ONEY Options History — May 2023

In May 2023, ONEY traded between $88.77 and $94.02. ATM implied volatility averaged 17.6%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 1.9% (HV 20d: 15.7%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 11 of 22 days.

Notable Days

  • 2023-05-09: Highest Volume — 40 contracts
  • 2023-05-04: Largest IV spike — 32.6% change
  • 2023-05-04: Highest IV Rank — 19.4%
  • 2023-05-04: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.03$88.77$94.02$94.02$88.77
Max Pain$100.00$100.00$100.00$100.00$100.00
ATM IV17.6%15.3%22.6%15.3%17.4%
Expected Move5.0%4.4%5.9%4.4%5.0%
HV 20d15.7%13.5%17.1%13.5%14.5%
HV 60d17.1%16.4%17.5%16.4%17.3%
IV Rank8.8%3.9%19.4%3.9%8.5%
IV Percentile13.4%2.0%38.9%2.0%14.7%
Term Structure-0.4%-4.5%1.7%0.7%-1.1%
Skew 25d2.6%1.7%5.6%2.1%1.9%
Skew 10d3.4%2.2%5.5%2.9%2.2%
Call IV 25d14.9%13.1%17.3%15.1%17.2%
Put IV 25d17.5%15.8%19.5%17.2%19.1%
Bid-Ask Spread %124.00118.91128.06128.06127.91
Gamma HHI0.990.971.001.001.00
Net GEX-8.0K-13.6K422422-13.6K
Net DEX75.5K-1.4K131.8K-1.4K131.8K
Net VEX-486-750-3-8-711
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume1.81804000
Total OI28.273141141

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$94.02$0.0015.3%4.4%13.5%3.9%0.0%2.1%0.7%422-1.4K-80.00128.06N/AN/A0010
2023-05-02$92.28$0.0017.7%5.1%14.9%9.2%0.0%1.9%-0.8%281-872-60.00125.56N/AN/A0010
2023-05-03$91.79$0.0017.0%4.9%13.5%7.6%0.0%2.2%1.0%226-599-40.00126.55N/AN/A0010
2023-05-04$90.17$100.0022.6%5.9%14.7%19.4%0.0%4.4%-1.6%166-505-40.00120.45N/AN/A0010
2023-05-05$92.03$100.0017.6%5.2%16.7%8.8%0.0%5.6%-2.5%266-875-50.00119.26N/AN/A0010
2023-05-08$91.94$100.0018.8%5.2%16.4%11.4%0.0%2.7%0.6%233-624-40.00118.91N/AN/A0010
2023-05-09$91.63$100.0018.7%5.1%15.6%11.2%0.0%2.4%0.7%201-503-30.00120.15N/AN/A04010
2023-05-10$91.45$100.0017.5%5.0%15.5%8.6%0.0%4.8%0.7%-10.4K105.1K-7240.00120.39N/AN/A00140
2023-05-11$90.68$100.0017.1%4.9%15.5%7.7%0.0%2.6%1.1%-10.7K113.0K-7500.00120.95N/AN/A00140
2023-05-12$90.63$100.0017.2%4.9%15.5%8.1%0.0%3.1%0.9%-11.1K113.6K-7490.00121.48N/AN/A00140
2023-05-15$91.12$100.0016.1%4.6%15.6%5.6%0.0%2.3%1.7%-11.2K106.1K-7080.00122.62N/AN/A00140
2023-05-16$89.91$100.0017.2%4.9%16.0%7.9%0.0%2.3%1.0%-11.7K118.2K-7310.00124.94N/AN/A00140
2023-05-17$91.03$100.0016.3%4.7%16.9%6.0%0.0%2.0%1.0%-11.8K103.1K-6980.00123.96N/AN/A00140
2023-05-18$91.66$100.0017.9%5.1%17.1%9.4%0.0%2.6%-4.5%-11.1K100.0K-7020.00126.86N/AN/A00140
2023-05-19$91.22$100.0016.4%4.7%17.1%6.4%0.0%1.9%-0.1%-11.8K102.6K-6960.00124.04N/AN/A00140
2023-05-22$91.42$100.0016.6%4.8%17.1%6.7%0.0%1.7%-0.4%-11.5K97.4K-6790.00126.94N/AN/A00140
2023-05-23$91.05$100.0016.3%4.7%16.4%6.1%0.0%2.9%0.8%-11.8K103.6K-6820.00127.61N/AN/A00140
2023-05-24$89.94$100.0020.0%5.7%16.5%14.0%0.0%2.2%-4.2%-12.3K117.3K-7090.00125.68N/AN/A00140
2023-05-25$89.71$100.0018.2%5.2%15.5%10.1%0.0%2.6%-1.7%-12.3K123.8K-7330.00124.38N/AN/A00140
2023-05-26$90.16$100.0017.8%5.1%15.2%9.2%0.0%1.9%-0.8%-12.5K115.9K-7060.00125.04N/AN/A00140
2023-05-30$89.96$100.0017.4%5.0%15.2%8.3%0.0%2.0%-0.6%-13.3K114.3K-6890.00126.31N/AN/A00140
2023-05-31$88.77$100.0017.4%5.0%14.5%8.5%0.0%1.9%-1.1%-13.6K131.8K-7110.00127.91N/AN/A00140