ONEY Options History — December 2024 In December 2024, ONEY traded between $108.65 and $116.92. ATM implied volatility averaged 14.8%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 3.2% (HV 20d: 11.7%). Max pain ranged from $109.00 to $109.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-23 : Highest Volume — 1 contracts2024-12-11 : Largest IV drop — 15.8% change2024-12-19 : Highest IV Rank — 29.8%2024-12-19 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $112.17 $108.65 $116.92 $116.92 $108.68 Max Pain $109.00 $109.00 $109.00 $109.00 $109.00 ATM IV 14.8% 12.8% 17.3% 15.8% 14.5% Expected Move 4.2% 3.7% 5.0% 4.5% 4.2% HV 20d 11.7% 10.2% 13.7% 13.0% 11.5% HV 60d 11.4% 10.7% 12.2% 11.0% 12.0% IV Rank 18.3% 8.6% 29.8% 22.6% 16.9% IV Percentile 38.3% 9.5% 77.4% 54.4% 32.9% Term Structure 0.4% -1.2% 1.8% -0.9% -0.4% Skew 25d 0.6% -1.9% 2.5% 1.1% 0.6% Skew 10d 0.4% -1.3% 2.8% 2.8% 1.5% Call IV 25d 13.7% 12.2% 17.9% 14.3% 14.8% Put IV 25d 14.3% 11.9% 17.2% 15.5% 15.4% Bid-Ask Spread % 137.48 128.67 143.17 128.67 139.63 Gamma HHI 0.75 0.50 1.00 0.70 1.00 Net GEX -207 -3.6K 1.1K 1.0K 611 Net DEX -355 -5.7K 11.5K -5.7K -3.7K Net VEX -11 -21 0 -13 -19 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 0.048 0 1 0 0 Total OI 2.381 0 3 3 1
Daily Data (21 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 2024-12-02 $116.92 $109.00 15.8% 4.5% 13.0% 22.6% 0.0% 1.1% -0.9% 1.0K -5.7K -13 0.00 128.67 N/A N/A 0 0 1 2 2024-12-03 $116.28 $109.00 14.8% 4.3% 13.4% 18.3% 0.0% 0.7% -0.3% 1.1K -4.9K -12 0.00 131.73 N/A N/A 0 0 1 2 2024-12-04 $115.61 $109.00 14.7% 4.2% 13.5% 17.5% 0.0% 0.7% -1.2% 894 -3.6K -13 0.00 132.53 N/A N/A 0 0 1 2 2024-12-05 $115.78 $0.00 14.7% 4.0% 10.3% 17.8% 0.0% -0.2% 0.8% 1.1K -4.0K -12 0.00 138.10 N/A N/A 0 0 1 2 2024-12-06 $114.88 $0.00 14.2% 4.0% 10.8% 15.2% 0.0% -0.3% 1.1% 546 -2.3K -13 0.00 139.76 N/A N/A 0 0 1 2 2024-12-09 $114.95 $0.00 16.3% 4.0% 10.7% 24.8% 0.0% -0.3% 1.0% 771 -2.5K -10 0.00 139.82 N/A N/A 0 0 1 2 2024-12-10 $114.14 $0.00 16.8% 4.0% 10.5% 27.3% 0.0% -0.3% 1.1% 262 -877 -9 0.00 140.35 N/A N/A 0 0 1 2 2024-12-11 $113.81 $0.00 14.1% 4.1% 10.2% 15.1% 0.0% 0.9% 0.7% 76 -455 -9 0.00 141.77 N/A N/A 0 0 1 2 2024-12-12 $113.69 $0.00 14.1% 4.0% 10.2% 15.0% 0.0% 0.6% 1.8% -33 -212 -9 0.00 142.34 N/A N/A 0 0 1 2 2024-12-13 $113.20 $0.00 14.0% 4.0% 10.2% 14.5% 0.0% 0.8% 0.9% -420 665 -8 0.00 142.38 N/A N/A 0 0 1 2 2024-12-16 $112.50 $0.00 14.3% 4.1% 10.3% 15.8% 0.0% 0.6% 1.0% -1.0K 2.0K -6 0.00 143.17 N/A N/A 0 0 1 2 2024-12-17 $111.70 $0.00 14.7% 4.2% 10.3% 17.5% 0.0% 0.2% 1.1% -1.7K 3.6K -6 0.00 141.80 N/A N/A 0 0 1 2 2024-12-18 $108.79 $0.00 16.2% 4.7% 13.7% 24.7% 0.0% -1.9% -0.4% -2.9K 11.2K -7 0.00 128.82 N/A N/A 0 0 1 2 2024-12-19 $108.75 $0.00 17.3% 5.0% 13.6% 29.8% 0.0% 2.5% -0.4% -3.4K 11.5K -5 0.00 130.46 N/A N/A 0 0 1 2 2024-12-20 $109.80 $0.00 15.6% 4.5% 13.1% 21.9% 0.0% 1.8% 0.5% -3.6K 8.1K -1 0.00 137.83 N/A N/A 0 0 1 2 2024-12-23 $108.88 $0.00 15.0% 4.3% 12.5% 18.9% 0.0% 1.8% -0.0% 0 0 0 0.00 133.99 N/A N/A 1 0 0 0 2024-12-24 $109.51 $0.00 12.8% 3.7% 11.7% 8.6% 0.0% 0.7% 0.6% 634 -4.2K -21 0.00 137.89 N/A N/A 0 0 1 0 2024-12-26 $109.88 $0.00 13.3% 3.8% 11.9% 11.2% 0.0% 0.4% 0.8% 623 -4.4K -20 0.00 138.82 N/A N/A 0 0 1 0 2024-12-27 $109.08 $0.00 14.3% 4.1% 11.9% 15.6% 0.0% 1.2% 0.3% 631 -4.0K -20 0.00 137.44 N/A N/A 0 0 1 0 2024-12-30 $108.65 $0.00 14.1% 4.0% 11.5% 14.7% 0.0% 0.6% -0.2% 598 -3.7K -19 0.00 139.85 N/A N/A 0 0 1 0 2024-12-31 $108.68 $0.00 14.5% 4.2% 11.5% 16.9% 0.0% 0.6% -0.4% 611 -3.7K -19 0.00 139.63 N/A N/A 0 0 1 0
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