ONEY Options History — July 2023

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

In July 2023, ONEY traded between $94.39 and $100.38. ATM implied volatility averaged 13.8%, placing in the 2.4% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded below realized volatility by 0.3% (HV 20d: 14.2%). Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-07-20: Highest Volume — 4 contracts
2023-07-12: Largest IV drop — 23.9% change
2023-07-11: Highest IV Rank — 9.8%
2023-07-06: Largest Expected Move — 4.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$98.07	$94.39	$100.38	$96.00	$100.33
ATM IV	13.8%	12.4%	17.6%	13.9%	14.0%
Expected Move	3.9%	3.6%	4.2%	4.0%	4.0%
HV 20d	14.2%	11.8%	16.1%	15.1%	12.0%
HV 60d	15.9%	15.2%	16.4%	15.7%	15.2%
IV Rank	2.4%	0.0%	9.8%	1.9%	3.7%
IV Percentile	4.7%	0.0%	24.2%	3.2%	8.7%
Term Structure	0.7%	-1.1%	2.4%	-0.1%	-0.7%
Skew 25d	1.0%	0.5%	2.5%	0.6%	0.6%
Skew 10d	1.7%	1.1%	3.3%	1.4%	1.5%
Call IV 25d	12.9%	10.9%	15.5%	14.8%	14.5%
Put IV 25d	13.9%	12.9%	15.9%	15.4%	15.1%
Bid-Ask Spread %	126.78	123.48	132.30	128.84	128.16
Gamma HHI	0.55	0.34	0.80	0.73	0.38
Net GEX	-1.5K	-7.7K	1.9K	-4.6K	1.9K
Net DEX	-15.9K	-39.9K	20.2K	1.8K	-39.9K
Net VEX	-199	-349	-91	-253	-190
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	0.2	0	4	0	0
Total OI	44.4	43	47	43	47

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	Put OI
2023-07-03	$96.00	$0.00	13.9%	4.0%	15.1%	1.9%	0.0%	0.6%	-0.1%	-4.6K	1.8K	-253	128.84	N/A	N/A	0	3	40
2023-07-05	$95.34	$0.00	14.7%	4.2%	15.1%	3.5%	0.0%	0.5%	-1.1%	-5.9K	9.3K	-284	132.30	N/A	N/A	0	3	40
2023-07-06	$94.39	$0.00	16.1%	4.2%	15.3%	6.5%	0.0%	1.5%	0.7%	-7.7K	20.2K	-349	123.65	N/A	N/A	0	3	40
2023-07-07	$95.42	$0.00	15.2%	4.0%	14.5%	4.6%	0.0%	1.1%	1.0%	-6.1K	10.5K	-303	125.87	N/A	N/A	0	3	40
2023-07-10	$95.69	$0.00	16.1%	4.2%	14.5%	6.6%	0.0%	1.1%	0.7%	-5.7K	8.5K	-279	123.48	N/A	N/A	0	3	40
2023-07-11	$97.34	$0.00	17.6%	4.0%	15.4%	9.8%	0.0%	1.6%	1.0%	-3.5K	-3.5K	-220	124.69	N/A	N/A	0	3	40
2023-07-12	$98.11	$0.00	13.4%	3.8%	15.5%	0.9%	0.0%	1.1%	0.8%	-2.0K	-11.0K	-154	124.71	N/A	N/A	0	3	40
2023-07-13	$98.62	$0.00	12.7%	3.6%	15.3%	0.0%	0.0%	1.2%	0.6%	-1.4K	-14.0K	-136	125.80	N/A	N/A	0	3	40
2023-07-14	$97.32	$0.00	12.8%	3.7%	16.1%	0.4%	0.0%	1.0%	2.4%	-2.1K	-10.6K	-152	125.09	N/A	N/A	0	3	40
2023-07-17	$97.47	$0.00	13.2%	3.8%	15.7%	1.4%	0.0%	1.1%	1.5%	-1.4K	-13.2K	-127	126.06	N/A	N/A	0	3	40
2023-07-18	$98.36	$0.00	13.1%	3.7%	16.0%	1.0%	0.0%	2.5%	1.4%	-1.2K	-14.1K	-121	126.11	N/A	N/A	0	3	40
2023-07-19	$99.15	$0.00	12.8%	3.7%	14.1%	0.4%	0.0%	0.6%	2.0%	-218	-18.2K	-91	125.98	N/A	N/A	0	3	40
2023-07-20	$99.16	$0.00	13.1%	3.7%	14.0%	1.0%	0.0%	0.7%	1.6%	-497	-17.2K	-99	126.41	N/A	N/A	4	3	40
2023-07-21	$99.22	$0.00	12.4%	3.6%	13.4%	0.0%	0.0%	0.9%	1.4%	1.6K	-36.2K	-202	128.22	N/A	N/A	0	7	40
2023-07-24	$99.72	$0.00	13.2%	3.8%	12.6%	1.9%	0.0%	0.9%	0.2%	1.8K	-38.0K	-204	127.14	N/A	N/A	0	7	40
2023-07-25	$99.92	$0.00	12.9%	3.7%	12.1%	1.1%	0.0%	0.7%	0.4%	1.5K	-37.8K	-206	127.65	N/A	N/A	0	7	40
2023-07-26	$100.38	$0.00	12.8%	3.7%	11.8%	0.9%	0.0%	0.8%	0.3%	1.7K	-39.3K	-200	128.47	N/A	N/A	0	7	40
2023-07-27	$99.41	$0.00	13.3%	3.8%	12.4%	1.9%	0.0%	0.8%	0.3%	1.4K	-36.3K	-213	128.42	N/A	N/A	0	7	40
2023-07-28	$100.01	$0.00	13.0%	3.7%	12.2%	1.4%	0.0%	0.9%	0.1%	1.8K	-38.8K	-195	128.57	N/A	N/A	0	7	40
2023-07-31	$100.33	$0.00	14.0%	4.0%	12.0%	3.7%	0.0%	0.6%	-0.7%	1.9K	-39.9K	-190	128.16	N/A	N/A	0	7	40