ONEY Options History — November 2023 In November 2023, ONEY traded between $88.09 and $94.39. ATM implied volatility averaged 16.3%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 3.1% (HV 20d: 19.4%). Max pain ranged from $96.00 to $96.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-03 : Highest Volume — 1 contracts2023-11-02 : Largest IV drop — 50.6% change2023-11-01 : Highest IV Rank — 52.6%2023-11-01 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $91.61 $88.09 $94.39 $88.09 $94.39 Max Pain $96.00 $96.00 $96.00 $96.00 $96.00 ATM IV 16.3% 13.6% 33.9% 33.9% 16.0% Expected Move 4.6% 3.9% 9.7% 9.7% 4.6% HV 20d 19.4% 15.8% 22.0% 15.8% 18.9% HV 60d 15.9% 13.6% 16.8% 13.6% 16.6% IV Rank 10.5% 4.2% 52.6% 52.6% 9.8% IV Percentile 32.2% 11.5% 97.2% 97.2% 36.5% Term Structure -0.3% -13.8% 5.5% -13.8% -1.5% Skew 25d 1.1% 0.3% 2.7% 1.1% 0.8% Skew 10d 1.8% 0.6% 4.2% 4.2% 1.4% Call IV 25d 15.9% 13.0% 47.0% 47.0% 16.7% Put IV 25d 17.0% 14.4% 48.1% 48.1% 17.5% Bid-Ask Spread % 133.40 127.47 143.45 143.45 137.55 Gamma HHI 0.50 0.36 0.63 0.55 0.61 Net GEX 2.9K 1.3K 5.2K 1.3K 3.8K Net DEX -9.6K -17.0K -3.9K -6.8K -14.5K Net VEX -50 -64 -27 -52 -60 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 0.048 0 1 0 0 Total OI 7.476 7 8 7 7
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 2023-11-01 $88.09 $0.00 33.9% 9.7% 15.8% 52.6% 0.0% 1.1% -13.8% 1.3K -6.8K -52 0.00 143.45 N/A N/A 0 0 7 0 2023-11-02 $90.13 $96.00 16.8% 4.7% 17.8% 11.7% 0.0% 2.7% 0.5% 1.7K -5.8K -44 0.00 127.51 N/A N/A 0 0 7 0 2023-11-03 $91.82 $96.00 14.5% 4.7% 18.8% 6.3% 0.0% 1.2% 0.4% 2.3K -9.7K -64 0.00 127.47 N/A N/A 1 0 7 0 2023-11-06 $90.64 $96.00 19.3% 4.6% 19.2% 17.8% 0.0% 0.9% 0.5% 3.1K -10.0K -60 0.00 128.78 N/A N/A 0 0 8 0 2023-11-07 $90.09 $96.00 18.7% 4.5% 19.0% 16.2% 0.0% 1.4% 0.5% 2.5K -7.5K -45 0.00 129.15 N/A N/A 0 0 8 0 2023-11-08 $89.58 $96.00 16.0% 4.6% 19.0% 9.8% 0.0% 1.3% 0.5% 2.2K -6.3K -39 0.00 128.79 N/A N/A 0 0 8 0 2023-11-09 $88.71 $96.00 15.9% 4.6% 18.8% 9.7% 0.0% 1.5% 0.4% 1.7K -4.6K -34 0.00 128.84 N/A N/A 0 0 8 0 2023-11-10 $89.44 $96.00 15.1% 4.3% 19.0% 7.6% 0.0% 1.6% 0.7% 1.9K -4.7K -27 0.00 130.71 N/A N/A 0 0 8 0 2023-11-13 $89.15 $96.00 14.7% 4.2% 18.1% 6.7% 0.0% 1.3% 0.7% 1.7K -3.9K -27 0.00 132.02 N/A N/A 0 0 8 0 2023-11-14 $92.32 $96.00 14.9% 4.3% 22.0% 7.3% 0.0% 0.5% 0.5% 3.9K -14.2K -59 0.00 132.98 N/A N/A 0 0 8 0 2023-11-15 $93.00 $96.00 14.8% 4.2% 21.5% 6.9% 0.0% 0.6% 1.6% 4.4K -17.0K -62 0.00 133.97 N/A N/A 0 0 8 0 2023-11-16 $92.05 $96.00 14.0% 4.0% 21.2% 5.0% 0.0% 0.7% 5.5% 5.2K -12.7K -54 0.00 133.76 N/A N/A 0 0 8 0 2023-11-17 $92.81 $96.00 13.9% 4.0% 20.7% 4.9% 0.0% 0.5% 2.3% 4.7K -16.3K -61 0.00 134.07 N/A N/A 0 0 8 0 2023-11-20 $93.16 $96.00 14.8% 4.2% 20.3% 7.0% 0.0% 1.2% -0.1% 3.2K -10.9K -60 0.00 134.28 N/A N/A 0 0 7 0 2023-11-21 $92.39 $96.00 14.3% 4.1% 20.6% 5.8% 0.0% 0.7% -0.1% 2.6K -7.6K -45 0.00 134.81 N/A N/A 0 0 7 0 2023-11-22 $92.86 $96.00 13.6% 3.9% 20.2% 4.2% 0.0% 1.0% 0.0% 2.9K -9.1K -48 0.00 136.50 N/A N/A 0 0 7 0 2023-11-24 $93.19 $96.00 14.5% 4.1% 20.2% 6.2% 0.0% 1.1% -0.4% 3.1K -10.7K -57 0.00 135.85 N/A N/A 0 0 7 0 2023-11-27 $93.07 $96.00 15.2% 4.4% 19.0% 7.9% 0.0% 0.9% -0.8% 3.0K -8.1K -47 0.00 136.49 N/A N/A 0 0 7 0 2023-11-28 $93.22 $96.00 15.0% 4.3% 18.9% 7.5% 0.0% 1.4% -1.0% 3.1K -10.0K -54 0.00 137.14 N/A N/A 0 0 7 0 2023-11-29 $93.66 $96.00 16.2% 4.6% 18.9% 10.3% 0.0% 0.3% -2.6% 3.5K -11.1K -53 0.00 137.27 N/A N/A 0 0 7 0 2023-11-30 $94.39 $96.00 16.0% 4.6% 18.9% 9.8% 0.0% 0.8% -1.5% 3.8K -14.5K -60 0.00 137.55 N/A N/A 0 0 7 0
« Oct 2023 | All History | Dec 2023 » Home ONEY History November 2023