RSPC Options History — August 2023

In August 2023, RSPC traded between $27.53 and $28.74. ATM implied volatility averaged 23.3%. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 11.5% (HV 20d: 11.8%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days.

Notable Days

  • 2023-08-16: Largest IV spike — 85.5% change
  • 2023-08-24: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.07$27.53$28.74$28.74$28.35
ATM IV23.3%14.4%34.6%14.4%24.9%
Expected Move6.3%4.1%9.3%4.1%7.1%
HV 20d11.8%10.2%14.4%12.8%11.7%
HV 60d12.6%12.3%12.8%12.3%12.6%
Term Structure-1.9%-14.0%13.1%3.9%-14.0%
Skew 25d3.0%-1.6%13.3%0.1%0.8%
Skew 10d2.4%-2.6%11.9%4.5%0.9%
Call IV 25d16.6%12.0%27.0%14.8%24.3%
Put IV 25d19.6%14.8%31.3%14.9%25.1%
Bid-Ask Spread %129.26121.42135.74121.42128.05
Gamma HHI1.001.001.001.001.00
Net GEX-924-1.1K-753-944-1.1K
Net DEX11.2K8.7K12.9K8.7K10.1K
Net VEX-70-73-65-68-65
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI1010101010

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$28.74$0.0014.4%4.1%12.8%0.0%0.0%0.1%3.9%-9448.7K-680.00121.42N/AN/A00010
2023-08-02$28.28$0.0022.1%6.3%14.0%0.0%0.0%13.3%-4.7%-90610.4K-730.00126.17N/AN/A00010
2023-08-03$28.18$0.0026.8%4.2%13.8%0.0%0.0%2.3%-1.5%-1.1K10.1K-720.00124.42N/AN/A00010
2023-08-04$28.18$0.0034.6%5.6%13.8%0.0%0.0%0.9%-8.9%-80311.0K-730.00127.25N/AN/A00010
2023-08-07$28.48$0.0017.7%5.2%14.4%0.0%0.0%2.8%-2.7%-83510.1K-710.00128.08N/AN/A00010
2023-08-08$28.48$0.0025.4%5.3%12.3%0.0%0.0%0.8%-11.6%-9669.7K-700.00125.93N/AN/A00010
2023-08-09$28.29$0.0019.8%5.7%12.4%0.0%0.0%3.0%-2.5%-99610.2K-710.00130.25N/AN/A00010
2023-08-10$28.28$0.0014.7%4.2%11.8%0.0%0.0%0.4%7.6%-1.0K10.2K-710.00129.38N/AN/A00010
2023-08-11$28.33$0.0022.1%6.3%11.2%0.0%0.0%2.6%-4.5%-1.0K10.1K-700.00128.74N/AN/A00010
2023-08-14$28.25$0.0015.4%4.4%11.2%0.0%0.0%2.0%-1.6%-77212.1K-720.00125.72N/AN/A00010
2023-08-15$28.16$0.0016.2%4.6%10.3%0.0%0.0%1.2%5.9%-96910.8K-700.00128.26N/AN/A00010
2023-08-16$27.95$0.0030.0%8.6%10.5%0.0%0.0%2.2%-8.8%-87811.6K-710.00125.67N/AN/A00010
2023-08-17$27.59$0.0019.5%5.6%10.7%0.0%0.0%-1.6%7.0%-79212.6K-710.00121.88N/AN/A00010
2023-08-18$27.56$0.0021.4%6.1%10.2%0.0%0.0%5.3%13.1%-1.0K12.7K-710.00133.35N/AN/A00010
2023-08-21$27.61$0.0022.7%6.5%10.3%0.0%0.0%1.9%1.1%-1.0K12.6K-700.00133.26N/AN/A00010
2023-08-22$27.54$0.0021.4%6.1%10.2%0.0%0.0%5.3%8.6%-94112.8K-700.00131.05N/AN/A00010
2023-08-23$27.85$0.0025.9%7.4%11.0%0.0%0.0%1.8%-5.9%-75312.4K-700.00133.31N/AN/A00010
2023-08-24$27.55$0.0032.5%9.3%11.5%0.0%0.0%6.7%-9.3%-90312.8K-690.00135.74N/AN/A00010
2023-08-25$27.53$0.0032.3%9.3%11.3%0.0%0.0%7.6%-7.3%-1.1K12.9K-700.00134.86N/AN/A00010
2023-08-28$27.75$0.0024.7%7.1%11.1%0.0%0.0%6.0%10.2%-78712.3K-690.00132.07N/AN/A00010
2023-08-29$28.24$0.0022.6%6.5%13.0%0.0%0.0%-1.0%-7.5%-78711.1K-680.00133.17N/AN/A00010
2023-08-30$28.34$0.0027.9%8.0%11.8%0.0%0.0%3.7%-9.9%-84010.8K-670.00135.05N/AN/A00010
2023-08-31$28.35$0.0024.9%7.1%11.7%0.0%0.0%0.8%-14.0%-1.1K10.1K-650.00128.05N/AN/A00010