ONEY Options History — May 2024 In May 2024, ONEY traded between $103.59 and $107.72. ATM implied volatility averaged 14.5%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 4.5% (HV 20d: 10.0%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 54.6% change2024-05-14 : Highest IV Rank — 66.8%2024-05-01 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $105.93 $103.59 $107.72 $103.59 $106.24 ATM IV 14.5% 10.9% 27.3% 15.0% 13.9% Expected Move 3.7% 3.1% 4.3% 4.3% 4.0% HV 20d 10.0% 7.6% 12.9% 12.6% 11.3% HV 60d 11.7% 10.9% 13.1% 12.9% 12.1% IV Rank 14.2% 0.0% 66.8% 15.0% 12.4% IV Percentile 33.4% 0.0% 98.8% 45.2% 28.6% Term Structure 0.6% -0.7% 2.9% -0.7% -0.4% Skew 25d 1.0% 0.3% 1.5% 0.3% 1.0% Skew 10d 1.3% 0.7% 1.8% 0.7% 1.4% Call IV 25d 12.1% 10.5% 16.0% 15.9% 13.1% Put IV 25d 13.1% 11.2% 16.7% 16.2% 14.1% Bid-Ask Spread % 128.04 120.97 153.20 146.49 125.50 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.6K 1.2K 1.8K 1.2K 1.7K Net DEX -11.8K -14.5K -6.1K -10.3K -11.2K Net VEX -69 -76 -46 -71 -64 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 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 2024-05-01 $103.59 $0.00 15.0% 4.3% 12.6% 15.0% 0.0% 0.3% -0.7% 1.2K -10.3K -71 0.00 146.49 N/A N/A 0 0 3 0 2024-05-02 $103.84 $0.00 15.0% 4.3% 12.4% 15.0% 0.0% 0.6% -0.2% 1.2K -10.5K -70 0.00 153.17 N/A N/A 0 0 3 0 2024-05-03 $104.61 $0.00 14.6% 4.2% 12.6% 13.4% 0.0% 1.3% 0.1% 1.3K -11.0K -73 0.00 153.20 N/A N/A 0 0 3 0 2024-05-06 $105.34 $0.00 16.0% 4.0% 12.8% 19.4% 0.0% 1.3% 0.4% 1.4K -12.0K -72 0.00 121.90 N/A N/A 0 0 3 0 2024-05-07 $105.71 $0.00 15.9% 4.1% 12.9% 18.7% 0.0% 1.3% -0.1% 1.4K -12.4K -74 0.00 120.97 N/A N/A 0 0 3 0 2024-05-08 $105.80 $0.00 16.2% 3.9% 11.0% 19.9% 0.0% 1.0% 0.6% 1.4K -12.4K -74 0.00 122.02 N/A N/A 0 0 3 0 2024-05-09 $106.63 $0.00 16.0% 3.8% 11.4% 19.2% 0.0% 1.5% 0.7% 1.6K -13.3K -76 0.00 122.01 N/A N/A 0 0 3 0 2024-05-10 $106.73 $0.00 17.5% 3.8% 9.6% 25.7% 0.0% 1.1% 0.9% 1.6K -13.4K -76 0.00 122.22 N/A N/A 0 0 3 0 2024-05-13 $106.75 $0.00 23.2% 4.0% 8.6% 49.4% 0.0% 1.0% -0.2% 1.6K -13.7K -75 0.00 122.12 N/A N/A 0 0 3 0 2024-05-14 $107.23 $0.00 27.3% 4.0% 8.2% 66.8% 0.0% 1.0% 0.3% 1.6K -13.8K -74 0.00 121.79 N/A N/A 0 0 3 0 2024-05-15 $107.68 $0.00 12.4% 3.6% 8.2% 4.1% 0.0% 0.7% 1.1% 1.7K -14.3K -76 0.00 123.82 N/A N/A 0 0 3 0 2024-05-16 $107.57 $0.00 10.9% 3.1% 8.2% 0.0% 0.0% 0.8% 2.9% 1.8K -14.5K -74 0.00 125.06 N/A N/A 0 0 3 0 2024-05-17 $107.72 $0.00 11.3% 3.2% 8.0% 1.7% 0.0% 0.8% 1.1% 1.6K -14.4K -75 0.00 124.67 N/A N/A 0 0 3 0 2024-05-20 $107.36 $0.00 11.1% 3.2% 7.7% 1.0% 0.0% 0.6% 1.7% 1.7K -13.8K -73 0.00 124.84 N/A N/A 0 0 3 0 2024-05-21 $107.31 $0.00 11.3% 3.2% 7.6% 1.8% 0.0% 0.9% 1.5% 1.7K -13.9K -72 0.00 125.83 N/A N/A 0 0 3 0 2024-05-22 $106.21 $0.00 11.3% 3.2% 8.6% 1.8% 0.0% 1.1% 0.9% 1.6K -12.2K -70 0.00 126.10 N/A N/A 0 0 3 0 2024-05-23 $104.95 $0.00 11.6% 3.3% 9.6% 3.1% 0.0% 1.2% 1.2% 1.8K -8.7K -58 0.00 126.20 N/A N/A 0 0 3 0 2024-05-24 $105.56 $0.00 11.2% 3.2% 9.8% 1.2% 0.0% 1.0% 0.5% 1.8K -9.7K -64 0.00 127.06 N/A N/A 0 0 3 0 2024-05-28 $105.09 $0.00 12.4% 3.5% 9.8% 6.1% 0.0% 0.8% 0.7% 1.8K -9.0K -61 0.00 127.99 N/A N/A 0 0 3 0 2024-05-29 $103.73 $0.00 13.2% 3.8% 9.7% 9.5% 0.0% 1.2% -0.2% 1.5K -6.1K -46 0.00 127.10 N/A N/A 0 0 3 0 2024-05-30 $104.84 $0.00 12.8% 3.7% 10.4% 8.0% 0.0% 1.0% 0.2% 1.7K -8.7K -59 0.00 126.82 N/A N/A 0 0 3 0 2024-05-31 $106.24 $0.00 13.9% 4.0% 11.3% 12.4% 0.0% 1.0% -0.4% 1.7K -11.2K -64 0.00 125.50 N/A N/A 0 0 3 0
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