RSPC Options History — July 2024 In July 2024, RSPC traded between $29.41 and $31.47. ATM implied volatility averaged 24.8%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 15.3% (HV 20d: 9.5%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-12 : Highest Volume — 2 contracts2024-07-22 : Largest IV spike — 45.6% change2024-07-29 : Highest IV Rank — 44.2%2024-07-29 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.31 $29.41 $31.47 $29.41 $31.47 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 24.8% 18.2% 34.7% 19.4% 34.3% Expected Move 6.8% 3.4% 9.9% 5.6% 9.8% HV 20d 9.5% 7.9% 11.9% 8.3% 11.9% HV 60d 11.0% 10.1% 12.2% 12.0% 10.3% IV Rank 24.2% 10.8% 44.2% 13.2% 43.3% IV Percentile 47.7% 9.5% 87.7% 14.7% 86.1% Term Structure -3.3% -14.1% 8.1% 6.4% -10.5% Skew 25d 1.4% -3.7% 13.1% 1.8% 2.2% Skew 10d 7.4% -6.1% 54.6% 4.2% 4.8% Call IV 25d 21.9% 13.7% 35.8% 23.2% 25.2% Put IV 25d 23.2% 14.5% 39.3% 25.0% 27.4% Bid-Ask Spread % 138.26 132.45 143.32 138.83 140.37 Gamma HHI 0.71 0.40 1.00 0.51 1.00 Net GEX 624 184 1.3K 535 216 Net DEX -5.1K -11.4K -2.1K -4.0K -3.1K Net VEX -9 -15 -3 -8 -12 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 0.091 0 2 0 0 Total OI 3.727 2 6 4 2
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 2024-07-01 $29.41 $26.00 19.4% 5.6% 8.3% 13.2% 0.0% 1.8% 6.4% 535 -4.0K -8 0.00 138.83 N/A N/A 0 0 3 1 2024-07-02 $29.70 $26.00 23.7% 6.8% 8.9% 22.0% 0.0% 13.1% 4.2% 976 -3.9K -6 0.00 134.71 N/A N/A 0 0 3 1 2024-07-03 $29.87 $26.00 22.8% 6.5% 9.1% 20.1% 0.0% -3.7% 5.0% 1.1K -4.6K -6 0.00 137.31 N/A N/A 0 0 3 1 2024-07-05 $29.91 $0.00 23.8% 3.4% 9.0% 22.2% 0.0% 0.8% 7.3% 1.2K -4.9K -5 0.00 132.45 N/A N/A 0 0 3 1 2024-07-08 $29.74 $0.00 25.8% 5.4% 9.2% 26.2% 0.0% 0.8% 7.2% 1.2K -4.2K -5 0.00 137.48 N/A N/A 0 0 3 1 2024-07-09 $29.93 $0.00 27.2% 5.3% 9.2% 28.9% 0.0% 0.8% -4.1% 1.3K -5.0K -4 0.00 136.57 N/A N/A 0 0 3 1 2024-07-10 $29.98 $0.00 19.6% 5.6% 8.9% 13.6% 0.0% 0.8% 8.1% 1.2K -5.4K -3 0.00 140.47 N/A N/A 0 0 3 1 2024-07-11 $30.11 $0.00 25.5% 7.3% 8.2% 25.6% 0.0% 1.8% -4.7% 535 -5.4K -5 0.00 143.32 N/A N/A 0 0 3 1 2024-07-12 $30.36 $0.00 18.2% 5.2% 8.4% 10.8% 0.0% 0.6% -1.9% 652 -6.3K -4 0.00 138.03 N/A N/A 2 0 3 1 2024-07-15 $30.39 $0.00 19.0% 5.4% 7.9% 12.4% 0.0% 0.6% -2.6% 859 -8.7K -15 0.00 135.98 N/A N/A 0 0 5 1 2024-07-16 $30.86 $0.00 26.1% 7.5% 8.9% 26.7% 0.0% 0.6% -10.5% 714 -9.8K -15 0.00 137.81 N/A N/A 0 0 5 1 2024-07-17 $30.81 $0.00 26.9% 7.7% 9.0% 28.3% 0.0% 0.9% -11.0% 739 -9.7K -14 0.00 142.60 N/A N/A 0 0 5 1 2024-07-18 $30.70 $0.00 21.2% 6.1% 9.2% 16.9% 0.0% 1.2% 7.1% 826 -9.1K -13 0.00 137.36 N/A N/A 0 0 5 1 2024-07-19 $30.41 $0.00 20.3% 5.8% 10.1% 15.1% 0.0% 1.2% -0.3% 221 -11.4K -12 0.00 139.69 N/A N/A 0 0 5 1 2024-07-22 $30.37 $0.00 29.6% 8.5% 9.6% 33.9% 0.0% 1.1% -6.0% 197 -2.3K -11 0.00 138.37 N/A N/A 0 0 2 0 2024-07-23 $30.40 $0.00 22.0% 6.3% 9.6% 18.4% 0.0% 1.0% -11.0% 211 -2.3K -11 0.00 139.09 N/A N/A 0 0 2 0 2024-07-24 $30.13 $0.00 31.1% 8.9% 10.2% 36.9% 0.0% 3.5% -12.4% 185 -2.2K -11 0.00 142.57 N/A N/A 0 0 2 0 2024-07-25 $30.05 $0.00 24.6% 7.1% 10.3% 23.8% 0.0% -2.3% -14.1% 184 -2.1K -11 0.00 139.02 N/A N/A 0 0 2 0 2024-07-26 $30.46 $0.00 23.9% 6.8% 11.2% 22.3% 0.0% 1.3% -4.3% 233 -2.2K -11 0.00 137.67 N/A N/A 0 0 2 0 2024-07-29 $30.76 $0.00 34.7% 9.9% 11.6% 44.2% 0.0% 1.1% -11.4% 205 -2.6K -11 0.00 136.97 N/A N/A 0 0 2 0 2024-07-30 $30.93 $0.00 26.7% 7.6% 11.0% 27.9% 0.0% 1.2% -13.9% 215 -2.7K -11 0.00 134.99 N/A N/A 0 0 2 0 2024-07-31 $31.47 $0.00 34.3% 9.8% 11.9% 43.3% 0.0% 2.2% -10.5% 216 -3.1K -12 0.00 140.37 N/A N/A 0 0 2 0
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