ONEY Options History — August 2023

In August 2023, ONEY traded between $94.44 and $100.02. ATM implied volatility averaged 14.5%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 4.3% (HV 20d: 10.2%). Max pain ranged from $87.00 to $87.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 18 of 23 days.

Notable Days

  • 2023-08-21: Largest IV drop — 16.9% change
  • 2023-08-18: Highest IV Rank — 12.1%
  • 2023-08-18: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$97.04$94.44$100.02$100.02$96.63
Max Pain$87.00$87.00$87.00$87.00$87.00
ATM IV14.5%12.8%17.4%13.9%13.7%
Expected Move4.1%3.7%5.0%4.0%3.9%
HV 20d10.2%8.4%12.1%12.1%10.6%
HV 60d14.1%12.6%14.7%14.7%12.6%
IV Rank4.9%0.8%12.1%3.5%2.9%
IV Percentile12.3%0.8%32.9%8.7%9.1%
Term Structure1.0%-2.7%3.6%-0.6%-1.1%
Skew 25d1.8%0.9%4.7%1.4%0.9%
Skew 10d2.2%1.2%3.1%1.2%1.4%
Call IV 25d13.2%9.3%15.1%14.2%14.8%
Put IV 25d15.1%13.4%16.1%15.6%15.8%
Bid-Ask Spread %128.91120.87137.54128.88137.10
Gamma HHI0.380.330.500.370.37
Net GEX505-2.4K2.2K1.8K2.2K
Net DEX-26.4K-38.8K-13.6K-38.8K-27.2K
Net VEX-193-232-162-193-162
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI4747474747

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$100.02$0.0013.9%4.0%12.1%3.5%0.0%1.4%-0.6%1.8K-38.8K-1930.00128.88N/AN/A00740
2023-08-02$99.28$0.0014.8%4.3%12.1%5.8%0.0%1.0%0.3%1.0K-34.6K-2100.00130.23N/AN/A00740
2023-08-03$99.13$87.0015.3%4.3%11.3%7.0%0.0%3.0%1.1%1.0K-34.6K-2050.00120.87N/AN/A00740
2023-08-04$98.69$87.0015.5%4.2%11.1%7.3%0.0%1.6%1.5%868-32.8K-2130.00122.06N/AN/A00740
2023-08-07$99.25$87.0015.9%4.1%11.2%8.4%0.0%1.4%1.2%1.5K-35.7K-1920.00121.87N/AN/A00740
2023-08-08$98.91$87.0016.4%4.1%9.8%9.6%0.0%2.9%1.3%1.4K-34.1K-1970.00122.53N/AN/A00740
2023-08-09$98.97$87.0014.5%4.1%9.4%4.9%0.0%2.9%1.3%1.3K-34.5K-1960.00122.44N/AN/A00740
2023-08-10$98.23$87.0013.4%3.8%9.7%2.3%0.0%1.9%3.0%1.2K-31.9K-1970.00123.29N/AN/A00740
2023-08-11$98.46$87.0013.4%3.8%8.4%2.2%0.0%1.6%2.9%898-31.6K-2030.00124.26N/AN/A00740
2023-08-14$97.79$87.0012.8%3.7%8.7%0.8%0.0%4.7%2.0%1.2K-29.9K-1960.00126.70N/AN/A00740
2023-08-15$96.03$87.0014.2%4.1%10.3%4.3%0.0%1.6%1.5%-370-21.9K-2070.00124.26N/AN/A00740
2023-08-16$95.65$87.0014.2%4.1%9.7%4.4%0.0%2.0%2.2%-680-20.0K-1980.00124.56N/AN/A00740
2023-08-17$95.34$87.0015.2%4.3%9.7%6.5%0.0%1.7%3.6%-2.1K-15.3K-2180.00124.09N/AN/A00740
2023-08-18$95.74$87.0017.4%5.0%9.9%12.1%0.0%2.3%-2.7%-1.8K-16.5K-2320.00134.79N/AN/A00740
2023-08-21$95.43$87.0014.5%4.2%9.6%5.0%0.0%1.3%1.4%490-22.0K-1750.00132.29N/AN/A00740
2023-08-22$94.44$87.0014.6%4.2%9.9%5.3%0.0%1.1%0.4%-2.4K-13.6K-2080.00132.01N/AN/A00740
2023-08-23$95.03$87.0014.1%4.0%10.1%4.0%0.0%1.6%0.6%-768-17.8K-1850.00133.69N/AN/A00740
2023-08-24$94.72$87.0013.8%3.9%9.7%3.1%0.0%1.7%1.8%-386-18.2K-1810.00134.32N/AN/A00740
2023-08-25$95.09$87.0014.4%4.1%9.5%4.7%0.0%1.1%0.6%11-19.6K-1770.00134.22N/AN/A00740
2023-08-28$95.69$87.0013.9%4.0%9.8%3.6%0.0%1.5%0.5%880-22.1K-1700.00136.06N/AN/A00740
2023-08-29$96.66$87.0013.7%3.9%10.7%3.1%0.0%1.7%-0.2%2.1K-27.1K-1630.00137.54N/AN/A00740
2023-08-30$96.73$87.0013.7%3.9%10.6%3.0%0.0%1.5%-0.6%2.2K-27.8K-1630.00136.89N/AN/A00740
2023-08-31$96.63$87.0013.7%3.9%10.6%2.9%0.0%0.9%-1.1%2.2K-27.2K-1620.00137.10N/AN/A00740