ONEY Options History — April 2023 In April 2023, ONEY traded between $91.89 and $94.89. ATM implied volatility averaged 17.5%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 0.2% (HV 20d: 17.3%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days.
Notable Days 2023-04-10 : Largest IV spike — 19.2% change2023-04-10 : Highest IV Rank — 16.7%2023-04-13 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $93.88 $91.89 $94.89 $94.50 $94.04 ATM IV 17.5% 14.5% 21.3% 17.6% 15.5% Expected Move 5.0% 4.2% 6.0% 5.0% 4.4% HV 20d 17.3% 12.6% 22.7% 22.1% 14.4% HV 60d 16.7% 16.3% 17.3% 17.3% 16.4% IV Rank 8.6% 2.4% 16.7% 8.8% 4.4% IV Percentile 9.2% 0.8% 28.6% 6.3% 2.4% Term Structure 0.4% -4.7% 2.3% 1.7% 0.5% Skew 25d 2.5% 1.7% 4.2% 2.0% 1.8% Skew 10d 3.6% 3.2% 4.6% 3.5% 3.3% Call IV 25d 15.2% 12.9% 25.2% 16.3% 14.5% Put IV 25d 17.7% 15.2% 28.1% 18.3% 16.3% Bid-Ask Spread % 124.32 116.47 142.54 122.69 128.42 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 418 283 488 430 429 Net DEX -2.0K -2.9K -1.0K -2.6K -1.5K Net VEX -11 -14 -7 -14 -8 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
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 2023-04-03 $94.50 $0.00 17.6% 5.0% 22.1% 8.8% 0.0% 2.0% 1.7% 430 -2.6K -14 0.00 122.69 N/A N/A 0 0 1 0 2023-04-04 $92.77 $0.00 18.5% 5.3% 22.6% 10.7% 0.0% 1.8% 0.4% 355 -2.0K -13 0.00 121.93 N/A N/A 0 0 1 0 2023-04-05 $93.11 $0.00 18.0% 5.2% 22.7% 9.8% 0.0% 2.5% 1.7% 367 -1.9K -12 0.00 123.00 N/A N/A 0 0 1 0 2023-04-06 $92.94 $0.00 17.9% 5.5% 21.7% 9.4% 0.0% 4.2% 0.4% 362 -2.0K -12 0.00 116.47 N/A N/A 0 0 1 0 2023-04-10 $93.73 $0.00 21.3% 5.3% 19.7% 16.7% 0.0% 2.7% 0.8% 390 -2.3K -13 0.00 124.98 N/A N/A 0 0 1 0 2023-04-11 $94.89 $0.00 18.7% 5.3% 19.6% 11.2% 0.0% 2.1% -1.0% 485 -2.7K -14 0.00 118.29 N/A N/A 0 0 1 0 2023-04-12 $94.27 $0.00 18.6% 5.3% 19.8% 10.9% 0.0% 2.4% 0.9% 447 -2.3K -12 0.00 117.90 N/A N/A 0 0 1 0 2023-04-13 $94.63 $0.00 21.0% 6.0% 18.7% 16.1% 0.0% 2.9% -4.7% 397 -2.9K -14 0.00 142.54 N/A N/A 0 0 1 0 2023-04-14 $94.20 $0.00 17.4% 5.0% 18.3% 8.5% 0.0% 2.8% 0.8% 443 -2.3K -12 0.00 120.88 N/A N/A 0 0 1 0 2023-04-17 $94.65 $0.00 16.1% 4.6% 16.4% 5.6% 0.0% 1.7% 0.7% 484 -2.3K -13 0.00 122.75 N/A N/A 0 0 1 0 2023-04-18 $94.87 $0.00 16.3% 4.7% 16.2% 6.0% 0.0% 2.4% 0.2% 488 -2.3K -12 0.00 122.28 N/A N/A 0 0 1 0 2023-04-19 $94.67 $0.00 14.5% 4.2% 15.6% 2.4% 0.0% 2.2% 2.3% 477 -2.1K -11 0.00 126.99 N/A N/A 0 0 1 0 2023-04-20 $94.13 $0.00 16.3% 4.7% 14.2% 6.1% 0.0% 2.9% 0.7% 457 -1.8K -10 0.00 123.48 N/A N/A 0 0 1 0 2023-04-21 $94.03 $0.00 16.4% 4.7% 12.8% 6.3% 0.0% 2.0% 0.0% 440 -1.5K -9 0.00 124.14 N/A N/A 0 0 1 0 2023-04-24 $94.28 $0.00 15.8% 4.5% 12.6% 4.9% 0.0% 2.1% 0.7% 458 -1.5K -9 0.00 124.80 N/A N/A 0 0 1 0 2023-04-25 $92.91 $0.00 17.3% 5.0% 13.4% 8.2% 0.0% 3.5% 0.9% 372 -1.3K -8 0.00 132.36 N/A N/A 0 0 1 0 2023-04-26 $91.89 $0.00 18.4% 5.3% 14.1% 10.5% 0.0% 2.5% 0.5% 283 -1.0K -7 0.00 123.21 N/A N/A 0 0 1 0 2023-04-27 $93.22 $0.00 16.7% 4.8% 14.1% 6.9% 0.0% 2.3% -0.5% 377 -1.3K -8 0.00 124.90 N/A N/A 0 0 1 0 2023-04-28 $94.04 $0.00 15.5% 4.4% 14.4% 4.4% 0.0% 1.8% 0.5% 429 -1.5K -8 0.00 128.42 N/A N/A 0 0 1 0
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