ONEY Options History — June 2024 In June 2024, ONEY traded between $103.13 and $105.75. ATM implied volatility averaged 13.6%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 2.3% (HV 20d: 11.3%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 28.4% change2024-06-11 : Highest IV Rank — 23.0%2024-06-05 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $104.42 $103.13 $105.75 $105.75 $103.58 ATM IV 13.6% 11.8% 16.5% 13.8% 12.4% Expected Move 3.8% 3.4% 4.3% 4.0% 3.6% HV 20d 11.3% 10.3% 12.0% 11.2% 10.3% HV 60d 11.6% 11.0% 12.2% 12.1% 11.1% IV Rank 11.5% 3.8% 23.0% 12.0% 6.6% IV Percentile 27.4% 4.0% 77.0% 25.8% 7.5% Term Structure 0.5% -1.7% 2.0% -0.3% 1.0% Skew 25d 1.1% 0.4% 1.8% 1.8% 0.9% Skew 10d 1.2% 0.2% 1.7% 1.5% 1.1% Call IV 25d 12.7% 11.6% 14.9% 13.8% 13.1% Put IV 25d 13.8% 12.8% 15.6% 15.6% 14.0% Bid-Ask Spread % 145.19 126.78 152.03 126.78 152.03 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.6K 1.3K 2.0K 1.7K 1.5K Net DEX -7.5K -10.5K -5.4K -10.5K -7.3K Net VEX -50 -64 -41 -64 -46 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 (19 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 2024-06-03 $105.75 $0.00 13.8% 4.0% 11.2% 12.0% 0.0% 1.8% -0.3% 1.7K -10.5K -64 0.00 126.78 N/A N/A 0 0 3 0 2024-06-04 $104.92 $0.00 14.8% 4.2% 11.3% 16.1% 0.0% 0.7% -1.1% 1.8K -7.6K -54 0.00 127.44 N/A N/A 0 0 3 0 2024-06-05 $105.13 $0.00 14.9% 4.3% 11.3% 16.6% 0.0% 0.5% -1.7% 1.8K -8.3K -57 0.00 127.53 N/A N/A 0 0 3 0 2024-06-06 $104.89 $0.00 14.7% 3.9% 11.3% 15.6% 0.0% 1.3% -0.8% 1.8K -7.2K -50 0.00 144.47 N/A N/A 0 0 3 0 2024-06-07 $104.66 $0.00 14.4% 3.9% 10.9% 14.6% 0.0% 1.3% -0.3% 1.5K -9.0K -55 0.00 145.71 N/A N/A 0 0 3 0 2024-06-10 $104.78 $0.00 16.1% 3.8% 10.9% 21.6% 0.0% 1.2% 0.3% 1.8K -6.6K -50 0.00 146.47 N/A N/A 0 0 3 0 2024-06-11 $104.19 $0.00 16.5% 4.0% 11.0% 23.0% 0.0% 1.4% -0.3% 1.5K -8.1K -55 0.00 146.74 N/A N/A 0 0 3 0 2024-06-12 $104.59 $0.00 11.8% 3.4% 11.0% 3.8% 0.0% 1.2% 1.5% 1.8K -6.0K -46 0.00 149.71 N/A N/A 0 0 3 0 2024-06-13 $104.54 $0.00 12.0% 3.4% 10.8% 4.7% 0.0% 1.0% 2.0% 1.7K -5.4K -43 0.00 149.99 N/A N/A 0 0 3 0 2024-06-14 $103.38 $0.00 13.8% 4.0% 11.3% 12.8% 0.0% 1.3% 1.3% 1.3K -6.9K -48 0.00 147.97 N/A N/A 0 0 3 0 2024-06-17 $104.19 $0.00 13.1% 3.7% 11.8% 9.5% 0.0% 1.4% 1.6% 1.6K -5.7K -41 0.00 151.01 N/A N/A 0 0 3 0 2024-06-18 $104.56 $0.00 13.2% 3.8% 11.9% 10.1% 0.0% 0.6% 1.6% 1.5K -8.6K -52 0.00 150.07 N/A N/A 0 0 3 0 2024-06-20 $104.87 $0.00 13.3% 3.8% 12.0% 10.5% 0.0% 1.2% 0.5% 1.5K -8.8K -54 0.00 149.66 N/A N/A 0 0 3 0 2024-06-21 $104.48 $0.00 13.1% 3.8% 11.6% 9.7% 0.0% 0.4% 0.7% 1.6K -7.7K -48 0.00 151.69 N/A N/A 0 0 3 0 2024-06-24 $105.21 $0.00 12.4% 3.6% 11.1% 6.7% 0.0% 1.1% 0.4% 2.0K -8.6K -52 0.00 148.37 N/A N/A 0 0 3 0 2024-06-25 $103.87 $0.00 12.5% 3.6% 11.8% 7.0% 0.0% 1.0% 1.8% 1.6K -7.7K -47 0.00 147.08 N/A N/A 0 0 3 0 2024-06-26 $103.22 $0.00 12.7% 3.7% 11.9% 8.1% 0.0% 1.1% 1.4% 1.5K -6.6K -43 0.00 147.55 N/A N/A 0 0 3 0 2024-06-27 $103.13 $0.00 13.2% 3.8% 11.0% 10.2% 0.0% 1.1% 0.7% 1.4K -6.6K -43 0.00 148.31 N/A N/A 0 0 3 0 2024-06-28 $103.58 $0.00 12.4% 3.6% 10.3% 6.6% 0.0% 0.9% 1.0% 1.5K -7.3K -46 0.00 152.03 N/A N/A 0 0 3 0
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