00 18.7% 5.4% 14.6% 11.2% 0.0% 1.9% -0.1% 2.4K -26.5K -43 0.00 121.80 N/A N/A 0 0 4 0 2023-02-27 $97.85 $95.00 18.6% 5.3% 14.4% 10.9% 13.6% 7.4% -0.5% 2.5K -26.5K -42 0.00 122.18 N/A N/A 3 0 4 0 2023-02-28 $97.74 $95.00 17.8% 5.1% 14.1% 9.3% 0.0% 5.8% -0.6% 2.6K -27.0K -41 0.00 123.33 N/A N/A 0 0 4 0
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