ONEY Options History — January 2025 In January 2025, ONEY traded between $107.64 and $113.06. ATM implied volatility averaged 15.9%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 4.5% (HV 20d: 11.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days.
Notable Days 2025-01-15 : Largest IV drop — 48.0% change2025-01-14 : Highest IV Rank — 74.0%2025-01-10 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $110.69 $107.64 $113.06 $108.65 $111.59 ATM IV 15.9% 12.8% 26.9% 14.7% 13.7% Expected Move 4.1% 3.7% 4.6% 4.2% 3.9% HV 20d 11.4% 9.4% 14.1% 11.6% 9.7% HV 60d 12.2% 11.8% 12.4% 11.9% 12.2% IV Rank 23.0% 9.1% 74.0% 17.6% 13.1% IV Percentile 40.2% 10.3% 97.2% 35.7% 19.4% Term Structure 0.7% -0.2% 1.7% 1.5% 0.1% Skew 25d 1.3% 0.4% 2.7% 1.3% 1.4% Skew 10d 3.7% 0.1% 8.8% 1.4% 1.5% Call IV 25d 12.5% 10.8% 15.1% 15.1% 13.4% Put IV 25d 13.8% 12.2% 16.4% 16.4% 14.8% Bid-Ask Spread % 138.31 126.52 150.19 140.08 144.01 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 726 545 889 617 863 Net DEX -4.7K -6.4K -3.0K -3.5K -5.3K Net VEX -17 -19 -16 -18 -16 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
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 2025-01-02 $108.65 $0.00 14.7% 4.2% 11.6% 17.6% 0.0% 1.3% 1.5% 617 -3.5K -18 0.00 140.08 N/A N/A 0 0 1 0 2025-01-03 $109.42 $0.00 15.2% 4.4% 12.1% 19.9% 0.0% 1.0% -0.2% 681 -4.0K -19 0.00 142.73 N/A N/A 0 0 1 0 2025-01-06 $109.00 $0.00 15.4% 4.1% 12.0% 20.7% 0.0% 0.6% 1.0% 634 -3.8K -18 0.00 130.31 N/A N/A 0 0 1 0 2025-01-07 $108.62 $0.00 21.3% 4.1% 11.9% 48.1% 0.0% 1.3% 1.1% 545 -3.2K -17 0.00 150.19 N/A N/A 0 0 1 0 2025-01-08 $108.63 $0.00 17.4% 4.3% 11.8% 29.9% 0.0% 2.7% 0.7% 577 -3.0K -16 0.00 127.22 N/A N/A 0 0 1 0 2025-01-10 $107.64 $0.00 19.4% 4.6% 12.0% 39.2% 0.0% 2.1% 0.1% 548 -3.1K -16 0.00 126.52 N/A N/A 0 0 1 0 2025-01-13 $108.55 $0.00 24.1% 4.6% 12.6% 60.9% 0.0% 2.2% 0.5% 598 -3.5K -16 0.00 128.39 N/A N/A 0 0 1 0 2025-01-14 $109.67 $0.00 26.9% 4.5% 13.4% 74.0% 0.0% 1.1% 0.5% 639 -4.1K -18 0.00 129.35 N/A N/A 0 0 1 0 2025-01-15 $110.70 $0.00 14.0% 4.0% 13.9% 14.4% 0.0% 0.7% 0.5% 726 -4.7K -18 0.00 136.68 N/A N/A 0 0 1 0 2025-01-16 $111.45 $0.00 13.4% 3.8% 14.1% 11.5% 0.0% 0.7% 1.2% 705 -5.3K -18 0.00 137.02 N/A N/A 0 0 1 0 2025-01-17 $111.90 $0.00 13.1% 3.7% 13.9% 10.1% 0.0% 1.1% 1.7% 764 -5.5K -19 0.00 138.19 N/A N/A 0 0 1 0 2025-01-21 $112.72 $0.00 13.4% 3.8% 10.0% 11.5% 0.0% 2.0% 0.6% 791 -6.1K -18 0.00 139.86 N/A N/A 0 0 1 0 2025-01-22 $111.92 $0.00 12.8% 3.7% 10.5% 9.1% 0.0% 0.5% 1.1% 819 -5.5K -18 0.00 141.17 N/A N/A 0 0 1 0 2025-01-23 $112.13 $0.00 13.2% 3.8% 10.0% 10.5% 0.0% 0.8% 0.9% 828 -5.5K -18 0.00 141.44 N/A N/A 0 0 1 0 2025-01-24 $112.30 $0.00 13.0% 3.7% 9.4% 9.9% 0.0% 0.8% 1.0% 817 -5.8K -17 0.00 141.70 N/A N/A 0 0 1 0 2025-01-27 $113.06 $0.00 15.0% 4.3% 9.4% 18.8% 0.0% 2.6% -0.2% 778 -6.4K -17 0.00 140.90 N/A N/A 0 0 1 0 2025-01-28 $112.10 $0.00 14.3% 4.1% 10.1% 15.9% 0.0% 1.6% 0.4% 846 -5.6K -17 0.00 141.87 N/A N/A 0 0 1 0 2025-01-29 $111.77 $0.00 14.1% 4.0% 9.7% 14.8% 0.0% 1.1% -0.1% 864 -5.4K -17 0.00 142.56 N/A N/A 0 0 1 0 2025-01-30 $111.98 $0.00 13.0% 3.7% 9.5% 9.7% 0.0% 0.4% 0.9% 889 -5.6K -17 0.00 145.95 N/A N/A 0 0 1 0 2025-01-31 $111.59 $0.00 13.7% 3.9% 9.7% 13.1% 0.0% 1.4% 0.1% 863 -5.3K -16 0.00 144.01 N/A N/A 0 0 1 0
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