ONEY Options History — August 2024

In August 2024, ONEY traded between $104.10 and $111.48. ATM implied volatility averaged 20.3%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 3.6% (HV 20d: 16.7%). Max pain ranged from $110.00 to $110.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-08-15: Highest Volume — 1 contracts
2024-08-14: Largest IV drop — 40.7% change
2024-08-05: Highest IV Rank — 94.1%
2024-08-05: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$108.19	$104.10	$111.48	$108.34	$111.48
Max Pain	$110.00	$110.00	$110.00	$110.00	$110.00
ATM IV	20.3%	14.8%	32.6%	21.4%	15.2%
Expected Move	5.2%	4.2%	7.5%	6.1%	4.4%
HV 20d	16.7%	14.2%	18.9%	14.5%	14.2%
HV 60d	13.5%	11.8%	14.1%	11.8%	13.2%
IV Rank	40.8%	16.8%	94.1%	45.5%	18.7%
IV Percentile	77.4%	43.3%	99.6%	96.0%	52.4%
Term Structure	-1.3%	-5.8%	0.8%	-1.9%	0.2%
VWIV	11.2%	11.2%	11.2%	11.2%	11.2%
Skew 25d	2.6%	-1.7%	8.4%	1.9%	2.2%
Skew 10d	3.8%	0.8%	8.9%	2.6%	3.0%
Call IV 25d	14.3%	11.7%	19.3%	17.7%	13.6%
Put IV 25d	16.9%	12.9%	25.5%	19.5%	15.8%
Bid-Ask Spread %	121.55	106.94	134.40	134.40	123.83
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	3.1K	1.5K	4.4K	2.0K	4.3K
Net DEX	-16.7K	-30.2K	-6.8K	-14.7K	-30.2K
Net VEX	-42	-51	-30	-47	-39
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	0.045	0	1	0	0
Total OI	3.5	3	4	3	4

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2024-08-01	$108.34	$0.00	21.4%	6.1%	14.5%	45.5%	0.0%	1.9%	-1.9%	2.0K	-14.7K	-47	134.40	N/A	N/A	0	3
2024-08-02	$106.61	$0.00	23.5%	6.7%	15.6%	54.9%	0.0%	4.0%	-2.7%	1.9K	-11.6K	-43	132.13	N/A	N/A	0	3
2024-08-05	$104.10	$110.00	32.6%	7.5%	18.1%	94.1%	0.0%	7.6%	-3.6%	1.5K	-7.8K	-34	117.47	N/A	N/A	0	3
2024-08-06	$105.69	$110.00	29.6%	6.3%	18.8%	81.4%	0.0%	8.4%	-1.2%	1.9K	-8.0K	-36	130.68	N/A	N/A	0	3
2024-08-07	$105.03	$110.00	26.7%	6.4%	18.9%	68.7%	0.0%	8.4%	-2.8%	1.8K	-7.5K	-34	106.94	N/A	N/A	0	3
2024-08-08	$106.14	$110.00	27.6%	5.8%	17.9%	72.7%	0.0%	2.7%	-1.3%	1.9K	-10.1K	-40	126.84	N/A	N/A	0	3
2024-08-09	$106.24	$110.00	21.5%	5.5%	17.5%	46.1%	0.0%	8.2%	-0.0%	2.4K	-8.4K	-37	113.79	N/A	N/A	0	3
2024-08-12	$105.51	$110.00	27.9%	5.2%	17.6%	73.8%	0.0%	1.8%	-0.3%	2.1K	-6.8K	-30	116.36	N/A	N/A	0	3
2024-08-13	$106.60	$110.00	27.7%	5.0%	16.8%	72.9%	0.0%	6.0%	-0.0%	2.5K	-8.7K	-34	117.19	N/A	N/A	0	3
2024-08-14	$106.96	$110.00	16.4%	4.7%	16.5%	24.0%	0.0%	1.5%	-0.3%	2.4K	-10.0K	-37	120.25	N/A	N/A	0	3
2024-08-15	$108.20	$110.00	15.0%	4.3%	16.9%	18.1%	11.2%	0.4%	0.8%	2.8K	-13.2K	-40	121.21	N/A	N/A	1	3
2024-08-16	$108.41	$110.00	14.9%	4.3%	16.5%	17.4%	0.0%	0.8%	0.4%	3.8K	-16.2K	-51	121.17	N/A	N/A	0	4
2024-08-19	$109.12	$110.00	14.8%	4.2%	16.6%	16.8%	0.0%	0.4%	-0.8%	4.4K	-19.9K	-51	122.81	N/A	N/A	0	4
2024-08-20	$108.62	$110.00	15.4%	4.4%	16.5%	19.7%	0.0%	1.2%	-0.2%	4.0K	-19.3K	-51	121.66	N/A	N/A	0	4
2024-08-21	$109.38	$110.00	16.4%	4.7%	16.5%	23.7%	0.0%	0.9%	-1.3%	4.1K	-21.0K	-50	120.86	N/A	N/A	0	4
2024-08-22	$109.33	$110.00	16.9%	4.8%	16.4%	25.9%	0.0%	0.6%	-1.6%	4.1K	-20.8K	-49	120.26	N/A	N/A	0	4
2024-08-23	$110.80	$110.00	16.1%	4.6%	16.3%	22.5%	0.0%	0.8%	-1.7%	4.1K	-26.3K	-48	119.48	N/A	N/A	0	4
2024-08-26	$111.30	$110.00	16.8%	4.8%	16.4%	25.6%	0.0%	-1.7%	-1.4%	3.9K	-27.9K	-44	118.88	N/A	N/A	0	4
2024-08-27	$110.79	$110.00	16.4%	4.7%	16.4%	24.0%	0.0%	0.6%	-2.0%	4.3K	-25.9K	-44	122.17	N/A	N/A	0	4
2024-08-28	$110.69	$110.00	16.9%	4.8%	16.4%	25.9%	0.0%	1.0%	-1.8%	4.2K	-25.4K	-44	121.80	N/A	N/A	0	4
2024-08-29	$110.92	$110.00	16.7%	4.8%	15.5%	25.0%	0.0%	0.3%	-5.8%	4.3K	-26.8K	-42	123.96	N/A	N/A	0	4
2024-08-30	$111.48	$110.00	15.2%	4.4%	14.2%	18.7%	0.0%	2.2%	0.2%	4.3K	-30.2K	-39	123.83	N/A	N/A	0	4