ONEY Options History — October 2024 In October 2024, ONEY traded between $110.78 and $113.52. ATM implied volatility averaged 18.4%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 8.9% (HV 20d: 9.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2024-10-03 : Largest IV spike — 14.4% change2024-10-31 : Highest IV Rank — 50.5%2024-10-31 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $111.78 $110.78 $113.52 $111.95 $110.78 ATM IV 18.4% 15.4% 22.5% 16.5% 22.5% Expected Move 5.4% 4.5% 6.5% 4.7% 6.5% HV 20d 9.5% 8.4% 10.3% 10.2% 9.6% HV 60d 12.2% 9.9% 13.5% 13.5% 9.9% IV Rank 32.6% 19.6% 50.5% 24.6% 50.5% IV Percentile 80.2% 51.2% 94.4% 68.7% 94.4% Term Structure -1.9% -4.3% 2.4% 2.4% -4.3% Skew 25d 4.0% 1.1% 10.2% 1.4% 1.6% Skew 10d 5.4% -0.1% 10.9% 2.6% 0.6% Call IV 25d 13.6% 8.0% 18.5% 14.9% 18.5% Put IV 25d 17.5% 15.1% 21.2% 16.3% 20.1% Bid-Ask Spread % 128.00 106.00 139.47 138.29 134.80 Gamma HHI 0.55 0.51 0.61 0.52 0.57 Net GEX -508 -1.1K -278 -328 -637 Net DEX 3.6K 922 5.6K 3.3K 5.3K Net VEX -49 -56 -39 -56 -43 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 (23 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 2024-10-01 $111.95 $0.00 16.5% 4.7% 10.2% 24.6% 0.0% 1.4% 2.4% -328 3.3K -56 0.00 138.29 N/A N/A 0 0 1 2 2024-10-02 $111.54 $0.00 15.6% 4.5% 10.3% 20.4% 0.0% 1.8% 2.2% -351 4.0K -56 0.00 139.47 N/A N/A 0 0 1 2 2024-10-03 $111.22 $0.00 17.8% 5.7% 10.2% 30.2% 0.0% 7.9% -2.3% -402 4.4K -55 0.00 106.00 N/A N/A 0 0 1 2 2024-10-04 $112.19 $0.00 15.4% 5.4% 9.9% 19.6% 0.0% 2.3% -1.6% -376 3.0K -54 0.00 112.63 N/A N/A 0 0 1 2 2024-10-07 $111.35 $0.00 17.1% 5.7% 10.2% 27.0% 0.0% 7.2% -2.4% -434 4.2K -54 0.00 112.34 N/A N/A 0 0 1 2 2024-10-08 $111.10 $0.00 16.9% 5.5% 10.0% 26.1% 0.0% 6.9% -1.3% -414 4.6K -54 0.00 116.05 N/A N/A 0 0 1 2 2024-10-09 $111.38 $0.00 18.2% 5.2% 9.7% 31.7% 0.0% 4.7% -0.6% -446 4.1K -53 0.00 120.16 N/A N/A 0 0 1 2 2024-10-10 $110.98 $0.00 18.5% 5.3% 9.6% 33.1% 0.0% 3.2% -1.5% -511 4.6K -53 0.00 118.92 N/A N/A 0 0 1 2 2024-10-11 $112.09 $0.00 17.6% 5.0% 9.4% 29.0% 0.0% 4.6% -1.0% -406 3.0K -52 0.00 124.62 N/A N/A 0 0 1 2 2024-10-14 $112.50 $0.00 18.6% 5.3% 9.0% 33.5% 0.0% 10.2% -2.0% -380 2.5K -49 0.00 123.73 N/A N/A 0 0 1 2 2024-10-15 $112.54 $0.00 17.7% 5.1% 9.0% 29.5% 0.0% 1.3% -1.2% -372 2.2K -50 0.00 126.42 N/A N/A 0 0 1 2 2024-10-16 $113.52 $0.00 18.0% 5.2% 9.4% 30.9% 0.0% 2.3% -1.2% -278 1.2K -48 0.00 125.35 N/A N/A 0 0 1 2 2024-10-17 $113.32 $0.00 18.0% 5.2% 9.1% 31.0% 0.0% 7.1% -1.3% -338 1.1K -48 0.00 128.11 N/A N/A 0 0 1 2 2024-10-18 $113.31 $0.00 17.4% 5.0% 8.9% 28.5% 0.0% 7.9% -1.5% -338 922 -46 0.00 131.88 N/A N/A 0 0 1 2 2024-10-21 $112.14 $0.00 19.1% 5.5% 9.6% 35.4% 0.0% 2.8% -4.2% -731 5.6K -47 0.00 133.27 N/A N/A 0 0 1 2 2024-10-22 $111.66 $0.00 18.1% 5.2% 9.7% 31.3% 0.0% 4.1% -1.8% -697 3.4K -43 0.00 134.14 N/A N/A 0 0 1 2 2024-10-23 $111.29 $0.00 19.9% 5.7% 8.9% 39.3% 0.0% 2.8% -3.4% -585 4.5K -45 0.00 132.89 N/A N/A 0 0 1 2 2024-10-24 $111.47 $0.00 18.8% 5.4% 8.7% 34.3% 0.0% 3.1% -2.4% -570 4.1K -45 0.00 136.43 N/A N/A 0 0 1 2 2024-10-25 $110.91 $0.00 20.0% 5.7% 8.4% 39.3% 0.0% 2.7% -3.1% -643 5.0K -44 0.00 133.76 N/A N/A 0 0 1 2 2024-10-28 $111.90 $0.00 19.7% 5.6% 9.0% 38.1% 0.0% 1.8% -3.1% -765 2.7K -39 0.00 137.91 N/A N/A 0 0 1 2 2024-10-29 $110.79 $0.00 20.5% 5.9% 9.7% 41.6% 0.0% 2.0% -3.4% -1.1K 4.7K -39 0.00 138.47 N/A N/A 0 0 1 2 2024-10-30 $111.00 $0.00 21.1% 6.1% 9.6% 44.5% 0.0% 1.1% -3.9% -631 5.1K -43 0.00 138.41 N/A N/A 0 0 1 2 2024-10-31 $110.78 $0.00 22.5% 6.5% 9.6% 50.5% 0.0% 1.6% -4.3% -637 5.3K -43 0.00 134.80 N/A N/A 0 0 1 2
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