ONEY Options History — December 2023 In December 2023, ONEY traded between $95.56 and $101.58. ATM implied volatility averaged 16.5%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 0.3% (HV 20d: 16.8%). Max pain ranged from $96.00 to $96.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-15 : Highest Volume — 3 contracts2023-12-13 : Largest IV drop — 53.0% change2023-12-12 : Highest IV Rank — 35.2%2023-12-01 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $98.85 $95.56 $101.58 $96.33 $100.75 Max Pain $96.00 $96.00 $96.00 $96.00 $96.00 ATM IV 16.5% 12.5% 26.6% 16.5% 13.1% Expected Move 4.0% 3.6% 4.7% 4.7% 3.8% HV 20d 16.8% 14.2% 18.6% 18.6% 17.4% HV 60d 17.5% 16.8% 18.2% 17.1% 17.3% IV Rank 11.8% 1.5% 35.2% 11.1% 4.2% IV Percentile 38.5% 1.2% 95.6% 43.3% 8.3% Term Structure 0.9% -1.8% 1.9% -1.8% 1.2% Skew 25d 0.8% 0.3% 1.7% 0.7% 0.5% Skew 10d 1.5% 0.7% 3.4% 0.9% 1.2% Call IV 25d 13.2% 11.8% 17.4% 17.4% 14.1% Put IV 25d 14.1% 13.0% 18.1% 18.1% 14.6% Bid-Ask Spread % 129.11 125.12 136.60 136.60 128.28 Gamma HHI 0.77 0.50 1.00 0.57 1.00 Net GEX 3.4K 2.1K 5.2K 4.4K 2.4K Net DEX -22.4K -42.8K -13.5K -23.2K -15.2K Net VEX -72 -82 -60 -76 -72 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 0.15 0 3 0 0 Total OI 5.65 4 7 7 4
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 2023-12-01 $96.33 $96.00 16.5% 4.7% 18.6% 11.1% 0.0% 0.7% -1.8% 4.4K -23.2K -76 0.00 136.60 N/A N/A 0 0 7 0 2023-12-04 $96.70 $0.00 18.0% 4.1% 17.7% 14.6% 0.0% 1.2% 1.1% 5.0K -26.4K -76 0.00 130.38 N/A N/A 0 0 7 0 2023-12-05 $95.73 $0.00 17.9% 4.2% 17.4% 14.4% 0.0% 1.5% 0.7% 4.5K -20.8K -71 0.00 130.70 N/A N/A 0 0 7 0 2023-12-06 $95.56 $0.00 20.2% 4.3% 17.2% 19.8% 0.0% 0.5% 0.7% 4.7K -19.2K -65 0.00 130.96 N/A N/A 0 0 7 0 2023-12-07 $96.16 $0.00 20.4% 4.3% 16.9% 20.4% 0.0% 1.4% 0.5% 4.6K -22.5K -68 0.00 131.00 N/A N/A 0 0 7 0 2023-12-08 $96.67 $0.00 19.8% 4.0% 16.1% 18.9% 0.0% 1.7% 1.3% 4.8K -24.7K -72 0.00 131.97 N/A N/A 0 0 7 0 2023-12-11 $97.09 $0.00 24.9% 4.0% 16.1% 31.1% 0.0% 0.9% 1.1% 4.9K -26.9K -67 0.00 132.68 N/A N/A 0 0 7 0 2023-12-12 $96.60 $0.00 26.6% 3.7% 16.2% 35.2% 0.0% 0.9% 1.9% 5.2K -24.0K -60 0.00 134.20 N/A N/A 0 0 7 0 2023-12-13 $99.19 $0.00 12.5% 3.6% 14.2% 1.5% 0.0% 1.2% 1.6% 3.9K -38.3K -73 0.00 133.22 N/A N/A 0 0 7 0 2023-12-14 $101.58 $0.00 14.4% 4.1% 15.9% 6.0% 0.0% 1.1% 0.6% 3.4K -42.0K -82 0.00 126.80 N/A N/A 0 0 7 0 2023-12-15 $100.27 $0.00 14.4% 4.1% 16.2% 8.2% 0.0% 0.9% 0.0% 3.0K -42.8K -75 0.00 126.97 N/A N/A 3 0 7 0 2023-12-18 $99.77 $0.00 13.6% 3.9% 16.5% 5.7% 0.0% 0.4% 1.0% 2.1K -13.7K -70 0.00 125.72 N/A N/A 0 0 4 0 2023-12-19 $100.73 $0.00 13.5% 3.9% 16.6% 5.3% 0.0% 0.4% 0.6% 2.2K -16.0K -76 0.00 125.52 N/A N/A 0 0 4 0 2023-12-20 $99.60 $0.00 13.8% 3.9% 17.0% 6.3% 0.0% 0.3% 1.8% 2.1K -13.5K -70 0.00 125.55 N/A N/A 0 0 4 0 2023-12-21 $99.97 $0.00 14.8% 4.3% 16.9% 9.7% 0.0% 0.6% 1.0% 2.1K -13.8K -71 0.00 125.41 N/A N/A 0 0 4 0 2023-12-22 $100.52 $0.00 13.9% 4.0% 17.0% 6.6% 0.0% 0.4% 0.8% 2.2K -15.4K -75 0.00 125.12 N/A N/A 0 0 4 0 2023-12-26 $101.43 $0.00 13.8% 3.9% 16.9% 6.2% 0.0% 0.4% 1.0% 2.3K -17.2K -75 0.00 126.60 N/A N/A 0 0 4 0 2023-12-27 $101.06 $0.00 13.8% 4.0% 17.2% 6.3% 0.0% 0.6% 1.2% 2.2K -16.7K -72 0.00 126.86 N/A N/A 0 0 4 0 2023-12-28 $101.29 $0.00 13.4% 3.8% 17.2% 5.0% 0.0% 1.1% 1.5% 2.4K -16.3K -74 0.00 127.59 N/A N/A 0 0 4 0 2023-12-29 $100.75 $0.00 13.1% 3.8% 17.4% 4.2% 0.0% 0.5% 1.2% 2.4K -15.2K -72 0.00 128.28 N/A N/A 0 0 4 0
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