RSPC Options History — November 2023

In November 2023, RSPC traded between $25.94 and $28.15. ATM implied volatility averaged 23.1%. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 1.7% (HV 20d: 21.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.

Notable Days

  • 2023-11-29: Largest IV spike — 113.7% change
  • 2023-11-01: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.40$25.94$28.15$25.94$27.96
ATM IV23.1%12.9%43.5%39.1%15.4%
Expected Move6.0%3.7%11.2%11.2%4.4%
HV 20d21.4%17.9%23.4%19.0%18.0%
HV 60d17.4%15.3%18.1%15.3%17.0%
Term Structure-6.4%-23.8%9.5%-10.2%-7.0%
Skew 25d2.1%-10.1%15.1%6.1%14.3%
Skew 10d4.3%-2.8%15.0%1.6%15.0%
Call IV 25d17.7%12.9%30.0%25.5%16.0%
Put IV 25d19.8%13.8%32.5%31.6%30.3%
Bid-Ask Spread %133.85116.49139.14136.45133.65
Gamma HHI1.001.001.001.001.00
Net GEX-1.7K-2.4K-834-834-2.2K
Net DEX15.6K12.1K19.9K19.0K13.3K
Net VEX-44-49-38-40-41
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI1010101010

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$25.94$0.0039.1%11.2%19.0%0.0%0.0%6.1%-10.2%-83419.0K-400.00136.45N/AN/A00010
2023-11-02$26.60$0.0034.4%6.6%21.1%0.0%0.0%-5.1%-1.5%-1.2K18.7K-430.00137.75N/AN/A00010
2023-11-03$27.27$0.0031.0%5.0%22.5%0.0%0.0%-2.6%-1.3%-1.4K16.0K-490.00138.04N/AN/A00010
2023-11-06$26.84$0.0043.5%6.2%23.0%0.0%0.0%6.2%-1.8%-99916.5K-450.00133.01N/AN/A00010
2023-11-07$27.00$0.0020.3%6.1%22.9%0.0%0.0%8.5%9.5%-1.2K16.9K-460.00135.30N/AN/A00010
2023-11-08$26.75$0.0013.1%3.8%23.1%0.0%0.0%1.3%-1.4%-1.2K18.0K-430.00131.85N/AN/A00010
2023-11-09$26.64$0.0018.5%5.3%22.8%0.0%0.0%-0.1%-1.7%-1.1K18.2K-430.00135.39N/AN/A00010
2023-11-10$26.91$0.0027.0%7.7%23.0%0.0%0.0%3.4%-7.0%-1.3K17.8K-430.00136.73N/AN/A00010
2023-11-13$26.81$0.0013.4%3.8%22.0%0.0%0.0%1.2%-1.7%-1.6K19.9K-380.00129.74N/AN/A00010
2023-11-14$27.41$0.0019.8%5.7%23.4%0.0%0.0%3.1%-4.4%-1.8K17.5K-440.00136.94N/AN/A00010
2023-11-15$27.66$0.0019.9%5.7%22.8%0.0%0.0%7.0%-3.9%-1.9K14.8K-460.00135.78N/AN/A00010
2023-11-16$27.55$0.0018.6%5.3%22.6%0.0%0.0%9.1%-0.1%-1.9K15.9K-450.00135.66N/AN/A00010
2023-11-17$27.70$0.0012.9%3.7%22.4%0.0%0.0%1.0%0.5%-2.0K15.4K-460.00116.49N/AN/A00010
2023-11-20$28.10$0.0020.4%5.8%22.7%0.0%0.0%-2.9%-17.6%-2.0K12.1K-450.00135.47N/AN/A00010
2023-11-21$27.91$0.0022.7%6.5%22.8%0.0%0.0%4.0%-4.7%-2.0K13.3K-450.00133.72N/AN/A00010
2023-11-22$28.11$0.0022.2%6.4%20.6%0.0%0.0%-10.1%-18.3%-2.2K12.7K-440.00135.53N/AN/A00010
2023-11-24$28.15$0.0020.3%5.8%19.7%0.0%0.0%-7.1%-14.1%-2.3K12.2K-430.00132.38N/AN/A00010
2023-11-27$28.07$0.0024.6%7.1%18.5%0.0%0.0%-0.1%-21.2%-2.3K12.8K-420.00133.59N/AN/A00010
2023-11-28$27.95$0.0015.0%4.3%18.0%0.0%0.0%-7.8%-3.3%-2.4K13.5K-420.00128.17N/AN/A00010
2023-11-29$28.02$0.0032.0%9.2%17.9%0.0%0.0%15.1%-23.8%-2.1K12.8K-410.00139.14N/AN/A00010
2023-11-30$27.96$0.0015.4%4.4%18.0%0.0%0.0%14.3%-7.0%-2.2K13.3K-410.00133.65N/AN/A00010