ONEY Options History — September 2024 In September 2024, ONEY traded between $108.13 and $112.26. ATM implied volatility averaged 17.1%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 6.6% (HV 20d: 10.5%). Max pain ranged from $110.00 to $110.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-03 : Highest Volume — 2 contracts2024-09-19 : Largest IV drop — 21.3% change2024-09-09 : Highest IV Rank — 42.0%2024-09-18 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $110.57 $108.13 $112.26 $110.55 $111.94 Max Pain $110.00 $110.00 $110.00 $110.00 $110.00 ATM IV 17.1% 14.2% 20.6% 18.7% 16.1% Expected Move 4.8% 4.1% 5.6% 5.4% 4.6% HV 20d 10.5% 9.7% 11.1% 11.1% 10.7% HV 60d 13.5% 13.3% 13.7% 13.4% 13.5% IV Rank 26.8% 14.5% 42.0% 34.0% 22.6% IV Percentile 66.5% 27.0% 92.5% 84.9% 63.1% Term Structure 0.8% -3.3% 4.2% -2.8% 1.4% Skew 25d 1.6% -3.9% 6.5% 0.7% -3.9% Skew 10d 4.1% 1.5% 9.6% 1.5% 2.4% Call IV 25d 14.5% 10.2% 20.2% 16.6% 19.8% Put IV 25d 16.1% 13.9% 20.5% 17.3% 15.8% Bid-Ask Spread % 135.70 122.35 155.31 122.35 139.44 Gamma HHI 0.70 0.53 1.00 1.00 0.53 Net GEX 3.0K -440 6.4K 4.4K -389 Net DEX -9.7K -28.8K 5.1K -25.0K 3.3K Net VEX -62 -82 -37 -37 -57 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 0.15 0 2 2 0 Total OI 5 3 6 4 3
Daily Data (20 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 2024-09-03 $110.55 $110.00 18.7% 5.4% 11.1% 34.0% 0.0% 0.7% -2.8% 4.4K -25.0K -37 0.00 122.35 N/A N/A 0 2 4 0 2024-09-04 $110.40 $110.00 19.1% 5.5% 10.2% 35.8% 0.0% 1.3% 0.1% 3.5K -15.4K -82 0.00 123.52 N/A N/A 0 0 4 2 2024-09-05 $109.78 $0.00 18.9% 5.0% 10.2% 34.8% 0.0% 2.1% -0.1% 3.7K -13.1K -81 0.00 125.81 N/A N/A 0 0 4 2 2024-09-06 $108.78 $0.00 20.0% 5.2% 10.4% 39.7% 0.0% 2.1% -0.2% 3.7K -7.6K -78 0.00 124.82 N/A N/A 0 0 4 2 2024-09-09 $109.36 $0.00 20.6% 5.1% 10.5% 42.0% 0.0% 6.5% -0.4% 4.3K -9.6K -75 0.00 129.83 N/A N/A 0 0 4 2 2024-09-10 $108.72 $0.00 19.9% 5.1% 10.4% 39.0% 0.0% 1.6% -0.3% 4.4K -5.4K -72 0.00 131.57 N/A N/A 0 0 4 2 2024-09-11 $108.13 $0.00 16.9% 4.9% 10.2% 26.3% 0.0% 5.3% 0.9% 4.2K -1.8K -67 0.00 136.36 N/A N/A 0 0 4 2 2024-09-12 $109.00 $0.00 16.6% 4.7% 10.5% 24.7% 0.0% 1.5% 1.1% 6.0K -6.4K -69 0.00 135.89 N/A N/A 0 0 4 2 2024-09-13 $110.24 $0.00 16.2% 4.7% 10.4% 23.2% 0.0% 4.0% 0.6% 6.4K -14.2K -68 0.00 135.99 N/A N/A 0 0 4 2 2024-09-16 $111.19 $0.00 16.9% 4.9% 10.8% 26.3% 0.0% 1.2% 0.9% 4.7K -21.0K -59 0.00 134.59 N/A N/A 0 0 4 2 2024-09-17 $111.33 $0.00 17.2% 4.9% 10.6% 27.3% 0.0% 0.3% 1.0% 4.5K -21.3K -57 0.00 133.71 N/A N/A 0 0 4 2 2024-09-18 $111.33 $0.00 19.7% 5.6% 10.4% 38.2% 0.0% 0.4% -3.3% 3.1K -20.4K -52 0.00 154.94 N/A N/A 0 0 4 2 2024-09-19 $112.26 $0.00 15.5% 4.4% 10.5% 20.1% 0.0% 0.8% 2.4% 4.2K -28.8K -46 0.00 137.96 N/A N/A 0 0 4 2 2024-09-20 $111.76 $0.00 14.5% 4.2% 10.7% 15.7% 0.0% 1.0% 2.8% 5.3K -26.5K -43 0.00 140.48 N/A N/A 1 0 4 2 2024-09-23 $111.35 $0.00 14.4% 4.1% 9.8% 15.5% 0.0% 1.3% 2.6% -400 3.8K -60 0.00 137.56 N/A N/A 0 0 1 2 2024-09-24 $111.69 $0.00 14.3% 4.1% 9.7% 14.8% 0.0% 1.2% 2.8% -352 3.5K -59 0.00 137.40 N/A N/A 0 0 1 2 2024-09-25 $110.48 $0.00 14.2% 4.1% 10.4% 14.5% 0.0% 1.1% 4.2% -425 5.1K -58 0.00 138.68 N/A N/A 0 0 1 2 2024-09-26 $111.10 $0.00 16.0% 4.6% 10.5% 22.4% 0.0% 1.0% 1.0% -440 4.2K -59 0.00 155.31 N/A N/A 0 0 1 2 2024-09-27 $111.97 $0.00 15.2% 4.4% 10.9% 18.9% 0.0% 1.5% 1.9% -365 3.0K -57 0.00 137.88 N/A N/A 0 0 1 2 2024-09-30 $111.94 $0.00 16.1% 4.6% 10.7% 22.6% 0.0% -3.9% 1.4% -389 3.3K -57 0.00 139.44 N/A N/A 0 0 1 2
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