ONEY Options History — March 2024 In March 2024, ONEY traded between $102.07 and $108.57. ATM implied volatility averaged 15.7%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 4.5% (HV 20d: 11.2%). Max pain ranged from $104.00 to $104.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-26 : Highest Volume — 3 contracts2024-03-13 : Largest IV drop — 56.1% change2024-03-12 : Highest IV Rank — 62.3%2024-03-01 : Largest Expected Move — 4.4%Monthly Statistics Metric Avg Min Max Open Close Price $105.00 $102.07 $108.57 $102.07 $108.57 Max Pain $104.00 $104.00 $104.00 $104.00 $104.00 ATM IV 15.7% 11.4% 30.9% 15.2% 11.4% Expected Move 3.8% 3.3% 4.4% 4.4% 3.3% HV 20d 11.2% 7.9% 14.4% 14.4% 11.3% HV 60d 12.7% 11.7% 14.0% 14.0% 12.5% IV Rank 13.2% 0.0% 62.3% 11.0% 0.1% IV Percentile 35.9% 0.0% 98.4% 44.0% 0.4% Term Structure 0.6% -0.5% 1.8% -0.5% 0.6% Skew 25d 1.3% 0.1% 4.8% 0.1% 1.4% Skew 10d 2.5% 1.3% 4.1% 1.5% 4.1% Call IV 25d 12.0% 8.6% 16.1% 16.1% 11.4% Put IV 25d 13.3% 12.5% 16.2% 16.2% 12.8% Bid-Ask Spread % 129.77 127.71 133.68 127.71 129.07 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3.1K 0 6.6K 4.6K 1.3K Net DEX -13.5K -30.0K 0 -11.1K -17.8K Net VEX -19 -89 0 -26 -89 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 2.5 0 4 4 3
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 2024-03-01 $102.07 $104.00 15.2% 4.4% 14.4% 11.0% 0.0% 0.1% -0.5% 4.6K -11.1K -26 0.00 127.71 N/A N/A 0 0 4 0 2024-03-04 $102.65 $0.00 16.3% 4.2% 14.3% 14.5% 0.0% 1.3% -0.4% 4.6K -15.3K -27 0.00 129.13 N/A N/A 0 0 4 0 2024-03-05 $102.74 $0.00 17.1% 4.2% 13.5% 17.1% 0.0% 0.7% -0.1% 4.7K -15.6K -26 0.00 128.52 N/A N/A 0 0 4 0 2024-03-06 $103.44 $0.00 18.3% 4.1% 13.6% 21.1% 0.0% 2.0% 0.6% 4.7K -19.1K -26 0.00 130.16 N/A N/A 0 0 4 0 2024-03-07 $104.13 $0.00 18.1% 3.8% 13.7% 20.4% 0.0% 1.6% 1.0% 5.3K -22.4K -24 0.00 129.82 N/A N/A 0 0 4 0 2024-03-08 $104.38 $0.00 19.7% 4.2% 13.7% 25.7% 0.0% 1.7% -0.0% 5.3K -23.6K -23 0.00 128.30 N/A N/A 0 0 4 0 2024-03-11 $104.65 $0.00 24.4% 3.9% 13.6% 41.3% 0.0% 1.1% 1.6% 5.4K -24.9K -17 0.00 129.65 N/A N/A 0 0 4 0 2024-03-12 $104.71 $0.00 30.9% 3.9% 12.8% 62.3% 0.0% 4.8% 0.7% 5.4K -25.2K -15 0.00 130.64 N/A N/A 0 0 4 0 2024-03-13 $105.51 $0.00 13.6% 3.9% 7.9% 5.6% 0.0% 1.6% 0.5% 5.3K -30.0K -11 0.00 129.65 N/A N/A 0 0 4 0 2024-03-14 $104.12 $0.00 15.0% 4.3% 9.6% 11.7% 0.0% 1.3% -0.2% 6.5K -21.9K -9 0.00 130.51 N/A N/A 0 0 4 0 2024-03-15 $104.77 $0.00 13.9% 4.0% 8.2% 8.8% 0.0% 1.5% 0.9% 6.6K -26.2K -2 0.00 130.32 N/A N/A 0 0 4 0 2024-03-18 $104.16 $0.00 13.9% 4.0% 8.7% 8.8% 0.0% 0.9% -0.1% 0 0 0 0.00 129.15 N/A N/A 0 0 0 0 2024-03-19 $104.76 $0.00 13.7% 3.9% 8.5% 7.7% 0.0% 0.8% 0.2% 0 0 0 0.00 129.54 N/A N/A 0 0 0 0 2024-03-20 $106.15 $0.00 12.9% 3.7% 9.3% 4.5% 0.0% 1.0% 0.3% 0 0 0 0.00 129.50 N/A N/A 0 0 0 0 2024-03-21 $107.19 $0.00 11.9% 3.4% 9.5% 0.0% 0.0% 0.9% 1.2% 0 0 0 0.00 128.19 N/A N/A 0 0 0 0 2024-03-22 $106.27 $0.00 11.7% 3.4% 10.3% 0.0% 0.0% 1.1% 1.6% 0 0 0 0.00 129.74 N/A N/A 0 0 0 0 2024-03-25 $106.28 $0.00 12.1% 3.5% 10.0% 1.5% 0.0% 0.6% 1.8% 0 0 0 0.00 130.41 N/A N/A 0 0 0 0 2024-03-26 $105.89 $0.00 11.9% 3.4% 10.3% 0.9% 0.0% 0.9% 1.0% 0 0 0 0.00 133.68 N/A N/A 3 0 0 0 2024-03-27 $107.54 $0.00 11.4% 3.3% 11.2% 0.0% 0.0% 1.4% 1.2% 1.3K -16.2K -89 0.00 131.71 N/A N/A 0 0 3 0 2024-03-28 $108.57 $0.00 11.4% 3.3% 11.3% 0.1% 0.0% 1.4% 0.6% 1.3K -17.8K -89 0.00 129.07 N/A N/A 0 0 3 0
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