RSPC Options History — February 2024 In February 2024, RSPC traded between $28.80 and $30.09. ATM implied volatility averaged 25.8%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 11.6% (HV 20d: 14.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days.
Notable Days 2024-02-05 : Largest IV spike — 176.6% change2024-02-05 : Highest IV Rank — 63.6%2024-02-28 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $29.19 $28.80 $30.09 $30.09 $29.04 ATM IV 25.8% 14.8% 44.1% 28.2% 26.6% Expected Move 6.9% 4.3% 9.8% 6.9% 7.6% HV 20d 14.2% 11.1% 15.9% 11.1% 14.8% HV 60d 13.5% 12.8% 13.7% 13.3% 13.3% IV Rank 26.3% 4.0% 63.6% 31.2% 28.0% IV Percentile 54.9% 4.7% 96.8% 71.4% 66.5% Term Structure -2.5% -12.6% 9.1% -2.0% -12.6% Skew 25d 0.9% -6.7% 11.3% 2.5% -0.3% Skew 10d 0.8% -6.7% 8.1% 3.8% 1.2% Call IV 25d 23.9% 17.3% 43.9% 17.5% 28.4% Put IV 25d 24.8% 15.9% 44.2% 20.0% 28.1% Bid-Ask Spread % 138.18 131.58 143.26 140.58 140.97 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (20 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 2024-02-01 $30.09 $0.00 28.2% 6.9% 11.1% 31.2% 0.0% 2.5% -2.0% 0 0 0 0.00 140.58 N/A N/A 0 0 0 0 2024-02-02 $29.95 $0.00 16.0% 5.5% 11.3% 6.3% 0.0% -0.4% -1.1% 0 0 0 0.00 135.94 N/A N/A 0 0 0 0 2024-02-05 $29.48 $0.00 44.1% 7.8% 12.9% 63.6% 0.0% 0.3% -4.7% 0 0 0 0.00 142.95 N/A N/A 0 0 0 0 2024-02-06 $29.45 $0.00 36.5% 6.0% 12.2% 48.1% 0.0% -0.4% -4.3% 0 0 0 0.00 135.11 N/A N/A 0 0 0 0 2024-02-07 $29.00 $0.00 25.1% 7.2% 13.2% 24.9% 0.0% -6.7% -3.7% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0 2024-02-08 $29.05 $0.00 24.7% 7.1% 13.2% 24.1% 0.0% -0.3% -5.7% 0 0 0 0.00 135.88 N/A N/A 0 0 0 0 2024-02-09 $29.02 $0.00 20.7% 5.9% 12.9% 15.9% 0.0% -1.4% 4.0% 0 0 0 0.00 133.80 N/A N/A 0 0 0 0 2024-02-12 $29.41 $0.00 25.2% 7.2% 13.8% 25.1% 0.0% 11.3% -8.0% 0 0 0 0.00 137.66 N/A N/A 0 0 0 0 2024-02-13 $28.84 $0.00 20.8% 6.0% 15.3% 16.1% 0.0% 10.3% 8.6% 0 0 0 0.00 136.19 N/A N/A 0 0 0 0 2024-02-14 $29.25 $0.00 26.6% 7.6% 15.6% 27.8% 0.0% -0.1% -9.0% 0 0 0 0.00 140.10 N/A N/A 0 0 0 0 2024-02-15 $29.48 $0.00 26.4% 7.6% 15.6% 27.5% 0.0% 3.3% 1.0% 0 0 0 0.00 139.21 N/A N/A 0 0 0 0 2024-02-16 $29.18 $0.00 28.7% 8.2% 15.9% 32.2% 0.0% -0.3% -5.7% 0 0 0 0.00 138.40 N/A N/A 0 0 0 0 2024-02-20 $28.93 $0.00 24.6% 7.1% 15.8% 23.9% 0.0% 1.8% -3.9% 0 0 0 0.00 131.58 N/A N/A 0 0 0 0 2024-02-21 $28.80 $0.00 32.0% 9.2% 15.6% 38.8% 0.0% -0.5% -8.8% 0 0 0 0.00 143.26 N/A N/A 0 0 0 0 2024-02-22 $29.02 $0.00 22.9% 6.6% 15.9% 20.3% 0.0% -0.3% 8.8% 0 0 0 0.00 138.89 N/A N/A 0 0 0 0 2024-02-23 $28.95 $0.00 14.8% 4.3% 15.1% 4.0% 0.0% -0.2% 8.0% 0 0 0 0.00 134.44 N/A N/A 0 0 0 0 2024-02-26 $28.91 $0.00 23.4% 6.7% 14.8% 21.4% 0.0% -0.2% -9.2% 0 0 0 0.00 139.16 N/A N/A 0 0 0 0 2024-02-27 $29.00 $0.00 15.0% 4.3% 14.6% 4.3% 0.0% -0.3% 9.1% 0 0 0 0.00 137.59 N/A N/A 0 0 0 0 2024-02-28 $28.86 $0.00 34.2% 9.8% 14.6% 43.3% 0.0% 0.3% -11.0% 0 0 0 0.00 142.94 N/A N/A 0 0 0 0 2024-02-29 $29.04 $0.00 26.6% 7.6% 14.8% 28.0% 0.0% -0.3% -12.6% 0 0 0 0.00 140.97 N/A N/A 0 0 0 0
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