ONEY Options History — October 2023 In October 2023, ONEY traded between $86.16 and $92.03. ATM implied volatility averaged 18.2%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 3.2% (HV 20d: 15.0%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days.
Notable Days 2023-10-18 : Largest IV spike — 27.2% change2023-10-27 : Highest IV Rank — 29.7%2023-10-27 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $89.11 $86.16 $92.03 $89.62 $87.54 ATM IV 18.2% 15.2% 24.3% 15.8% 17.9% Expected Move 5.1% 4.3% 7.0% 4.5% 5.1% HV 20d 15.0% 13.4% 16.5% 13.4% 15.6% HV 60d 12.4% 11.6% 13.5% 12.2% 13.5% IV Rank 15.2% 7.9% 29.7% 9.3% 14.3% IV Percentile 52.1% 25.0% 85.7% 29.0% 52.4% Term Structure -0.1% -3.7% 1.2% 1.2% -1.1% Skew 25d 2.2% 1.6% 5.4% 1.8% 1.6% Skew 10d 4.3% 2.3% 12.7% 2.3% 12.4% Call IV 25d 15.5% 12.9% 17.9% 16.2% 17.9% Put IV 25d 17.7% 14.8% 20.5% 18.0% 19.5% Bid-Ask Spread % 127.81 123.78 131.90 131.63 130.38 Gamma HHI 0.55 0.53 0.56 0.55 0.55 Net GEX 1.5K 711 2.5K 1.7K 935 Net DEX -7.1K -12.4K -2.4K -8.3K -3.1K Net VEX -57 -86 -25 -68 -29 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7 7 7 7 7
Daily Data (22 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 2023-10-02 $89.62 $0.00 15.8% 4.5% 13.4% 9.3% 0.0% 1.8% 1.2% 1.7K -8.3K -68 0.00 131.63 N/A N/A 0 0 7 0 2023-10-03 $88.59 $0.00 17.5% 5.0% 13.5% 13.5% 0.0% 2.1% 0.1% 1.4K -7.1K -58 0.00 130.06 N/A N/A 0 0 7 0 2023-10-04 $88.61 $0.00 17.2% 4.9% 13.5% 12.6% 0.0% 1.7% 0.1% 1.5K -6.9K -64 0.00 131.90 N/A N/A 0 0 7 0 2023-10-05 $88.53 $0.00 17.3% 4.9% 13.5% 13.1% 0.0% 1.8% 0.7% 1.4K -6.3K -59 0.00 123.78 N/A N/A 0 0 7 0 2023-10-06 $89.27 $0.00 17.9% 4.8% 13.8% 14.4% 0.0% 5.4% -0.1% 1.6K -7.4K -67 0.00 125.19 N/A N/A 0 0 7 0 2023-10-09 $89.99 $0.00 18.9% 4.9% 14.4% 16.9% 0.0% 2.4% 0.2% 1.8K -8.7K -70 0.00 126.08 N/A N/A 0 0 7 0 2023-10-10 $90.91 $0.00 18.5% 4.5% 14.9% 15.8% 0.0% 1.6% 0.5% 2.1K -10.5K -82 0.00 127.77 N/A N/A 0 0 7 0 2023-10-11 $91.26 $0.00 15.2% 4.3% 14.9% 7.9% 0.0% 1.9% 1.0% 2.2K -10.6K -76 0.00 128.94 N/A N/A 0 0 7 0 2023-10-12 $90.06 $0.00 16.2% 4.6% 14.0% 10.4% 0.0% 2.0% 0.2% 1.8K -7.9K -64 0.00 127.00 N/A N/A 0 0 7 0 2023-10-13 $89.91 $0.00 17.7% 5.1% 13.9% 13.8% 0.0% 1.7% 0.4% 1.8K -8.3K -69 0.00 125.88 N/A N/A 0 0 7 0 2023-10-16 $91.33 $0.00 15.8% 4.5% 15.1% 9.3% 0.0% 1.7% -0.0% 2.2K -10.7K -73 0.00 128.93 N/A N/A 0 0 7 0 2023-10-17 $92.03 $0.00 15.8% 4.5% 15.5% 9.4% 0.0% 1.7% 0.2% 2.5K -12.4K -86 0.00 129.94 N/A N/A 0 0 7 0 2023-10-18 $90.80 $0.00 20.1% 5.8% 16.0% 19.7% 0.0% 5.3% -1.1% 2.0K -11.9K -83 0.00 131.67 N/A N/A 0 0 7 0 2023-10-19 $89.50 $0.00 19.3% 5.5% 16.0% 17.7% 0.0% 1.9% 0.6% 1.6K -7.2K -57 0.00 126.08 N/A N/A 0 0 7 0 2023-10-20 $88.47 $0.00 19.9% 5.7% 16.3% 19.2% 0.0% 1.9% -3.7% 1.4K -6.5K -56 0.00 127.30 N/A N/A 0 0 7 0 2023-10-23 $87.64 $0.00 19.1% 5.5% 16.4% 17.1% 0.0% 2.0% -0.5% 1.1K -4.1K -37 0.00 126.47 N/A N/A 0 0 7 0 2023-10-24 $88.12 $0.00 18.6% 5.3% 15.9% 16.2% 0.0% 1.8% 0.1% 1.2K -4.5K -39 0.00 126.11 N/A N/A 0 0 7 0 2023-10-25 $87.37 $0.00 19.4% 5.5% 16.1% 17.8% 0.0% 2.1% -0.2% 969 -3.4K -33 0.00 126.86 N/A N/A 0 0 7 0 2023-10-26 $87.56 $0.00 19.6% 5.6% 15.7% 18.4% 0.0% 2.0% -0.0% 1.1K -4.0K -36 0.00 125.86 N/A N/A 0 0 7 0 2023-10-27 $86.16 $0.00 24.3% 7.0% 16.5% 29.7% 0.0% 2.9% -0.6% 711 -2.4K -25 0.00 124.77 N/A N/A 0 0 7 0 2023-10-30 $87.06 $0.00 19.1% 5.5% 15.9% 17.1% 0.0% 2.1% -0.6% 876 -3.0K -29 0.00 129.26 N/A N/A 0 0 7 0 2023-10-31 $87.54 $0.00 17.9% 5.1% 15.6% 14.3% 0.0% 1.6% -1.1% 935 -3.1K -29 0.00 130.38 N/A N/A 0 0 7 0
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