RSPC Options History — May 2024 In May 2024, RSPC traded between $28.25 and $29.81. ATM implied volatility averaged 29.8%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 16.3% (HV 20d: 13.5%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 66.2% change2024-05-14 : Highest IV Rank — 98.9%2024-05-02 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $29.25 $28.25 $29.81 $28.25 $29.81 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 29.8% 18.3% 61.7% 26.4% 30.1% Expected Move 6.5% 4.9% 10.4% 7.6% 8.6% HV 20d 13.5% 10.3% 17.1% 15.8% 10.6% HV 60d 13.5% 13.0% 14.5% 14.3% 13.4% IV Rank 34.2% 11.0% 98.9% 27.5% 34.9% IV Percentile 56.7% 10.6% 98.7% 60.6% 75.1% Term Structure -6.7% -14.6% 4.7% -12.7% -9.8% Skew 25d 0.4% -6.4% 8.8% -0.4% -6.4% Skew 10d 1.5% 0.3% 13.5% 13.5% 0.3% Call IV 25d 21.1% 14.7% 32.1% 28.0% 30.2% Put IV 25d 21.6% 15.9% 32.6% 27.6% 23.8% Bid-Ask Spread % 139.25 136.20 144.42 138.99 137.88 Gamma HHI 0.47 0.37 0.54 0.38 0.54 Net GEX 231 -85 552 -52 492 Net DEX -2.0K -4.3K 1.2K 1.2K -4.3K Net VEX -15 -23 -11 -22 -12 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5.182 4 6 6 4
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 2024-05-01 $28.25 $29.00 26.4% 7.6% 15.8% 27.5% 0.0% -0.4% -12.7% -52 1.2K -22 0.00 138.99 N/A N/A 0 0 3 3 2024-05-02 $28.48 $29.00 36.4% 10.4% 15.7% 47.6% 0.0% 3.2% -14.6% -23 427 -23 0.00 140.10 N/A N/A 0 0 3 3 2024-05-03 $28.87 $29.00 26.5% 7.6% 16.6% 27.6% 0.0% 4.8% -9.8% -54 71 -18 0.00 138.26 N/A N/A 0 0 3 3 2024-05-06 $29.18 $0.00 30.9% 5.9% 17.0% 36.5% 0.0% 1.2% -5.4% -85 -785 -20 0.00 136.20 N/A N/A 0 0 3 3 2024-05-07 $29.06 $0.00 30.6% 7.0% 17.1% 35.9% 0.0% -0.3% -2.9% -48 -410 -18 0.00 140.23 N/A N/A 0 0 3 3 2024-05-08 $29.01 $0.00 44.0% 7.0% 15.8% 63.1% 0.0% -0.2% -5.3% 64 -218 -17 0.00 143.56 N/A N/A 0 0 3 3 2024-05-09 $29.21 $0.00 34.7% 5.3% 15.4% 44.3% 0.0% 1.1% -2.9% 68 -779 -17 0.00 138.53 N/A N/A 0 0 3 3 2024-05-10 $29.38 $0.00 40.7% 4.9% 13.7% 56.4% 0.0% 8.8% -1.7% 77 -1.3K -17 0.00 138.98 N/A N/A 0 0 3 3 2024-05-13 $29.42 $0.00 55.8% 5.1% 13.1% 86.9% 0.0% -0.3% -2.0% 39 -1.4K -16 0.00 139.00 N/A N/A 0 0 3 3 2024-05-14 $29.50 $0.00 61.7% 5.1% 12.7% 98.9% 0.0% -0.1% -1.8% 19 -1.7K -16 0.00 138.59 N/A N/A 0 0 3 3 2024-05-15 $29.50 $0.00 20.9% 6.0% 12.7% 16.2% 0.0% -0.2% -8.5% 92 -1.6K -15 0.00 140.44 N/A N/A 0 0 3 3 2024-05-16 $29.52 $0.00 18.3% 5.3% 12.7% 11.0% 0.0% -0.2% 4.7% 99 -1.6K -15 0.00 138.99 N/A N/A 0 0 3 3 2024-05-17 $29.43 $0.00 18.8% 5.4% 12.9% 11.9% 0.0% -0.2% -8.3% 552 -4.0K -14 0.00 136.40 N/A N/A 0 0 3 3 2024-05-20 $29.54 $0.00 27.3% 7.8% 12.9% 29.3% 0.0% 0.5% -8.6% 488 -3.8K -13 0.00 144.42 N/A N/A 0 0 3 1 2024-05-21 $29.45 $0.00 19.9% 5.7% 12.3% 14.3% 0.0% -0.2% -5.5% 487 -3.7K -13 0.00 138.54 N/A N/A 0 0 3 1 2024-05-22 $29.45 $0.00 20.3% 5.8% 12.3% 14.9% 0.0% -0.4% -6.0% 545 -3.6K -12 0.00 141.84 N/A N/A 0 0 3 1 2024-05-23 $29.05 $0.00 20.2% 5.8% 12.2% 14.9% 0.0% -0.3% -8.0% 454 -3.0K -12 0.00 136.77 N/A N/A 0 0 3 1 2024-05-24 $29.33 $0.00 21.1% 6.1% 12.4% 16.7% 0.0% -0.2% -7.9% 530 -3.4K -12 0.00 136.69 N/A N/A 0 0 3 1 2024-05-28 $29.29 $0.00 22.9% 6.6% 12.4% 20.2% 0.0% -0.3% -9.8% 348 -3.6K -13 0.00 140.10 N/A N/A 0 0 3 1 2024-05-29 $29.20 $0.00 23.9% 6.9% 10.4% 22.3% 0.0% -0.4% -12.3% 495 -3.1K -11 0.00 137.98 N/A N/A 0 0 3 1 2024-05-30 $29.49 $0.00 23.6% 6.8% 10.3% 21.8% 0.0% -0.2% -8.0% 494 -3.7K -12 0.00 140.90 N/A N/A 0 0 3 1 2024-05-31 $29.81 $0.00 30.1% 8.6% 10.6% 34.9% 0.0% -6.4% -9.8% 492 -4.3K -12 0.00 137.88 N/A N/A 0 0 3 1
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