RSPC Options History — June 2023

Name: RSPC Options Analytics - June 2023
Creator: Options Analysis Suite

In June 2023, RSPC traded between $27.52 and $28.45. ATM implied volatility averaged 22.4%. The 30-day expected move averaged 6.4%. Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 1 of 7 days.

Notable Days

2023-06-26: Largest IV spike — 114.8% change
2023-06-26: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.02	$27.52	$28.45	$27.65	$28.45
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	22.4%	13.6%	29.1%	21.9%	24.2%
Expected Move	6.4%	3.9%	8.4%	6.3%	6.9%
Term Structure	-4.0%	-20.8%	14.1%	-1.1%	-20.8%
Skew 25d	5.7%	0.9%	13.5%	13.5%	3.6%
Skew 10d	4.0%	-12.0%	15.7%	6.4%	-1.0%
Call IV 25d	15.2%	13.3%	21.3%	13.9%	13.8%
Put IV 25d	20.8%	16.4%	27.4%	27.4%	17.4%
Bid-Ask Spread %	129.60	124.02	136.14	127.90	134.53
Gamma HHI	0.83	0.70	0.96	0.94	0.76
Net GEX	-1.2K	-2.3K	-425	-2.3K	-693
Net DEX	4.5K	717	13.1K	13.1K	1.6K
Net VEX	-28	-66	-9	-66	-16
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	41	41	41	41	41

Daily Data (7 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call OI	Put OI
2023-06-22	$27.65	$25.00	21.9%	6.3%	0.0%	0.0%	0.0%	13.5%	-1.1%	-2.3K	13.1K	-66	127.90	N/A	N/A	1	40
2023-06-23	$27.52	$25.00	13.6%	3.9%	0.0%	0.0%	0.0%	2.7%	14.1%	-1.9K	6.0K	-32	127.36	N/A	N/A	1	40
2023-06-26	$27.79	$25.00	29.1%	8.4%	0.0%	0.0%	0.0%	4.6%	-4.5%	-1.9K	7.3K	-43	136.14	N/A	N/A	1	40
2023-06-27	$28.25	$25.00	22.9%	6.6%	0.0%	0.0%	0.0%	0.9%	-6.5%	-788	1.9K	-17	130.99	N/A	N/A	1	40
2023-06-28	$28.25	$25.00	22.5%	6.4%	0.0%	0.0%	0.0%	6.8%	-6.0%	-606	1.3K	-13	124.02	N/A	N/A	1	40
2023-06-29	$28.23	$25.00	23.0%	6.6%	0.0%	0.0%	0.0%	7.5%	-3.3%	-425	717	-9	126.27	N/A	N/A	1	40
2023-06-30	$28.45	$25.00	24.2%	6.9%	0.0%	0.0%	0.0%	3.6%	-20.8%	-693	1.6K	-16	134.53	N/A	N/A	1	40