ONEY Options History — February 2024 In February 2024, ONEY traded between $97.54 and $101.73. ATM implied volatility averaged 14.8%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 1.2% (HV 20d: 13.6%). Max pain ranged from $104.00 to $104.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days.
Notable Days 2024-02-13 : Largest IV spike — 16.3% change2024-02-06 : Highest IV Rank — 16.7%2024-02-13 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $99.59 $97.54 $101.73 $99.02 $101.73 Max Pain $104.00 $104.00 $104.00 $104.00 $104.00 ATM IV 14.8% 13.5% 17.0% 15.0% 14.4% Expected Move 4.2% 3.9% 4.6% 4.5% 4.1% HV 20d 13.6% 10.8% 15.7% 10.9% 14.4% HV 60d 14.6% 13.4% 15.3% 15.3% 14.0% IV Rank 9.7% 5.3% 16.7% 10.3% 8.2% IV Percentile 32.1% 12.3% 57.1% 35.3% 28.6% Term Structure -0.4% -2.5% 0.8% -1.1% -0.5% Skew 25d 1.7% -0.2% 3.7% 1.6% 0.9% Skew 10d 1.8% 1.1% 2.7% 2.7% 1.4% Call IV 25d 13.1% 10.5% 15.8% 12.7% 15.5% Put IV 25d 14.7% 12.9% 16.4% 14.3% 16.4% Bid-Ask Spread % 125.30 123.57 127.60 123.57 127.60 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.6K 1.5K 4.0K 2.1K 4.0K Net DEX -7.4K -11.7K -3.7K -7.9K -11.7K Net VEX -29 -37 -19 -37 -28 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 (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 2024-02-01 $99.02 $104.00 15.0% 4.5% 10.9% 10.3% 0.0% 1.6% -1.1% 2.1K -7.9K -37 0.00 123.57 N/A N/A 0 0 4 0 2024-02-02 $98.71 $104.00 15.2% 4.3% 11.0% 10.8% 0.0% 2.2% -1.7% 2.0K -7.3K -37 0.00 124.88 N/A N/A 0 0 4 0 2024-02-05 $97.65 $104.00 16.7% 4.4% 11.4% 16.0% 0.0% 3.4% -0.9% 1.7K -5.2K -28 0.00 124.59 N/A N/A 0 0 4 0 2024-02-06 $97.84 $104.00 17.0% 4.4% 11.1% 16.7% 0.0% 2.9% -0.7% 1.6K -4.9K -25 0.00 124.60 N/A N/A 0 0 4 0 2024-02-07 $98.15 $104.00 15.1% 4.3% 10.8% 10.5% 0.0% 3.3% -1.5% 1.8K -5.4K -28 0.00 125.42 N/A N/A 0 0 4 0 2024-02-08 $98.49 $104.00 14.2% 4.1% 10.9% 7.7% 0.0% 3.7% -0.2% 1.9K -5.4K -28 0.00 126.02 N/A N/A 0 0 4 0 2024-02-09 $98.47 $104.00 13.5% 3.9% 10.8% 5.3% 0.0% 2.4% 0.4% 1.9K -4.6K -24 0.00 125.11 N/A N/A 0 0 4 0 2024-02-12 $100.00 $104.00 13.8% 4.0% 12.2% 6.4% 0.0% 1.0% -0.2% 2.8K -7.8K -34 0.00 124.23 N/A N/A 0 0 4 0 2024-02-13 $97.54 $104.00 16.1% 4.6% 14.6% 13.8% 0.0% 1.6% -0.8% 1.5K -3.7K -19 0.00 123.70 N/A N/A 0 0 4 0 2024-02-14 $98.56 $104.00 13.6% 3.9% 14.7% 5.7% 0.0% 2.8% -2.5% 1.9K -4.4K -21 0.00 124.71 N/A N/A 0 0 4 0 2024-02-15 $100.22 $104.00 14.1% 4.1% 15.7% 7.5% 0.0% 1.4% 0.2% 3.0K -8.7K -33 0.00 124.36 N/A N/A 0 0 4 0 2024-02-16 $100.13 $104.00 15.5% 4.4% 15.6% 12.0% 0.0% 1.1% -0.6% 2.8K -9.1K -35 0.00 123.84 N/A N/A 0 0 4 0 2024-02-20 $99.78 $104.00 15.9% 4.6% 15.5% 13.2% 0.0% 1.1% -0.3% 2.6K -7.3K -27 0.00 124.40 N/A N/A 0 0 4 0 2024-02-21 $100.25 $104.00 15.5% 4.4% 15.6% 11.8% 0.0% 1.0% -0.1% 2.9K -8.1K -28 0.00 124.51 N/A N/A 0 0 4 0 2024-02-22 $100.98 $104.00 14.2% 4.1% 15.7% 7.7% 0.0% 0.9% 0.8% 3.6K -9.4K -30 0.00 126.19 N/A N/A 0 0 4 0 2024-02-23 $101.32 $104.00 14.3% 4.1% 15.3% 8.1% 0.0% 0.8% 0.0% 3.7K -10.2K -31 0.00 125.93 N/A N/A 0 0 4 0 2024-02-26 $100.83 $104.00 14.0% 4.0% 15.5% 6.9% 0.0% 1.1% 0.7% 3.3K -8.8K -27 0.00 127.58 N/A N/A 0 0 4 0 2024-02-27 $101.19 $104.00 14.0% 4.0% 15.5% 7.0% 0.0% 0.7% 0.5% 3.6K -9.9K -28 0.00 127.34 N/A N/A 0 0 4 0 2024-02-28 $101.00 $104.00 14.2% 4.1% 15.4% 7.7% 0.0% -0.2% 0.3% 3.5K -9.0K -25 0.00 127.36 N/A N/A 0 0 4 0 2024-02-29 $101.73 $104.00 14.4% 4.1% 14.4% 8.2% 0.0% 0.9% -0.5% 4.0K -11.7K -28 0.00 127.60 N/A N/A 0 0 4 0
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