RSPC Options History — July 2023

In July 2023, RSPC traded between $28.34 and $29.34. ATM implied volatility averaged 23.0%. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 9.7% (HV 20d: 13.3%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 6 of 20 days.

Notable Days

  • 2023-07-27: Highest Volume — 10 contracts
  • 2023-07-07: Largest IV spike — 81.3% change
  • 2023-07-24: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.72$28.34$29.34$28.62$28.79
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV23.0%14.9%31.6%14.9%21.9%
Expected Move6.6%4.3%9.0%4.3%6.3%
HV 20d13.3%12.6%14.1%13.7%12.9%
Term Structure-1.9%-13.1%11.9%11.9%-1.8%
Skew 25d4.0%-11.4%15.2%6.6%3.1%
Skew 10d1.3%-4.4%7.6%3.5%1.7%
Call IV 25d18.3%11.0%36.7%13.5%14.5%
Put IV 25d22.3%14.1%37.8%20.2%17.6%
Bid-Ask Spread %128.11122.20139.44128.14126.16
Gamma HHI0.810.531.000.531.00
Net GEX-48-955304-103-710
Net DEX803-7429.7K-829.7K
Net VEX-9-730-5-73
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.501000
Total OI29.70414110

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$28.62$25.0014.9%4.3%0.0%0.0%0.0%6.6%11.9%-103-82-50.00128.14N/AN/A00140
2023-07-05$28.56$25.0025.2%7.2%0.0%0.0%0.0%8.0%-1.3%-484881-100.00139.44N/AN/A00140
2023-07-06$28.35$0.0015.5%8.2%0.0%0.0%0.0%13.0%-3.5%-183148-40.00129.12N/AN/A00140
2023-07-07$28.39$0.0028.0%5.2%0.0%0.0%0.0%1.4%2.3%-225225-50.00128.95N/AN/A00140
2023-07-10$28.41$0.0024.4%5.3%0.0%0.0%0.0%1.0%3.4%48-178-20.00122.64N/AN/A00140
2023-07-11$28.98$0.0018.3%5.1%0.0%0.0%0.0%-3.8%-3.3%209-542-10.00128.35N/AN/A00140
2023-07-12$29.08$0.0020.6%5.9%0.0%0.0%0.0%0.7%9.1%225-637-10.00127.48N/AN/A00140
2023-07-13$29.34$0.0020.4%5.8%0.0%0.0%0.0%6.7%3.2%304-742-10.00125.41N/AN/A00140
2023-07-14$28.98$0.0018.1%5.2%13.7%0.0%0.0%15.2%-3.0%140-621-20.00122.20N/AN/A00140
2023-07-17$28.94$0.0022.8%6.5%13.3%0.0%0.0%10.9%1.7%135-578-10.00123.47N/AN/A00140
2023-07-18$29.25$0.0021.6%6.2%13.2%0.0%0.0%-11.4%-13.1%287-533-10.00124.63N/AN/A00140
2023-07-19$29.18$0.0030.4%8.7%13.0%0.0%0.0%0.2%-8.8%222-22800.00127.86N/AN/A00140
2023-07-20$28.85$0.0029.6%8.5%13.7%0.0%0.0%3.7%-6.5%140-17700.00126.54N/AN/A00140
2023-07-21$28.55$0.0030.2%8.7%14.1%0.0%0.0%1.3%-6.1%0000.00136.17N/AN/A00140
2023-07-24$28.52$0.0031.6%9.0%13.9%0.0%0.0%1.0%-7.8%0000.00136.61N/AN/A0000
2023-07-25$28.34$0.0021.9%6.3%13.9%0.0%0.0%5.0%-3.1%0000.00124.17N/AN/A0000
2023-07-26$28.43$0.0023.5%6.7%12.6%0.0%0.0%9.0%-2.5%0000.00125.11N/AN/A0000
2023-07-27$28.38$0.0017.7%5.1%12.7%0.0%0.0%3.3%-5.7%0000.00130.45N/AN/A01000
2023-07-28$28.51$0.0024.3%7.0%12.7%0.0%0.0%4.1%-3.8%-9559.4K-710.00129.36N/AN/A00010
2023-07-31$28.79$0.0021.9%6.3%12.9%0.0%0.0%3.1%-1.8%-7109.7K-730.00126.16N/AN/A00010