ONEY Options History — September 2023 In September 2023, ONEY traded between $90.81 and $97.19. ATM implied volatility averaged 15.5%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 3.9% (HV 20d: 11.6%). Max pain ranged from $87.00 to $87.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days.
Notable Days 2023-09-13 : Largest IV drop — 48.0% change2023-09-12 : Highest IV Rank — 28.9%2023-09-27 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $94.08 $90.81 $97.19 $97.19 $91.37 Max Pain $87.00 $87.00 $87.00 $87.00 $87.00 ATM IV 15.5% 11.9% 24.4% 14.1% 14.8% Expected Move 3.9% 3.4% 4.5% 4.0% 4.2% HV 20d 11.6% 9.7% 12.8% 10.8% 12.5% HV 60d 12.1% 11.8% 12.5% 12.2% 11.9% IV Rank 8.2% 0.0% 28.9% 4.0% 6.9% IV Percentile 23.5% 0.0% 74.2% 13.1% 21.4% Term Structure 0.8% -1.7% 2.0% -1.7% 0.7% Skew 25d 1.5% 0.6% 2.2% 0.9% 1.4% Skew 10d 2.0% -0.7% 3.8% 1.4% 1.7% Call IV 25d 12.9% 11.4% 15.1% 15.1% 15.0% Put IV 25d 14.4% 13.1% 16.8% 16.0% 16.3% Bid-Ask Spread % 133.30 130.70 137.79 137.79 132.39 Gamma HHI 0.46 0.34 0.56 0.41 0.56 Net GEX 2.3K 1.0K 2.9K 2.6K 2.3K Net DEX -19.7K -29.2K -11.2K -29.2K -11.6K Net VEX -126 -159 -83 -159 -83 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 27 7 47 47 7
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-09-01 $97.19 $87.00 14.1% 4.0% 10.8% 4.0% 0.0% 0.9% -1.7% 2.6K -29.2K -159 0.00 137.79 N/A N/A 0 0 7 40 2023-09-05 $96.15 $0.00 16.1% 3.9% 11.0% 8.8% 0.0% 1.9% 0.8% 2.1K -25.0K -154 0.00 131.86 N/A N/A 0 0 7 40 2023-09-06 $95.47 $0.00 18.7% 3.9% 11.2% 15.1% 0.0% 2.2% 1.3% 1.5K -22.3K -154 0.00 132.29 N/A N/A 0 0 7 40 2023-09-07 $94.99 $0.00 17.3% 4.0% 11.2% 11.8% 0.0% 1.4% 1.2% 1.0K -20.8K -147 0.00 132.47 N/A N/A 0 0 7 40 2023-09-08 $95.50 $0.00 19.3% 3.9% 11.3% 16.6% 0.0% 1.6% 0.5% 2.0K -23.7K -147 0.00 132.96 N/A N/A 0 0 7 40 2023-09-11 $95.25 $0.00 22.9% 3.8% 11.2% 25.1% 0.0% 1.8% 1.2% 2.2K -22.4K -142 0.00 134.09 N/A N/A 0 0 7 40 2023-09-12 $95.69 $0.00 24.4% 3.6% 11.3% 28.9% 0.0% 1.1% 2.0% 2.5K -24.5K -142 0.00 134.39 N/A N/A 0 0 7 40 2023-09-13 $94.93 $0.00 12.7% 3.6% 9.7% 0.5% 0.0% 1.4% 1.8% 2.2K -20.9K -136 0.00 134.85 N/A N/A 0 0 7 40 2023-09-14 $96.36 $0.00 12.0% 3.4% 11.1% 0.0% 0.0% 1.8% 1.6% 2.9K -26.0K -141 0.00 136.21 N/A N/A 0 0 7 40 2023-09-15 $95.66 $0.00 12.6% 3.6% 11.3% 1.5% 0.0% 1.3% 1.1% 2.1K -23.4K -141 0.00 135.66 N/A N/A 0 0 7 40 2023-09-18 $94.61 $0.00 11.9% 3.4% 11.9% 0.0% 0.0% 1.4% 1.8% 2.9K -22.3K -132 0.00 133.70 N/A N/A 0 0 7 0 2023-09-19 $94.43 $0.00 12.6% 3.6% 11.8% 1.8% 0.0% 1.7% 1.3% 2.9K -21.5K -132 0.00 134.99 N/A N/A 0 0 7 0 2023-09-20 $93.85 $0.00 12.6% 3.6% 11.5% 1.7% 0.0% 0.6% 0.3% 2.8K -20.2K -123 0.00 132.00 N/A N/A 0 0 7 0 2023-09-21 $92.50 $0.00 13.7% 3.9% 12.2% 4.4% 0.0% 1.3% -0.3% 2.5K -16.1K -112 0.00 130.74 N/A N/A 0 0 7 0 2023-09-22 $92.00 $0.00 14.1% 4.0% 12.3% 5.2% 0.0% 1.1% 1.0% 2.4K -14.2K -104 0.00 132.38 N/A N/A 0 0 7 0 2023-09-25 $92.21 $0.00 15.2% 4.3% 12.2% 7.9% 0.0% 1.4% 0.2% 2.5K -14.7K -103 0.00 131.77 N/A N/A 0 0 7 0 2023-09-26 $90.81 $0.00 15.1% 4.3% 12.8% 7.8% 0.0% 2.1% 0.5% 2.0K -11.2K -89 0.00 130.70 N/A N/A 0 0 7 0 2023-09-27 $90.91 $0.00 15.6% 4.5% 12.0% 8.9% 0.0% 1.8% 1.6% 2.1K -11.5K -91 0.00 131.22 N/A N/A 0 0 7 0 2023-09-28 $91.66 $0.00 14.8% 4.2% 12.6% 7.0% 0.0% 1.4% -0.3% 2.3K -12.8K -94 0.00 133.55 N/A N/A 0 0 7 0 2023-09-29 $91.37 $0.00 14.8% 4.2% 12.5% 6.9% 0.0% 1.4% 0.7% 2.3K -11.6K -83 0.00 132.39 N/A N/A 0 0 7 0
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