RSPC Options History — April 2024

In April 2024, RSPC traded between $27.95 and $29.70. ATM implied volatility averaged 28.3%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 14.5% (HV 20d: 13.8%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 2.00.

Notable Days

2024-04-10: Highest Volume — 3 contracts
2024-04-10: Largest IV drop — 40.5% change
2024-04-09: Highest IV Rank — 45.7%
2024-04-30: Largest Expected Move — 10.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.75	$27.95	$29.70	$29.66	$27.95
Max Pain	$29.00	$29.00	$29.00	$29.00	$29.00
ATM IV	28.3%	21.1%	35.4%	24.9%	34.8%
Expected Move	7.6%	5.4%	10.0%	7.2%	10.0%
HV 20d	13.8%	11.6%	15.6%	12.8%	15.6%
HV 60d	13.7%	12.9%	14.4%	12.9%	14.4%
IV Rank	31.3%	16.7%	45.7%	24.5%	44.3%
IV Percentile	67.6%	28.9%	90.5%	56.2%	89.8%
Term Structure	-4.5%	-14.0%	19.9%	-2.6%	-11.5%
VWIV	16.0%	16.0%	16.0%	16.0%	16.0%
Skew 25d	0.5%	-0.5%	12.7%	-0.3%	0.4%
Skew 10d	1.1%	0.4%	9.3%	0.7%	1.8%
Call IV 25d	22.7%	15.3%	43.8%	25.7%	43.8%
Put IV 25d	23.2%	16.8%	44.2%	25.4%	44.2%
Bid-Ask Spread %	139.21	133.04	142.51	136.70	141.93
Gamma HHI	0.63	0.36	1.00	1.00	0.42
Net GEX	73	-63	244	243	56
Net DEX	-652	-2.9K	1.8K	-2.5K	1.8K
Net VEX	-20	-27	-11	-12	-20
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.00	2.00	2.00	2.00	2.00
Total Volume	0.182	0	3	0	0
Total OI	4.364	2	6	2	6

Daily Data (22 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
2024-04-01	$29.66	$0.00	24.9%	7.2%	12.8%	24.5%	0.0%	-0.3%	-2.6%	243	-2.5K	-12	0.00	136.70	N/A	N/A	0	0	2	0
2024-04-02	$29.46	$0.00	27.0%	7.7%	12.2%	28.5%	0.0%	-0.1%	-14.0%	227	-2.9K	-13	0.00	133.04	N/A	N/A	0	0	2	0
2024-04-03	$29.70	$0.00	26.5%	7.6%	12.1%	27.5%	0.0%	-0.2%	11.5%	244	-2.6K	-12	0.00	137.72	N/A	N/A	0	0	2	0
2024-04-04	$29.30	$0.00	30.0%	5.8%	13.3%	34.7%	0.0%	-0.4%	-6.9%	221	-2.8K	-12	0.00	136.22	N/A	N/A	0	0	2	0
2024-04-05	$29.34	$0.00	29.9%	5.4%	12.8%	34.5%	0.0%	1.5%	-0.6%	207	-2.9K	-13	0.00	137.73	N/A	N/A	0	0	2	0
2024-04-08	$29.26	$0.00	33.9%	7.3%	12.9%	42.6%	0.0%	-0.2%	-0.6%	222	-2.8K	-12	0.00	142.12	N/A	N/A	0	0	2	0
2024-04-09	$29.32	$0.00	35.4%	7.3%	11.6%	45.7%	0.0%	0.7%	0.2%	222	-2.8K	-12	0.00	142.27	N/A	N/A	0	0	2	0
2024-04-10	$28.80	$0.00	21.1%	6.1%	13.2%	16.7%	16.0%	12.7%	-5.9%	203	-1.9K	-11	2.00	139.49	N/A	N/A	1	2	2	0
2024-04-11	$29.14	$29.00	25.3%	7.3%	13.9%	25.3%	0.0%	-0.4%	-6.4%	29	-1.3K	-25	0.00	141.51	N/A	N/A	0	0	3	2
2024-04-12	$28.58	$29.00	25.2%	7.2%	14.6%	25.1%	0.0%	-0.5%	-7.6%	53	210	-23	0.00	139.51	N/A	N/A	0	0	3	2
2024-04-15	$28.31	$29.00	23.5%	6.7%	15.0%	21.5%	0.0%	-0.5%	-7.3%	32	4	-23	0.00	138.64	N/A	N/A	0	0	3	2
2024-04-16	$28.14	$29.00	29.4%	8.4%	14.9%	33.6%	0.0%	-0.3%	-6.1%	10	225	-23	0.00	140.83	N/A	N/A	0	1	3	2
2024-04-17	$28.13	$29.00	29.9%	8.6%	14.9%	34.6%	0.0%	-0.4%	-7.0%	-36	675	-27	0.00	141.53	N/A	N/A	0	0	3	3
2024-04-18	$28.21	$29.00	23.6%	6.8%	13.9%	21.8%	0.0%	-0.4%	19.9%	-61	624	-26	0.00	140.47	N/A	N/A	0	0	3	3
2024-04-19	$28.30	$29.00	30.4%	8.7%	13.8%	35.6%	0.0%	0.0%	-4.4%	-55	576	-26	0.00	140.76	N/A	N/A	0	0	3	3
2024-04-22	$28.33	$29.00	23.2%	6.6%	13.5%	20.8%	0.0%	-0.2%	-6.0%	-38	796	-24	0.00	138.46	N/A	N/A	0	0	3	3
2024-04-23	$28.70	$29.00	31.7%	9.1%	14.5%	38.2%	0.0%	-0.3%	-7.5%	16	174	-24	0.00	137.19	N/A	N/A	0	0	3	3
2024-04-24	$28.66	$29.00	32.0%	9.2%	14.4%	38.7%	0.0%	-0.4%	-9.1%	-39	773	-23	0.00	142.51	N/A	N/A	0	0	3	3
2024-04-25	$28.25	$29.00	33.0%	9.5%	14.5%	40.8%	0.0%	-0.4%	-13.4%	-38	951	-24	0.00	137.62	N/A	N/A	0	0	3	3
2024-04-26	$28.44	$29.00	25.1%	7.2%	14.7%	24.8%	0.0%	-0.2%	-6.9%	-63	782	-24	0.00	139.68	N/A	N/A	0	0	3	3
2024-04-29	$28.44	$29.00	27.2%	7.8%	14.7%	29.0%	0.0%	-0.1%	-7.7%	-53	536	-23	0.00	136.61	N/A	N/A	0	0	3	3
2024-04-30	$27.95	$29.00	34.8%	10.0%	15.6%	44.3%	0.0%	0.4%	-11.5%	56	1.8K	-20	0.00	141.93	N/A	N/A	0	0	3	3