RSPC Options History — March 2024 In March 2024, RSPC traded between $28.64 and $29.80. ATM implied volatility averaged 28.6%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 15.5% (HV 20d: 13.1%). Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-27 : Highest Volume — 2 contracts2024-03-08 : Largest IV spike — 67.7% change2024-03-12 : Highest IV Rank — 100.0%2024-03-11 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $29.22 $28.64 $29.80 $29.15 $29.80 ATM IV 28.6% 19.3% 62.3% 27.5% 20.4% Expected Move 6.9% 5.5% 8.2% 7.9% 5.9% HV 20d 13.1% 11.2% 15.2% 14.7% 12.6% HV 60d 13.1% 12.7% 13.6% 13.4% 13.0% IV Rank 32.0% 13.0% 100.0% 29.6% 15.3% IV Percentile 55.8% 16.0% 100.0% 69.5% 24.9% Term Structure -1.5% -11.8% 12.6% -11.8% 12.4% Skew 25d -0.3% -11.5% 2.3% -11.5% 1.1% Skew 10d 1.8% -3.4% 11.0% 11.0% 1.9% Call IV 25d 26.9% 15.8% 42.6% 42.6% 34.8% Put IV 25d 26.6% 17.7% 35.9% 31.0% 35.9% Bid-Ask Spread % 139.14 133.65 143.00 138.37 137.31 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 12 0 240 0 240 Net DEX -135 -2.7K 0 0 -2.7K Net VEX -1 -13 0 0 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.1 0 2 0 0 Total OI 0.1 0 2 0 2
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 2024-03-01 $29.15 $0.00 27.5% 7.9% 14.7% 29.6% 0.0% -11.5% -11.8% 0 0 0 0.00 138.37 N/A N/A 0 0 0 0 2024-03-04 $28.80 $0.00 31.2% 6.9% 15.2% 37.3% 0.0% 1.3% -3.8% 0 0 0 0.00 142.60 N/A N/A 0 0 0 0 2024-03-05 $28.64 $0.00 32.0% 7.1% 14.3% 39.0% 0.0% -9.1% -4.3% 0 0 0 0.00 141.89 N/A N/A 0 0 0 0 2024-03-06 $28.66 $0.00 36.6% 7.2% 14.4% 48.2% 0.0% 2.3% -4.5% 0 0 0 0.00 141.79 N/A N/A 0 0 0 0 2024-03-07 $28.97 $0.00 21.9% 7.3% 14.0% 18.4% 0.0% 1.8% -5.5% 0 0 0 0.00 141.93 N/A N/A 0 0 0 0 2024-03-08 $28.98 $0.00 36.8% 7.4% 13.9% 48.6% 0.0% 1.6% -5.3% 0 0 0 0.00 141.53 N/A N/A 0 0 0 0 2024-03-11 $29.43 $0.00 52.7% 8.2% 15.0% 80.9% 0.0% -0.7% -7.0% 0 0 0 0.00 143.00 N/A N/A 0 0 0 0 2024-03-12 $29.35 $0.00 62.3% 7.6% 14.3% 100.0% 0.0% 1.8% -5.1% 0 0 0 0.00 141.69 N/A N/A 0 0 0 0 2024-03-13 $29.41 $0.00 28.3% 8.1% 12.3% 31.2% 0.0% 1.7% -6.4% 0 0 0 0.00 142.52 N/A N/A 0 0 0 0 2024-03-14 $28.98 $0.00 26.6% 7.6% 12.4% 27.8% 0.0% 1.1% -4.8% 0 0 0 0.00 140.12 N/A N/A 0 0 0 0 2024-03-15 $28.98 $0.00 27.3% 7.8% 12.1% 29.3% 0.0% 1.8% -4.0% 0 0 0 0.00 141.51 N/A N/A 0 0 0 0 2024-03-18 $29.12 $0.00 20.7% 5.9% 11.7% 15.8% 0.0% -0.3% -0.9% 0 0 0 0.00 133.65 N/A N/A 0 0 0 0 2024-03-19 $29.16 $0.00 21.7% 6.2% 11.2% 17.9% 0.0% 2.0% -1.5% 0 0 0 0.00 135.49 N/A N/A 0 0 0 0 2024-03-20 $29.54 $0.00 19.3% 5.5% 11.9% 13.1% 0.0% -0.2% 11.8% 0 0 0 0.00 137.23 N/A N/A 0 0 0 0 2024-03-21 $29.69 $0.00 19.3% 5.5% 11.8% 13.0% 0.0% -0.3% 11.7% 0 0 0 0.00 138.50 N/A N/A 0 0 0 0 2024-03-22 $29.37 $0.00 21.1% 6.0% 12.5% 16.6% 0.0% -0.1% -0.9% 0 0 0 0.00 135.66 N/A N/A 0 0 0 0 2024-03-25 $29.34 $0.00 22.3% 6.4% 12.5% 19.2% 0.0% -0.1% -1.8% 0 0 0 0.00 134.48 N/A N/A 0 0 0 0 2024-03-26 $29.39 $0.00 22.8% 6.5% 12.4% 20.0% 0.0% -0.1% -10.1% 0 0 0 0.00 135.69 N/A N/A 0 0 0 0 2024-03-27 $29.70 $0.00 22.1% 6.3% 12.7% 18.6% 0.0% -0.2% 12.6% 0 0 0 0.00 137.83 N/A N/A 2 0 0 0 2024-03-28 $29.80 $0.00 20.4% 5.9% 12.6% 15.3% 0.0% 1.1% 12.4% 240 -2.7K -13 0.00 137.31 N/A N/A 0 0 2 0
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