RSPC Options History — January 2024 In January 2024, RSPC traded between $28.48 and $30.25. ATM implied volatility averaged 25.0%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 12.8% (HV 20d: 12.2%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2024-01-26 : Largest IV spike — 64.2% change2024-01-04 : Highest IV Rank — 45.4%2024-01-31 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $29.28 $28.48 $30.25 $29.16 $29.93 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 25.0% 14.0% 35.2% 25.9% 34.4% Expected Move 6.6% 4.0% 9.9% 7.4% 9.9% HV 20d 12.2% 10.9% 14.0% 13.7% 11.5% HV 60d 16.2% 14.1% 17.3% 17.3% 14.1% IV Rank 24.7% 2.3% 45.4% 26.4% 43.9% IV Percentile 52.0% 3.4% 90.4% 63.2% 89.5% Term Structure -4.7% -16.6% 10.9% -12.2% -10.7% Skew 25d -1.0% -14.5% 5.5% -14.5% 0.4% Skew 10d 0.6% -2.7% 2.1% 0.7% 1.6% Call IV 25d 23.5% 16.2% 42.3% 26.0% 42.3% Put IV 25d 22.4% 11.6% 42.6% 11.6% 42.6% Bid-Ask Spread % 138.80 132.59 144.58 138.39 141.00 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -976 -2.2K 0 -1.4K 0 Net DEX 5.0K 0 10.1K 7.2K 0 Net VEX -8 -21 0 -19 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6.19 0 10 10 0
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $29.16 $28.00 25.9% 7.4% 13.7% 26.4% 0.0% -14.5% -12.2% -1.4K 7.2K -19 0.00 138.39 N/A N/A 0 0 0 10 2024-01-03 $28.93 $28.00 33.6% 9.6% 14.0% 42.1% 0.0% -8.6% -7.4% -1.4K 8.8K -21 0.00 142.16 N/A N/A 0 0 0 10 2024-01-04 $28.93 $0.00 35.2% 7.4% 13.2% 45.4% 0.0% -0.4% -10.1% -1.4K 8.8K -21 0.00 144.23 N/A N/A 0 0 0 10 2024-01-05 $28.98 $0.00 24.8% 5.9% 13.1% 24.3% 0.0% -0.5% -12.9% -1.7K 7.1K -18 0.00 135.78 N/A N/A 0 0 0 10 2024-01-08 $29.34 $0.00 31.9% 5.4% 13.7% 38.7% 0.0% -0.2% -0.3% -1.4K 6.2K -15 0.00 137.85 N/A N/A 0 0 0 10 2024-01-09 $29.14 $0.00 33.1% 5.2% 13.3% 41.1% 0.0% -0.3% -1.0% -1.5K 7.0K -15 0.00 140.15 N/A N/A 0 0 0 10 2024-01-10 $29.14 $0.00 27.0% 7.8% 13.3% 28.8% 0.0% 1.6% -6.2% -1.3K 8.3K -15 0.00 144.58 N/A N/A 0 0 0 10 2024-01-11 $28.94 $0.00 25.8% 7.4% 13.5% 26.3% 0.0% 0.5% -4.9% -1.4K 8.9K -15 0.00 142.64 N/A N/A 0 0 0 10 2024-01-12 $28.97 $0.00 20.0% 5.7% 12.3% 14.6% 0.0% -0.2% -6.0% -1.7K 7.4K -13 0.00 136.48 N/A N/A 0 0 0 10 2024-01-16 $28.75 $0.00 20.4% 5.8% 11.1% 15.3% 0.0% -2.6% -8.6% -1.8K 8.6K -9 0.00 132.94 N/A N/A 0 0 0 10 2024-01-17 $28.48 $0.00 20.5% 5.9% 11.3% 15.6% 0.0% -0.2% -0.4% -2.2K 10.1K -8 0.00 137.52 N/A N/A 0 0 0 10 2024-01-18 $28.73 $0.00 20.7% 5.9% 11.7% 16.0% 0.0% 5.5% 10.9% -1.6K 9.5K -6 0.00 141.40 N/A N/A 0 0 0 10 2024-01-19 $28.94 $0.00 21.1% 6.1% 11.5% 16.8% 0.0% -0.3% 6.4% -1.9K 6.9K -1 0.00 137.08 N/A N/A 0 0 0 10 2024-01-22 $29.22 $0.00 18.8% 5.4% 10.9% 12.0% 0.0% -0.5% -4.3% 0 0 0 0.00 138.22 N/A N/A 0 0 0 0 2024-01-23 $29.43 $0.00 22.7% 6.5% 11.0% 20.0% 0.0% -0.3% -8.2% 0 0 0 0.00 136.88 N/A N/A 0 0 0 0 2024-01-24 $29.51 $0.00 22.0% 6.3% 11.0% 18.6% 0.0% -0.1% 7.3% 0 0 0 0.00 141.78 N/A N/A 0 0 0 0 2024-01-25 $29.88 $0.00 14.0% 4.0% 11.5% 2.3% 0.0% -0.2% 6.8% 0 0 0 0.00 137.66 N/A N/A 0 0 0 0 2024-01-26 $30.05 $0.00 23.0% 6.6% 11.6% 20.6% 0.0% -0.3% -6.8% 0 0 0 0.00 138.19 N/A N/A 0 0 0 0 2024-01-29 $30.25 $0.00 24.7% 7.1% 11.3% 24.0% 0.0% -0.3% -13.5% 0 0 0 0.00 137.35 N/A N/A 0 0 0 0 2024-01-30 $30.13 $0.00 25.5% 7.3% 11.3% 25.7% 0.0% -0.4% -16.6% 0 0 0 0.00 132.59 N/A N/A 0 0 0 0 2024-01-31 $29.93 $0.00 34.4% 9.9% 11.5% 43.9% 0.0% 0.4% -10.7% 0 0 0 0.00 141.00 N/A N/A 0 0 0 0
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