ONEY Options History — January 2024 In January 2024, ONEY traded between $97.15 and $100.95. ATM implied volatility averaged 15.2%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 2.5% (HV 20d: 12.7%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days.
Notable Days 2024-01-05 : Largest IV spike — 29.3% change2024-01-05 : Highest IV Rank — 25.8%2024-01-04 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $99.19 $97.15 $100.95 $100.94 $98.62 ATM IV 15.2% 13.7% 19.7% 14.5% 15.2% Expected Move 4.3% 3.9% 4.6% 4.2% 4.4% HV 20d 12.7% 9.5% 16.6% 16.2% 11.2% HV 60d 16.7% 15.7% 17.4% 17.3% 15.7% IV Rank 11.0% 5.9% 25.8% 8.6% 10.9% IV Percentile 34.7% 13.9% 83.3% 25.4% 38.5% Term Structure 0.4% -0.4% 1.4% 0.5% 1.3% Skew 25d 0.7% -0.4% 1.3% 0.3% 0.9% Skew 10d 1.3% 0.6% 2.3% 0.8% 1.1% Call IV 25d 14.0% 12.5% 16.0% 15.7% 15.9% Put IV 25d 14.7% 13.5% 16.7% 15.9% 16.7% Bid-Ask Spread % 129.79 124.56 135.13 128.58 135.13 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.2K 1.6K 2.6K 2.4K 2.1K Net DEX -10.2K -15.5K -5.3K -15.5K -7.8K Net VEX -50 -69 -35 -69 -40 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4 4 4 4 4
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 2024-01-02 $100.94 $0.00 14.5% 4.2% 16.2% 8.6% 0.0% 0.3% 0.5% 2.4K -15.5K -69 0.00 128.58 N/A N/A 0 0 4 0 2024-01-03 $100.06 $0.00 15.8% 4.5% 16.6% 12.8% 0.0% 0.1% 0.4% 2.2K -13.6K -67 0.00 127.95 N/A N/A 0 0 4 0 2024-01-04 $99.88 $0.00 15.3% 4.6% 16.1% 11.1% 0.0% 1.2% -0.2% 2.2K -12.4K -61 0.00 124.56 N/A N/A 0 0 4 0 2024-01-05 $100.25 $0.00 19.7% 4.4% 16.1% 25.8% 0.0% -0.4% 0.8% 2.4K -12.7K -62 0.00 128.37 N/A N/A 0 0 4 0 2024-01-08 $100.95 $0.00 16.1% 4.3% 16.1% 13.7% 0.0% 0.8% 1.1% 2.3K -14.4K -64 0.00 125.73 N/A N/A 0 0 4 0 2024-01-09 $100.04 $0.00 16.2% 4.2% 16.5% 14.3% 0.0% 0.8% 0.5% 2.4K -13.0K -61 0.00 126.56 N/A N/A 0 0 4 0 2024-01-10 $99.83 $0.00 14.6% 4.2% 16.6% 8.9% 0.0% 0.9% 0.4% 2.4K -12.4K -61 0.00 127.38 N/A N/A 0 0 4 0 2024-01-11 $99.34 $0.00 14.5% 4.1% 16.6% 8.6% 0.0% 1.0% 0.6% 2.3K -11.1K -57 0.00 128.33 N/A N/A 0 0 4 0 2024-01-12 $99.17 $0.00 14.7% 4.2% 13.7% 9.4% 0.0% 1.0% 0.4% 2.2K -10.7K -53 0.00 128.26 N/A N/A 0 0 4 0 2024-01-16 $98.07 $0.00 15.7% 4.5% 11.0% 12.5% 0.0% 0.8% -0.4% 1.9K -8.0K -44 0.00 129.14 N/A N/A 0 0 4 0 2024-01-17 $97.17 $0.00 15.6% 4.5% 10.5% 12.4% 0.0% 1.3% 0.4% 1.6K -5.9K -35 0.00 129.17 N/A N/A 0 0 4 0 2024-01-18 $97.15 $0.00 15.4% 4.4% 10.5% 11.6% 0.0% 1.0% -0.4% 1.6K -5.3K -35 0.00 129.70 N/A N/A 0 0 4 0 2024-01-19 $97.96 $0.00 14.6% 4.2% 10.3% 9.1% 0.0% 0.7% 0.4% 1.9K -6.9K -38 0.00 130.35 N/A N/A 0 0 4 0 2024-01-22 $98.56 $0.00 14.3% 4.1% 9.9% 8.1% 0.0% 1.0% 0.2% 2.1K -8.4K -45 0.00 131.29 N/A N/A 0 0 4 0 2024-01-23 $98.38 $0.00 14.2% 4.1% 9.8% 7.7% 0.0% 0.1% 0.8% 2.0K -7.4K -41 0.00 131.99 N/A N/A 0 0 4 0 2024-01-24 $98.13 $0.00 13.7% 3.9% 9.5% 5.9% 0.0% 0.9% 1.4% 1.9K -7.1K -40 0.00 132.40 N/A N/A 0 0 4 0 2024-01-25 $99.13 $0.00 14.5% 4.2% 9.7% 8.8% 0.0% 0.7% 0.8% 2.3K -9.2K -47 0.00 132.39 N/A N/A 0 0 4 0 2024-01-26 $99.47 $0.00 14.3% 4.1% 9.8% 8.1% 0.0% 0.7% 0.2% 2.4K -10.0K -46 0.00 131.93 N/A N/A 0 0 4 0 2024-01-29 $99.72 $0.00 14.9% 4.3% 9.8% 9.9% 0.0% 0.7% -0.3% 2.5K -10.2K -44 0.00 133.71 N/A N/A 0 0 4 0 2024-01-30 $100.18 $0.00 15.5% 4.4% 9.8% 11.9% 0.0% 0.1% 0.6% 2.6K -11.8K -50 0.00 132.65 N/A N/A 0 0 4 0 2024-01-31 $98.62 $0.00 15.2% 4.4% 11.2% 10.9% 0.0% 0.9% 1.3% 2.1K -7.8K -40 0.00 135.13 N/A N/A 0 0 4 0
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