ONEY Options History — July 2024 In July 2024, ONEY traded between $102.34 and $109.85. ATM implied volatility averaged 15.7%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 4.0% (HV 20d: 11.8%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days.
Notable Days 2024-07-02 : Largest IV drop — 23.4% change2024-07-30 : Highest IV Rank — 36.6%2024-07-30 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $106.37 $102.34 $109.85 $103.08 $109.85 ATM IV 15.7% 12.1% 19.3% 17.2% 19.1% Expected Move 4.4% 3.5% 5.5% 4.9% 5.5% HV 20d 11.8% 8.6% 13.9% 9.0% 13.3% HV 60d 11.1% 9.9% 11.6% 11.0% 11.5% IV Rank 21.0% 5.4% 36.6% 27.4% 35.7% IV Percentile 56.7% 6.7% 91.7% 82.5% 90.9% Term Structure -0.7% -7.4% 3.0% -7.4% -5.6% Skew 25d 0.8% -1.9% 2.8% 0.8% 0.6% Skew 10d 1.5% 0.3% 3.0% 0.6% 2.0% Call IV 25d 13.9% 10.9% 17.1% 14.0% 17.1% Put IV 25d 14.7% 11.8% 19.0% 14.8% 17.7% Bid-Ask Spread % 139.96 129.67 153.80 152.11 135.64 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.9K 1.3K 2.4K 1.4K 2.1K Net DEX -11.4K -17.8K -4.6K -6.0K -17.7K Net VEX -47 -55 -33 -42 -49 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 2024-07-01 $103.08 $0.00 17.2% 4.9% 9.0% 27.4% 0.0% 0.8% -7.4% 1.4K -6.0K -42 0.00 152.11 N/A N/A 0 0 3 0 2024-07-02 $103.13 $0.00 13.2% 3.8% 9.0% 9.9% 0.0% 1.3% -0.6% 1.4K -5.9K -38 0.00 153.37 N/A N/A 0 0 3 0 2024-07-03 $103.05 $0.00 13.1% 3.8% 8.6% 9.7% 0.0% 0.5% -0.6% 1.4K -5.6K -38 0.00 153.80 N/A N/A 0 0 3 0 2024-07-05 $102.34 $0.00 13.8% 3.7% 8.8% 12.8% 0.0% 1.4% 0.6% 1.3K -4.7K -34 0.00 144.63 N/A N/A 0 0 3 0 2024-07-08 $102.89 $0.00 14.9% 3.5% 9.1% 17.3% 0.0% 0.4% 1.3% 1.4K -5.6K -36 0.00 147.04 N/A N/A 0 0 3 0 2024-07-09 $102.75 $0.00 15.0% 3.5% 9.1% 18.0% 0.0% 1.1% 0.1% 1.3K -4.6K -33 0.00 147.63 N/A N/A 0 0 3 0 2024-07-10 $103.25 $0.00 12.1% 3.5% 9.3% 5.4% 0.0% 0.8% 1.0% 1.5K -5.5K -36 0.00 148.04 N/A N/A 0 0 3 0 2024-07-11 $105.36 $0.00 12.6% 3.6% 11.7% 7.4% 0.0% 0.7% 0.6% 1.9K -8.7K -47 0.00 145.64 N/A N/A 0 0 3 0 2024-07-12 $106.45 $0.00 12.3% 3.5% 12.2% 6.0% 0.0% 0.9% 3.0% 2.1K -10.9K -53 0.00 140.76 N/A N/A 0 0 3 0 2024-07-15 $106.69 $0.00 13.7% 3.9% 12.2% 12.2% 0.0% 0.8% 0.7% 2.1K -12.0K -51 0.00 142.77 N/A N/A 0 0 3 0 2024-07-16 $108.61 $0.00 14.4% 4.1% 12.7% 15.3% 0.0% 0.8% 1.0% 2.3K -15.5K -55 0.00 133.82 N/A N/A 0 0 3 0 2024-07-17 $109.45 $0.00 15.8% 4.5% 12.7% 21.6% 0.0% -1.0% 0.9% 2.0K -17.8K -55 0.00 129.67 N/A N/A 0 0 3 0 2024-07-18 $108.61 $0.00 16.6% 4.8% 13.2% 24.7% 0.0% -1.9% -0.3% 2.1K -15.8K -54 0.00 130.11 N/A N/A 0 0 3 0 2024-07-19 $107.53 $0.00 16.6% 4.8% 13.8% 25.0% 0.0% 0.6% 0.2% 2.0K -13.5K -53 0.00 132.16 N/A N/A 0 0 3 0 2024-07-22 $108.06 $0.00 15.8% 4.5% 13.7% 21.3% 0.0% 2.2% -0.6% 2.4K -13.9K -51 0.00 135.90 N/A N/A 0 0 3 0 2024-07-23 $107.31 $0.00 15.3% 4.4% 13.9% 19.3% 0.0% 1.2% 0.4% 2.0K -13.1K -51 0.00 137.21 N/A N/A 0 0 3 0 2024-07-24 $106.78 $0.00 18.6% 5.3% 13.1% 33.7% 0.0% 0.3% -2.0% 2.1K -12.0K -47 0.00 133.22 N/A N/A 0 0 3 0 2024-07-25 $107.48 $0.00 18.8% 5.4% 12.9% 34.5% 0.0% 2.8% -1.3% 2.0K -13.3K -50 0.00 131.23 N/A N/A 0 0 3 0 2024-07-26 $108.97 $0.00 18.4% 5.3% 13.5% 32.8% 0.0% 1.1% -0.8% 2.1K -16.1K -51 0.00 134.92 N/A N/A 0 0 3 0 2024-07-29 $108.96 $0.00 19.0% 5.4% 13.6% 35.1% 0.0% 0.2% -1.3% 2.1K -16.1K -50 0.00 136.40 N/A N/A 0 0 3 0 2024-07-30 $109.57 $0.00 19.3% 5.5% 13.3% 36.6% 0.0% 1.3% -5.0% 2.0K -17.1K -49 0.00 133.09 N/A N/A 0 0 3 0 2024-07-31 $109.85 $0.00 19.1% 5.5% 13.3% 35.7% 0.0% 0.6% -5.6% 2.1K -17.7K -49 0.00 135.64 N/A N/A 0 0 3 0
« Jun 2024 | All History | Aug 2024 » Home ONEY History July 2024