ONEY Options History — April 2024 In April 2024, ONEY traded between $102.34 and $108.15. ATM implied volatility averaged 15.6%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 2.4% (HV 20d: 13.2%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-15 : Highest Volume — 3 contracts2024-04-12 : Largest IV spike — 13.4% change2024-04-17 : Highest IV Rank — 25.0%2024-04-17 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $105.13 $102.34 $108.15 $108.15 $103.52 ATM IV 15.6% 13.1% 17.4% 13.1% 15.1% Expected Move 4.4% 3.8% 5.0% 3.8% 4.3% HV 20d 13.2% 11.6% 14.8% 11.6% 12.7% HV 60d 12.9% 12.4% 13.3% 12.4% 13.2% IV Rank 17.7% 7.2% 25.0% 7.2% 15.5% IV Percentile 53.6% 10.7% 77.4% 10.7% 47.2% Term Structure -0.1% -1.5% 0.9% 0.9% -0.2% Skew 25d 1.4% -0.9% 4.3% 1.2% 0.8% Skew 10d 2.1% -0.1% 8.9% 1.6% 1.0% Call IV 25d 13.6% 10.9% 16.0% 13.2% 15.2% Put IV 25d 15.0% 12.9% 16.8% 14.4% 16.0% Bid-Ask Spread % 136.40 129.57 148.60 131.31 147.43 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.3K 1.2K 1.4K 1.3K 1.2K Net DEX -12.5K -17.1K -7.8K -17.1K -10.2K Net VEX -78 -88 -62 -88 -70 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 0.136 0 3 0 0 Total OI 3 3 3 3 3
Daily Data (22 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 2024-04-01 $108.15 $0.00 13.1% 3.8% 11.6% 7.2% 0.0% 1.2% 0.9% 1.3K -17.1K -88 0.00 131.31 N/A N/A 0 0 3 0 2024-04-02 $107.35 $0.00 14.2% 4.1% 12.1% 12.0% 0.0% 1.1% 0.5% 1.3K -15.9K -88 0.00 131.03 N/A N/A 0 0 3 0 2024-04-03 $107.72 $0.00 13.8% 4.0% 12.1% 10.2% 0.0% 1.4% 0.3% 1.4K -16.3K -87 0.00 131.86 N/A N/A 0 0 3 0 2024-04-04 $106.80 $0.00 15.1% 4.6% 12.6% 15.6% 0.0% 2.8% -1.4% 1.3K -15.2K -87 0.00 129.57 N/A N/A 0 0 3 0 2024-04-05 $107.22 $0.00 15.7% 4.3% 12.4% 18.0% 0.0% 1.6% -0.6% 1.3K -15.8K -87 0.00 129.64 N/A N/A 0 0 3 0 2024-04-08 $107.76 $0.00 15.8% 4.2% 12.5% 18.6% 0.0% 0.7% 0.6% 1.3K -16.7K -85 0.00 132.44 N/A N/A 0 0 3 0 2024-04-09 $107.78 $0.00 17.0% 4.4% 12.5% 23.3% 0.0% 1.1% -0.6% 1.3K -16.6K -85 0.00 130.94 N/A N/A 0 0 3 0 2024-04-10 $105.77 $0.00 15.7% 4.5% 14.4% 18.0% 0.0% 1.2% 0.0% 1.3K -13.7K -84 0.00 132.71 N/A N/A 0 0 3 0 2024-04-11 $105.84 $0.00 15.1% 4.3% 14.2% 15.6% 0.0% 4.3% 0.8% 1.3K -13.7K -84 0.00 136.53 N/A N/A 0 0 3 0 2024-04-12 $104.15 $0.00 17.2% 4.9% 14.6% 24.2% 0.0% 1.6% -0.5% 1.3K -11.1K -79 0.00 131.89 N/A N/A 0 0 3 0 2024-04-15 $103.09 $0.00 17.3% 4.9% 14.8% 24.6% 0.0% -0.9% -0.9% 1.2K -9.4K -71 0.00 131.96 N/A N/A 3 0 3 0 2024-04-16 $102.56 $0.00 17.1% 4.9% 14.8% 24.0% 0.0% 1.3% -0.7% 1.2K -9.0K -70 0.00 134.71 N/A N/A 0 0 3 0 2024-04-17 $102.45 $0.00 17.4% 5.0% 14.6% 25.0% 0.0% 1.7% -1.5% 1.3K -7.8K -62 0.00 132.09 N/A N/A 0 0 3 0 2024-04-18 $102.34 $0.00 16.5% 4.7% 13.6% 21.4% 0.0% 1.5% 0.1% 1.2K -7.8K -66 0.00 135.80 N/A N/A 0 0 3 0 2024-04-19 $103.08 $0.00 16.6% 4.8% 13.3% 21.9% 0.0% 1.6% 0.6% 1.2K -9.5K -70 0.00 135.93 N/A N/A 0 0 3 0 2024-04-22 $104.10 $0.00 16.1% 4.6% 13.7% 19.8% 0.0% 3.0% -0.4% 1.3K -10.9K -72 0.00 140.26 N/A N/A 0 0 3 0 2024-04-23 $104.61 $0.00 14.7% 4.2% 13.9% 13.9% 0.0% 1.0% -0.1% 1.3K -11.6K -76 0.00 143.09 N/A N/A 0 0 3 0 2024-04-24 $104.81 $0.00 15.3% 4.4% 13.8% 16.4% 0.0% 1.3% -0.2% 1.3K -11.7K -75 0.00 144.20 N/A N/A 0 0 3 0 2024-04-25 $104.38 $0.00 15.3% 4.4% 12.5% 16.2% 0.0% 1.2% 0.4% 1.3K -11.4K -75 0.00 143.24 N/A N/A 0 0 3 0 2024-04-26 $104.47 $0.00 15.2% 4.4% 11.9% 16.1% 0.0% 1.0% 0.3% 1.4K -11.0K -72 0.00 145.61 N/A N/A 0 0 3 0 2024-04-29 $104.95 $0.00 14.5% 4.2% 12.1% 12.9% 0.0% 1.4% 0.3% 1.4K -11.3K -74 0.00 148.60 N/A N/A 0 0 3 0 2024-04-30 $103.52 $0.00 15.1% 4.3% 12.7% 15.5% 0.0% 0.8% -0.2% 1.2K -10.2K -70 0.00 147.43 N/A N/A 0 0 3 0
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