RSPC Options History — October 2023

In October 2023, RSPC traded between $25.21 and $27.16. ATM implied volatility averaged 27.0%. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 12.5% (HV 20d: 14.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days.

Notable Days

  • 2023-10-04: Highest Volume — 9 contracts
  • 2023-10-25: Largest IV spike — 42.7% change
  • 2023-10-03: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.42$25.21$27.16$26.47$25.94
ATM IV27.0%18.4%39.5%29.1%18.4%
Expected Move7.6%5.1%11.3%8.4%5.3%
HV 20d14.5%11.9%19.3%11.9%19.2%
HV 60d13.7%12.9%15.4%13.4%15.3%
Term Structure-3.4%-21.8%13.4%-21.8%-1.2%
Skew 25d4.2%-8.0%18.8%-0.6%18.8%
Skew 10d8.2%-4.2%18.6%10.3%14.9%
Call IV 25d21.0%13.6%39.1%19.7%17.8%
Put IV 25d25.2%17.8%40.7%19.1%36.7%
Bid-Ask Spread %134.35129.98139.58139.58129.98
Gamma HHI1.001.001.001.001.00
Net GEX-909-1.4K-661-967-872
Net DEX17.4K15.2K21.1K17.2K19.5K
Net VEX-49-56-29-54-37
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.4550900
Total OI1010101010

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$26.47$0.0029.1%8.4%11.9%0.0%0.0%-0.6%-21.8%-96717.2K-540.00139.58N/AN/A00010
2023-10-03$26.14$0.0039.5%11.3%12.4%0.0%0.0%17.1%-10.0%-67016.3K-540.00136.34N/AN/A00010
2023-10-04$26.30$0.0029.5%8.5%12.8%0.0%0.0%3.3%-7.3%-88717.4K-530.00138.67N/AN/A09010
2023-10-05$26.26$0.0021.1%7.6%12.7%0.0%0.0%0.9%0.1%-69918.8K-470.00133.54N/AN/A00010
2023-10-06$26.58$0.0029.0%7.9%13.5%0.0%0.0%-0.8%-8.5%-1.2K18.4K-520.00134.97N/AN/A00010
2023-10-09$26.84$0.0024.7%5.1%13.1%0.0%0.0%4.2%6.2%-1.1K16.5K-550.00133.82N/AN/A00010
2023-10-10$27.08$0.0031.4%6.2%13.5%0.0%0.0%2.4%-7.9%-1.2K15.7K-560.00132.60N/AN/A00010
2023-10-11$27.09$0.0029.0%8.3%13.5%0.0%0.0%4.6%-4.0%-1.4K16.2K-540.00134.65N/AN/A00010
2023-10-12$26.78$0.0022.2%6.4%12.3%0.0%0.0%1.7%-3.2%-77315.3K-540.00132.63N/AN/A00010
2023-10-13$26.61$0.0021.4%6.1%12.2%0.0%0.0%1.4%7.7%-97416.9K-530.00135.17N/AN/A00010
2023-10-16$27.11$0.0023.4%6.7%14.0%0.0%0.0%4.7%-4.5%-1.1K15.5K-540.00131.47N/AN/A00010
2023-10-17$27.16$0.0022.3%6.4%14.1%0.0%0.0%6.0%4.0%-1.0K15.2K-550.00134.78N/AN/A00010
2023-10-18$26.73$0.0024.3%7.0%14.5%0.0%0.0%11.2%1.8%-89817.4K-490.00134.49N/AN/A00010
2023-10-19$26.54$0.0031.5%9.0%14.5%0.0%0.0%-8.0%-5.8%-88016.7K-510.00137.61N/AN/A00010
2023-10-20$26.33$0.0029.7%8.5%14.6%0.0%0.0%6.9%-0.4%-81715.4K-520.00134.83N/AN/A00010
2023-10-23$26.29$0.0024.5%7.0%14.5%0.0%0.0%-0.6%-0.3%-75216.7K-490.00132.56N/AN/A01010
2023-10-24$26.55$0.0024.9%7.1%14.6%0.0%0.0%5.4%13.4%-84418.2K-460.00135.35N/AN/A00010
2023-10-25$25.93$0.0035.6%10.2%16.9%0.0%0.0%-4.4%-17.5%-74718.6K-430.00136.45N/AN/A00010
2023-10-26$25.59$0.0027.5%7.9%17.1%0.0%0.0%3.7%-5.9%-75419.7K-380.00133.02N/AN/A00010
2023-10-27$25.21$0.0027.4%7.9%17.7%0.0%0.0%10.8%-17.1%-66121.1K-290.00130.08N/AN/A00010
2023-10-30$25.71$0.0028.2%8.1%19.3%0.0%0.0%2.4%6.7%-80119.1K-380.00133.16N/AN/A00010
2023-10-31$25.94$0.0018.4%5.3%19.2%0.0%0.0%18.8%-1.2%-87219.5K-370.00129.98N/AN/A00010