ONEY Options History — November 2024 In November 2024, ONEY traded between $110.05 and $117.71. ATM implied volatility averaged 17.7%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 5.3% (HV 20d: 12.4%). Max pain ranged from $109.00 to $109.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 5 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 47.6% change2024-11-12 : Highest IV Rank — 72.0%2024-11-01 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $114.38 $110.05 $117.71 $110.05 $117.71 Max Pain $109.00 $109.00 $109.00 $109.00 $109.00 ATM IV 17.7% 13.9% 26.5% 22.7% 14.6% Expected Move 4.5% 4.0% 6.5% 6.5% 4.2% HV 20d 12.4% 9.0% 13.5% 9.3% 13.0% HV 60d 10.7% 9.9% 11.2% 9.9% 11.1% IV Rank 31.5% 13.8% 72.0% 51.4% 17.4% IV Percentile 61.9% 22.2% 96.4% 94.4% 34.5% Term Structure -0.7% -4.7% 0.8% -4.7% 0.2% Skew 25d 0.8% -1.8% 5.3% 1.2% 0.6% Skew 10d 1.9% -0.6% 3.8% -0.6% 3.1% Call IV 25d 13.5% 12.0% 19.0% 19.0% 13.7% Put IV 25d 14.3% 12.4% 20.2% 20.2% 14.3% Bid-Ask Spread % 124.38 115.35 137.72 137.72 128.47 Gamma HHI 0.55 0.50 0.74 0.60 0.74 Net GEX -4 -826 1.0K -785 1.0K Net DEX -971 -6.8K 6.5K 6.5K -6.8K Net VEX -28 -42 -13 -42 -13 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 (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 2024-11-01 $110.05 $0.00 22.7% 6.5% 9.3% 51.4% 0.0% 1.2% -4.7% -785 6.5K -42 0.00 137.72 N/A N/A 0 0 1 2 2024-11-04 $110.31 $109.00 24.0% 5.1% 9.0% 60.6% 0.0% 2.4% -1.4% -826 6.0K -41 0.00 115.41 N/A N/A 0 0 1 2 2024-11-05 $111.22 $109.00 24.9% 5.1% 9.5% 64.4% 0.0% 5.3% -1.8% -701 4.8K -40 0.00 115.35 N/A N/A 0 0 1 2 2024-11-06 $114.06 $109.00 18.4% 4.5% 13.0% 34.6% 0.0% 0.7% -0.7% -239 -306 -35 0.00 117.23 N/A N/A 0 0 1 2 2024-11-07 $113.97 $109.00 17.4% 4.3% 12.9% 30.2% 0.0% -1.1% -0.4% -206 -168 -34 0.00 120.90 N/A N/A 0 0 1 2 2024-11-08 $114.22 $109.00 16.8% 4.2% 12.5% 27.2% 0.0% -0.8% 0.4% -112 -665 -32 0.00 122.24 N/A N/A 0 0 1 2 2024-11-11 $115.24 $109.00 21.7% 4.3% 12.8% 50.1% 0.0% -1.8% 0.1% 85 -2.3K -30 0.00 120.31 N/A N/A 0 0 1 2 2024-11-12 $114.34 $109.00 26.5% 4.3% 13.2% 72.0% 0.0% 0.3% -0.2% -83 -1.1K -31 0.00 123.64 N/A N/A 0 0 1 2 2024-11-13 $114.46 $109.00 13.9% 4.0% 12.9% 13.8% 0.0% 0.2% 0.8% 18 -1.4K -28 0.00 125.02 N/A N/A 0 0 1 2 2024-11-14 $113.97 $109.00 14.3% 4.1% 13.0% 15.9% 0.0% 0.1% -0.6% -154 -371 -29 0.00 126.78 N/A N/A 0 0 1 2 2024-11-15 $113.46 $109.00 14.9% 4.3% 13.1% 18.3% 0.0% 0.9% 0.0% -330 662 -29 0.00 125.46 N/A N/A 0 0 1 2 2024-11-18 $114.09 $109.00 14.7% 4.2% 12.6% 17.7% 0.0% 0.9% -0.1% -105 -592 -26 0.00 127.84 N/A N/A 0 0 1 2 2024-11-19 $113.48 $109.00 15.1% 4.3% 12.7% 19.4% 0.0% 1.3% -0.0% -314 534 -26 0.00 127.55 N/A N/A 0 0 1 2 2024-11-20 $113.70 $109.00 16.0% 4.6% 12.6% 23.6% 0.0% 1.0% -0.9% -271 173 -26 0.00 125.68 N/A N/A 0 0 1 2 2024-11-21 $115.22 $109.00 15.6% 4.5% 13.3% 22.0% 0.0% 1.5% -0.1% 238 -2.5K -23 0.00 126.25 N/A N/A 0 0 1 2 2024-11-22 $116.26 $109.00 15.1% 4.3% 13.3% 19.3% 0.0% 0.7% -0.2% 537 -4.4K -19 0.00 126.53 N/A N/A 0 0 1 2 2024-11-25 $117.65 $109.00 15.8% 4.5% 13.5% 22.5% 0.0% 0.8% -0.5% 726 -6.3K -16 0.00 123.54 N/A N/A 0 0 1 2 2024-11-26 $116.97 $109.00 15.9% 4.6% 13.1% 23.2% 0.0% 0.6% -1.6% 696 -5.5K -17 0.00 125.67 N/A N/A 0 0 1 2 2024-11-27 $117.18 $109.00 16.5% 4.7% 13.1% 26.0% 0.0% 0.6% -1.7% 707 -5.7K -16 0.00 126.02 N/A N/A 0 0 1 2 2024-11-29 $117.71 $109.00 14.6% 4.2% 13.0% 17.4% 0.0% 0.6% 0.2% 1.0K -6.8K -13 0.00 128.47 N/A N/A 0 0 1 2
« Oct 2024 | All History | Dec 2024 » Home ONEY History November 2024