ONEY Options History — June 2023 In June 2023, ONEY traded between $89.01 and $95.33. ATM implied volatility averaged 17.2%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 0.0% (HV 20d: 17.3%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-27 : Highest Volume — 3 contracts2023-06-14 : Largest IV drop — 56.3% change2023-06-13 : Highest IV Rank — 46.1%2023-06-01 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $93.31 $89.01 $95.33 $89.01 $95.31 Max Pain $100.00 $100.00 $100.00 $100.00 $100.00 ATM IV 17.2% 13.0% 35.2% 17.3% 13.3% Expected Move 4.1% 3.7% 5.0% 5.0% 3.8% HV 20d 17.3% 14.6% 18.7% 14.6% 18.0% HV 60d 16.6% 15.6% 18.3% 17.1% 15.6% IV Rank 8.4% 0.0% 46.1% 8.2% 0.7% IV Percentile 17.9% 0.0% 94.4% 13.1% 1.6% Term Structure 0.2% -2.8% 1.7% -1.5% 0.1% Skew 25d 1.1% -3.4% 2.2% 0.9% 0.7% Skew 10d 1.2% -13.7% 3.2% 2.5% 1.4% Call IV 25d 13.8% 12.5% 18.0% 17.4% 13.8% Put IV 25d 14.9% 14.1% 18.5% 18.4% 14.5% Bid-Ask Spread % 127.33 124.68 130.25 127.61 128.94 Gamma HHI 0.96 0.75 1.00 1.00 0.75 Net GEX -10.3K -14.0K -5.4K -14.0K -5.4K Net DEX 56.5K 5.4K 125.6K 125.6K 5.4K Net VEX -442 -703 -284 -703 -284 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 41 40 43 41 43
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 2023-06-01 $89.01 $100.00 17.3% 5.0% 14.6% 8.2% 0.0% 0.9% -1.5% -14.0K 125.6K -703 0.00 127.61 N/A N/A 0 0 1 40 2023-06-02 $91.76 $100.00 16.5% 4.7% 17.2% 6.6% 0.0% 1.1% -2.8% -12.1K 88.1K -611 0.00 128.07 N/A N/A 0 0 1 40 2023-06-05 $91.21 $0.00 18.5% 4.5% 15.8% 10.8% 0.0% 2.0% 0.5% -12.8K 95.0K -606 0.00 124.68 N/A N/A 0 0 1 40 2023-06-06 $92.25 $0.00 18.9% 4.4% 16.3% 11.6% 0.0% 2.2% 0.6% -11.9K 81.2K -565 0.00 125.38 N/A N/A 0 0 1 40 2023-06-07 $93.89 $0.00 21.1% 4.0% 17.4% 16.4% 0.0% 1.1% -0.9% -10.1K 61.4K -485 0.00 128.72 N/A N/A 0 0 1 40 2023-06-08 $93.58 $0.00 19.8% 4.1% 17.4% 13.5% 0.0% 1.6% 1.2% -10.6K 63.7K -483 0.00 126.70 N/A N/A 0 0 1 40 2023-06-09 $93.28 $0.00 20.5% 4.2% 17.1% 15.1% 0.0% -3.4% 1.7% -11.2K 63.0K -478 0.00 126.14 N/A N/A 0 0 1 40 2023-06-12 $93.59 $0.00 27.0% 4.0% 17.1% 28.8% 0.0% 1.8% 0.8% -10.8K 60.7K -473 0.00 126.59 N/A N/A 0 0 1 40 2023-06-13 $94.57 $0.00 35.2% 4.2% 17.3% 46.1% 0.0% 1.9% 1.1% -9.4K 51.4K -389 0.00 127.10 N/A N/A 0 0 1 40 2023-06-14 $94.26 $0.00 15.4% 4.4% 16.5% 4.2% 0.0% 1.1% -2.6% -9.9K 52.1K -387 0.00 125.73 N/A N/A 0 0 1 40 2023-06-15 $95.33 $0.00 14.6% 4.2% 16.4% 2.6% 0.0% 1.5% 0.1% -8.2K 40.1K -342 0.00 128.01 N/A N/A 0 0 1 40 2023-06-16 $95.26 $0.00 14.7% 4.2% 16.4% 2.7% 0.0% 1.9% 0.8% -8.7K 44.2K -343 0.00 126.83 N/A N/A 0 0 1 40 2023-06-20 $93.45 $0.00 14.1% 4.1% 17.9% 1.5% 0.0% 1.1% 1.7% -10.2K 48.7K -378 0.00 125.61 N/A N/A 0 0 0 40 2023-06-21 $93.31 $0.00 13.8% 4.0% 17.9% 0.9% 0.0% 1.0% 1.7% -10.5K 51.2K -414 0.00 126.58 N/A N/A 0 0 0 40 2023-06-22 $92.51 $0.00 13.1% 3.8% 18.2% 0.0% 0.0% 0.8% 1.1% -11.7K 55.2K -410 0.00 127.71 N/A N/A 0 0 0 40 2023-06-23 $91.73 $0.00 13.0% 3.7% 17.8% 0.0% 0.0% 1.4% 1.7% -12.9K 67.3K -452 0.00 127.62 N/A N/A 0 0 0 40 2023-06-26 $92.96 $0.00 15.6% 4.5% 18.3% 5.5% 0.0% 0.6% -1.2% -11.1K 52.7K -404 0.00 130.25 N/A N/A 0 0 0 40 2023-06-27 $94.00 $0.00 13.0% 3.7% 18.6% 0.0% 0.0% 0.9% 0.1% -9.4K 40.2K -324 0.00 127.87 N/A N/A 3 0 0 40 2023-06-28 $93.59 $0.00 13.1% 3.8% 18.7% 0.3% 0.0% 1.1% 0.2% -8.5K 22.8K -390 0.00 129.05 N/A N/A 0 0 3 40 2023-06-29 $94.56 $0.00 13.4% 3.8% 18.0% 0.9% 0.0% 0.9% -0.4% -7.2K 17.5K -358 0.00 128.70 N/A N/A 0 0 3 40 2023-06-30 $95.31 $0.00 13.3% 3.8% 18.0% 0.7% 0.0% 0.7% 0.1% -5.4K 5.4K -284 0.00 128.94 N/A N/A 0 0 3 40
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