RSPC Options History — June 2024 In June 2024, RSPC traded between $29.04 and $30.08. ATM implied volatility averaged 24.0%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 14.2% (HV 20d: 9.8%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days.
Notable Days 2024-06-05 : Largest IV spike — 126.3% change2024-06-11 : Highest IV Rank — 65.3%2024-06-05 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $29.54 $29.04 $30.08 $29.98 $29.66 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 24.0% 13.3% 45.1% 23.0% 20.4% Expected Move 6.0% 3.8% 9.7% 6.6% 5.8% HV 20d 9.8% 8.7% 11.1% 9.8% 8.7% HV 60d 12.7% 12.2% 13.2% 13.2% 12.2% IV Rank 22.6% 0.9% 65.3% 20.6% 15.3% IV Percentile 41.1% 0.8% 96.7% 41.6% 22.2% Term Structure 1.4% -14.7% 8.8% -14.7% 7.5% Skew 25d 2.9% -12.4% 15.2% -12.4% -2.5% Skew 10d 4.0% -16.2% 36.7% -11.4% -3.9% Call IV 25d 22.4% 9.2% 41.6% 37.3% 20.3% Put IV 25d 25.3% 14.8% 42.3% 24.8% 17.7% Bid-Ask Spread % 137.17 128.42 143.22 139.61 128.42 Gamma HHI 0.53 0.44 0.58 0.56 0.55 Net GEX 644 302 889 557 863 Net DEX -3.8K -5.0K -2.5K -4.9K -3.9K Net VEX -10 -12 -7 -12 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4 4 4 4 4
Daily Data (19 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 2024-06-03 $29.98 $0.00 23.0% 6.6% 9.8% 20.6% 0.0% -12.4% -14.7% 557 -4.9K -12 0.00 139.61 N/A N/A 0 0 3 1 2024-06-04 $29.93 $0.00 15.0% 4.3% 9.3% 4.3% 0.0% -0.2% 4.7% 598 -5.0K -12 0.00 135.83 N/A N/A 0 0 3 1 2024-06-05 $30.06 $0.00 33.9% 9.7% 9.1% 42.5% 0.0% 0.7% -10.2% 471 -4.9K -12 0.00 141.67 N/A N/A 0 0 3 1 2024-06-06 $30.08 $26.00 26.2% 5.5% 9.0% 27.0% 0.0% -1.8% 0.3% 643 -4.9K -11 0.00 133.41 N/A N/A 0 0 3 1 2024-06-07 $29.88 $26.00 34.7% 5.4% 9.3% 44.2% 0.0% -1.1% 1.7% 615 -4.6K -11 0.00 134.42 N/A N/A 0 0 3 1 2024-06-10 $29.71 $26.00 31.9% 5.5% 9.4% 38.6% 0.0% 10.3% 3.3% 805 -4.2K -10 0.00 131.41 N/A N/A 0 0 3 1 2024-06-11 $29.43 $26.00 45.1% 5.7% 10.1% 65.3% 0.0% 1.6% 4.7% 573 -3.6K -10 0.00 137.22 N/A N/A 0 0 3 1 2024-06-12 $29.32 $26.00 19.6% 5.6% 10.1% 13.5% 0.0% 6.9% 2.7% 625 -3.2K -10 0.00 137.85 N/A N/A 0 0 3 1 2024-06-13 $29.14 $26.00 13.3% 3.8% 10.3% 0.9% 0.0% 6.7% 6.2% 715 -2.9K -9 0.00 139.27 N/A N/A 0 0 3 1 2024-06-14 $29.04 $26.00 22.3% 6.4% 10.4% 19.2% 0.0% -1.5% -3.1% 496 -2.8K -9 0.00 138.65 N/A N/A 0 0 3 1 2024-06-17 $29.12 $26.00 22.6% 6.5% 10.4% 19.7% 0.0% 10.4% -2.8% 530 -3.0K -9 0.00 140.23 N/A N/A 0 0 3 1 2024-06-18 $29.07 $26.00 20.4% 5.9% 10.3% 15.3% 0.0% 15.2% 3.3% 641 -2.5K -8 0.00 140.22 N/A N/A 0 0 3 1 2024-06-20 $29.20 $26.00 27.9% 8.0% 10.4% 30.5% 0.0% 2.6% -4.8% 302 -3.6K -11 0.00 143.22 N/A N/A 0 0 3 1 2024-06-21 $29.51 $26.00 24.4% 7.0% 11.1% 23.3% 0.0% 3.5% 2.5% 484 -3.9K -10 0.00 140.33 N/A N/A 0 0 3 1 2024-06-24 $29.55 $26.00 21.6% 6.2% 9.9% 17.7% 0.0% 1.0% 8.8% 834 -3.7K -8 0.00 132.83 N/A N/A 0 0 3 1 2024-06-25 $29.48 $26.00 16.0% 4.6% 9.3% 6.3% 0.0% 4.2% 5.8% 790 -3.8K -8 0.00 136.35 N/A N/A 0 0 3 1 2024-06-26 $29.47 $26.00 16.0% 4.6% 9.3% 6.3% 0.0% 2.7% 4.5% 810 -3.5K -8 0.00 138.57 N/A N/A 0 0 3 1 2024-06-27 $29.61 $26.00 22.0% 6.3% 9.4% 18.5% 0.0% 8.9% 6.0% 889 -3.7K -7 0.00 136.72 N/A N/A 0 0 3 1 2024-06-28 $29.66 $26.00 20.4% 5.8% 8.7% 15.3% 0.0% -2.5% 7.5% 863 -3.9K -7 0.00 128.42 N/A N/A 0 0 3 1
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